# EDGAR Filing Document

**Accession Number:** 0000856517
**File Stem:** 0001193125-26-144792
**Filing Date:** 2026-4
**Character Count:** 1837804
**Document Hash:** b0e6c65c33e48a45522aa5eb1f42f1ee
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-144792.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0001193125-26-144792

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260407

**DATE AS OF CHANGE**: 20260407

**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:** 26843442

**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):** 2026-03-31

**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:** 48 days

- **WAL:** 100 days

- **Total Value of Portfolio Securities:** $182535524790.10

- **Amortized Cost of Portfolio Securities:** $182544319467.76

- **Cash:** $6968235853.73

- **Total Other Assets:** $338792724.53

- **Total Liabilities:** $578660087.47

- **Net Assets of Series:** $189272687958.55

- **Number of Shares Outstanding (Series):** 189320942094.3800

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-03-02 | $139147336683.71          | $172249605815.85           | 67.6800%                  | 83.7800%                   |
| 2026-03-03 | $133044332146.34          | $170196742405.94           | 65.3900%                  | 83.6500%                   |
| 2026-03-04 | $137053256464.17          | $172930807851.24           | 66.4700%                  | 83.8700%                   |
| 2026-03-05 | $133560919114.86          | $170147111629.40           | 65.5300%                  | 83.4800%                   |
| 2026-03-06 | $131050492705.38          | $167637108602.32           | 65.0900%                  | 83.2600%                   |
| 2026-03-09 | $141222508395.03          | $173959265419.43           | 68.2400%                  | 84.0500%                   |
| 2026-03-10 | $137365650274.14          | $170578048426.01           | 67.4700%                  | 83.7900%                   |
| 2026-03-11 | $132831502437.87          | $165009541717.20           | 67.0900%                  | 83.3400%                   |
| 2026-03-12 | $126383262107.97          | $160411442514.77           | 65.3500%                  | 82.9400%                   |
| 2026-03-13 | $125673112116.62          | $159231715905.82           | 65.3900%                  | 82.8600%                   |
| 2026-03-16 | $131340089939.58          | $158568334856.24           | 68.6000%                  | 82.8200%                   |
| 2026-03-17 | $126037881275.88          | $159766267320.02           | 65.5600%                  | 83.1100%                   |
| 2026-03-18 | $130362425404.59          | $162566952576.19           | 66.8400%                  | 83.3500%                   |
| 2026-03-19 | $129666092176.15          | $163315760475.22           | 66.2300%                  | 83.4100%                   |
| 2026-03-20 | $125306870432.36          | $160156962113.83           | 65.0400%                  | 83.1300%                   |
| 2026-03-23 | $126612013598.08          | $161012246407.01           | 65.5000%                  | 83.3000%                   |
| 2026-03-24 | $125511037195.16          | $159892011131.56           | 65.3100%                  | 83.2000%                   |
| 2026-03-25 | $124208809370.77          | $158389896338.97           | 65.1400%                  | 83.0600%                   |
| 2026-03-26 | $124143668728.62          | $156261868728.62           | 65.6000%                  | 82.5700%                   |
| 2026-03-27 | $119785346454.98          | $153912185305.82           | 64.0600%                  | 82.3100%                   |
| 2026-03-30 | $120324020274.54          | $153200880144.53           | 64.6000%                  | 82.2500%                   |
| 2026-03-31 | $123674558702.88          | $156801439592.01           | 65.1400%                  | 82.5900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 3.7500%             |
| 2026-03-03 | 3.7500%             |
| 2026-03-04 | 3.7500%             |
| 2026-03-05 | 3.7500%             |
| 2026-03-06 | 3.7400%             |
| 2026-03-09 | 3.7300%             |
| 2026-03-10 | 3.7200%             |
| 2026-03-11 | 3.7200%             |
| 2026-03-12 | 3.7200%             |
| 2026-03-13 | 3.7200%             |
| 2026-03-16 | 3.7300%             |
| 2026-03-17 | 3.7300%             |
| 2026-03-18 | 3.7300%             |
| 2026-03-19 | 3.7300%             |
| 2026-03-20 | 3.7300%             |
| 2026-03-23 | 3.7200%             |
| 2026-03-24 | 3.7200%             |
| 2026-03-25 | 3.7200%             |
| 2026-03-26 | 3.7200%             |
| 2026-03-27 | 3.7200%             |
| 2026-03-30 | 3.7300%             |
| 2026-03-31 | 3.7300%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-03-02 | 0.9998                      |
|  |  |
| 2026-03-03 | 0.9998                      |
|  |  |
| 2026-03-04 | 0.9998                      |
|  |  |
| 2026-03-05 | 0.9998                      |
|  |  |
| 2026-03-06 | 0.9998                      |
|  |  |
| 2026-03-09 | 0.9998                      |
|  |  |
| 2026-03-10 | 0.9998                      |
|  |  |
| 2026-03-11 | 0.9998                      |
|  |  |
| 2026-03-12 | 0.9997                      |
|  |  |
| 2026-03-13 | 0.9997                      |
|  |  |
| 2026-03-16 | 0.9997                      |
|  |  |
| 2026-03-17 | 0.9997                      |
|  |  |
| 2026-03-18 | 0.9997                      |
|  |  |
| 2026-03-19 | 0.9997                      |
|  |  |
| 2026-03-20 | 0.9996                      |
|  |  |
| 2026-03-23 | 0.9997                      |
|  |  |
| 2026-03-24 | 0.9996                      |
|  |  |
| 2026-03-25 | 0.9997                      |
|  |  |
| 2026-03-26 | 0.9996                      |
|  |  |
| 2026-03-27 | 0.9997                      |
|  |  |
| 2026-03-30 | 0.9997                      |
|  |  |
| 2026-03-31 | 0.9997                      |
|  |  |

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

### Class: Institutional Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $36672405047.89

- **Number of Shares Outstanding:** 36681754496.2000

- **Expense Reimbursement/Waiver:** 2599048.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9998          |
|  |  |
| 2026-03-03 | 0.9998          |
|  |  |
| 2026-03-04 | 0.9998          |
|  |  |
| 2026-03-05 | 0.9998          |
|  |  |
| 2026-03-06 | 0.9998          |
|  |  |
| 2026-03-09 | 0.9998          |
|  |  |
| 2026-03-10 | 0.9998          |
|  |  |
| 2026-03-11 | 0.9998          |
|  |  |
| 2026-03-12 | 0.9997          |
|  |  |
| 2026-03-13 | 0.9997          |
|  |  |
| 2026-03-16 | 0.9997          |
|  |  |
| 2026-03-17 | 0.9997          |
|  |  |
| 2026-03-18 | 0.9997          |
|  |  |
| 2026-03-19 | 0.9997          |
|  |  |
| 2026-03-20 | 0.9996          |
|  |  |
| 2026-03-23 | 0.9997          |
|  |  |
| 2026-03-24 | 0.9996          |
|  |  |
| 2026-03-25 | 0.9997          |
|  |  |
| 2026-03-26 | 0.9996          |
|  |  |
| 2026-03-27 | 0.9997          |
|  |  |
| 2026-03-30 | 0.9997          |
|  |  |
| 2026-03-31 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $1238898351.52            | $561386658.98           |
| 2026-03-03 | $559449142.90             | $486342008.75           |
| 2026-03-04 | $562056891.36             | $896933046.49           |
| 2026-03-05 | $499869221.11             | $507907140.79           |
| 2026-03-06 | $436199594.12             | $680425423.61           |
| 2026-03-09 | $576621772.05             | $495659394.54           |
| 2026-03-10 | $414508416.73             | $591770736.41           |
| 2026-03-11 | $411335303.71             | $486718871.08           |
| 2026-03-12 | $325560814.95             | $694361974.22           |
| 2026-03-13 | $952237276.93             | $736647970.15           |
| 2026-03-16 | $921930131.29             | $1029952806.80          |
| 2026-03-17 | $504764035.34             | $229645313.80           |
| 2026-03-18 | $415928170.11             | $376198941.29           |
| 2026-03-19 | $230655511.76             | $534829167.37           |
| 2026-03-20 | $377567186.82             | $844830678.73           |
| 2026-03-23 | $409026471.65             | $282786846.15           |
| 2026-03-24 | $777849574.60             | $563775886.23           |
| 2026-03-25 | $776385563.41             | $620118188.50           |
| 2026-03-26 | $217499508.93             | $922451626.78           |
| 2026-03-27 | $382700126.64             | $562016847.83           |
| 2026-03-30 | $367779642.90             | $699101406.33           |
| 2026-03-31 | $1013776967.87            | $818333419.69           |

**Total Gross Subscriptions (Month):** $12372599676.70

**Total Gross Redemptions (Month):** $13622194354.52

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5400%           |
| 2026-03-03 | 3.5400%           |
| 2026-03-04 | 3.5400%           |
| 2026-03-05 | 3.5400%           |
| 2026-03-06 | 3.5400%           |
| 2026-03-09 | 3.5200%           |
| 2026-03-10 | 3.5200%           |
| 2026-03-11 | 3.5200%           |
| 2026-03-12 | 3.5200%           |
| 2026-03-13 | 3.5200%           |
| 2026-03-16 | 3.5300%           |
| 2026-03-17 | 3.5300%           |
| 2026-03-18 | 3.5300%           |
| 2026-03-19 | 3.5300%           |
| 2026-03-20 | 3.5300%           |
| 2026-03-23 | 3.5200%           |
| 2026-03-24 | 3.5100%           |
| 2026-03-25 | 3.5100%           |
| 2026-03-26 | 3.5100%           |
| 2026-03-27 | 3.5200%           |
| 2026-03-30 | 3.5200%           |
| 2026-03-31 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 17.9400%         | 0.0000%              |
| Broker-dealer                                       |  | 12.0200%         | 0.0000%              |
| Broker-dealer                                       |  | 5.1700%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.6800%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.1000%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.3100%          | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $11761859769.50

- **Number of Shares Outstanding:** 11764858397.4800

- **Expense Reimbursement/Waiver:** 826897.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9998          |
|  |  |
| 2026-03-03 | 0.9998          |
|  |  |
| 2026-03-04 | 0.9998          |
|  |  |
| 2026-03-05 | 0.9998          |
|  |  |
| 2026-03-06 | 0.9998          |
|  |  |
| 2026-03-09 | 0.9998          |
|  |  |
| 2026-03-10 | 0.9998          |
|  |  |
| 2026-03-11 | 0.9998          |
|  |  |
| 2026-03-12 | 0.9997          |
|  |  |
| 2026-03-13 | 0.9997          |
|  |  |
| 2026-03-16 | 0.9997          |
|  |  |
| 2026-03-17 | 0.9997          |
|  |  |
| 2026-03-18 | 0.9997          |
|  |  |
| 2026-03-19 | 0.9997          |
|  |  |
| 2026-03-20 | 0.9996          |
|  |  |
| 2026-03-23 | 0.9997          |
|  |  |
| 2026-03-24 | 0.9996          |
|  |  |
| 2026-03-25 | 0.9997          |
|  |  |
| 2026-03-26 | 0.9996          |
|  |  |
| 2026-03-27 | 0.9997          |
|  |  |
| 2026-03-30 | 0.9997          |
|  |  |
| 2026-03-31 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $396712736.28             | $282356036.67           |
| 2026-03-03 | $169578047.38             | $231141400.49           |
| 2026-03-04 | $183177265.31             | $47043663.43            |
| 2026-03-05 | $136761083.55             | $146975053.93           |
| 2026-03-06 | $95188311.32              | $162814857.87           |
| 2026-03-09 | $136850605.21             | $65837319.46            |
| 2026-03-10 | $92862208.64              | $115469706.21           |
| 2026-03-11 | $160970551.42             | $91639022.13            |
| 2026-03-12 | $71479964.38              | $173182335.31           |
| 2026-03-13 | $78879028.47              | $209589579.68           |
| 2026-03-16 | $252653859.66             | $207739592.63           |
| 2026-03-17 | $136898812.34             | $139099891.64           |
| 2026-03-18 | $99915239.14              | $116850889.56           |
| 2026-03-19 | $80023175.18              | $320435493.14           |
| 2026-03-20 | $73688532.28              | $256161022.39           |
| 2026-03-23 | $298585491.28             | $29779650.68            |
| 2026-03-24 | $121663894.59             | $153516516.98           |
| 2026-03-25 | $142660049.11             | $257853013.89           |
| 2026-03-26 | $153527513.48             | $29412021.17            |
| 2026-03-27 | $61497550.00              | $170183961.93           |
| 2026-03-30 | $88797910.20              | $56319947.40            |
| 2026-03-31 | $295591665.89             | $339703901.15           |

**Total Gross Subscriptions (Month):** $3327963495.11

**Total Gross Redemptions (Month):** $3603104877.74

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.3300%           |
| 2026-03-03 | 3.3300%           |
| 2026-03-04 | 3.3300%           |
| 2026-03-05 | 3.3300%           |
| 2026-03-06 | 3.3200%           |
| 2026-03-09 | 3.3100%           |
| 2026-03-10 | 3.3100%           |
| 2026-03-11 | 3.3000%           |
| 2026-03-12 | 3.3100%           |
| 2026-03-13 | 3.3100%           |
| 2026-03-16 | 3.3100%           |
| 2026-03-17 | 3.3200%           |
| 2026-03-18 | 3.3200%           |
| 2026-03-19 | 3.3100%           |
| 2026-03-20 | 3.3100%           |
| 2026-03-23 | 3.3000%           |
| 2026-03-24 | 3.3000%           |
| 2026-03-25 | 3.3000%           |
| 2026-03-26 | 3.3000%           |
| 2026-03-27 | 3.3000%           |
| 2026-03-30 | 3.3100%           |
| 2026-03-31 | 3.3100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.2000%          | 0.0000%              |
| Depository institution or other banking institution |  | 15.7600%         | 0.0000%              |
| Depository institution or other banking institution |  | 19.2900%         | 0.0000%              |
| Depository institution or other banking institution |  | 7.3000%          | 0.0000%              |
| Broker-dealer                                       |  | 5.1400%          | 0.0000%              |

### Class: Trust Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $1720349208.62

- **Number of Shares Outstanding:** 1720787803.1400

- **Expense Reimbursement/Waiver:** 119422.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9998          |
|  |  |
| 2026-03-03 | 0.9998          |
|  |  |
| 2026-03-04 | 0.9998          |
|  |  |
| 2026-03-05 | 0.9998          |
|  |  |
| 2026-03-06 | 0.9998          |
|  |  |
| 2026-03-09 | 0.9998          |
|  |  |
| 2026-03-10 | 0.9998          |
|  |  |
| 2026-03-11 | 0.9998          |
|  |  |
| 2026-03-12 | 0.9997          |
|  |  |
| 2026-03-13 | 0.9997          |
|  |  |
| 2026-03-16 | 0.9997          |
|  |  |
| 2026-03-17 | 0.9997          |
|  |  |
| 2026-03-18 | 0.9997          |
|  |  |
| 2026-03-19 | 0.9997          |
|  |  |
| 2026-03-20 | 0.9996          |
|  |  |
| 2026-03-23 | 0.9997          |
|  |  |
| 2026-03-24 | 0.9996          |
|  |  |
| 2026-03-25 | 0.9997          |
|  |  |
| 2026-03-26 | 0.9996          |
|  |  |
| 2026-03-27 | 0.9997          |
|  |  |
| 2026-03-30 | 0.9997          |
|  |  |
| 2026-03-31 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $8446846.98               | $1984013.98             |
| 2026-03-03 | $37055703.02              | $899894.63              |
| 2026-03-04 | $1288247.83               | $24374021.14            |
| 2026-03-05 | $178887.35                | $61079106.83            |
| 2026-03-06 | $61611289.62              | $15385413.14            |
| 2026-03-09 | $16426350.88              | $7237179.00             |
| 2026-03-10 | $4978887.99               | $57288062.85            |
| 2026-03-11 | $2696030.44               | $12874318.32            |
| 2026-03-12 | $6856134.75               | $15623147.41            |
| 2026-03-13 | $15820306.76              | $12307516.72            |
| 2026-03-16 | $4141627.08               | $44841259.30            |
| 2026-03-17 | $113908.46                | $7862539.65             |
| 2026-03-18 | $5934688.25               | $31508492.42            |
| 2026-03-19 | $1837214.77               | $15940069.41            |
| 2026-03-20 | $7602157.78               | $649880.48              |
| 2026-03-23 | $32169901.39              | $3885192.37             |
| 2026-03-24 | $17570655.73              | $437443.20              |
| 2026-03-25 | $2372014.71               | $25451769.92            |
| 2026-03-26 | $12215829.44              | $4824958.94             |
| 2026-03-27 | $24840771.54              | $16604114.24            |
| 2026-03-30 | $3624127.72               | $3943026.87             |
| 2026-03-31 | $49041552.70              | $26319442.76            |

**Total Gross Subscriptions (Month):** $316823135.19

**Total Gross Redemptions (Month):** $391320863.58

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.0700%           |
| 2026-03-03 | 3.0700%           |
| 2026-03-04 | 3.0700%           |
| 2026-03-05 | 3.0600%           |
| 2026-03-06 | 3.0600%           |
| 2026-03-09 | 3.0500%           |
| 2026-03-10 | 3.0400%           |
| 2026-03-11 | 3.0400%           |
| 2026-03-12 | 3.0400%           |
| 2026-03-13 | 3.0500%           |
| 2026-03-16 | 3.0500%           |
| 2026-03-17 | 3.0500%           |
| 2026-03-18 | 3.0500%           |
| 2026-03-19 | 3.0500%           |
| 2026-03-20 | 3.0500%           |
| 2026-03-23 | 3.0400%           |
| 2026-03-24 | 3.0300%           |
| 2026-03-25 | 3.0300%           |
| 2026-03-26 | 3.0400%           |
| 2026-03-27 | 3.0400%           |
| 2026-03-30 | 3.0500%           |
| 2026-03-31 | 3.0500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor                                     |  | 18.5000%         | 0.0000%              |
| Retail investor                                     |  | 14.3200%         | 0.0000%              |
| Retail investor                                     |  | 26.0300%         | 0.0000%              |
| Depository institution or other banking institution |  | 7.5600%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.0400%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.8800%          | 0.0000%              |

### Class: Capital Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $8041859881.85

- **Number of Shares Outstanding:** 8043910114.2500

- **Expense Reimbursement/Waiver:** 581156.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9998          |
|  |  |
| 2026-03-03 | 0.9998          |
|  |  |
| 2026-03-04 | 0.9998          |
|  |  |
| 2026-03-05 | 0.9998          |
|  |  |
| 2026-03-06 | 0.9998          |
|  |  |
| 2026-03-09 | 0.9998          |
|  |  |
| 2026-03-10 | 0.9998          |
|  |  |
| 2026-03-11 | 0.9998          |
|  |  |
| 2026-03-12 | 0.9997          |
|  |  |
| 2026-03-13 | 0.9997          |
|  |  |
| 2026-03-16 | 0.9997          |
|  |  |
| 2026-03-17 | 0.9997          |
|  |  |
| 2026-03-18 | 0.9997          |
|  |  |
| 2026-03-19 | 0.9997          |
|  |  |
| 2026-03-20 | 0.9996          |
|  |  |
| 2026-03-23 | 0.9997          |
|  |  |
| 2026-03-24 | 0.9996          |
|  |  |
| 2026-03-25 | 0.9997          |
|  |  |
| 2026-03-26 | 0.9996          |
|  |  |
| 2026-03-27 | 0.9997          |
|  |  |
| 2026-03-30 | 0.9997          |
|  |  |
| 2026-03-31 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $8813644.01               | $66598387.00            |
| 2026-03-03 | $262409795.68             | $52698767.02            |
| 2026-03-04 | $2576909.27               | $104367813.29           |
| 2026-03-05 | $49459682.85              | $71009239.85            |
| 2026-03-06 | $15597624.73              | $138913326.00           |
| 2026-03-09 | $68684496.04              | $672782.72              |
| 2026-03-10 | $5532515.75               | $28667815.02            |
| 2026-03-11 | $3269230.41               | $71011359.95            |
| 2026-03-12 | $17354028.28              | $12230242.48            |
| 2026-03-13 | $7675293.00               | $84018550.84            |
| 2026-03-16 | $24450043.50              | $15012636.74            |
| 2026-03-17 | $431894806.57             | $13828451.43            |
| 2026-03-18 | $689249.73                | $39048303.64            |
| 2026-03-19 | $48352435.36              | $7229539.23             |
| 2026-03-20 | $58870306.33              | $74942311.03            |
| 2026-03-23 | $199845822.97             | $3398837.09             |
| 2026-03-24 | $2398304.60               | $993120570.89           |
| 2026-03-25 | $1266718.72               | $53641541.70            |
| 2026-03-26 | $8713941.67               | $10690989.27            |
| 2026-03-27 | $20663618.54              | $20720066.87            |
| 2026-03-30 | $60942476.46              | $1834853.84             |
| 2026-03-31 | $91462446.38              | $43069285.21            |

**Total Gross Subscriptions (Month):** $1390923390.85

**Total Gross Redemptions (Month):** $1906725671.11

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.4400%           |
| 2026-03-03 | 3.4400%           |
| 2026-03-04 | 3.4400%           |
| 2026-03-05 | 3.4400%           |
| 2026-03-06 | 3.4400%           |
| 2026-03-09 | 3.4200%           |
| 2026-03-10 | 3.4200%           |
| 2026-03-11 | 3.4200%           |
| 2026-03-12 | 3.4200%           |
| 2026-03-13 | 3.4200%           |
| 2026-03-16 | 3.4300%           |
| 2026-03-17 | 3.4300%           |
| 2026-03-18 | 3.4300%           |
| 2026-03-19 | 3.4300%           |
| 2026-03-20 | 3.4300%           |
| 2026-03-23 | 3.4100%           |
| 2026-03-24 | 3.4100%           |
| 2026-03-25 | 3.4100%           |
| 2026-03-26 | 3.4100%           |
| 2026-03-27 | 3.4200%           |
| 2026-03-30 | 3.4200%           |
| 2026-03-31 | 3.4300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 79.0600%         | 0.0000%              |
| Depository institution or other banking institution |  | 10.0100%         | 0.0000%              |

### Class: Premier Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $105865468114.43

- **Number of Shares Outstanding:** 105892457992.0500

- **Expense Reimbursement/Waiver:** 7177878.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9998          |
|  |  |
| 2026-03-03 | 0.9998          |
|  |  |
| 2026-03-04 | 0.9998          |
|  |  |
| 2026-03-05 | 0.9998          |
|  |  |
| 2026-03-06 | 0.9998          |
|  |  |
| 2026-03-09 | 0.9998          |
|  |  |
| 2026-03-10 | 0.9998          |
|  |  |
| 2026-03-11 | 0.9998          |
|  |  |
| 2026-03-12 | 0.9997          |
|  |  |
| 2026-03-13 | 0.9997          |
|  |  |
| 2026-03-16 | 0.9997          |
|  |  |
| 2026-03-17 | 0.9997          |
|  |  |
| 2026-03-18 | 0.9997          |
|  |  |
| 2026-03-19 | 0.9997          |
|  |  |
| 2026-03-20 | 0.9996          |
|  |  |
| 2026-03-23 | 0.9997          |
|  |  |
| 2026-03-24 | 0.9996          |
|  |  |
| 2026-03-25 | 0.9997          |
|  |  |
| 2026-03-26 | 0.9996          |
|  |  |
| 2026-03-27 | 0.9997          |
|  |  |
| 2026-03-30 | 0.9997          |
|  |  |
| 2026-03-31 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $3719611761.96            | $4915384295.63          |
| 2026-03-03 | $2684958289.02            | $4024641002.69          |
| 2026-03-04 | $1868975307.73            | $1756852103.89          |
| 2026-03-05 | $2205715202.36            | $2504846827.67          |
| 2026-03-06 | $2577289330.10            | $3599551585.63          |
| 2026-03-09 | $3085131790.73            | $1949611707.34          |
| 2026-03-10 | $3422023537.09            | $3416352322.06          |
| 2026-03-11 | $2534827821.35            | $2443183471.36          |
| 2026-03-12 | $4464944814.79            | $2139792950.42          |
| 2026-03-13 | $1537571747.16            | $3293142483.25          |
| 2026-03-16 | $4141703536.34            | $4115041490.99          |
| 2026-03-17 | $2363474192.71            | $1697625032.67          |
| 2026-03-18 | $2511248811.02            | $2018571872.86          |
| 2026-03-19 | $4776781959.61            | $3420796155.72          |
| 2026-03-20 | $2402657347.33            | $3806174575.22          |
| 2026-03-23 | $3698284521.14            | $3454757924.50          |
| 2026-03-24 | $4275670627.60            | $2734551901.87          |
| 2026-03-25 | $2058928802.67            | $3308666302.24          |
| 2026-03-26 | $1650563684.12            | $3470801712.93          |
| 2026-03-27 | $2979991564.39            | $3678153140.17          |
| 2026-03-30 | $3251012710.59            | $3001634653.72          |
| 2026-03-31 | $5562353741.34            | $2891090974.57          |

**Total Gross Subscriptions (Month):** $67773721101.15

**Total Gross Redemptions (Month):** $67641224487.40

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5900%           |
| 2026-03-03 | 3.5900%           |
| 2026-03-04 | 3.5900%           |
| 2026-03-05 | 3.5900%           |
| 2026-03-06 | 3.5900%           |
| 2026-03-09 | 3.5700%           |
| 2026-03-10 | 3.5700%           |
| 2026-03-11 | 3.5700%           |
| 2026-03-12 | 3.5700%           |
| 2026-03-13 | 3.5700%           |
| 2026-03-16 | 3.5800%           |
| 2026-03-17 | 3.5800%           |
| 2026-03-18 | 3.5800%           |
| 2026-03-19 | 3.5800%           |
| 2026-03-20 | 3.5800%           |
| 2026-03-23 | 3.5600%           |
| 2026-03-24 | 3.5600%           |
| 2026-03-25 | 3.5600%           |
| 2026-03-26 | 3.5600%           |
| 2026-03-27 | 3.5700%           |
| 2026-03-30 | 3.5700%           |
| 2026-03-31 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.1000%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.4800%          | 0.0000%              |
| Depository institution or other banking institution |  | 17.4900%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.0500%          | 0.0000%              |

### Class: Cash Series Shares

- **Minimum Initial Investment:** $10000.00

- **Net Assets of Class:** $10076212227.87

- **Number of Shares Outstanding:** 10078781108.3400

- **Expense Reimbursement/Waiver:** 695217.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9998          |
|  |  |
| 2026-03-03 | 0.9998          |
|  |  |
| 2026-03-04 | 0.9998          |
|  |  |
| 2026-03-05 | 0.9998          |
|  |  |
| 2026-03-06 | 0.9998          |
|  |  |
| 2026-03-09 | 0.9998          |
|  |  |
| 2026-03-10 | 0.9998          |
|  |  |
| 2026-03-11 | 0.9998          |
|  |  |
| 2026-03-12 | 0.9997          |
|  |  |
| 2026-03-13 | 0.9997          |
|  |  |
| 2026-03-16 | 0.9997          |
|  |  |
| 2026-03-17 | 0.9997          |
|  |  |
| 2026-03-18 | 0.9997          |
|  |  |
| 2026-03-19 | 0.9997          |
|  |  |
| 2026-03-20 | 0.9996          |
|  |  |
| 2026-03-23 | 0.9997          |
|  |  |
| 2026-03-24 | 0.9996          |
|  |  |
| 2026-03-25 | 0.9997          |
|  |  |
| 2026-03-26 | 0.9996          |
|  |  |
| 2026-03-27 | 0.9997          |
|  |  |
| 2026-03-30 | 0.9997          |
|  |  |
| 2026-03-31 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $57389868.52              | $23690094.58            |
| 2026-03-03 | $22891551.94              | $33829023.22            |
| 2026-03-04 | $17504385.48              | $16045283.15            |
| 2026-03-05 | $9826264.30               | $17481468.01            |
| 2026-03-06 | $13563721.61              | $19628643.29            |
| 2026-03-09 | $29030280.10              | $16968236.38            |
| 2026-03-10 | $23296408.64              | $26688803.86            |
| 2026-03-11 | $17493952.38              | $20603325.84            |
| 2026-03-12 | $20418101.58              | $25548197.93            |
| 2026-03-13 | $19859727.83              | $27624581.92            |
| 2026-03-16 | $18372379.76              | $15421171.72            |
| 2026-03-17 | $15432171.85              | $14739387.44            |
| 2026-03-18 | $27273962.43              | $17042872.43            |
| 2026-03-19 | $15039411.22              | $28153909.65            |
| 2026-03-20 | $27314173.76              | $16943315.14            |
| 2026-03-23 | $16826522.50              | $19164527.97            |
| 2026-03-24 | $19564695.95              | $11549384.87            |
| 2026-03-25 | $20074911.08              | $11872406.27            |
| 2026-03-26 | $11711100.97              | $21640745.78            |
| 2026-03-27 | $19498301.72              | $14184870.91            |
| 2026-03-30 | $14542937.86              | $10015341.91            |
| 2026-03-31 | $17995517.02              | $27689611.90            |

**Total Gross Subscriptions (Month):** $454920348.50

**Total Gross Redemptions (Month):** $436525204.17

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 2.7400%           |
| 2026-03-03 | 2.7400%           |
| 2026-03-04 | 2.7400%           |
| 2026-03-05 | 2.7400%           |
| 2026-03-06 | 2.7300%           |
| 2026-03-09 | 2.7200%           |
| 2026-03-10 | 2.7200%           |
| 2026-03-11 | 2.7100%           |
| 2026-03-12 | 2.7200%           |
| 2026-03-13 | 2.7200%           |
| 2026-03-16 | 2.7200%           |
| 2026-03-17 | 2.7300%           |
| 2026-03-18 | 2.7300%           |
| 2026-03-19 | 2.7200%           |
| 2026-03-20 | 2.7200%           |
| 2026-03-23 | 2.7100%           |
| 2026-03-24 | 2.7100%           |
| 2026-03-25 | 2.7100%           |
| 2026-03-26 | 2.7100%           |
| 2026-03-27 | 2.7100%           |
| 2026-03-30 | 2.7200%           |
| 2026-03-31 | 2.7200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 92.9200%         | 0.0000%              |

### Class: Cash II Shares

- **Minimum Initial Investment:** $25000.00

- **Net Assets of Class:** $740591616.00

- **Number of Shares Outstanding:** 740780426.1700

- **Expense Reimbursement/Waiver:** 50965.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9998          |
|  |  |
| 2026-03-03 | 0.9998          |
|  |  |
| 2026-03-04 | 0.9998          |
|  |  |
| 2026-03-05 | 0.9998          |
|  |  |
| 2026-03-06 | 0.9998          |
|  |  |
| 2026-03-09 | 0.9998          |
|  |  |
| 2026-03-10 | 0.9998          |
|  |  |
| 2026-03-11 | 0.9998          |
|  |  |
| 2026-03-12 | 0.9997          |
|  |  |
| 2026-03-13 | 0.9997          |
|  |  |
| 2026-03-16 | 0.9997          |
|  |  |
| 2026-03-17 | 0.9997          |
|  |  |
| 2026-03-18 | 0.9997          |
|  |  |
| 2026-03-19 | 0.9997          |
|  |  |
| 2026-03-20 | 0.9996          |
|  |  |
| 2026-03-23 | 0.9997          |
|  |  |
| 2026-03-24 | 0.9996          |
|  |  |
| 2026-03-25 | 0.9997          |
|  |  |
| 2026-03-26 | 0.9996          |
|  |  |
| 2026-03-27 | 0.9997          |
|  |  |
| 2026-03-30 | 0.9997          |
|  |  |
| 2026-03-31 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $2463245.74               | $3478936.96             |
| 2026-03-03 | $7371485.93               | $846489.65              |
| 2026-03-04 | $1372299.70               | $5139318.75             |
| 2026-03-05 | $4026471.75               | $718834.18              |
| 2026-03-06 | $3803119.87               | $1571653.34             |
| 2026-03-09 | $1337922.91               | $1438784.80             |
| 2026-03-10 | $1025329.82               | $4120974.49             |
| 2026-03-11 | $2356307.34               | $1479939.39             |
| 2026-03-12 | $2926309.99               | $562241.65              |
| 2026-03-13 | $7069876.70               | $452259.07              |
| 2026-03-16 | $392375.73                | $3114480.35             |
| 2026-03-17 | $4095455.39               | $762209.23              |
| 2026-03-18 | $1568830.77               | $6389046.04             |
| 2026-03-19 | $301864.54                | $2513373.59             |
| 2026-03-20 | $3268635.77               | $1012022.33             |
| 2026-03-23 | $480302.89                | $1370537.80             |
| 2026-03-24 | $2035101.37               | $3625914.04             |
| 2026-03-25 | $1758664.16               | $2812940.03             |
| 2026-03-26 | $1507692.50               | $2259958.47             |
| 2026-03-27 | $6651205.93               | $1868911.38             |
| 2026-03-30 | $2956705.07               | $1691622.15             |
| 2026-03-31 | $2066874.91               | $3453304.96             |

**Total Gross Subscriptions (Month):** $60836078.78

**Total Gross Redemptions (Month):** $50683752.65

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 2.9200%           |
| 2026-03-03 | 2.9200%           |
| 2026-03-04 | 2.9200%           |
| 2026-03-05 | 2.9100%           |
| 2026-03-06 | 2.9100%           |
| 2026-03-09 | 2.9000%           |
| 2026-03-10 | 2.9000%           |
| 2026-03-11 | 2.8900%           |
| 2026-03-12 | 2.8900%           |
| 2026-03-13 | 2.9000%           |
| 2026-03-16 | 2.9000%           |
| 2026-03-17 | 2.9100%           |
| 2026-03-18 | 2.9100%           |
| 2026-03-19 | 2.9000%           |
| 2026-03-20 | 2.9000%           |
| 2026-03-23 | 2.8900%           |
| 2026-03-24 | 2.8900%           |
| 2026-03-25 | 2.8900%           |
| 2026-03-26 | 2.8900%           |
| 2026-03-27 | 2.8900%           |
| 2026-03-30 | 2.9000%           |
| 2026-03-31 | 2.9000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 78.9400%         | 0.0000%              |

### Class: Select Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1455571096.09

- **Number of Shares Outstanding:** 1455942186.7400

- **Expense Reimbursement/Waiver:** 108174.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9998          |
|  |  |
| 2026-03-03 | 0.9998          |
|  |  |
| 2026-03-04 | 0.9998          |
|  |  |
| 2026-03-05 | 0.9998          |
|  |  |
| 2026-03-06 | 0.9998          |
|  |  |
| 2026-03-09 | 0.9998          |
|  |  |
| 2026-03-10 | 0.9998          |
|  |  |
| 2026-03-11 | 0.9998          |
|  |  |
| 2026-03-12 | 0.9997          |
|  |  |
| 2026-03-13 | 0.9997          |
|  |  |
| 2026-03-16 | 0.9997          |
|  |  |
| 2026-03-17 | 0.9997          |
|  |  |
| 2026-03-18 | 0.9997          |
|  |  |
| 2026-03-19 | 0.9997          |
|  |  |
| 2026-03-20 | 0.9996          |
|  |  |
| 2026-03-23 | 0.9997          |
|  |  |
| 2026-03-24 | 0.9996          |
|  |  |
| 2026-03-25 | 0.9997          |
|  |  |
| 2026-03-26 | 0.9996          |
|  |  |
| 2026-03-27 | 0.9997          |
|  |  |
| 2026-03-30 | 0.9997          |
|  |  |
| 2026-03-31 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $21858790.74              | $3781333.69             |
| 2026-03-03 | $12930568.10              | $6097431.89             |
| 2026-03-04 | $37962884.10              | $8957750.46             |
| 2026-03-05 | $19568738.08              | $3021314.85             |
| 2026-03-06 | $13007314.69              | $4321304.68             |
| 2026-03-09 | $6628019.81               | $2998218.51             |
| 2026-03-10 | $4559237.37               | $19065667.25            |
| 2026-03-11 | $3395915.22               | $7611628.00             |
| 2026-03-12 | $8221436.38               | $5760154.19             |
| 2026-03-13 | $3815326.70               | $11856341.77            |
| 2026-03-16 | $4628165.20               | $7589303.66             |
| 2026-03-17 | $14697974.53              | $6149996.00             |
| 2026-03-18 | $12902753.95              | $5477866.21             |
| 2026-03-19 | $14513725.08              | $44392184.58            |
| 2026-03-20 | $40937478.93              | $48379280.42            |
| 2026-03-23 | $11443522.93              | $22330934.42            |
| 2026-03-24 | $7070528.59               | $36871051.66            |
| 2026-03-25 | $6997282.74               | $7424407.82             |
| 2026-03-26 | $1676741.42               | $11720091.16            |
| 2026-03-27 | $13929412.87              | $31873206.93            |
| 2026-03-30 | $6287172.34               | $17667981.21            |
| 2026-03-31 | $2583062.89               | $36818878.95            |

**Total Gross Subscriptions (Month):** $269616052.66

**Total Gross Redemptions (Month):** $350166328.31

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5700%           |
| 2026-03-03 | 3.5700%           |
| 2026-03-04 | 3.5700%           |
| 2026-03-05 | 3.5700%           |
| 2026-03-06 | 3.5700%           |
| 2026-03-09 | 3.5500%           |
| 2026-03-10 | 3.5500%           |
| 2026-03-11 | 3.5500%           |
| 2026-03-12 | 3.5500%           |
| 2026-03-13 | 3.5500%           |
| 2026-03-16 | 3.5600%           |
| 2026-03-17 | 3.5600%           |
| 2026-03-18 | 3.5600%           |
| 2026-03-19 | 3.5600%           |
| 2026-03-20 | 3.5600%           |
| 2026-03-23 | 3.5400%           |
| 2026-03-24 | 3.5400%           |
| 2026-03-25 | 3.5400%           |
| 2026-03-26 | 3.5400%           |
| 2026-03-27 | 3.5500%           |
| 2026-03-30 | 3.5500%           |
| 2026-03-31 | 3.5600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 7.2000%          | 0.0000%              |
| Depository institution or other banking institution |  | 32.0200%         | 0.0000%              |
| Depository institution or other banking institution |  | 14.6500%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.8600%          | 0.0000%              |
| Broker-dealer                                       |  | 12.0800%         | 0.0000%              |
| Broker-dealer                                       |  | 13.7300%         | 0.0000%              |

### Class: Advisor Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $8871503499.66

- **Number of Shares Outstanding:** 8873765245.6100

- **Expense Reimbursement/Waiver:** 613018.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9998          |
|  |  |
| 2026-03-03 | 0.9998          |
|  |  |
| 2026-03-04 | 0.9998          |
|  |  |
| 2026-03-05 | 0.9998          |
|  |  |
| 2026-03-06 | 0.9998          |
|  |  |
| 2026-03-09 | 0.9998          |
|  |  |
| 2026-03-10 | 0.9998          |
|  |  |
| 2026-03-11 | 0.9998          |
|  |  |
| 2026-03-12 | 0.9997          |
|  |  |
| 2026-03-13 | 0.9997          |
|  |  |
| 2026-03-16 | 0.9997          |
|  |  |
| 2026-03-17 | 0.9997          |
|  |  |
| 2026-03-18 | 0.9997          |
|  |  |
| 2026-03-19 | 0.9997          |
|  |  |
| 2026-03-20 | 0.9996          |
|  |  |
| 2026-03-23 | 0.9997          |
|  |  |
| 2026-03-24 | 0.9996          |
|  |  |
| 2026-03-25 | 0.9997          |
|  |  |
| 2026-03-26 | 0.9996          |
|  |  |
| 2026-03-27 | 0.9997          |
|  |  |
| 2026-03-30 | 0.9997          |
|  |  |
| 2026-03-31 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $145884532.25             | $76542032.05            |
| 2026-03-03 | $63433556.58              | $73262077.39            |
| 2026-03-04 | $92184913.45              | $81717831.33            |
| 2026-03-05 | $139198205.35             | $63235160.36            |
| 2026-03-06 | $87429988.76              | $111762275.78           |
| 2026-03-09 | $60020995.81              | $139279568.95           |
| 2026-03-10 | $47174791.26              | $152931810.84           |
| 2026-03-11 | $62332676.90              | $95449585.87            |
| 2026-03-12 | $65099967.71              | $43003200.43            |
| 2026-03-13 | $42692625.97              | $146285361.42           |
| 2026-03-16 | $57494414.72              | $48156506.30            |
| 2026-03-17 | $108499128.59             | $158223292.29           |
| 2026-03-18 | $50550087.11              | $49211860.13            |
| 2026-03-19 | $121710475.44             | $60789046.17            |
| 2026-03-20 | $85787430.40              | $81749697.10            |
| 2026-03-23 | $60999488.48              | $55458821.21            |
| 2026-03-24 | $102842768.79             | $68265369.75            |
| 2026-03-25 | $38703851.73              | $67733982.94            |
| 2026-03-26 | $37456975.13              | $78724124.30            |
| 2026-03-27 | $160448976.80             | $59898593.50            |
| 2026-03-30 | $62571151.08              | $67884748.61            |
| 2026-03-31 | $62547902.38              | $52219165.85            |

**Total Gross Subscriptions (Month):** $1755064904.69

**Total Gross Redemptions (Month):** $1831784112.57

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5900%           |
| 2026-03-03 | 3.5900%           |
| 2026-03-04 | 3.5900%           |
| 2026-03-05 | 3.5900%           |
| 2026-03-06 | 3.5900%           |
| 2026-03-09 | 3.5700%           |
| 2026-03-10 | 3.5700%           |
| 2026-03-11 | 3.5700%           |
| 2026-03-12 | 3.5700%           |
| 2026-03-13 | 3.5700%           |
| 2026-03-16 | 3.5800%           |
| 2026-03-17 | 3.5800%           |
| 2026-03-18 | 3.5800%           |
| 2026-03-19 | 3.5800%           |
| 2026-03-20 | 3.5800%           |
| 2026-03-23 | 3.5600%           |
| 2026-03-24 | 3.5600%           |
| 2026-03-25 | 3.5600%           |
| 2026-03-26 | 3.5600%           |
| 2026-03-27 | 3.5700%           |
| 2026-03-30 | 3.5700%           |
| 2026-03-31 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 78.1100%         | 0.0000%              |
| Broker-dealer |  | 9.0800%          | 0.0000%              |
| Broker-dealer |  | 9.0700%          | 0.0000%              |

### Class: Administrative Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $526572667.22

- **Number of Shares Outstanding:** 526706914.3200

- **Expense Reimbursement/Waiver:** 40033.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9998          |
|  |  |
| 2026-03-03 | 0.9998          |
|  |  |
| 2026-03-04 | 0.9998          |
|  |  |
| 2026-03-05 | 0.9998          |
|  |  |
| 2026-03-06 | 0.9998          |
|  |  |
| 2026-03-09 | 0.9998          |
|  |  |
| 2026-03-10 | 0.9998          |
|  |  |
| 2026-03-11 | 0.9998          |
|  |  |
| 2026-03-12 | 0.9997          |
|  |  |
| 2026-03-13 | 0.9997          |
|  |  |
| 2026-03-16 | 0.9997          |
|  |  |
| 2026-03-17 | 0.9997          |
|  |  |
| 2026-03-18 | 0.9997          |
|  |  |
| 2026-03-19 | 0.9997          |
|  |  |
| 2026-03-20 | 0.9996          |
|  |  |
| 2026-03-23 | 0.9997          |
|  |  |
| 2026-03-24 | 0.9996          |
|  |  |
| 2026-03-25 | 0.9997          |
|  |  |
| 2026-03-26 | 0.9996          |
|  |  |
| 2026-03-27 | 0.9997          |
|  |  |
| 2026-03-30 | 0.9997          |
|  |  |
| 2026-03-31 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $24636996.04              | $977619.36              |
| 2026-03-03 | $4738306.55               | $2106514.78             |
| 2026-03-04 | $3903690.78               | $15423891.72            |
| 2026-03-05 | $3703899.96               | $4663650.88             |
| 2026-03-06 | $803221.14                | $2804337.08             |
| 2026-03-09 | $21043260.05              | $37868.68               |
| 2026-03-10 | $357077.91                | $17119934.95            |
| 2026-03-11 | $250797.45                | $19100001.40            |
| 2026-03-12 | $485496.51                | $11720524.95            |
| 2026-03-13 | $13038768.14              | $1575105.91             |
| 2026-03-16 | $17361878.56              | $3515867.07             |
| 2026-03-17 | $984036.66                | $161666.15              |
| 2026-03-18 | $66492876.82              | $1777975.36             |
| 2026-03-19 | $74938.62                 | $15694836.43            |
| 2026-03-20 | $25265991.97              | $2337952.27             |
| 2026-03-23 | $3047579.74               | $4351.55                |
| 2026-03-24 | $409354.07                | $2061639.78             |
| 2026-03-25 | $90006664.96              | $97255824.91            |
| 2026-03-26 | $4133733.44               | $81345566.70            |
| 2026-03-27 | $426690.36                | $14790811.48            |
| 2026-03-30 | $3434776.22               | $25003.94               |
| 2026-03-31 | $15526721.07              | $35001099.20            |

**Total Gross Subscriptions (Month):** $300126757.02

**Total Gross Redemptions (Month):** $329502044.55

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.2900%           |
| 2026-03-03 | 3.2900%           |
| 2026-03-04 | 3.2900%           |
| 2026-03-05 | 3.2900%           |
| 2026-03-06 | 3.2900%           |
| 2026-03-09 | 3.2700%           |
| 2026-03-10 | 3.2700%           |
| 2026-03-11 | 3.2700%           |
| 2026-03-12 | 3.2700%           |
| 2026-03-13 | 3.2700%           |
| 2026-03-16 | 3.2800%           |
| 2026-03-17 | 3.2800%           |
| 2026-03-18 | 3.2800%           |
| 2026-03-19 | 3.2800%           |
| 2026-03-20 | 3.2800%           |
| 2026-03-23 | 3.2600%           |
| 2026-03-24 | 3.2600%           |
| 2026-03-25 | 3.2600%           |
| 2026-03-26 | 3.2600%           |
| 2026-03-27 | 3.2700%           |
| 2026-03-30 | 3.2700%           |
| 2026-03-31 | 3.2800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.6500%          | 0.0000%              |
| Depository institution or other banking institution |  | 59.5400%         | 0.0000%              |
| Depository institution or other banking institution |  | 29.8500%         | 0.0000%              |

### Class: SDG Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $3540294829.42

- **Number of Shares Outstanding:** 3541197410.0800

- **Expense Reimbursement/Waiver:** 504084.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9998          |
|  |  |
| 2026-03-03 | 0.9998          |
|  |  |
| 2026-03-04 | 0.9998          |
|  |  |
| 2026-03-05 | 0.9998          |
|  |  |
| 2026-03-06 | 0.9998          |
|  |  |
| 2026-03-09 | 0.9998          |
|  |  |
| 2026-03-10 | 0.9998          |
|  |  |
| 2026-03-11 | 0.9998          |
|  |  |
| 2026-03-12 | 0.9997          |
|  |  |
| 2026-03-13 | 0.9997          |
|  |  |
| 2026-03-16 | 0.9997          |
|  |  |
| 2026-03-17 | 0.9997          |
|  |  |
| 2026-03-18 | 0.9997          |
|  |  |
| 2026-03-19 | 0.9997          |
|  |  |
| 2026-03-20 | 0.9996          |
|  |  |
| 2026-03-23 | 0.9997          |
|  |  |
| 2026-03-24 | 0.9996          |
|  |  |
| 2026-03-25 | 0.9997          |
|  |  |
| 2026-03-26 | 0.9996          |
|  |  |
| 2026-03-27 | 0.9997          |
|  |  |
| 2026-03-30 | 0.9997          |
|  |  |
| 2026-03-31 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $251873258.44             | $200000000.00           |
| 2026-03-03 | $1007500000.00            | $10650017.00            |
| 2026-03-04 | $168250000.00             | $222000000.00           |
| 2026-03-05 | $169500000.00             | $845000.00              |
| 2026-03-06 | $200.00                   | $368000000.00           |
| 2026-03-09 | $566250000.00             | $63000000.00            |
| 2026-03-10 | $1500000.00               | $1180250000.00          |
| 2026-03-11 | $65000000.00              | $5238590806.00          |
| 2026-03-12 | $154500000.00             | $1819500000.00          |
| 2026-03-13 | $5000000.00               | $241750000.00           |
| 2026-03-16 | $0.00                     | $372900000.00           |
| 2026-03-17 | $0.00                     | $64250000.00            |
| 2026-03-18 | $378250000.00             | $0.00                   |
| 2026-03-19 | $75000000.00              | $590500000.00           |
| 2026-03-20 | $205000000.00             | $1241950000.00          |
| 2026-03-23 | $51000000.00              | $0.00                   |
| 2026-03-24 | $0.00                     | $15500000.00            |
| 2026-03-25 | $19500000.00              | $224000000.00           |
| 2026-03-26 | $112600000.00             | $540750000.00           |
| 2026-03-27 | $100000000.00             | $954250000.00           |
| 2026-03-30 | $207000000.00             | $0.00                   |
| 2026-03-31 | $731500000.00             | $0.00                   |

**Total Gross Subscriptions (Month):** $4269223458.44

**Total Gross Redemptions (Month):** $13348685823.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5900%           |
| 2026-03-03 | 3.5900%           |
| 2026-03-04 | 3.5900%           |
| 2026-03-05 | 3.5900%           |
| 2026-03-06 | 3.5900%           |
| 2026-03-09 | 3.5700%           |
| 2026-03-10 | 3.5700%           |
| 2026-03-11 | 3.5700%           |
| 2026-03-12 | 3.5700%           |
| 2026-03-13 | 3.5700%           |
| 2026-03-16 | 3.5800%           |
| 2026-03-17 | 3.5800%           |
| 2026-03-18 | 3.5800%           |
| 2026-03-19 | 3.5800%           |
| 2026-03-20 | 3.5800%           |
| 2026-03-23 | 3.5600%           |
| 2026-03-24 | 3.5600%           |
| 2026-03-25 | 3.5600%           |
| 2026-03-26 | 3.5600%           |
| 2026-03-27 | 3.5700%           |
| 2026-03-30 | 3.5700%           |
| 2026-03-31 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 76.8100%         | 0.0000%              |
| Non-financial corporation                           |  | 6.9000%          | 6.9000%              |
| Non-financial corporation                           |  | 12.2400%         | 12.2400%             |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 00699Q009, C.3 - LEI: BFXS5XCH7N0Y05NIXW11
- **C.18 - Value (incl. sponsor support):** $180000000.00
- **C.18.a - Value (excl. sponsor support):** $180000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $2906409.55        | $2588704.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $1898209.89        | $1804444.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $206902.44         | $184767.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0457 | 2047-09-01      | 3.5000%  |  | $308460.95         | $289069.44         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5495 | 2030-11-01      | 4.4800%  |  | $1135913.04        | $1146885.20        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ3263 | 2030-04-01      | 4.7200%  |  | $1661445.36        | $1694231.22        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1615 | 2029-08-01      | 4.6600%  |  | $7405200.00        | $7525773.93        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1725 | 2029-10-01      | 4.3800%  |  | $18490310.64       | $18611736.51       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $273981.80         | $271664.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV7735 | 2052-04-01      | 3.0000%  |  | $3689359.19        | $3291579.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV0872 | 2052-01-01      | 2.5000%  |  | $3686835.53        | $3174138.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU6494 | 2052-01-01      | 2.5000%  |  | $3354818.67        | $2878378.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU5438 | 2054-12-01      | 5.0000%  |  | $4940681.56        | $4888565.60        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $603960.48         | $619627.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $1135249.83        | $1080157.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK2561 | 2048-03-01      | 4.5000%  |  | $24617.71          | $24274.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  |  | $678931.10         | $651245.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $21638.49          | $22323.40          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $1051300.59        | $1044672.84        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $7095891.42        | $7037660.17        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQD9834 | 2052-04-01      | 3.5000%  |  | $3975190.21        | $3688645.25        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q60297 G | 2048-12-01      | 4.0000%  |  | $1546075.54        | $1482366.92        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3879 | 2053-05-01      | 5.0000%  |  | $349253.11         | $347729.20         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $2937699.88        | $2938071.99        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $1300387.01        | $1325773.59        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $4767965.65        | $4850715.28        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $279487.82         | $246251.13         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $10973783.34       | $10655631.41       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  |  | $3180982.98        | $2977481.71        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  |  | $1434071.78        | $1316248.44        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL2968 | 2042-04-01      | 3.5000%  |  | $80261.63          | $75903.80          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4737 | 2055-05-01      | 6.0000%  |  | $198567.36         | $203178.10         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0236 | 2055-04-01      | 6.0000%  |  | $577773.18         | $591171.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCC1187 | 2055-10-01      | 4.5000%  |  | $222784.26         | $215676.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3686 | 2055-11-01      | 5.5000%  |  | $733374.90         | $747926.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8312 | 2054-04-01      | 5.0000%  |  | $1482291.98        | $1475226.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $4377713.74        | $4509439.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  |  | $35900.56          | $36980.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $5912332.57        | $5907387.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $3722800.28        | $3630687.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $7166269.01        | $7107460.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $7286967.05        | $6731063.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE4964 | 2052-06-01      | 5.0000%  |  | $550812.56         | $551300.95         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $8164078.72        | $8148809.17        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3VZN0625 | 2043-02-01      | 3.5000%  |  | $79204.79          | $74388.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $17354494.37       | $17181846.09       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0599 | 2055-06-01      | 6.5000%  |  | $50716.48          | $53240.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7634 | 2053-12-01      | 7.0000%  |  | $711525.39         | $756987.11         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $653560.92         | $650643.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $1424056.53        | $1428123.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR1341 | 2051-02-01      | 2.0000%  |  | $305039.01         | $250666.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $3009379.67        | $2584525.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBT7946 | 2052-11-01      | 5.5000%  |  | $538139.33         | $553593.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $10316048.05       | $9074573.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $844471.47         | $862654.92         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4601 | 2030-08-01      | 4.2300%  |  | $12148560.00       | $12190994.92       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3547 | 2055-10-01      | 5.5000%  |  | $5710211.54        | $5858182.15        | Agency Mortgage-Backed Securities  |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $707904.00         | $717869.99         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AK 27     | 2027-02-15      | 4.1250%  |  | $103680.00         | $104495.63         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $553176.00         | $573010.72         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $1443024.00        | $1420668.59        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $1236312.00        | $1097000.66        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Bank of America N.A., REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 03199U009, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $167892000.00
- **C.18.a - Value (excl. sponsor support):** $167892000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.500 CLAB5184 | 2042-05-01      | 3.5000%  |  | $1576540.55        | $1484902.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5672 | 2042-07-01      | 3.5000%  |  | $1806113.03        | $1704123.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5891 | 2042-08-01      | 3.5000%  |  | $1737215.60        | $1641277.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5896 | 2042-08-01      | 3.5000%  |  | $2390799.16        | $2256538.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5931 | 2042-08-01      | 3.5000%  |  | $2387413.38        | $2253342.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAB5955 | 2042-09-01      | 3.5000%  |  | $2281356.37        | $2142644.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB6023 | 2042-08-01      | 3.5000%  |  | $1564933.03        | $1475592.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB6216 | 2042-09-01      | 3.5000%  |  | $1740535.42        | $1642252.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB6223 | 2042-09-01      | 3.5000%  |  | $2343994.96        | $2207266.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB6626 | 2042-10-01      | 3.5000%  |  | $2225527.08        | $2100547.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB7947 | 2043-02-01      | 3.0000%  |  | $1883671.72        | $1726624.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB8854 | 2043-03-01      | 3.5000%  |  | $1535734.83        | $1449886.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM1131 | 2047-04-01      | 4.0000%  |  | $2308821.80        | $2212828.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CQAB9090 | 2043-04-01      | 3.5000%  |  | $1549324.61        | $1462750.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB9176 | 2043-05-01      | 3.5000%  |  | $1665830.20        | $1568315.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB9366 | 2043-05-01      | 3.5000%  |  | $2364984.82        | $2232107.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB9574 | 2043-06-01      | 3.5000%  |  | $2203697.69        | $2072867.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB9642 | 2043-06-01      | 3.0000%  |  | $2126173.97        | $1947235.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB9660 | 2043-06-01      | 3.0000%  |  | $2684427.32        | $2458927.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB9670 | 2043-06-01      | 3.5000%  |  | $2537724.95        | $2386539.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB9785 | 2043-07-01      | 3.5000%  |  | $1841441.25        | $1733561.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB9950 | 2043-07-01      | 3.5000%  |  | $1932919.36        | $1819367.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAE0981 | 2041-03-01      | 3.5000%  |  | $1578648.69        | $1497354.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CRMA1591 | 2043-09-01      | 4.5000%  |  | $1625238.10        | $1606250.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  |  | $1749280.62        | $1622025.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA2163 | 2045-02-01      | 3.5000%  |  | $1592849.07        | $1494913.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB9669 | 2043-06-01      | 3.5000%  |  | $2054407.04        | $1932440.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB9554 | 2043-06-01      | 3.0000%  |  | $1678373.12        | $1536852.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB9464 | 2043-05-01      | 3.5000%  |  | $2492424.60        | $2346003.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB9365 | 2043-05-01      | 3.5000%  |  | $1739888.20        | $1642626.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB9261 | 2043-05-01      | 3.5000%  |  | $2579306.13        | $2427242.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAB9095 | 2043-04-01      | 3.5000%  |  | $2492346.57        | $2340771.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB9827 | 2043-07-01      | 3.5000%  |  | $1801552.64        | $1695568.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CQAB8843 | 2043-04-01      | 3.5000%  |  | $1898949.08        | $1792854.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CQAB8966 | 2043-04-01      | 3.5000%  |  | $1798380.66        | $1697915.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB8879 | 2043-04-01      | 3.0000%  |  | $1783307.32        | $1634062.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB7959 | 2043-02-01      | 3.5000%  |  | $1604098.15        | $1511528.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB9666 | 2043-06-01      | 3.5000%  |  | $1554258.36        | $1463596.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB7463 | 2043-01-01      | 3.5000%  |  | $831328.31         | $783007.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB7306 | 2042-12-01      | 3.5000%  |  | $1817071.44        | $1711833.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB7305 | 2042-12-01      | 3.5000%  |  | $2524454.69        | $2375629.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB7290 | 2042-12-01      | 3.5000%  |  | $1567412.95        | $1478417.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB7289 | 2042-12-01      | 3.5000%  |  | $2127393.15        | $2005941.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB6850 | 2042-11-01      | 3.0000%  |  | $2416812.49        | $2213418.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB6625 | 2042-10-01      | 3.5000%  |  | $1633315.10        | $1541594.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB6518 | 2042-10-01      | 3.5000%  |  | $1970578.67        | $1861139.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB7103 | 2042-11-01      | 3.0000%  |  | $1668211.28        | $1528862.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB6011 | 2042-08-01      | 3.0000%  |  | $1966004.07        | $1802408.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAB5956 | 2042-09-01      | 3.5000%  |  | $1900254.69        | $1784743.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5929 | 2042-08-01      | 3.5000%  |  | $2390926.65        | $2258884.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5928 | 2042-08-01      | 3.5000%  |  | $2142700.61        | $2024369.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5936 | 2042-08-01      | 3.5000%  |  | $1701968.01        | $1603038.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5894 | 2042-08-01      | 3.5000%  |  | $2023112.64        | $1909500.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5892 | 2042-08-01      | 3.5000%  |  | $1683622.41        | $1590120.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5667 | 2042-07-01      | 3.5000%  |  | $1765760.46        | $1666598.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5664 | 2042-07-01      | 3.5000%  |  | $2000306.95        | $1887352.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5597 | 2042-07-01      | 3.5000%  |  | $2101377.47        | $1982716.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB6226 | 2042-09-01      | 3.5000%  |  | $1525709.89        | $1440977.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB6217 | 2042-09-01      | 3.5000%  |  | $1844013.37        | $1737594.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5181 | 2042-05-01      | 3.5000%  |  | $1615244.85        | $1525538.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5180 | 2042-05-01      | 3.5000%  |  | $1769518.64        | $1670695.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTMA4016 | 2040-05-01      | 2.5000%  |  | $2402252.56        | $2186550.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA2895 | 2047-02-01      | 3.0000%  |  | $2363929.99        | $2121126.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA2863 | 2047-01-01      | 3.0000%  |  | $2304189.04        | $2077708.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA2196 | 2045-03-01      | 3.5000%  |  | $2523662.51        | $2368489.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CQMA1612 | 2043-10-01      | 4.5000%  |  | $1479281.76        | $1463826.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRMA1373 | 2043-03-01      | 3.5000%  |  | $1566405.69        | $1480826.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRMA1291 | 2042-12-01      | 4.0000%  |  | $2539629.74        | $2463423.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRMA1178 | 2042-09-01      | 4.0000%  |  | $2195104.40        | $2129252.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRMA1146 | 2042-08-01      | 4.0000%  |  | $2154660.73        | $2090017.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA1133 | 2042-08-01      | 3.5000%  |  | $1634000.50        | $1541723.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CQMA1710 | 2043-12-01      | 4.5000%  |  | $2122326.85        | $2100152.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB9955 | 2043-07-01      | 3.5000%  |  | $1671727.35        | $1570393.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB9947 | 2043-07-01      | 3.5000%  |  | $2204262.86        | $2071109.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB9766 | 2043-06-01      | 3.5000%  |  | $2092107.53        | $1967469.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5045 | 2042-04-01      | 3.5000%  |  | $2397460.44        | $2265059.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4939 | 2042-04-01      | 3.5000%  |  | $1586041.13        | $1497958.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4943 | 2042-04-01      | 3.5000%  |  | $2115769.69        | $1994981.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4761 | 2042-03-01      | 3.5000%  |  | $2173305.31        | $2056430.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4760 | 2042-03-01      | 3.5000%  |  | $1754204.83        | $1658415.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4746 | 2042-03-01      | 3.5000%  |  | $1993228.41        | $1884385.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4511 | 2042-02-01      | 3.5000%  |  | $2254986.10        | $2130449.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4299 | 2042-01-01      | 3.5000%  |  | $1980786.80        | $1872007.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4429 | 2042-02-01      | 3.5000%  |  | $2089462.34        | $1976012.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8034 | 2046-10-01      | 3.0000%  |  | $1793719.41        | $1616471.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3147 | 2047-10-01      | 3.0000%  |  | $2496674.77        | $2243986.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6578 | 2050-08-01      | 2.5000%  |  | $2323293.68        | $1974616.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4505 | 2042-02-01      | 3.5000%  |  | $2318675.08        | $2192060.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4587 | 2042-03-01      | 3.5000%  |  | $2067937.53        | $1956729.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4680 | 2042-03-01      | 3.5000%  |  | $1834383.47        | $1734785.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4937 | 2042-04-01      | 3.5000%  |  | $1882237.82        | $1779457.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5043 | 2042-04-01      | 3.5000%  |  | $2325398.71        | $2195536.04        | Agency Mortgage-Backed Securities |

### Security 3: Fixed Income Clearing Corporation ("FICC") - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BOFA, REPO,  3.680%, 4/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 060990009, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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?:** Yes

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  |  | $14674000.00       | $14780301.46       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  |  | $100.00            | $104.49            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  |  | $24200.00          | $24681.76          | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  |  | $100.00            | $98.47             | U.S. Treasuries (including strips) |
| USTR 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  |  | $100.00            | $90.49             | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $1300.00           | $1129.99           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $100.00            | $97.87             | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  |  | $1110000.00        | $977006.90         | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  |  | $12899800.00       | $7185356.37        | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-08-15      | 3.0000%  |  | $83714200.00       | $61655626.24       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  |  | $100.00            | $85.77             | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $8404100.00        | $6537600.70        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  |  | $8470400.00        | $8291873.31        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $1129600.00        | $1093896.56        | U.S. Treasuries (including strips) |
| USTR 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  |  | $23000000.00       | $24581000.43       | U.S. Treasuries (including strips) |
| USTR BILL 05/12/26    | 2026-05-12      | 0.0000%  |  | $100.00            | $99.59             | U.S. Treasuries (including strips) |
| USTR BILL 04/02/26    | 2026-04-02      | 0.0000%  |  | $400.00            | $399.96            | U.S. Treasuries (including strips) |
| USTR BILL 11/27/26    | 2026-11-27      | 0.0000%  |  | $108495400.00      | $105942286.25      | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-11-15      | 3.0000%  |  | $2776000.00        | $2127431.23        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  |  | $15985500.00       | $16243417.44       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  |  | $100.00            | $97.03             | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  |  | $1000.00           | $967.77            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  |  | $50892400.00       | $50450465.86       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE J 33  | 2033-03-31      | 4.2500%  |  | $56800.00          | $57176.47          | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  |  | $17644800.00       | $17484332.18       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  |  | $1000.00           | $990.77            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  |  | $400.00            | $400.42            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  |  | $800.00            | $812.06            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  |  | $328800.00         | $334877.61         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  |  | $322425000.00      | $329608142.69      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $21500.00          | $21400.86          | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  |  | $1100.00           | $1126.61           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  |  | $200.00            | $201.66            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  |  | $700.00            | $700.41            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  |  | $235139600.00      | $243894806.05      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  |  | $4135500.00        | $4147307.70        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  |  | $700.00            | $704.47            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  |  | $8815200.00        | $8933554.47        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  |  | $190000.00         | $192382.06         | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  |  | $1000.00           | $947.47            | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  |  | $100.00            | $98.93             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  |  | $12399100.00       | $11642866.49       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  |  | $13910000.00       | $13222687.56       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  |  | $1305200.00        | $1284416.70        | U.S. Treasuries (including strips) |
| USTR 5 BOND 45        | 2045-05-15      | 5.0000%  |  | $65601800.00       | $67654908.73       | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  |  | $600.00            | $546.90            | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  |  | $40622900.00       | $36577051.95       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  |  | $200.00            | $201.03            | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $100.00            | $91.92             | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $584982200.00      | $489267380.12      | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  |  | $8112000.00        | $5931987.13        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  |  | $100.00            | $98.76             | U.S. Treasuries (including strips) |
| USTR BILL 07/14/26    | 2026-07-14      | 0.0000%  |  | $100.00            | $98.96             | U.S. Treasuries (including strips) |

### Security 4: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.680%, 4/9/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2025-208 QY      | 2055-12-20      | 4.5000%  |  | $1271269.26        | $1074120.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-096 GP      | 2051-06-20      | 1.0000%  |  | $2357508.87        | $1819589.79        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030  | 2055-05-25      | 6.5000%  |  | $13655621.19       | $14358280.27       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-68 JC       | 2046-05-20      | 2.0000%  |  | $723789.57         | $640074.39         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-196 FB      | 2065-11-20      | 4.5729%  |  | $35946904.88       | $36075065.92       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-15 DF       | 2048-08-20      | 4.0895%  |  | $14933.38          | $14530.47          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 NA      | 2054-03-20      | 4.5000%  |  | $18653532.18       | $18438158.50       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FC      | 2055-05-20      | 5.3229%  |  | $26535705.37       | $26799110.83       | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC MULTI SCR 2021- | 2051-01-25      | 7.4119%  |  | $578421.05         | $600511.71         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 BK      | 2056-02-20      | 4.5000%  |  | $24294863.73       | $23616089.54       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 4.9119%  |  | $24921254.51       | $25058287.77       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-043 FB      | 2056-03-20      | 4.6095%  |  | $8227210.53        | $8176872.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 FV      | 2056-03-20      | 4.5722%  |  | $17499705.26       | $17379571.01       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 FJ      | 2056-03-20      | 4.6222%  |  | $736.84            | $732.52            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 BC      | 2051-08-20      | 4.5000%  |  | $73684210.53       | $72209273.68       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 QT      | 2066-02-20      | 6.5000%  |  | $208288468.66      | $215288557.95      | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 KV      | 2037-03-20      | 4.5000%  |  | $8140672.73        | $8034046.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 EA      | 2050-12-20      | 5.0000%  |  | $13732751.82       | $13813344.76       | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC STACR REMIC TR  | 2045-09-25      | 5.1619%  |  | $2501577.47        | $2492465.02        | Agency Mortgage-Backed Securities         |
| FMAC FHLMCT SLSTT SERIES 2 | 2060-07-26      | 5.9965%  |  | $96195921.01       | $63410067.53       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-180 FH      | 2054-11-20      | 5.3529%  |  | $8616129.30        | $8703140.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB      | 2054-08-20      | 4.7229%  |  | $42977132.95       | $43095497.13       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-043 QA      | 2047-10-20      | 4.5000%  |  | $724017.85         | $722157.12         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-085 FA      | 2053-06-20      | 4.8729%  |  | $8263442.23        | $8306072.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-133 MK      | 2055-08-20      | 10.1729% |  | $8323097.93        | $8798416.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-120 TA      | 2051-05-20      | 5.0000%  |  | $9145524.49        | $9138186.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-091 BA      | 2045-08-20      | 3.0000%  |  | $248816.61         | $240820.39         | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 05.500 CLZI9396  | 2039-11-01      | 5.5000%  |  | $48852.55          | $50059.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3681  | 2049-06-01      | 4.5000%  |  | $6307600.92        | $6183246.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4566  | 2037-03-01      | 1.5000%  |  | $1160476.99        | $1041619.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3875  | 2048-04-01      | 4.0000%  |  | $651360.55         | $624545.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB3882  | 2052-06-01      | 5.0000%  |  | $1515295.94        | $1504344.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ1938  | 2045-03-01      | 3.5000%  |  | $6888.44           | $6418.06           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 669626 X      | 2037-06-15      | 6.0000%  |  | $28578.04          | $29513.77          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 671529 X      | 2037-09-15      | 6.5000%  |  | $17.45             | $18.47             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004052 M      | 2037-11-20      | 7.5000%  |  | $12681.04          | $12964.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2549  | 2046-03-01      | 3.5000%  |  | $305757.65         | $286405.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY1213  | 2053-05-01      | 6.0000%  |  | $539302.59         | $555530.21         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1674  | 2037-03-01      | 5.5000%  |  | $12938.54          | $13191.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7417 M      | 2051-06-20      | 2.0000%  |  | $28075685.62       | $23151622.15       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784407 M      | 2047-11-20      | 3.5000%  |  | $5190.81           | $4849.96           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4688  | 2046-11-01      | 3.0000%  |  | $769962.91         | $694279.41         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL0746  | 2055-04-01      | 6.5000%  |  | $13310708.63       | $14047931.11       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004196 M      | 2038-07-20      | 6.5000%  |  | $84533.76          | $91179.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP0038  | 2049-12-01      | 3.0000%  |  | $82293.87          | $73301.13          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AV4036 X      | 2046-09-15      | 4.5000%  |  | $217824.27         | $214149.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3697  | 2039-07-01      | 3.0000%  |  | $17992.63          | $16844.70          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY0512 X      | 2047-06-15      | 4.5000%  |  | $209.59            | $204.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZT1609  | 2034-01-01      | 3.0000%  |  | $1144977.32        | $1110120.77        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0273  | 2045-10-01      | 3.5000%  |  | $322521.13         | $302689.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZA1288  | 2043-02-01      | 3.0000%  |  | $67008.37          | $61421.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930063  | 2038-09-01      | 6.0000%  |  | $220909.64         | $232884.92         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 673234 X      | 2038-11-15      | 6.0000%  |  | $7.90              | $8.36              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698028 X      | 2039-01-15      | 5.0000%  |  | $8475.49           | $8671.22           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6566  | 2054-10-01      | 6.0000%  |  | $5023470.91        | $5232095.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1703  | 2049-01-01      | 4.0000%  |  | $1049546.38        | $1005015.53        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA2485 X      | 2047-04-15      | 4.5000%  |  | $185.32            | $184.43            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9488 M      | 2054-02-20      | 5.5000%  |  | $680532.07         | $692477.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8464  | 2044-09-01      | 3.5000%  |  | $144701.09         | $135805.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0098  | 2055-06-01      | 6.0000%  |  | $6845988.51        | $7143063.33        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 638595 X      | 2039-02-15      | 6.0000%  |  | $19443.03          | $20341.20          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 711724 C      | 2043-02-20      | 3.5000%  |  | $495726.79         | $464514.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLFS4327  | 2052-04-01      | 1.5000%  |  | $8570651.51        | $6607629.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7881 M      | 2052-02-20      | 2.5000%  |  | $618.57            | $531.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3238  | 2048-01-01      | 3.5000%  |  | $343137.17         | $318869.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4781  | 2048-07-01      | 4.5000%  |  | $174771.90         | $171696.97         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 724406 X      | 2039-11-15      | 4.5000%  |  | $5747.31           | $5666.01           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8425 M      | 2052-11-20      | 3.5000%  |  | $18015994.34       | $16646124.19       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI9801  | 2040-03-01      | 5.0000%  |  | $11683.29          | $11758.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7418 M      | 2051-06-20      | 2.5000%  |  | $22663128.89       | $19484405.99       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1233  | 2048-03-01      | 3.5000%  |  | $5822926.02        | $5465233.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4422  | 2042-12-01      | 3.0000%  |  | $371721.76         | $340729.08         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 728837 X      | 2040-01-15      | 5.0000%  |  | $46.61             | $47.26             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 706801 X      | 2040-04-15      | 4.5000%  |  | $2088.55           | $2105.73           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004715 M      | 2040-06-20      | 5.0000%  |  | $134.27            | $137.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CTZA2090  | 2028-10-01      | 6.0000%  |  | $5156.11           | $5273.85           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2826 M      | 2045-05-20      | 3.5000%  |  | $117741.86         | $110820.25         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AW5781 X      | 2047-02-15      | 4.5000%  |  | $69661.78          | $68313.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783038 M      | 2040-07-20      | 5.5000%  |  | $6259.96           | $6457.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAE4303  | 2040-09-01      | 5.0000%  |  | $35.49             | $35.91             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 753314 X      | 2040-12-15      | 4.0000%  |  | $87008.30          | $83647.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9175  | 2053-06-01      | 6.0000%  |  | $11671884.59       | $12087730.49       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7533 M      | 2051-08-20      | 2.0000%  |  | $28131815.96       | $23197908.05       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB2812  | 2041-04-01      | 4.5000%  |  | $1152837.81        | $1141513.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI1173  | 2041-04-01      | 5.5000%  |  | $277888.71         | $285291.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3530  | 2048-10-01      | 3.0000%  |  | $4661.89           | $4194.11           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM6020  | 2048-03-01      | 3.0000%  |  | $14429.96          | $12879.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8804 C      | 2056-02-20      | 5.0000%  |  | $751.46            | $748.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0938 M      | 2056-02-20      | 6.0000%  |  | $753.22            | $772.56            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO7369        | 2061-03-15      | 3.8300%  |  | $7256103.47        | $6647415.56        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DQ1928        | 2061-03-15      | 5.5300%  |  | $589473.68         | $607702.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3157 C      | 2056-01-20      | 6.5000%  |  | $3221336.27        | $3318348.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4807 C      | 2055-07-20      | 6.5000%  |  | $730.88            | $771.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4341  | 2056-03-01      | 5.5000%  |  | $4083726.01        | $4145861.26        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ6039  | 2056-03-01      | 6.0000%  |  | $17733681.37       | $18460425.36       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0872 M      | 2056-01-20      | 5.5000%  |  | $8497748.37        | $8591166.95        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7656 C      | 2055-12-20      | 7.0000%  |  | $734.76            | $763.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ6040  | 2056-03-01      | 6.0000%  |  | $16990817.05       | $17648922.37       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG3040  | 2056-03-01      | 5.5000%  |  | $7271425.06        | $7342978.30        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA1382  | 2055-12-01      | 6.0000%  |  | $13055673.02       | $13563878.15       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3748 C      | 2056-01-20      | 5.0000%  |  | $736.29            | $740.39            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0853 C      | 2056-02-20      | 6.5000%  |  | $736.08            | $768.90            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6441        | 2060-12-15      | 5.4000%  |  | $735.15            | $760.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004577 M      | 2039-11-20      | 4.5000%  |  | $25.11             | $24.91             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005306 M      | 2042-02-20      | 4.5000%  |  | $5402.39           | $5356.14           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005280 M      | 2042-01-20      | 4.0000%  |  | $7385.94           | $7065.23           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004059 M      | 2037-12-20      | 5.5000%  |  | $3874.58           | $4008.80           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004076 M      | 2038-01-20      | 7.5000%  |  | $9935.26           | $10186.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004017 M      | 2037-08-20      | 6.0000%  |  | $27448.20          | $28955.85          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003807 M      | 2036-01-20      | 5.5000%  |  | $16547.89          | $17120.42          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003772 M      | 2035-10-20      | 5.0000%  |  | $8526.02           | $8659.41           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 595260 X      | 2032-12-15      | 5.5000%  |  | $5775.72           | $5919.55           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AI4466 X      | 2044-09-15      | 4.0000%  |  | $348201.00         | $333252.15         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AZ3056 X      | 2047-08-15      | 4.5000%  |  | $123545.04         | $122547.66         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY3841 X      | 2047-03-15      | 5.0000%  |  | $32721.03          | $33047.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5404 C      | 2066-01-20      | 6.0000%  |  | $8574515.13        | $8801362.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4747 C      | 2065-12-20      | 7.0000%  |  | $110911.40         | $116400.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5285 C      | 2055-12-20      | 6.0000%  |  | $137988.74         | $144987.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3164 C      | 2055-12-20      | 6.5000%  |  | $17762.62          | $18297.57          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3159 C      | 2056-01-20      | 6.0000%  |  | $572703.07         | $584024.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0998 M      | 2056-03-20      | 6.0000%  |  | $4146.21           | $4252.07           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0939 M      | 2056-02-20      | 6.5000%  |  | $4900851.42        | $5147494.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0744 M      | 2055-11-20      | 4.5000%  |  | $111676.29         | $108040.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0623 M      | 2055-09-20      | 5.5000%  |  | $37046499.08       | $37408900.27       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0488 M      | 2055-07-20      | 7.0000%  |  | $17171614.71       | $17883091.94       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0259 M      | 2055-03-20      | 5.5000%  |  | $27954968.67       | $28244116.22       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0150 M      | 2055-01-20      | 7.0000%  |  | $4599.33           | $4802.27           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0092 M      | 2054-12-20      | 5.5000%  |  | $24025234.28       | $24316019.69       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0090 M      | 2054-12-20      | 4.5000%  |  | $756.65            | $732.23            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0024 M      | 2054-11-20      | 4.5000%  |  | $12989284.51       | $12570120.30       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0871 M      | 2056-01-20      | 5.0000%  |  | $751.47            | $746.66            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3143 C      | 2056-01-20      | 6.5000%  |  | $398339.85         | $410336.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8718 C      | 2055-07-20      | 6.5000%  |  | $1076621.46        | $1136978.65        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA5162  | 2043-01-01      | 3.5000%  |  | $1127277.84        | $1061974.26        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4907  | 2047-05-01      | 4.0000%  |  | $2629950.53        | $2531175.72        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA2501  | 2038-04-01      | 3.0000%  |  | $190811.54         | $180530.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN4826  | 2049-04-01      | 4.0000%  |  | $233033.61         | $223565.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3158  | 2049-02-01      | 4.0000%  |  | $51847.04          | $49808.33          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3049  | 2049-02-01      | 4.0000%  |  | $605828.07         | $580142.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2167  | 2046-11-01      | 3.0000%  |  | $81449.36          | $73464.63          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0412  | 2045-11-01      | 3.5000%  |  | $66640.18          | $62507.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL9935  | 2045-08-01      | 3.0000%  |  | $5444541.41        | $4958893.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL8347  | 2044-05-01      | 4.5000%  |  | $158936.21         | $156782.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL6037  | 2043-05-01      | 3.5000%  |  | $324121.28         | $302840.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL6288  | 2043-06-01      | 3.5000%  |  | $123954.38         | $116992.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4585  | 2043-01-01      | 3.0000%  |  | $325077.94         | $298026.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3430  | 2042-08-01      | 3.0000%  |  | $14599.67          | $13385.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3152  | 2042-05-01      | 3.0000%  |  | $10576.76          | $9696.72           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0816 M      | 2055-12-20      | 6.5000%  |  | $729.66            | $765.73            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0812 M      | 2055-12-20      | 4.5000%  |  | $26605.05          | $25730.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0858 C      | 2056-02-20      | 6.0000%  |  | $742.76            | $757.44            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8780 C      | 2056-01-20      | 6.0000%  |  | $2209.89           | $2255.19           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8653 C      | 2056-02-20      | 5.5000%  |  | $743.85            | $769.31            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9999 C      | 2055-11-20      | 6.0000%  |  | $2939.70           | $2999.96           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6489 C      | 2056-02-20      | 5.5000%  |  | $756.57            | $782.09            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5310 C      | 2055-11-20      | 6.0000%  |  | $739.22            | $750.50            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6442        | 2060-12-15      | 5.4000%  |  | $735.15            | $760.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4581  | 2037-04-01      | 1.5000%  |  | $2076342.74        | $1864900.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3871  | 2049-12-01      | 3.0000%  |  | $171719.95         | $152901.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3776  | 2049-09-01      | 4.0000%  |  | $2877401.93        | $2752014.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3331  | 2048-04-01      | 3.0000%  |  | $7341.04           | $6552.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3182  | 2047-11-01      | 3.5000%  |  | $764348.60         | $709877.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3210  | 2047-12-01      | 3.5000%  |  | $364404.78         | $337895.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1377  | 2041-05-01      | 4.5000%  |  | $32874.88          | $32552.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4374  | 2027-08-01      | 2.5000%  |  | $53330.16          | $52864.77          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZI9756  | 2040-02-01      | 4.5000%  |  | $200351.41         | $198385.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI9650  | 2040-01-01      | 5.5000%  |  | $260505.67         | $267855.92         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3068  | 2042-05-01      | 3.5000%  |  | $5212.16           | $4934.02           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711752 X      | 2043-05-15      | 2.5000%  |  | $141739.35         | $123551.40         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711740 X      | 2043-04-15      | 2.5000%  |  | $102822.72         | $89564.38          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711074 X      | 2040-01-15      | 4.5000%  |  | $7173.77           | $7131.28           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 709788 X      | 2039-09-15      | 5.5000%  |  | $6322.65           | $6489.22           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 708520 X      | 2039-04-15      | 5.0000%  |  | $4943.46           | $5035.73           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 705143 X      | 2040-06-15      | 5.0000%  |  | $7749.64           | $7928.63           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 700933 X      | 2038-11-15      | 6.0000%  |  | $2162.39           | $2247.25           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698654 X      | 2038-11-15      | 6.0000%  |  | $10710.05          | $11089.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745458  | 2036-04-01      | 6.0000%  |  | $67885.81          | $71446.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5906  | 2045-10-01      | 3.5000%  |  | $55969.00          | $52527.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK9716  | 2042-04-01      | 5.0000%  |  | $153957.31         | $154937.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAK5035  | 2042-02-01      | 4.5000%  |  | $101232.95         | $99972.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI5791  | 2041-07-01      | 5.5000%  |  | $80882.65          | $82448.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAI2335  | 2041-05-01      | 6.0000%  |  | $125617.98         | $130144.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2650  | 2041-06-01      | 5.5000%  |  | $120492.77         | $123165.82         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA4883  | 2049-12-01      | 3.0000%  |  | $163.19            | $146.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI9252  | 2039-09-01      | 6.0000%  |  | $20290.02          | $21218.96          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI8303  | 2038-11-01      | 5.5000%  |  | $6567.45           | $6769.28           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI8245  | 2038-10-01      | 5.5000%  |  | $9143.65           | $9397.51           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI7779  | 2037-10-01      | 6.0000%  |  | $30847.73          | $31552.14          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI6469  | 2037-09-01      | 6.5000%  |  | $13591.37          | $14276.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI6251  | 2037-06-01      | 6.0000%  |  | $12298.54          | $12791.51          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9197 C      | 2055-12-20      | 6.0000%  |  | $822.20            | $839.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3076 C      | 2055-07-20      | 6.5000%  |  | $1325.26           | $1393.94           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3594 C      | 2055-07-20      | 6.5000%  |  | $1353889.78        | $1429785.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4996 C      | 2055-07-20      | 6.5000%  |  | $2197.36           | $2320.54           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AQ0483 X      | 2046-03-15      | 4.5000%  |  | $27635.67          | $27169.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG2817  | 2056-03-01      | 6.0000%  |  | $7363485.68        | $7602931.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9338  | 2054-10-01      | 6.0000%  |  | $2123056.15        | $2206303.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5466  | 2053-01-01      | 5.5000%  |  | $27914103.29       | $28287659.11       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5147  | 2052-11-01      | 6.0000%  |  | $526.00            | $541.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4547  | 2037-05-01      | 2.5000%  |  | $30502.77          | $28803.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3791  | 2037-05-01      | 2.5000%  |  | $1393473.12        | $1316003.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  |  | $19591077.11       | $15859107.53       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2960  | 2049-01-01      | 4.5000%  |  | $116463.57         | $114274.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1988  | 2048-07-01      | 4.5000%  |  | $70901.32          | $69769.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2641  | 2048-11-01      | 4.5000%  |  | $683695.89         | $671478.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3566  | 2055-11-01      | 5.5000%  |  | $733.52            | $745.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1191  | 2047-11-01      | 3.5000%  |  | $1177462.64        | $1095083.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA1795  | 2048-05-01      | 5.0000%  |  | $357331.30         | $357930.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4462  | 2054-04-01      | 5.5000%  |  | $6383522.30        | $6497048.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5078  | 2047-05-01      | 3.5000%  |  | $310327.02         | $290445.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM1948  | 2041-07-01      | 6.0000%  |  | $775743.42         | $821209.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBJ0978  | 2047-11-01      | 3.0000%  |  | $5171.22           | $4630.26           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9906 M      | 2054-09-20      | 5.5000%  |  | $36274360.62       | $36751852.10       | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CI4580 C      | 2042-01-20      | 4.0000%  |  | $3309.95           | $3119.59           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BS7608 C      | 2050-05-20      | 3.5000%  |  | $419.80            | $388.42            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BR6259 X      | 2050-01-15      | 3.5000%  |  | $76034.19          | $70441.62          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC7179 X      | 2047-10-15      | 4.5000%  |  | $175136.82         | $174188.27         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA4894 X      | 2047-06-15      | 5.0000%  |  | $33456.39          | $33440.39          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA2743 X      | 2047-07-15      | 4.5000%  |  | $65333.20          | $63558.03          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9848 M      | 2054-08-20      | 4.0000%  |  | $710.73            | $667.37            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8201 M      | 2052-08-20      | 4.5000%  |  | $557.44            | $543.15            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8877 M      | 2053-05-20      | 4.5000%  |  | $10893361.76       | $10588870.51       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7649 M      | 2051-10-20      | 2.5000%  |  | $33865863.32       | $29115543.81       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7648 M      | 2051-10-20      | 2.0000%  |  | $38269555.03       | $31557636.37       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7588 M      | 2051-09-20      | 2.0000%  |  | $23523890.27       | $19398144.94       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7138 M      | 2051-01-20      | 3.5000%  |  | $403138.25         | $375259.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5530 M      | 2048-10-20      | 5.0000%  |  | $273790.21         | $277411.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 GLAB8675  | 2043-03-01      | 3.5000%  |  | $120008.66         | $115329.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5372  | 2042-06-01      | 3.5000%  |  | $33200.37          | $31346.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995251  | 2038-11-01      | 6.0000%  |  | $171563.97         | $180591.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL955791  | 2037-10-01      | 6.5000%  |  | $7829.46           | $8267.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL949358  | 2037-08-01      | 6.5000%  |  | $14870.76          | $15589.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL929605  | 2038-06-01      | 6.0000%  |  | $154964.37         | $158705.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL928828  | 2037-10-01      | 6.0000%  |  | $242896.79         | $254979.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889455  | 2038-05-01      | 6.0000%  |  | $84774.45          | $89221.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9300  | 2054-10-01      | 6.0000%  |  | $5086260.31        | $5267010.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7518  | 2053-03-01      | 6.0000%  |  | $11331179.78       | $11741708.43       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5741  | 2053-07-01      | 6.5000%  |  | $2786378.04        | $2926713.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5392  | 2053-07-01      | 6.5000%  |  | $929592.08         | $979043.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9921  | 2051-12-01      | 3.0000%  |  | $867533.02         | $763130.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2303 M      | 2044-10-20      | 3.5000%  |  | $133.24            | $125.36            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2224 M      | 2044-09-20      | 4.0000%  |  | $19249.48          | $18486.30          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2676 M      | 2045-03-20      | 2.5000%  |  | $197229.42         | $173858.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0852 M      | 2043-03-20      | 3.5000%  |  | $284210.38         | $268785.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA7689  | 2056-03-01      | 5.5000%  |  | $6327370.77        | $6381516.19        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ6093  | 2056-03-01      | 6.0000%  |  | $12229078.11       | $12678496.73       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3675  | 2055-12-01      | 6.5000%  |  | $7222620.59        | $7577805.00        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3672  | 2056-01-01      | 6.0000%  |  | $592798.98         | $612971.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3246  | 2055-11-01      | 6.0000%  |  | $5981012.78        | $6199899.91        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1462  | 2055-05-01      | 6.5000%  |  | $5160898.81        | $5457153.32        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1359  | 2055-05-01      | 6.5000%  |  | $4773955.65        | $5053798.56        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1348  | 2055-05-01      | 6.0000%  |  | $664.41            | $693.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL0750  | 2055-04-01      | 6.5000%  |  | $10078689.47       | $10642961.71       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5025  | 2040-08-01      | 5.5000%  |  | $86362.84          | $88155.24          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1350  | 2055-05-01      | 6.0000%  |  | $369653.66         | $384622.41         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9444  | 2043-12-01      | 3.5000%  |  | $299538.96         | $282339.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4642  | 2045-12-01      | 3.5000%  |  | $1018203.35        | $954803.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4630  | 2045-09-01      | 3.5000%  |  | $87948.99          | $82540.71          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4614  | 2045-05-01      | 3.5000%  |  | $28097.64          | $26370.05          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4626  | 2045-08-01      | 3.5000%  |  | $67725.11          | $63560.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4577  | 2044-08-01      | 3.5000%  |  | $6314.20           | $5928.00           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4568  | 2044-05-01      | 5.0000%  |  | $18964.79          | $19027.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4526  | 2043-08-01      | 3.5000%  |  | $42284.63          | $39756.68          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3925  | 2043-08-01      | 3.5000%  |  | $161215.37         | $151674.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS3604  | 2042-10-01      | 3.0000%  |  | $1690172.69        | $1549546.95        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9438  | 2041-11-01      | 4.5000%  |  | $12410.38          | $12279.62          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS2746  | 2039-04-01      | 6.5000%  |  | $4647.74           | $4855.91           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1556  | 2037-08-01      | 5.5000%  |  | $51700.27          | $53473.19          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1201  | 2036-12-01      | 5.5000%  |  | $33055.72          | $34188.79          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS1748  | 2037-11-01      | 6.0000%  |  | $82601.48          | $86935.99          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004696 M      | 2040-05-20      | 4.5000%  |  | $25.66             | $25.46             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004695 M      | 2040-05-20      | 4.0000%  |  | $16090.28          | $15530.98          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q02328 G  | 2041-07-01      | 5.5000%  |  | $58373.58          | $59705.39          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q02323 G  | 2041-07-01      | 5.0000%  |  | $175595.99         | $176704.29         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00294 G  | 2041-04-01      | 5.5000%  |  | $366330.52         | $376966.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD6147  | 2054-09-01      | 6.5000%  |  | $3157530.20        | $3326403.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0316  | 2033-01-01      | 2.5000%  |  | $134767.07         | $129572.93         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZT2091  | 2034-06-01      | 3.0000%  |  | $9629.96           | $9328.73           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT2043  | 2047-10-01      | 3.0000%  |  | $3861081.84        | $3482784.63        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1475  | 2046-11-01      | 3.5000%  |  | $44726.97          | $41896.05          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIRC2057  | 2036-05-01      | 3.0000%  |  | $29846.68          | $28518.44          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698314 X      | 2039-05-15      | 4.5000%  |  | $808.10            | $804.15            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 697584 X      | 2038-11-15      | 5.5000%  |  | $10.23             | $10.60             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 694462 X      | 2038-10-15      | 6.0000%  |  | $11684.81          | $12180.32          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 691693 X      | 2040-04-15      | 4.5000%  |  | $586685.91         | $591519.03         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687708 X      | 2038-07-15      | 5.0000%  |  | $42.69             | $43.68             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 685650 X      | 2038-04-15      | 6.0000%  |  | $12505.54          | $12918.23          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 682306 X      | 2038-03-15      | 6.0000%  |  | $149.81            | $155.16            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782559 X      | 2039-01-15      | 6.5000%  |  | $5204.43           | $5630.56           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782474 X      | 2038-12-15      | 5.5000%  |  | $12522.90          | $13054.16          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782353 X      | 2038-06-15      | 6.0000%  |  | $5.56              | $5.88              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788451 C      | 2056-02-20      | 5.0000%  |  | $12721261.44       | $12667484.43       | Agency Mortgage-Backed Securities         |
| GNMA GNII EP 788330 C      | 2065-03-20      | 7.0000%  |  | $9544.92           | $10017.29          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786681 C      | 2053-04-20      | 5.5000%  |  | $174839.66         | $177956.76         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783655 X      | 2040-05-15      | 6.5000%  |  | $58909.48          | $63734.56          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780464 X      | 2026-11-15      | 7.0000%  |  | $0.50              | $0.50              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 737902 X      | 2041-01-15      | 4.0000%  |  | $119753.03         | $115127.01         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 737794 X      | 2040-12-15      | 4.0000%  |  | $1692.24           | $1626.88           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 726323 X      | 2039-09-15      | 5.0000%  |  | $3535.94           | $3617.61           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723534 X      | 2039-12-15      | 4.5000%  |  | $206085.11         | $205054.68         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723606 X      | 2040-01-15      | 4.5000%  |  | $3972.99           | $3950.68           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005207 M      | 2041-10-20      | 6.0000%  |  | $33334.25          | $35055.27          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005177 M      | 2041-09-20      | 5.5000%  |  | $29809.67          | $30842.97          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005140 M      | 2041-08-20      | 4.5000%  |  | $32521.32          | $32244.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005063 M      | 2041-05-20      | 6.0000%  |  | $5042.25           | $5306.10           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 680687 X      | 2038-01-15      | 6.0000%  |  | $6.08              | $6.32              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 677235 X      | 2040-06-15      | 4.5000%  |  | $286417.14         | $284279.32         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 671536 X      | 2037-09-15      | 6.5000%  |  | $40941.71          | $43474.07          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 671023 X      | 2037-08-15      | 6.0000%  |  | $2929.58           | $3090.06           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658133 X      | 2036-10-15      | 6.5000%  |  | $5282.36           | $5618.75           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 652947 X      | 2036-02-15      | 6.0000%  |  | $17747.21          | $18365.45          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 645916 X      | 2036-05-15      | 6.0000%  |  | $3832.03           | $3970.71           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 644019 X      | 2035-07-15      | 6.0000%  |  | $3834.91           | $4026.81           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 615895 X      | 2033-08-15      | 5.0000%  |  | $645.65            | $655.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783284 C      | 2040-06-20      | 5.5000%  |  | $16385.71          | $16896.81          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 681706 X      | 2038-12-15      | 6.0000%  |  | $3857.20           | $4052.52           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783173 X      | 2039-12-15      | 6.0000%  |  | $10619.64          | $11238.17          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782916 X      | 2040-02-15      | 5.5000%  |  | $3365.37           | $3506.88           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783590 M      | 2041-06-20      | 4.5000%  |  | $4558.43           | $4520.14           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1320  | 2048-11-01      | 4.0000%  |  | $8176.90           | $7829.24           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0724  | 2045-07-01      | 4.5000%  |  | $1800272.22        | $1782606.15        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0495  | 2048-08-01      | 4.5000%  |  | $1163222.30        | $1143873.26        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9589  | 2045-12-01      | 4.5000%  |  | $25927.45          | $25592.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN3197  | 2049-01-01      | 4.0000%  |  | $855355.92         | $818793.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY7424  | 2055-07-01      | 6.5000%  |  | $9706223.82        | $10146834.61       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005082 M      | 2041-06-20      | 4.5000%  |  | $23006.73          | $22686.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4613  | 2031-07-01      | 4.5000%  |  | $50718.64          | $50722.80          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 430354 X      | 2041-08-15      | 4.0000%  |  | $28964.09          | $27838.93          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783396 X      | 2037-04-15      | 6.0000%  |  | $5070.62           | $5288.40           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9370  | 2043-12-01      | 4.5000%  |  | $29007.12          | $28420.94          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4638  | 2045-11-01      | 3.5000%  |  | $302515.18         | $283678.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1474  | 2044-01-01      | 3.5000%  |  | $15169.22          | $14312.52          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6308  | 2055-10-01      | 6.5000%  |  | $1795066.63        | $1874585.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9654  | 2054-12-01      | 5.0000%  |  | $51969669.63       | $51721912.91       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005279 M      | 2042-01-20      | 3.5000%  |  | $4423.19           | $4189.80           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 553461 X      | 2042-01-15      | 3.5000%  |  | $16165.94          | $15215.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6879  | 2046-03-01      | 3.5000%  |  | $64438.50          | $60393.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4647  | 2046-01-01      | 3.5000%  |  | $16475.47          | $15441.25          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2375  | 2038-09-01      | 5.5000%  |  | $37780.49          | $38914.78          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP5306 X      | 2046-01-15      | 4.5000%  |  | $15970.83          | $15592.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK1531  | 2042-03-01      | 5.0000%  |  | $87170.58          | $87867.92          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI7821  | 2038-07-01      | 5.5000%  |  | $56408.45          | $57973.92          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783976 M      | 2043-04-20      | 3.5000%  |  | $54924.33          | $51785.77          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2020-139 AG      | 2062-06-16      | 1.5000%  |  | $8385709.27        | $6058331.14        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-017 AE      | 2061-01-16      | 1.2000%  |  | $4236931.11        | $3054623.96        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB4 | 2037-10-25      | 11.2834% |  | $332522.63         | $311451.63         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-166 AB      | 2058-04-16      | 4.5000%  |  | $724491.19         | $715415.49         | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2017-KF3 | 2027-09-25      | 13.3834% |  | $17661831.19       | $16694008.09       | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.0425%  |  | $3172189.89        | $3032850.67        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB3 | 2037-04-25      | 11.9368% |  | $136195.20         | $138501.99         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-110 HA      | 2054-04-16      | 4.0000%  |  | $3275312.17        | $3151866.75        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-085 A       | 2065-10-16      | 3.5000%  |  | $10891708.80       | $9840731.52        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-164 B       | 2063-11-16      | 2.2000%  |  | $9578947.37        | $7021726.03        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-127 A       | 2062-11-16      | 2.0000%  |  | $8206799.13        | $6705502.01        | Agency Mortgage-Backed Securities         |

### Security 5: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.680%, 4/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 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:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.000 CLFS9300  | 2054-10-01      | 6.0000%  |  | $4836256.31        | $5008122.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9014 M      | 2053-07-20      | 4.0000%  |  | $8938196.14        | $8447563.65        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC4433        | 2059-10-15      | 4.2000%  |  | $414265.53         | $397599.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAP1703  | 2042-08-01      | 4.5000%  |  | $22465.17          | $22212.10          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1148  | 2054-04-01      | 6.5000%  |  | $7391531.13        | $7715307.30        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6748  | 2055-10-01      | 6.0000%  |  | $14942040.13       | $15478489.26       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AE3318 X      | 2046-07-15      | 2.5000%  |  | $59717.34          | $51899.58          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4481  | 2042-04-01      | 3.5000%  |  | $205881.91         | $194511.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4596  | 2044-12-01      | 3.5000%  |  | $13125.51          | $12318.58          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4706        | 2060-08-15      | 5.0500%  |  | $397664.45         | $399300.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0180  | 2044-08-01      | 3.5000%  |  | $47623.77          | $44855.10          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA1111  | 2041-10-01      | 3.5000%  |  | $17987.82          | $17027.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3937  | 2050-02-01      | 3.0000%  |  | $166749.08         | $148369.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8804 C      | 2056-02-20      | 5.0000%  |  | $9423499.31        | $9383436.88        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7929 C      | 2056-02-20      | 5.5000%  |  | $888.47            | $919.02            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6441 C      | 2055-03-20      | 6.5000%  |  | $1266201.93        | $1355518.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1374  | 2055-05-01      | 6.5000%  |  | $7433280.55        | $7827487.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8713 C      | 2056-01-20      | 5.0000%  |  | $6356382.87        | $6355694.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4141 C      | 2056-01-20      | 6.0000%  |  | $9346306.93        | $9531074.07        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7953        | 2060-07-15      | 5.9900%  |  | $437619.83         | $466256.22         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1576        | 2061-01-15      | 5.4400%  |  | $558390.34         | $578576.89         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 691693 X      | 2040-04-15      | 4.5000%  |  | $48036.92          | $48432.65          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 688099 X      | 2038-11-15      | 6.0000%  |  | $8351.00           | $8808.86           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786934 C      | 2053-09-20      | 6.0000%  |  | $7825098.49        | $8112717.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786682 C      | 2053-05-20      | 6.0000%  |  | $4271498.62        | $4407759.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005338 M      | 2042-03-20      | 6.0000%  |  | $129.56            | $136.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3604 C      | 2055-11-20      | 6.0000%  |  | $703486.25         | $714191.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0939 M      | 2056-02-20      | 6.5000%  |  | $817.57            | $858.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2958  | 2038-07-01      | 5.5000%  |  | $64148.14          | $66279.80          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2133  | 2038-06-01      | 5.5000%  |  | $11119.06          | $11452.88          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A83727 G  | 2033-09-01      | 5.5000%  |  | $124092.94         | $125140.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0936 M      | 2056-02-20      | 5.0000%  |  | $180917.49         | $179759.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0424 M      | 2055-06-20      | 5.5000%  |  | $206549.65         | $208706.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0090 M      | 2054-12-20      | 4.5000%  |  | $7006840.87        | $6780730.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0024 M      | 2054-11-20      | 4.5000%  |  | $60221121.59       | $58277785.99       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3904 C      | 2056-02-20      | 5.0000%  |  | $4413103.96        | $4394885.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0858 C      | 2056-02-20      | 6.0000%  |  | $8518114.69        | $8686509.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9487 C      | 2056-02-20      | 5.0000%  |  | $7576119.96        | $7544843.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9486 C      | 2056-02-20      | 5.0000%  |  | $785.05            | $782.49            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7529 C      | 2056-02-20      | 5.5000%  |  | $11915553.17       | $12321484.29       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4402 C      | 2056-02-20      | 6.0000%  |  | $15960570.06       | $16305158.78       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3155 C      | 2056-01-20      | 5.0000%  |  | $5597413.90        | $5628589.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0938 M      | 2056-02-20      | 6.0000%  |  | $74584408.63       | $76499736.25       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9999 C      | 2055-11-20      | 6.0000%  |  | $6047306.33        | $6171257.97        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1575        | 2061-01-15      | 5.4400%  |  | $559153.98         | $579368.14         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1555        | 2060-12-15      | 5.6300%  |  | $558781.87         | $585798.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7089 C      | 2055-10-20      | 5.0000%  |  | $3948309.46        | $3970904.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9197 C      | 2055-12-20      | 6.0000%  |  | $816.25            | $833.86            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6744        | 2060-10-15      | 5.3400%  |  | $566268.19         | $580933.97         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7954        | 2060-07-15      | 5.9900%  |  | $437619.83         | $466256.22         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7952        | 2060-07-15      | 5.9900%  |  | $437619.83         | $466256.22         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ6860        | 2060-12-15      | 5.6300%  |  | $558781.87         | $585798.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6442 C      | 2055-04-20      | 6.5000%  |  | $917068.37         | $981758.06         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3002        | 2060-01-15      | 5.6400%  |  | $277086.23         | $289124.79         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE5550        | 2059-11-15      | 5.1700%  |  | $203662.61         | $207198.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AK1020 C      | 2044-10-20      | 3.5000%  |  | $65706.81          | $60632.38          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9964 M      | 2054-10-20      | 5.0000%  |  | $16094427.98       | $15996359.27       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9488 M      | 2054-02-20      | 5.5000%  |  | $58124254.25       | $59144528.65       | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6739        | 2060-09-15      | 5.5800%  |  | $438049.62         | $454195.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9848 M      | 2054-08-20      | 4.0000%  |  | $868.10            | $815.14            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8199 M      | 2052-08-20      | 3.5000%  |  | $594.24            | $548.71            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7881 M      | 2052-02-20      | 2.5000%  |  | $584.78            | $502.76            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7767 M      | 2051-12-20      | 2.5000%  |  | $570.22            | $490.23            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7472 M      | 2051-07-20      | 2.5000%  |  | $17180685.95       | $14771787.70       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5984 M      | 2049-06-20      | 3.0000%  |  | $10633746.59       | $9608547.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2675  | 2053-09-01      | 5.5000%  |  | $6843007.15        | $6955747.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAE0443  | 2039-10-01      | 6.5000%  |  | $13172.71          | $14023.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4579  | 2052-04-01      | 3.0000%  |  | $15197912.40       | $13387005.14       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3934  | 2040-02-01      | 3.0000%  |  | $51213.83          | $47778.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3802  | 2049-10-01      | 3.0000%  |  | $1081950.45        | $964385.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3358  | 2048-05-01      | 4.5000%  |  | $108148.76         | $106383.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA7939  | 2035-11-01      | 2.5000%  |  | $97037.08          | $91812.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBW9795  | 2053-06-01      | 6.5000%  |  | $905358.28         | $964039.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI1204  | 2041-04-01      | 5.5000%  |  | $182153.54         | $186281.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH5962  | 2041-02-01      | 5.0000%  |  | $173994.08         | $175639.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL630993  | 2031-09-01      | 7.5000%  |  | $29015.34          | $29568.87          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD8684  | 2052-03-01      | 3.0000%  |  | $1301342.90        | $1154534.50        | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q02257 G  | 2041-07-01      | 5.0000%  |  | $502900.95         | $510349.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7397  | 2055-01-01      | 5.5000%  |  | $10284365.30       | $10409447.18       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7135  | 2054-12-01      | 5.0000%  |  | $90636015.68       | $90538733.06       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZT1773  | 2049-02-01      | 5.5000%  |  | $70952.95          | $72528.20          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4682  | 2046-10-01      | 3.0000%  |  | $1277428.03        | $1152188.98        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-047 FV      | 2056-03-20      | 4.5722%  |  | $30380736.00       | $30172174.38       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 GY      | 2056-01-20      | 4.5000%  |  | $4444441.60        | $3785624.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 DF      | 2055-05-20      | 5.3229%  |  | $29381600.40       | $29658123.98       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FH      | 2054-11-20      | 5.3529%  |  | $61474591.73       | $62095400.27       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 JF      | 2053-12-20      | 4.4729%  |  | $22303051.12       | $22331124.69       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-140 FE      | 2049-11-20      | 4.2395%  |  | $5749472.26        | $5682556.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 MQ      | 2056-01-20      | 4.5000%  |  | $39114573.46       | $38116095.74       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-79 MY       | 2045-05-20      | 3.5000%  |  | $3902400.00        | $3390302.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2009-094 FA      | 2039-10-16      | 4.4870%  |  | $180359.99         | $181030.67         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-208 AB      | 2053-12-20      | 4.5000%  |  | $5569511.81        | $5510569.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 GL      | 2056-01-20      | 4.5000%  |  | $1960249.60        | $1640264.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 MF      | 2056-03-20      | 4.6222%  |  | $39999999.20       | $39760213.17       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 GE      | 2049-10-20      | 5.0000%  |  | $780659.98         | $782728.47         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-040 DL      | 2055-08-16      | 4.0000%  |  | $470588.00         | $433236.65         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-031 KB      | 2066-02-16      | 4.0000%  |  | $933446.40         | $717407.07         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-042 B       | 2063-02-16      | 2.5000%  |  | $1440000.00        | $929624.16         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-142 HA      | 2065-09-16      | 3.5000%  |  | $23510291.52       | $21116418.77       | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2019-KF6 | 2029-05-25      | 6.1334%  |  | $1797908.73        | $1695232.38        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-094 A       | 2064-09-16      | 2.7500%  |  | $19512536.00       | $16590371.12       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-038 A       | 2065-10-16      | 3.7500%  |  | $11820136.44       | $10886333.84       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-175 KB      | 2065-05-16      | 4.0000%  |  | $697860.00         | $539269.46         | Agency Mortgage-Backed Securities         |

### Security 6: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.680%, 4/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $649500000.00
- **C.18.a - Value (excl. sponsor support):** $649500000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2026-043 FB      | 2056-03-20      | 4.6095%  |  | $56678905.45       | $56332113.58       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 GA      | 2052-02-20      | 5.0000%  |  | $11078221.48       | $11145584.45       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-147 FB      | 2054-09-20      | 4.7729%  |  | $56102958.43       | $56343213.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-98 FL       | 2049-08-20      | 4.2395%  |  | $16401.80          | $16042.82          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-131 QC      | 2051-07-20      | 4.0000%  |  | $207868.59         | $204466.68         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 FJ      | 2056-03-20      | 4.6222%  |  | $44130006.88       | $43871199.74       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-20 LA       | 2049-02-20      | 3.0000%  |  | $77721.00          | $68590.65          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-72 FN       | 2034-07-20      | 4.1895%  |  | $160512.24         | $160700.22         | Agency Collateralized Mortgage Obligation |
| GNMA GNMI SF 682587 X      | 2038-04-15      | 5.5000%  |  | $3341.42           | $3451.19           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 631491 X      | 2034-06-15      | 5.5000%  |  | $21422.85          | $21700.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7502  | 2053-11-01      | 6.0000%  |  | $2113127.80        | $2198430.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  |  | $28721348.10       | $23250122.78       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN2396  | 2049-02-01      | 4.0000%  |  | $120369.01         | $115181.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM4197  | 2047-03-01      | 3.0000%  |  | $5396717.06        | $4904455.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3612  | 2047-02-01      | 4.0000%  |  | $15173.48          | $14576.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAQ1224  | 2042-11-01      | 3.0000%  |  | $907546.78         | $831448.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO1175  | 2038-02-01      | 3.0000%  |  | $107606.35         | $102817.65         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7397  | 2055-01-01      | 5.5000%  |  | $634.62            | $642.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0715  | 2048-09-01      | 3.0000%  |  | $57424.59          | $51255.92          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4792  | 2048-09-01      | 5.0000%  |  | $96938.60          | $97531.54          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0059  | 2045-08-01      | 3.5000%  |  | $10463.06          | $9819.76           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782916 X      | 2040-02-15      | 5.5000%  |  | $7235.42           | $7539.68           | Agency Mortgage-Backed Securities         |
| GNMA GNII EP 788330 C      | 2065-03-20      | 7.0000%  |  | $23623042.32       | $24792130.93       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788277 C      | 2055-11-20      | 6.5000%  |  | $13653738.73       | $14180795.80       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783655 X      | 2040-05-15      | 6.5000%  |  | $139.58            | $151.01            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004978 M      | 2041-03-20      | 4.5000%  |  | $27447.52          | $27222.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004977 M      | 2041-03-20      | 4.0000%  |  | $84195.15          | $81024.63          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004715 M      | 2040-06-20      | 5.0000%  |  | $393301.34         | $402621.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004697 M      | 2040-05-20      | 5.0000%  |  | $64432.43          | $65763.13          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004619 M      | 2040-01-20      | 5.5000%  |  | $13663.88          | $14137.77          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 605630 X      | 2034-08-15      | 6.0000%  |  | $3484.68           | $3573.91           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4747 C      | 2065-12-20      | 7.0000%  |  | $4911006.52        | $5154053.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3157 C      | 2056-01-20      | 6.5000%  |  | $1671.74           | $1722.08           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8711 C      | 2055-07-20      | 6.5000%  |  | $2830093.70        | $2975069.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0936 M      | 2056-02-20      | 5.0000%  |  | $53203353.06       | $52862674.28       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0090 M      | 2054-12-20      | 4.5000%  |  | $2624.93           | $2540.23           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0871 M      | 2056-01-20      | 5.0000%  |  | $14242748.12       | $14151547.06       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0816 M      | 2055-12-20      | 6.5000%  |  | $69309358.01       | $72734880.64       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0853 C      | 2056-02-20      | 6.5000%  |  | $726.68            | $759.09            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8702 C      | 2056-01-20      | 5.0000%  |  | $725.52            | $728.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7529 C      | 2056-02-20      | 5.5000%  |  | $726.70            | $751.46            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6377 C      | 2056-01-20      | 5.0000%  |  | $725.41            | $723.03            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6394 C      | 2056-02-20      | 5.0000%  |  | $5968733.27        | $6001977.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5789 C      | 2055-11-20      | 6.5000%  |  | $4730696.78        | $4960933.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9678 C      | 2055-11-20      | 5.5000%  |  | $4628499.30        | $4708374.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0088 M      | 2054-12-20      | 3.5000%  |  | $1181.44           | $1083.37           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9197 C      | 2055-12-20      | 6.0000%  |  | $1438.53           | $1469.59           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3071 C      | 2055-07-20      | 6.5000%  |  | $1536096.56        | $1614779.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3042 C      | 2055-07-20      | 6.5000%  |  | $2875164.55        | $3022449.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6434 C      | 2055-03-20      | 6.5000%  |  | $967167.19         | $1035387.95        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB7489 C      | 2054-06-20      | 7.0000%  |  | $5410906.56        | $5736877.61        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4716 X      | 2047-10-15      | 4.5000%  |  | $6641.09           | $6491.07           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA4513 X      | 2047-05-15      | 5.0000%  |  | $102656.44         | $103948.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9488 M      | 2054-02-20      | 5.5000%  |  | $516.15            | $525.21            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9848 M      | 2054-08-20      | 4.0000%  |  | $696.09            | $653.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8199 M      | 2052-08-20      | 3.5000%  |  | $76417.81          | $70562.95          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7767 M      | 2051-12-20      | 2.5000%  |  | $4882660.43        | $4197737.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8098 M      | 2052-06-20      | 3.0000%  |  | $38256.95          | $34133.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6476 M      | 2050-02-20      | 4.0000%  |  | $102.17            | $97.11             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5399 M      | 2048-08-20      | 4.5000%  |  | $3362638.59        | $3311085.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0225 M      | 2042-07-20      | 6.0000%  |  | $15721.40          | $16540.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY2216  | 2055-05-01      | 6.0000%  |  | $9874836.04        | $10264862.45       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD9720  | 2040-08-01      | 5.5000%  |  | $153785.20         | $157270.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3183  | 2047-11-01      | 4.0000%  |  | $2544003.74        | $2436121.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL968381  | 2038-10-01      | 6.5000%  |  | $7399.94           | $7797.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5469  | 2042-06-01      | 3.5000%  |  | $40773.60          | $38433.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8056  | 2050-04-01      | 3.0000%  |  | $27897.85          | $24814.18          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3040 C      | 2055-07-20      | 6.5000%  |  | $3362313.74        | $3534550.51        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC2040 X      | 2047-08-15      | 4.5000%  |  | $79177.40          | $77526.39          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6409 M      | 2050-01-20      | 3.0000%  |  | $28799555.80       | $25780123.97       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784071 X      | 2041-06-15      | 6.0000%  |  | $6124.79           | $6477.30           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0092 M      | 2054-12-20      | 5.5000%  |  | $591.12            | $598.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7881 M      | 2052-02-20      | 2.5000%  |  | $47592223.55       | $40916478.21       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA5902  | 2050-01-01      | 3.0000%  |  | $152339.60         | $135833.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7257 M      | 2051-03-20      | 3.5000%  |  | $4219281.20        | $3935351.70        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6474 M      | 2050-02-20      | 3.0000%  |  | $6173328.53        | $5526301.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTBM5276  | 2029-09-01      | 6.0000%  |  | $22419.31          | $22931.25          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1362  | 2055-05-01      | 6.5000%  |  | $17113938.57       | $18109450.67       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0815 M      | 2055-12-20      | 6.0000%  |  | $85681038.56       | $87632681.26       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6208 C      | 2056-01-20      | 5.0000%  |  | $3591650.61        | $3611654.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7451 C      | 2055-07-20      | 6.5000%  |  | $1232355.03        | $1306644.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7363 C      | 2055-11-20      | 6.0000%  |  | $4101357.80        | $4164395.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7530 C      | 2055-12-20      | 6.0000%  |  | $716.56            | $730.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7153 C      | 2056-02-20      | 5.0000%  |  | $4085359.04        | $4080058.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6314 C      | 2056-01-20      | 5.0000%  |  | $3876816.01        | $3864141.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2979 C      | 2056-01-20      | 6.0000%  |  | $3542232.76        | $3614841.45        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-031 CV      | 2040-09-16      | 4.0000%  |  | $21864955.50       | $20444134.27       | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.0425%  |  | $4818136.87        | $4606499.03        | Agency Mortgage-Backed Securities         |

### Security 7: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 04.000 CLAZ7366 | 2045-11-01      | 4.0000%  |  | $338293.64         | $325645.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK7660 | 2048-10-01      | 4.5000%  |  | $18193.50          | $17879.63          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL879737 | 2036-02-01      | 6.5000%  |  | $112373.95         | $117773.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL745932 | 2036-11-01      | 6.5000%  |  | $35377.80          | $37481.56          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8152 | 2037-05-01      | 1.5000%  |  | $3069488.87        | $2755108.75        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB0117 | 2034-11-01      | 2.5000%  |  | $45470.66          | $43117.71          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZT2090 | 2049-06-01      | 3.0000%  |  | $70309.98          | $62648.86          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT1595 | 2049-01-01      | 4.5000%  |  | $761071.87         | $747471.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZT1323 | 2048-10-01      | 3.0000%  |  | $1431515.74        | $1284241.40        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4788 | 2048-09-01      | 3.0000%  |  | $144996.19         | $129997.64         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4754 | 2048-02-01      | 3.0000%  |  | $84090.14          | $75296.42          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4706 | 2047-03-01      | 3.0000%  |  | $801781.58         | $722553.53         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4678 | 2046-09-01      | 3.5000%  |  | $123743.98         | $116134.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4642 | 2045-12-01      | 3.5000%  |  | $55018.61          | $51592.80          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4614 | 2045-05-01      | 3.5000%  |  | $76836.68          | $72112.35          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS3883 | 2043-12-01      | 3.5000%  |  | $72856.00          | $68740.71          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB8187 | 2037-11-01      | 3.0000%  |  | $507272.51         | $484697.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZN6177 | 2049-06-01      | 3.0000%  |  | $635639.42         | $567158.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZN4984 | 2049-04-01      | 3.0000%  |  | $859509.58         | $767175.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZN4632 | 2048-12-01      | 4.0000%  |  | $5436627.46        | $5205915.11        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZN4288 | 2049-03-01      | 3.0000%  |  | $27116.92          | $24204.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL745458 | 2036-04-01      | 6.0000%  |  | $12.92             | $13.60             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAY8841 | 2045-07-01      | 4.0000%  |  | $42242.20          | $40647.53          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAV9187 | 2044-03-01      | 4.0000%  |  | $3397711.18        | $3277358.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAU3195 | 2043-08-01      | 3.0000%  |  | $21674.33          | $19833.10          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAT2060 | 2028-04-01      | 2.5000%  |  | $12782.13          | $12616.52          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7545 | 2046-07-01      | 3.5000%  |  | $1164418.07        | $1088492.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6620 | 2046-02-01      | 3.5000%  |  | $66505.05          | $62364.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6395 | 2045-12-01      | 3.5000%  |  | $586443.86         | $549320.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6393 | 2045-12-01      | 3.5000%  |  | $127350.92         | $119355.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6328 | 2045-12-01      | 3.5000%  |  | $65926.77          | $62147.63          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7170 | 2046-05-01      | 3.5000%  |  | $52457.35          | $49047.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5696 | 2045-08-01      | 3.5000%  |  | $278020.21         | $260923.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6203 | 2045-11-01      | 3.5000%  |  | $101095.54         | $94852.96          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS0516 | 2043-09-01      | 3.0000%  |  | $188.31            | $172.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAQ9362 | 2028-01-01      | 2.5000%  |  | $28883.30          | $28550.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP8897 | 2042-10-01      | 3.5000%  |  | $73185.69          | $68871.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP6242 | 2042-10-01      | 3.5000%  |  | $448926.75         | $423574.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO4134 | 2042-06-01      | 3.5000%  |  | $1263888.55        | $1193694.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAQ4071 | 2028-04-01      | 2.5000%  |  | $27921.09          | $27553.91          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO1100 | 2037-12-01      | 3.5000%  |  | $51783.48          | $49911.07          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIZS8621 | 2031-09-01      | 2.5000%  |  | $114084.20         | $110232.53         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTZA6568 | 2039-04-01      | 3.0000%  |  | $101851.01         | $95059.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ2854 | 2048-03-01      | 4.0000%  |  | $1704985.26        | $1634793.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5722 | 2045-09-01      | 3.5000%  |  | $79302.93          | $74426.33          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH5942 | 2053-12-01      | 5.5000%  |  | $17920462.95       | $18102791.70       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZA6140 | 2048-12-01      | 4.5000%  |  | $60245.66          | $59187.63          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZN1295 | 2048-11-01      | 4.0000%  |  | $17283.74          | $16543.86          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6573 | 2046-01-01      | 3.5000%  |  | $260970.26         | $244588.29         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIZK5632 | 2028-06-01      | 2.5000%  |  | $35128.82          | $34646.97          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS9927 | 2047-07-01      | 4.5000%  |  | $6730475.21        | $6645200.09        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA6448 | 2050-01-01      | 3.0000%  |  | $12872.55          | $11429.66          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ7355 | 2045-11-01      | 3.5000%  |  | $43793.18          | $41088.80          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC4437 | 2046-04-01      | 3.5000%  |  | $215951.04         | $202619.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAY6023 | 2045-09-01      | 3.5000%  |  | $256786.28         | $240664.13         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA1217 | 2049-08-01      | 5.0000%  |  | $74233.21          | $74301.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBD1437 | 2046-08-01      | 3.5000%  |  | $871667.76         | $813926.45         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZA1195 | 2042-05-01      | 3.5000%  |  | $7134.22           | $6733.57           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIZS8549 | 2030-01-01      | 2.5000%  |  | $195791.76         | $190750.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4581 | 2044-09-01      | 3.5000%  |  | $11424.28          | $10724.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAY3376 | 2045-04-01      | 3.5000%  |  | $113809.59         | $106811.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL3527 | 2042-09-01      | 3.5000%  |  | $51321.44          | $48375.42          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM2184 | 2046-11-01      | 3.5000%  |  | $308133.51         | $287065.70         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA8866 | 2050-04-01      | 3.0000%  |  | $742536.07         | $660690.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAU1650 | 2043-07-01      | 3.5000%  |  | $685756.92         | $645041.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAU9831 | 2043-11-01      | 3.5000%  |  | $18751.89          | $17598.63          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC2521 | 2046-01-01      | 3.5000%  |  | $21582.81          | $20233.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS4348 | 2045-01-01      | 4.0000%  |  | $10883737.89       | $10480216.05       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIQO1607 | 2038-09-01      | 3.0000%  |  | $146635.88         | $140110.29         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM3967 | 2047-08-01      | 3.5000%  |  | $95512.39          | $89204.43          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM2662 | 2047-02-01      | 3.5000%  |  | $31912.07          | $29817.80          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM1028 | 2046-04-01      | 3.5000%  |  | $186780.89         | $175007.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL9406 | 2045-04-01      | 3.5000%  |  | $31283.67          | $29360.34          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL8469 | 2044-09-01      | 3.5000%  |  | $83894.44          | $79162.35          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL3398 | 2042-08-01      | 3.5000%  |  | $14495.04          | $13680.99          | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC J40197 G | 2034-02-01      | 3.0000%  |  | $16036.55          | $15544.34          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO0780 | 2042-04-01      | 3.5000%  |  | $327866.78         | $309555.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAL8671 | 2028-11-01      | 2.5000%  |  | $205395.17         | $203094.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAL9562 | 2041-07-01      | 6.0000%  |  | $278938.42         | $293582.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAL2462 | 2027-10-01      | 2.5000%  |  | $88902.99          | $88043.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  |  | $41814.71          | $44513.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLAL0808 | 2040-05-01      | 6.5000%  |  | $10439.17          | $10977.38          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAK7581 | 2042-08-01      | 3.0000%  |  | $269733.48         | $247433.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ7680 | 2041-12-01      | 3.5000%  |  | $276792.19         | $262021.64         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA4883 | 2049-12-01      | 3.0000%  |  | $5414361.03        | $4868366.03        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIQO0483 | 2037-06-01      | 2.5000%  |  | $175168.77         | $165692.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIQO0873 | 2037-09-01      | 3.0000%  |  | $368712.02         | $352941.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIRC3002 | 2038-08-01      | 3.0000%  |  | $843429.21         | $805894.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIRC2815 | 2038-01-01      | 2.5000%  |  | $1304987.35        | $1232443.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIRC2813 | 2037-11-01      | 1.5000%  |  | $20627.04          | $18514.40          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTRB5027 | 2040-01-01      | 3.0000%  |  | $200974.74         | $187599.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTRB5017 | 2039-11-01      | 3.0000%  |  | $1366030.24        | $1276582.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA2885 | 2050-04-01      | 3.0000%  |  | $11176.15          | $9926.93           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA9049 | 2050-04-01      | 3.0000%  |  | $784969.91         | $698203.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA0800 | 2049-07-01      | 3.0000%  |  | $191810.18         | $171205.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD7397 | 2055-01-01      | 5.5000%  |  | $8848382.72        | $8955999.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBM1948 | 2041-07-01      | 6.0000%  |  | $2022419.19        | $2140953.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM1890 | 2032-01-01      | 2.5000%  |  | $31113.02          | $30137.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM1285 | 2047-05-01      | 4.5000%  |  | $22222.86          | $21935.74          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8066 | 2050-05-01      | 5.0000%  |  | $215753.65         | $215652.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  |  | $4268898.55        | $3782927.14        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD0093 | 2049-10-01      | 5.0000%  |  | $3354837.24        | $3372599.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0026 | 2047-02-01      | 3.0000%  |  | $8556907.26        | $7837374.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBJ9175 | 2048-05-01      | 5.5000%  |  | $29676.94          | $30337.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ5849 | 2048-01-01      | 4.0000%  |  | $179241.93         | $170751.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ4603 | 2048-02-01      | 4.0000%  |  | $316563.10         | $302669.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBD1215 | 2046-06-01      | 3.5000%  |  | $534190.63         | $499354.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC6958 | 2046-04-01      | 3.5000%  |  | $122637.61         | $115098.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC1442 | 2046-07-01      | 3.5000%  |  | $27759.66          | $25966.79          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC1760 | 2046-02-01      | 3.5000%  |  | $158501.46         | $148470.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC0281 | 2046-03-01      | 3.5000%  |  | $44063.62          | $41331.84          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBA3989 | 2046-02-01      | 3.5000%  |  | $158586.25         | $148369.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBA2101 | 2045-08-01      | 3.5000%  |  | $394234.87         | $369994.81         | Agency Mortgage-Backed Securities |

### Security 8: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA 6.625 FNPR BB 11/30  | 2030-11-15      | 0.0000%  |  | $63702461.54       | $52813162.76       | Agency Debentures and Agency Strips |
| FNMA 7.25 FNPR BB 05/30   | 2030-05-15      | 0.0000%  |  | $125474153.85      | $106195552.00      | Agency Debentures and Agency Strips |
| FCSB 4.50 FCOR 26-33 FP   | 2033-08-26      | 4.5000%  |  | $7692307.69        | $7686000.00        | Agency Debentures and Agency Strips |
| FCSB 5.78 FCOR 26-40 AH   | 2040-04-23      | 5.7800%  |  | $6154153.85        | $6295999.57        | Agency Debentures and Agency Strips |
| FCSB 5 5/8 FCOR 26-40 AF  | 2040-03-26      | 5.6250%  |  | $7377846.15        | $7342663.05        | Agency Debentures and Agency Strips |
| FCSB 2.59 FCOR 22-41 T    | 2041-11-01      | 2.5900%  |  | $7230769.23        | $5441209.28        | Agency Debentures and Agency Strips |
| FCSB 2.70 FCOR 22-41 L    | 2041-06-21      | 2.7000%  |  | $1121230.77        | $829026.82         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 10/27 8586 | 2027-10-04      | 3.7100%  |  | $18461.54          | $18628.24          | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 26-35 HK   | 2035-06-18      | 5.4500%  |  | $3076923.08        | $3118483.25        | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 09/26 7392 | 2026-09-18      | 3.7700%  |  | $158461.54         | $158734.54         | Agency Debentures and Agency Strips |
| FCSB 5.73 FCOR 26-40 AP   | 2040-08-13      | 5.7300%  |  | $7692307.69        | $7720307.69        | Agency Debentures and Agency Strips |
| FCSB 5.40 FCOR 26-34 DI   | 2034-06-05      | 5.4000%  |  | $6120307.69        | $6221904.80        | Agency Debentures and Agency Strips |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $321876.92         | $179133.26         | U.S. Treasuries (including strips)  |

### Security 9: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc., REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 068992007, C.3 - LEI: AC28XWWI3WIBK2824319
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 7.25 FNPR BB 05/30   | 2030-05-15      | 0.0000%  |  | $899785.71         | $761537.24         | Agency Debentures and Agency Strips |
| FMAC FMIN 03/15/2031 E    | 2031-03-15      | 0.0000%  |  | $9857.14           | $8057.62           | Agency Debentures and Agency Strips |
| FCSB 4.54 FCOR 27-32 FV   | 2032-03-18      | 4.5400%  |  | $7144071.43        | $7126564.49        | Agency Debentures and Agency Strips |
| FCSB 4.95 FCOR 31-41 AG   | 2041-03-11      | 4.9500%  |  | $1567071.43        | $1538629.08        | Agency Debentures and Agency Strips |
| FCSB 4 5/8 FCOR 27-35 CW  | 2035-03-09      | 4.6250%  |  | $6390000.00        | $6337515.03        | Agency Debentures and Agency Strips |
| FCSB 4.35 FCOR 26-32 FS   | 2032-02-27      | 4.3500%  |  | $3379928.57        | $3370154.94        | Agency Debentures and Agency Strips |
| FCSB 3.80 FCOR 26-29 KJ   | 2029-02-26      | 3.8000%  |  | $10239000.00       | $10204570.79       | Agency Debentures and Agency Strips |
| FCSB 3.84 FCOR 27-30 JU   | 2030-02-25      | 3.8400%  |  | $12841714.29       | $12774886.01       | Agency Debentures and Agency Strips |
| FCSB 4.53 FCOR 28-33 FS   | 2033-03-23      | 4.5300%  |  | $735000.00         | $731611.41         | Agency Debentures and Agency Strips |
| FCSB 4.50 FCOR 26-33 FP   | 2033-08-26      | 4.5000%  |  | $1643357.14        | $1642009.59        | Agency Debentures and Agency Strips |
| FCSB 4.47 FCOR 27-34 EB   | 2034-02-23      | 4.4700%  |  | $15389142.86       | $15309401.45       | Agency Debentures and Agency Strips |
| FCSB 4.48 FCOR 26-32 FR   | 2032-08-12      | 4.4800%  |  | $2123571.43        | $2120275.17        | Agency Debentures and Agency Strips |
| FCSB 3.92 FCOR 26-29 KF   | 2029-07-16      | 3.9200%  |  | $4151571.43        | $4153185.01        | Agency Debentures and Agency Strips |
| FCSB 5.44 FCOR 26-40 AU   | 2040-10-01      | 5.4400%  |  | $2139214.29        | $2180522.51        | Agency Debentures and Agency Strips |
| FCSB 5.59 FCOR 26-45 U    | 2045-09-18      | 5.5900%  |  | $4714.29           | $4693.25           | Agency Debentures and Agency Strips |
| FCSB 5.44 FCOR 26-40 AS   | 2040-09-17      | 5.4400%  |  | $1396071.43        | $1388032.23        | Agency Debentures and Agency Strips |
| FCSB 4.89 FCOR 26-33 FD   | 2033-09-12      | 4.8900%  |  | $11387571.43       | $11392477.57       | Agency Debentures and Agency Strips |
| FCSB 5.78 FCOR 26-40 AH   | 2040-04-23      | 5.7800%  |  | $1500.00           | $1534.57           | Agency Debentures and Agency Strips |
| FCSB 5 5/8 FCOR 26-40 AF  | 2040-03-26      | 5.6250%  |  | $190500.00         | $189591.55         | Agency Debentures and Agency Strips |
| FCSB 4.75 FCOR 26-33 FJ   | 2033-07-06      | 4.7500%  |  | $1236642.86        | $1241051.83        | Agency Debentures and Agency Strips |
| FCSB 4.54 FCOR 26-31 GA   | 2031-12-29      | 4.5400%  |  | $2821285.71        | $2826370.30        | Agency Debentures and Agency Strips |
| FCSB 4.82 FCOR 26-33 FH   | 2033-12-02      | 4.8200%  |  | $2893928.57        | $2907075.05        | Agency Debentures and Agency Strips |
| FCSB 5 3/8 FCOR 26-40 BB  | 2040-12-03      | 5.3750%  |  | $1427571.43        | $1442245.52        | Agency Debentures and Agency Strips |
| FCSB 1 7/8 FCOR 22-36 AG  | 2036-02-11      | 1.8750%  |  | $332142.86         | $260491.06         | Agency Debentures and Agency Strips |
| FCSB 1.68 FCOR 21-35 AY   | 2035-09-17      | 1.6800%  |  | $123214.29         | $95588.82          | Agency Debentures and Agency Strips |
| FHLB 4.04 FHOR 27-30 97   | 2030-03-25      | 4.0400%  |  | $1002857.14        | $997745.91         | Agency Debentures and Agency Strips |
| FHLB 5.30 FHOR 27-41 CK   | 2041-03-25      | 5.3000%  |  | $1369285.71        | $1361197.80        | Agency Debentures and Agency Strips |
| FHLB 4.625 FHOR 27-34 PM  | 2034-03-24      | 4.6250%  |  | $3103928.57        | $3088571.28        | Agency Debentures and Agency Strips |
| FHLB 4.50 FHOR 27-33 KV   | 2033-03-23      | 4.5000%  |  | $2044285.71        | $2032980.81        | Agency Debentures and Agency Strips |
| FHLB 4.60 FHOR 27-35 LJ   | 2035-03-12      | 4.6000%  |  | $5911071.43        | $5859957.08        | Agency Debentures and Agency Strips |
| FHLB 5.65 FHOR 27-42 TT   | 2042-07-21      | 5.6500%  |  | $72857.14          | $73565.54          | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 26-35 HK   | 2035-06-18      | 5.4500%  |  | $885000.00         | $896953.74         | Agency Debentures and Agency Strips |
| FHLB 4.95 FHOR 26-33 IX   | 2033-04-14      | 4.9500%  |  | $69642.86          | $70520.53          | Agency Debentures and Agency Strips |
| FHLB 5.75 FHOR 25-44 FH   | 2044-12-19      | 5.7500%  |  | $8571.43           | $8645.01           | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 25-44 CY   | 2044-09-26      | 5.4500%  |  | $10714.29          | $10603.93          | Agency Debentures and Agency Strips |
| FHLB 1.10 FHOR 21-26 5521 | 2026-08-20      | 1.1000%  |  | $5357142.86        | $5307191.67        | Agency Debentures and Agency Strips |
| FHLB 2.09 FHOR 22-36 DH   | 2036-02-22      | 2.0900%  |  | $365357.14         | $295141.77         | Agency Debentures and Agency Strips |
| FHLB 1.10 FHOR 21-28 5400 | 2028-02-25      | 1.1000%  |  | $57857.14          | $54935.94          | Agency Debentures and Agency Strips |
| FHLB 1.80 FHOR 22-36 BK   | 2036-01-25      | 1.8000%  |  | $624642.86         | $487871.06         | Agency Debentures and Agency Strips |
| FHLB 5.52 FHOR 27-40 AS   | 2040-02-10      | 5.5200%  |  | $280714.29         | $282092.03         | Agency Debentures and Agency Strips |
| FHLB 5.20 FHOR 27-46 SS   | 2046-03-20      | 5.2000%  |  | $185357.14         | $183444.05         | Agency Debentures and Agency Strips |
| FCSB 5.73 FCOR 26-40 AP   | 2040-08-13      | 5.7300%  |  | $243642.86         | $244529.72         | Agency Debentures and Agency Strips |
| FHLB 5.17 FHOR 26-32 KV   | 2032-06-16      | 5.1700%  |  | $10781785.71       | $10959438.99       | Agency Debentures and Agency Strips |
| FHLB 2.45 FHOR 22-41 AJ   | 2041-08-16      | 2.4500%  |  | $214285.71         | $155550.54         | Agency Debentures and Agency Strips |
| FMAC FMZC 12/17/2029 A    | 2029-12-17      | 0.0000%  |  | $3214.29           | $2772.12           | Agency Debentures and Agency Strips |
| FCSB 4.99 FCOR 26-35 CQ   | 2035-04-23      | 4.9900%  |  | $8806071.43        | $8982197.75        | Agency Debentures and Agency Strips |
| FCSB 5.37 FCOR 26-34 DK   | 2034-06-12      | 5.3700%  |  | $6110785.71        | $6198959.26        | Agency Debentures and Agency Strips |
| FCSB 2 3/8 FCOR 26-41 S   | 2041-10-21      | 2.3750%  |  | $240642.86         | $174924.63         | Agency Debentures and Agency Strips |
| FCSB 4.45 FCOR 26-32 FT   | 2032-08-27      | 4.4500%  |  | $13900285.71       | $13874900.70       | Agency Debentures and Agency Strips |
| FHLB 5.19 FHOR 26-32 LC   | 2032-07-07      | 5.1900%  |  | $1390714.29        | $1400671.80        | Agency Debentures and Agency Strips |
| FCSB 4.42 FCOR 26-28 KR   | 2028-06-16      | 4.4200%  |  | $2142.86           | $2168.79           | Agency Debentures and Agency Strips |

### Security 10: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.730%, 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):** $194918416.10
- **C.18.a - Value (excl. sponsor support):** $194918416.10
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 11: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.730%, 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):** $204030249.12
- **C.18.a - Value (excl. sponsor support):** $204030249.12
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 12: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.750%, 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):** $330098194.80
- **C.18.a - Value (excl. sponsor support):** $330098194.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 13: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.765%, 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):** $50013520.50
- **C.18.a - Value (excl. sponsor support):** $50013520.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 14: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.765%, 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):** $169946126.15
- **C.18.a - Value (excl. sponsor support):** $169946126.15
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 15: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.775%, 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):** $414965301.95
- **C.18.a - Value (excl. sponsor support):** $414965301.95
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.740%, 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):** $50029140.50
- **C.18.a - Value (excl. sponsor support):** $50029140.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 17: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.705%, 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):** $240730063.49
- **C.18.a - Value (excl. sponsor support):** $240730063.49
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 18: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.705%, 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):** $249977240.00
- **C.18.a - Value (excl. sponsor support):** $249977240.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 19: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.750%, 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):** $308987496.93
- **C.18.a - Value (excl. sponsor support):** $308987496.93
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 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):** $399964552.00
- **C.18.a - Value (excl. sponsor support):** $399964552.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 21: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.690%, 8/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7JB1, C.4 - ISIN: US3130B7JB14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100001539.00
- **C.18.a - Value (excl. sponsor support):** $100001539.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 22: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.690%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LQ5, C.4 - ISIN: US3130B7LQ54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $84000687.12
- **C.18.a - Value (excl. sponsor support):** $84000687.12
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 23: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.625%, 10/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VM3, C.4 - ISIN: US3130B7VM31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $746011809.14
- **C.18.a - Value (excl. sponsor support):** $746011809.14
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.625%, 10/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VN1, C.4 - ISIN: US3130B7VN14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $771611904.83
- **C.18.a - Value (excl. sponsor support):** $771611904.83
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.810%, 10/14/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83C4, C.4 - ISIN: US3130B83C44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $362816537.97
- **C.18.a - Value (excl. sponsor support):** $362816537.97
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.810%, 12/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KW1, C.4 - ISIN: US3130B8KW15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $694442128.49
- **C.18.a - Value (excl. sponsor support):** $694442128.49
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.760%, 12/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PA4, C.4 - ISIN: US3130B8PA40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $783793836.29
- **C.18.a - Value (excl. sponsor support):** $783793836.29
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.500%, 1/4/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8UW0, C.4 - ISIN: US3130B8UW05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $713410088.00
- **C.18.a - Value (excl. sponsor support):** $713410088.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.500%, 1/4/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8VA7, C.4 - ISIN: US3130B8VA75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $713986021.85
- **C.18.a - Value (excl. sponsor support):** $713986021.85
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.640%, 2/5/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92Z2, C.4 - ISIN: US3130B92Z20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $746299580.33
- **C.18.a - Value (excl. sponsor support):** $746299580.33
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2027-02-05
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.710%, 1/12/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94Q0, C.4 - ISIN: US3130B94Q03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149998789.50
- **C.18.a - Value (excl. sponsor support):** $149998789.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.710%, 1/14/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94T4, C.4 - ISIN: US3130B94T42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $221929932.56
- **C.18.a - Value (excl. sponsor support):** $221929932.56
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-14
- **C.13 - Final Legal Maturity Date:** 2028-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.620%, 2/8/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95B2, C.4 - ISIN: US3130B95B25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $374644125.00
- **C.18.a - Value (excl. sponsor support):** $374644125.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-02-08
- **C.12 - Maturity Date (WAL):** 2027-02-08
- **C.13 - Final Legal Maturity Date:** 2027-02-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.640%, 2/12/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95L0, C.4 - ISIN: US3130B95L07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $725553914.85
- **C.18.a - Value (excl. sponsor support):** $725553914.85
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-02-12
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.720%, 2/11/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9FP0, C.4 - ISIN: US3130B9FP02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174945127.64
- **C.18.a - Value (excl. sponsor support):** $174945127.64
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.680%, 3/24/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9NT3, C.4 - ISIN: US3130B9NT32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1048099754.88
- **C.18.a - Value (excl. sponsor support):** $1048099754.88
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-03-24
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.750%, 4/2/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9T34, C.4 - ISIN: US3130B9T345, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $723666216.10
- **C.18.a - Value (excl. sponsor support):** $723666216.10
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-04-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.970%, 4/22/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA5L7, C.4 - ISIN: US3130BA5L71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $686505437.29
- **C.18.a - Value (excl. sponsor support):** $686505437.29
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2027-04-22
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.509%, 8/19/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.4 - ISIN: US313385C539, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1182610536.21
- **C.18.a - Value (excl. sponsor support):** $1182610536.21
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.530%, 8/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $596360515.30
- **C.18.a - Value (excl. sponsor support):** $596360515.30
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.520%, 8/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $326273273.66
- **C.18.a - Value (excl. sponsor support):** $326273273.66
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.540%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147753124.50
- **C.18.a - Value (excl. sponsor support):** $147753124.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.539%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98502083.00
- **C.18.a - Value (excl. sponsor support):** $98502083.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.537%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $635042929.10
- **C.18.a - Value (excl. sponsor support):** $635042929.10
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.605%, 5/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XK7, C.4 - ISIN: US313385XK76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $208658149.74
- **C.18.a - Value (excl. sponsor support):** $208658149.74
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **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? Yes, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.625%, 6/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YK6, C.4 - ISIN: US313385YK67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69641322.81
- **C.18.a - Value (excl. sponsor support):** $69641322.81
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **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 47: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.625%, 6/26/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YP5, C.4 - ISIN: US313385YP54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $187353416.88
- **C.18.a - Value (excl. sponsor support):** $187353416.88
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **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 48: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.720%, 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):** $182885989.86
- **C.18.a - Value (excl. sponsor support):** $182885989.86
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 49: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 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):** $139972031.59
- **C.18.a - Value (excl. sponsor support):** $139972031.59
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 50: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 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):** $112922471.62
- **C.18.a - Value (excl. sponsor support):** $112922471.62
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 51: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.755%, 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):** $46010970.54
- **C.18.a - Value (excl. sponsor support):** $46010970.54
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 52: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 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):** $176924658.09
- **C.18.a - Value (excl. sponsor support):** $176924658.09
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 53: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 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):** $170032901.80
- **C.18.a - Value (excl. sponsor support):** $170032901.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 54: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $189955462.19
- **C.18.a - Value (excl. sponsor support):** $189955462.19
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 55: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $99918825.16
- **C.18.a - Value (excl. sponsor support):** $99918825.16
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 56: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $200071678.00
- **C.18.a - Value (excl. sponsor support):** $200071678.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 57: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 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):** $357892173.43
- **C.18.a - Value (excl. sponsor support):** $357892173.43
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 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):** $251961488.96
- **C.18.a - Value (excl. sponsor support):** $251961488.96
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 59: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 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):** $85028394.25
- **C.18.a - Value (excl. sponsor support):** $85028394.25
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 60: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.775%, 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):** $201912418.87
- **C.18.a - Value (excl. sponsor support):** $201912418.87
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 61: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.775%, 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):** $178904322.22
- **C.18.a - Value (excl. sponsor support):** $178904322.22
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 62: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 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):** $192963199.83
- **C.18.a - Value (excl. sponsor support):** $192963199.83
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 63: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 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):** $80024569.60
- **C.18.a - Value (excl. sponsor support):** $80024569.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 64: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 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):** $106041321.98
- **C.18.a - Value (excl. sponsor support):** $106041321.98
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 65: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 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):** $476772631.32
- **C.18.a - Value (excl. sponsor support):** $476772631.32
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 66: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.735%, 12/2/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2X4, C.4 - ISIN: US3133ET2X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $304972928.20
- **C.18.a - Value (excl. sponsor support):** $304972928.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.675%, 4/19/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $64898347.00
- **C.18.a - Value (excl. sponsor support):** $64898347.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 11/23/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $82911657.40
- **C.18.a - Value (excl. sponsor support):** $82911657.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 1/6/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6B8, C.4 - ISIN: US3133ET6B88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $357835535.70
- **C.18.a - Value (excl. sponsor support):** $357835535.70
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-06
- **C.13 - Final Legal Maturity Date:** 2028-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 1/12/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6N2, C.4 - ISIN: US3133ET6N27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300941220.73
- **C.18.a - Value (excl. sponsor support):** $300941220.73
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.675%, 4/8/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6Q5, C.4 - ISIN: US3133ET6Q57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $188998257.42
- **C.18.a - Value (excl. sponsor support):** $188998257.42
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 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):** $113931876.08
- **C.18.a - Value (excl. sponsor support):** $113931876.08
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 73: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 10/1/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETC70, C.4 - ISIN: US3133ETC702, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $264876079.53
- **C.18.a - Value (excl. sponsor support):** $264876079.53
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 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):** $445825932.19
- **C.18.a - Value (excl. sponsor support):** $445825932.19
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 75: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.735%, 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):** $126001302.84
- **C.18.a - Value (excl. sponsor support):** $126001302.84
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 76: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 10/14/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETF85, C.4 - ISIN: US3133ETF853, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $309941031.80
- **C.18.a - Value (excl. sponsor support):** $309941031.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.740%, 4/22/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ81, C.4 - ISIN: US3133ETJ814, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $424837867.95
- **C.18.a - Value (excl. sponsor support):** $424837867.95
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.745%, 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):** $193939375.27
- **C.18.a - Value (excl. sponsor support):** $193939375.27
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 79: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.735%, 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):** $559697109.22
- **C.18.a - Value (excl. sponsor support):** $559697109.22
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 80: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 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):** $214681550.59
- **C.18.a - Value (excl. sponsor support):** $214681550.59
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 81: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 7/29/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRA7, C.4 - ISIN: US3133ETRA79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $464749164.82
- **C.18.a - Value (excl. sponsor support):** $464749164.82
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.655%, 6/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETS65, C.4 - ISIN: US3133ETS658, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74999129.25
- **C.18.a - Value (excl. sponsor support):** $74999129.25
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 83: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.690%, 8/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUT2, C.4 - ISIN: US3133ETUT24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35000578.55
- **C.18.a - Value (excl. sponsor support):** $35000578.55
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 84: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.690%, 9/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWJ2, C.4 - ISIN: US3133ETWJ24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $164992975.95
- **C.18.a - Value (excl. sponsor support):** $164992975.95
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.740%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWX1, C.4 - ISIN: US3133ETWX18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $387815128.41
- **C.18.a - Value (excl. sponsor support):** $387815128.41
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 86: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 9/10/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXE2, C.4 - ISIN: US3133ETXE28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $269998909.20
- **C.18.a - Value (excl. sponsor support):** $269998909.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 9/10/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXJ1, C.4 - ISIN: US3133ETXJ15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $45040670.55
- **C.18.a - Value (excl. sponsor support):** $45040670.55
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.745%, 11/26/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY43, C.4 - ISIN: US3133ETY433, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $231883068.98
- **C.18.a - Value (excl. sponsor support):** $231883068.98
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 1/20/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAK6, C.4 - ISIN: US3133EWAK63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $156049352.16
- **C.18.a - Value (excl. sponsor support):** $156049352.16
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 1/26/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAT7, C.4 - ISIN: US3133EWAT72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $484793838.19
- **C.18.a - Value (excl. sponsor support):** $484793838.19
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-26
- **C.13 - Final Legal Maturity Date:** 2028-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 1/28/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBJ8, C.4 - ISIN: US3133EWBJ81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $244896566.50
- **C.18.a - Value (excl. sponsor support):** $244896566.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-28
- **C.13 - Final Legal Maturity Date:** 2028-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.720%, 2/2/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150947373.12
- **C.18.a - Value (excl. sponsor support):** $150947373.12
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.720%, 2/9/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $85012772.95
- **C.18.a - Value (excl. sponsor support):** $85012772.95
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 2/11/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCV0, C.4 - ISIN: US3133EWCV01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $304893542.22
- **C.18.a - Value (excl. sponsor support):** $304893542.22
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.720%, 2/17/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $94968424.10
- **C.18.a - Value (excl. sponsor support):** $94968424.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 2/25/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEH9, C.4 - ISIN: US3133EWEH98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $252895255.60
- **C.18.a - Value (excl. sponsor support):** $252895255.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.720%, 3/9/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGE4, C.4 - ISIN: US3133EWGE40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $274843508.05
- **C.18.a - Value (excl. sponsor support):** $274843508.05
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-09
- **C.13 - Final Legal Maturity Date:** 2028-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.770%, 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):** $338970999.95
- **C.18.a - Value (excl. sponsor support):** $338970999.95
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 99: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.740%, 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):** $212018403.72
- **C.18.a - Value (excl. sponsor support):** $212018403.72
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 100: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.760%, 9/2/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $572928352.08
- **C.18.a - Value (excl. sponsor support):** $572928352.08
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.730%, 3/16/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBN64, C.4 - ISIN: US3134HBN641, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $731935122.84
- **C.18.a - Value (excl. sponsor support):** $731935122.84
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-16
- **C.13 - Final Legal Maturity Date:** 2027-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.770%, 9/22/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $550625410.50
- **C.18.a - Value (excl. sponsor support):** $550625410.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.770%, 10/6/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $483510545.49
- **C.18.a - Value (excl. sponsor support):** $483510545.49
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **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 104: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.725%, 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):** $399655412.33
- **C.18.a - Value (excl. sponsor support):** $399655412.33
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 105: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.730%, 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):** $350069251.00
- **C.18.a - Value (excl. sponsor support):** $350069251.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 106: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.750%, 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):** $105022320.90
- **C.18.a - Value (excl. sponsor support):** $105022320.90
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 107: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.770%, 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):** $340922919.74
- **C.18.a - Value (excl. sponsor support):** $340922919.74
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 108: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.890%, 11/5/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $350841579.86
- **C.18.a - Value (excl. sponsor support):** $350841579.86
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.770%, 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):** $253153328.12
- **C.18.a - Value (excl. sponsor support):** $253153328.12
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 110: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.770%, 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):** $237009706.02
- **C.18.a - Value (excl. sponsor support):** $237009706.02
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 111: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.710%, 12/22/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $624927603.20
- **C.18.a - Value (excl. sponsor support):** $624927603.20
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.710%, 1/7/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $288983772.33
- **C.18.a - Value (excl. sponsor support):** $288983772.33
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: Goldman Sachs & Co.

- **C.1 - Title:** Goldman Sachs & Co., REPO,  3.660%, 4/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 381905009, C.3 - LEI: FOR8UP27PHTHYVLBNG30
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 7/8 NOTE B 32 | 2032-02-15      | 1.8750%  |  | $126474733.33      | $112223181.66      | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43   | 2043-08-15      | 4.3750%  |  | $150648266.67      | $142802757.96      | U.S. Treasuries (including strips) |

### Security 114: Housing and Urban Development

- **C.1 - Title:** Housing and Urban Development Floating Rate Notes,  3.940%, 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):** $256243621.80
- **C.18.a - Value (excl. sponsor support):** $256243621.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 115: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  3.680%, 4/30/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $1525000000.00
- **C.18.a - Value (excl. sponsor support):** $1525000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2020-22O AF     | 2070-12-20      | 5.0033%  |  | $473905.04         | $480806.89         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-06O FL     | 2071-04-20      | 5.5229%  |  | $1183164.60        | $1203364.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-05O FE     | 2071-03-20      | 5.1729%  |  | $2155426.59        | $2186830.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FD      | 2068-11-20      | 4.1333%  |  | $390048.46         | $389793.74         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FE      | 2068-01-20      | 4.3908%  |  | $815788.06         | $819253.23         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H06 MB     | 2063-01-20      | 4.1396%  |  | $42295.98          | $42075.22          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  |  | $389.82            | $403.20            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-08O FJ     | 2071-05-20      | 5.1729%  |  | $662548.51         | $674617.90         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-20O FA     | 2069-12-20      | 4.5333%  |  | $334205.19         | $335868.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-14O FE     | 2074-08-20      | 4.4729%  |  | $41148462.50       | $41474182.67       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-6O DF      | 2068-04-20      | 4.8619%  |  | $1814314.22        | $1812344.90        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5386FD 03/25/54 | 2054-03-25      | 4.9119%  |  | $9907117.82        | $9978386.16        | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 03.000 CLZT2101 | 2048-04-01      | 3.0000%  |  | $13428098.65       | $12047018.70       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3755 | 2042-09-01      | 3.5000%  |  | $121.27            | $115.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0018 | 2049-06-01      | 3.0000%  |  | $32620831.18       | $29284339.95       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  |  | $39530385.46       | $40535643.16       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2496 | 2055-09-01      | 5.5000%  |  | $45544063.82       | $46339870.42       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  |  | $52240336.63       | $54764154.37       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6499 | 2055-09-01      | 5.5000%  |  | $769.67            | $775.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5880 | 2055-10-01      | 5.5000%  |  | $8239481.57        | $8300786.05        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2093 | 2055-08-01      | 6.0000%  |  | $343950.94         | $351985.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $21308663.58       | $21056212.75       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8569 | 2054-05-01      | 5.0000%  |  | $43111896.39       | $42654292.37       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8972 | 2054-08-01      | 5.0000%  |  | $1410451.89        | $1407158.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3921 | 2052-06-01      | 4.5000%  |  | $32147643.01       | $31332378.78       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7386 | 2050-10-01      | 3.0000%  |  | $2386829.65        | $2099717.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9987 | 2055-04-01      | 6.5000%  |  | $841.30            | $875.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  |  | $1122067.34        | $1179934.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  |  | $15809524.19       | $16065912.52       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD4214 | 2052-01-01      | 2.0000%  |  | $643.75            | $520.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  |  | $10763744.90       | $10950553.28       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1236 | 2055-05-01      | 5.0000%  |  | $8711694.02        | $8676870.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1534 | 2054-01-01      | 4.5000%  |  | $979.56            | $954.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  |  | $7524977.90        | $7737784.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6038 | 2055-09-01      | 5.5000%  |  | $1152494.94        | $1160992.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV5871 | 2055-07-01      | 5.5000%  |  | $1971521.80        | $1991283.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV5865 | 2055-07-01      | 5.5000%  |  | $3130985.38        | $3172894.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5900 | 2055-12-01      | 5.5000%  |  | $485901.81         | $497061.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8461 | 2055-08-01      | 6.5000%  |  | $1278703.75        | $1333206.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6134 | 2045-11-01      | 4.0000%  |  | $5328989.51        | $5128370.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL3344 | 2042-10-01      | 4.5000%  |  | $5808987.38        | $5749497.54        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ5956 | 2054-09-01      | 7.0000%  |  | $725.77            | $778.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ1211 | 2054-08-01      | 6.0000%  |  | $975656.50         | $1009970.33        | Agency Mortgage-Backed Securities         |
| FHLB 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  |  | $2821250.00        | $2780511.15        | Agency Debentures and Agency Strips       |
| FMAC 2.22 FMNT GB21-40K0  | 2040-07-13      | 2.2200%  |  | $16944444.44       | $12090030.56       | Agency Debentures and Agency Strips       |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  |  | $8312097.22        | $6863257.12        | Agency Debentures and Agency Strips       |
| GNMA GNRA 2020-22O EF     | 2070-12-20      | 4.9833%  |  | $567470.37         | $575646.86         | Agency Collateralized Mortgage Obligation |
| USTR 2 1/8 TRIN X 29      | 2029-04-15      | 2.1250%  |  | $178.14            | $184.59            | U.S. Treasuries (including strips)        |
| USTR 1 1/8 TRIN A 33      | 2033-01-15      | 1.1250%  |  | $92.49             | $89.20             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  |  | $84.72             | $85.69             | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  |  | $84.72             | $84.78             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  |  | $878.01            | $876.67            | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  |  | $931.94            | $928.78            | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $593.06            | $611.20            | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $84.72             | $83.62             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  |  | $122814180.56      | $109539680.25      | U.S. Treasuries (including strips)        |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $84.72             | $60.54             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $254.17            | $179.00            | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $1101.39           | $807.51            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $84.72             | $67.36             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $84.72             | $62.40             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $169.44            | $126.70            | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $84.72             | $55.35             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  |  | $84.72             | $72.62             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  |  | $169.44            | $140.36            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $84.72             | $81.98             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 39        | 2039-11-15      | 4.3750%  |  | $254.17            | $251.44            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $42361026.39       | $42089136.93       | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  |  | $930927.78         | $951722.48         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 TRIB 28        | 2028-04-15      | 3.6250%  |  | $6239103.04        | $6662414.83        | U.S. Treasuries (including strips)        |
| USTR BILL 06/04/26        | 2026-06-04      | 0.0000%  |  | $847.22            | $841.70            | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  |  | $84.72             | $84.59             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE W 31      | 2031-03-31      | 3.8750%  |  | $185198033.33      | $184329454.55      | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AK 29     | 2029-02-15      | 3.5000%  |  | $84.72             | $84.26             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE U 31      | 2031-01-31      | 3.7500%  |  | $84.72             | $84.39             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AH 30     | 2030-12-31      | 3.6250%  |  | $847222.22         | $842144.34         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  |  | $338.89            | $340.30            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE F 35          | 2035-11-15      | 4.0000%  |  | $59301827.78       | $58635252.96       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 32      | 2032-09-30      | 3.8750%  |  | $14402693.06       | $14191117.50       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $84.72             | $85.01             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $42355858.33       | $31163832.68       | U.S. Treasuries (including strips)        |
| USTR 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  |  | $4633452.95        | $3566320.83        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $23228376.39       | $23589895.95       | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  |  | $169.44            | $129.31            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE H 33      | 2033-02-28      | 3.7500%  |  | $42361111.11       | $41462588.20       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $29122755.56       | $28634537.34       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $169.44            | $172.56            | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AV 28     | 2028-12-15      | 3.5000%  |  | $12905143.06       | $12918723.24       | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $84.72             | $84.61             | U.S. Treasuries (including strips)        |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  |  | $3683213.89        | $3754830.61        | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN A 35      | 2035-01-15      | 2.1250%  |  | $30876100.90       | $31473541.85       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 28     | 2028-03-31      | 3.8750%  |  | $6906047.22        | $6912255.76        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $7647027.78        | $7875288.09        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $52393323.61       | $54271942.68       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $42360941.67       | $43013522.50       | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  |  | $29849333.33       | $29833883.91       | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $338.89            | $198.05            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $7625.00           | $7732.34           | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $211805.56         | $213377.60         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  |  | $3068300.00        | $3091651.14        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  |  | $126405.56         | $126367.10         | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 49            | 2049-02-15      | 1.0000%  |  | $2704520.12        | $1919969.55        | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $11013888.89       | $9200616.68        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  |  | $84.72             | $84.25             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $82958305.56       | $83271452.54       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  |  | $84.72             | $85.97             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $11861111.11       | $12019470.96       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $22190444.44       | $22498085.53       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  |  | $8470951.39        | $8599834.12        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $51375725.00       | $52451647.01       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $84.72             | $85.89             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $6494043.06        | $6629356.13        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $33888804.17       | $34529522.56       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  |  | $8472052.78        | $8678063.38        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  |  | $84.72             | $82.99             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  |  | $84.72             | $84.24             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $18383197.22       | $18994967.81       | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  |  | $254.17            | $259.55            | U.S. Treasuries (including strips)        |
| USTR 1 3/4 TRIN A 34      | 2034-01-15      | 1.7500%  |  | $89.62             | $89.46             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  |  | $32163097.22       | $32485060.66       | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  |  | $4091066.67        | $4274939.43        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  |  | $84722137.50       | $86898064.07       | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  |  | $90.71             | $88.83             | U.S. Treasuries (including strips)        |

### Security 116: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $145000000.00
- **C.18.a - Value (excl. sponsor support):** $145000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 06.500 CLDE4068 | 2055-08-01      | 6.5000%  |  | $96.55             | $101.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0856 | 2055-08-01      | 5.5000%  |  | $92.61             | $94.14             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5173 | 2054-10-01      | 6.5000%  |  | $289.97            | $307.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTCA0511 | 2037-10-01      | 3.5000%  |  | $345572.41         | $332476.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4664 | 2047-04-01      | 3.0000%  |  | $2465312.08        | $2225013.18        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN6141 | 2049-05-01      | 4.0000%  |  | $53.88             | $51.66             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY7549 | 2055-07-01      | 5.5000%  |  | $106.63            | $107.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  |  | $230557.89         | $247432.04         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3755 | 2042-09-01      | 3.5000%  |  | $15.64             | $14.83             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0092 | 2033-10-01      | 3.6900%  |  | $174.52            | $166.98            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.650 WNWN4056 | 2035-03-01      | 4.6500%  |  | $99.51             | $99.46             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9622 | 2053-08-01      | 5.5000%  |  | $123.18            | $125.90            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3980 | 2035-07-01      | 4.7700%  |  | $106.69            | $108.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA2273 | 2032-08-01      | 3.0000%  |  | $111.46            | $108.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  |  | $4506485.45        | $4584697.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3921 | 2052-06-01      | 4.5000%  |  | $88.05             | $85.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  |  | $182.58            | $187.75            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYAN9915 | 2033-08-01      | 3.7900%  |  | $95.32             | $91.95             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4196 | 2035-06-01      | 5.0800%  |  | $290.97            | $301.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3261 | 2056-01-01      | 5.5000%  |  | $1462578.50        | $1473462.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6038 | 2055-09-01      | 5.5000%  |  | $815588.86         | $821602.47         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5097 | 2032-10-01      | 4.4800%  |  | $97.96             | $98.30             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3526 | 2055-12-01      | 5.5000%  |  | $2834053.16        | $2855527.73        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  |  | $3898.20           | $4086.53           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6499 | 2055-09-01      | 5.5000%  |  | $1408575.50        | $1418998.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $1798.07           | $1776.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0597 | 2055-06-01      | 6.5000%  |  | $1748998.17        | $1817157.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1534 | 2054-01-01      | 4.5000%  |  | $780.24            | $760.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  |  | $1564058.54        | $1523580.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3753 | 2052-06-01      | 4.0000%  |  | $5817.08           | $5510.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0436 | 2051-04-01      | 2.0000%  |  | $1239027.73        | $1005727.07        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4919 | 2032-10-01      | 4.5900%  |  | $96.99             | $97.99             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4918 | 2032-10-01      | 4.5900%  |  | $290.97            | $293.97            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4128 | 2035-06-01      | 5.2150%  |  | $933120.68         | $971864.63         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3754 | 2035-06-01      | 4.9450%  |  | $231.32            | $236.67            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3466 | 2030-04-01      | 4.4400%  |  | $387.96            | $391.49            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1277 | 2029-07-01      | 4.8600%  |  | $1550168.62        | $1585264.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX6820 | 2053-02-01      | 5.5000%  |  | $71005.97          | $73268.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX6087 | 2053-03-01      | 5.5000%  |  | $1628851.49        | $1644721.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX6271 | 2053-01-01      | 6.5000%  |  | $60797.24          | $63535.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7289 | 2055-07-01      | 6.0000%  |  | $144495.25         | $148074.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9590 | 2055-05-01      | 6.5000%  |  | $30168.29          | $31941.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7968 | 2055-05-01      | 6.5000%  |  | $80.26             | $84.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7990 | 2054-01-01      | 7.0000%  |  | $33119.41          | $35433.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7178 | 2054-01-01      | 7.0000%  |  | $50014.97          | $53733.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CQAR8232 | 2043-04-01      | 3.0000%  |  | $132.50            | $120.49            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6043 | 2037-07-01      | 3.2900%  |  | $109.79            | $98.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3523 | 2042-09-01      | 3.5000%  |  | $1340918.42        | $1269640.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI8408 | 2041-08-01      | 4.5000%  |  | $24.53             | $24.30             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462363 | 2037-06-01      | 6.3570%  |  | $4.16              | $4.19              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7309 | 2052-05-01      | 3.5000%  |  | $1781655.65        | $1637656.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9844 | 2054-09-01      | 6.5000%  |  | $68074.10          | $72121.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ9356 | 2054-11-01      | 5.5000%  |  | $68073.76          | $69787.81          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ1211 | 2054-08-01      | 6.0000%  |  | $95.29             | $98.64             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH8653 | 2054-01-01      | 7.0000%  |  | $95355.53          | $102294.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6991 | 2053-02-01      | 5.5000%  |  | $74.68             | $76.88             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0325 | 2052-09-01      | 4.5000%  |  | $212534.69         | $207576.04         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD4214 | 2052-01-01      | 2.0000%  |  | $82.53             | $66.75             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q17941 G | 2043-05-01      | 3.5000%  |  | $14.14             | $13.48             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2836 | 2042-03-01      | 3.5000%  |  | $96.85             | $91.59             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ0338 | 2054-07-01      | 7.0000%  |  | $77435.65          | $82922.15          | Agency Mortgage-Backed Securities         |
| FMAC 2.15 FMNT 21-40 J2   | 2040-07-13      | 2.1500%  |  | $129384.62         | $90813.55          | Agency Debentures and Agency Strips       |
| FMAC FMZC 01/02/34 A      | 2034-01-02      | 0.0000%  |  | $193.98            | $136.21            | Agency Debentures and Agency Strips       |
| FMAC FGRM 3110CQ 02/15/36 | 2036-02-15      | 5.5000%  |  | $88.19             | $90.78             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2962GB 04/15/35 | 2035-04-15      | 6.0000%  |  | $108224.31         | $111399.18         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  |  | $5.16              | $5.34              | Agency Collateralized Mortgage Obligation |
| USTR 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  |  | $2123721.40        | $2357485.08        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 40        | 2040-08-15      | 3.8750%  |  | $267401.34         | $245752.51         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  |  | $484940.13         | $497993.27         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AR 26     | 2026-08-15      | 4.3750%  |  | $19.40             | $19.54             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  |  | $9.70              | $7.43              | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE V 31      | 2031-02-28      | 3.5000%  |  | $1240501.67        | $1218245.05        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  |  | $58.19             | $58.39             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  |  | $9.70              | $9.55              | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $409161.87         | $405822.01         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $872919.40         | $879300.44         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $155.18            | $98.27             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  |  | $1234847.16        | $1234471.45        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE N 32          | 2032-07-31      | 4.0000%  |  | $9.70              | $9.70              | U.S. Treasuries (including strips)        |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $193.98            | $194.71            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $2190295.32        | $2224384.42        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $450906.35         | $457747.63         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $1568725.42        | $1597553.56        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $9.70              | $9.85              | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $19.40             | $19.92             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $9.70              | $9.83              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  |  | $9.70              | $9.93              | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 34      | 2034-07-15      | 1.8750%  |  | $20.10             | $20.25             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $19.40             | $20.04             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $9.70              | $9.94              | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  |  | $29.10             | $30.48             | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN X 29      | 2029-04-15      | 2.1250%  |  | $40.79             | $42.26             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  |  | $496802.01         | $510805.67         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  |  | $590756.19         | $600642.13         | U.S. Treasuries (including strips)        |
| USTR BILL 05/05/26        | 2026-05-05      | 0.0000%  |  | $133787.96         | $133315.69         | U.S. Treasuries (including strips)        |
| USTR BILL 04/28/26        | 2026-04-28      | 0.0000%  |  | $412672.91         | $411505.05         | U.S. Treasuries (including strips)        |
| USTR BILL 06/18/26        | 2026-06-18      | 0.0000%  |  | $57744867.89       | $57287124.32       | U.S. Treasuries (including strips)        |
| USTR BILL 06/04/26        | 2026-06-04      | 0.0000%  |  | $8425518.39        | $8370567.16        | U.S. Treasuries (including strips)        |
| USTR BILL 05/21/26        | 2026-05-21      | 0.0000%  |  | $38.80             | $38.60             | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  |  | $42394.31          | $42325.64          | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $1135975.59        | $1151120.17        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  |  | $67.89             | $68.41             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $9.70              | $9.76              | U.S. Treasuries (including strips)        |
| USTR 1 5/8 TRIN AE 27     | 2027-10-15      | 1.6250%  |  | $42.59             | $43.56             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  |  | $3469369.90        | $3442726.78        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  |  | $432934.11         | $427503.05         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $9.70              | $9.17              | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN D 31      | 2031-07-15      | 0.1250%  |  | $517.76            | $483.46            | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Z 26      | 2026-05-31      | 0.7500%  |  | $9.70              | $9.67              | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $9.70              | $9.27              | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  |  | $138.21            | $138.00            | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  |  | $96.99             | $96.66             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  |  | $3190892.31        | $3169705.84        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  |  | $114137.79         | $111921.66         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  |  | $505346.82         | $491781.14         | U.S. Treasuries (including strips)        |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $1357869.23        | $1359552.19        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $9.70              | $9.57              | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $3685502.34        | $3506814.73        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $145552.84         | $132588.71         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $67.89             | $61.19             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $188073.24         | $178278.71         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $227489.97         | $200701.16         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $29.10             | $23.72             | U.S. Treasuries (including strips)        |
| USTR 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  |  | $74.27             | $57.16             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $193.98            | $138.63            | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $9.70              | $6.83              | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $1064125.42        | $1096687.16        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 28     | 2028-03-31      | 3.8750%  |  | $184.28            | $184.45            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE W 31      | 2031-03-31      | 3.8750%  |  | $818013.38         | $814176.90         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE H 33      | 2033-02-28      | 3.7500%  |  | $10688.29          | $10461.58          | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AK 29     | 2029-02-15      | 3.5000%  |  | $9.70              | $9.65              | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  |  | $9.70              | $9.69              | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $2424729.77        | $1386329.40        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $345487.96         | $254196.93         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $1437546.49        | $911740.36         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  |  | $29.10             | $18.85             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  |  | $496540.13         | $237925.71         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  |  | $9.70              | $6.26              | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 49            | 2049-02-15      | 1.0000%  |  | $12.53             | $8.90              | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $2371841.14        | $1738982.71        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $77.59             | $61.69             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $19.40             | $14.50             | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 46            | 2046-02-15      | 1.0000%  |  | $26.62             | $19.81             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $9.70              | $8.04              | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $242465.22         | $206731.20         | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $9.70              | $7.46              | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  |  | $146959.20         | $131483.07         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 39        | 2039-11-15      | 4.3750%  |  | $19.40             | $19.19             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $969822.07         | $953563.83         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIB 27        | 2027-01-15      | 2.3750%  |  | $15.64             | $16.00             | U.S. Treasuries (including strips)        |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  |  | $1067461.87        | $1114195.44        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 TRIB 28        | 2028-04-15      | 3.6250%  |  | $6512.88           | $6954.77           | U.S. Treasuries (including strips)        |
| USTR BILL 08/20/26        | 2026-08-20      | 0.0000%  |  | $19.40             | $19.12             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $9.70              | $7.08              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  |  | $11586421.40       | $10334090.82       | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIB 54        | 2054-02-15      | 2.1250%  |  | $20.55             | $18.19             | U.S. Treasuries (including strips)        |
| USTR BILL 09/17/26        | 2026-09-17      | 0.0000%  |  | $87.29             | $85.81             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 42        | 2042-02-15      | 3.1250%  |  | $19.40             | $15.84             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $19.40             | $19.66             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AB 28     | 2028-07-31      | 4.1250%  |  | $9.70              | $9.82              | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIN D 32      | 2032-07-15      | 0.6250%  |  | $282.23            | $266.37            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  |  | $969996.66         | $991664.07         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $19.40             | $19.37             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  |  | $5477702.34        | $4800945.38        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  |  | $19.40             | $19.46             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $9.70              | $9.38              | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $2334936.45        | $2404633.25        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $29.10             | $25.59             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $762476.92         | $755126.11         | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  |  | $29.10             | $29.71             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $969967.56         | $566837.34         | U.S. Treasuries (including strips)        |

### Security 117: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  3.660%, 4/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 466999000, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 0 7/8 NOTE F 30 | 2030-11-15      | 0.8750%  |  | $138876000.00      | $121460157.01      | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27 | 2027-06-30      | 0.5000%  |  | $138966200.00      | $133539860.88      | U.S. Treasuries (including strips) |

### Security 118: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  3.660%, 4/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 466999000, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $115755000.00
- **C.18.a - Value (excl. sponsor support):** $115755000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 S 29  | 2029-11-30      | 3.8750%  |  | $14426406.74       | $14607273.22       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  |  | $17393864.88       | $12077447.57       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  |  | $34835907.00       | $35119017.64       | U.S. Treasuries (including strips) |
| USTR 3 BOND 42        | 2042-05-15      | 3.0000%  |  | $21414675.00       | $17286090.94       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $38485259.32       | $38980272.03       | U.S. Treasuries (including strips) |

### Security 119: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  3.630%, 4/16/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 466999000, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  |  | $792359040.00      | $811529435.90      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  |  | $1294972800.00     | $1324497271.21     | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $928253820.00      | $923973333.90      | U.S. Treasuries (including strips) |

### Security 120: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  3.630%, 4/16/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 466999000, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $2650000000.00
- **C.18.a - Value (excl. sponsor support):** $2650000000.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4  NOTE AA 28    | 2028-06-30      | 4.0000%  |  | $631490813.00      | $640407306.28      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  |  | $1384868800.00     | $1358746976.23     | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  |  | $216950624.00      | $207006494.38      | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  |  | $499391440.00      | $496839245.77      | U.S. Treasuries (including strips) |

### Security 121: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.680%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 05.500 CLRQ0085 | 2056-01-01      | 5.5000%  |  | $4984.14           | $5021.64           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5275 | 2055-11-01      | 6.0000%  |  | $36775849.24       | $37782735.22       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY4870 | 2055-06-01      | 5.5000%  |  | $2603488.01        | $2654975.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC1725 | 2055-12-01      | 6.0000%  |  | $2053459.90        | $2115367.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM5305 | 2050-12-01      | 2.0000%  |  | $103166.50         | $84893.93          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB1142 | 2051-07-01      | 3.0000%  |  | $93735.19          | $83665.97          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBU9528 | 2051-12-01      | 3.5000%  |  | $358100.89         | $330418.50         | Agency Mortgage-Backed Securities |
| FNMA MNMS 01.900 MYBS2409 | 2031-07-01      | 1.9000%  |  | $24999999.00       | $22115632.44       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1230 | 2055-09-01      | 6.5000%  |  | $1114761.16        | $1181052.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF1136 | 2055-10-01      | 5.5000%  |  | $1498014.47        | $1522646.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0050 | 2055-06-01      | 6.0000%  |  | $2605425.62        | $2706834.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB2588 | 2054-08-01      | 6.0000%  |  | $492086.44         | $503958.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAL8561 | 2031-06-01      | 3.5000%  |  | $88421.65          | $87602.49          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 3PRE6066 | 2050-10-01      | 2.0000%  |  | $11013.56          | $8639.00           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  |  | $18458.84          | $18594.30          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  |  | $15627.76          | $15145.65          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  |  | $14307.43          | $13995.19          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5882 | 2054-07-01      | 6.0000%  |  | $4923.99           | $5143.61           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD3019 | 2052-07-01      | 3.0000%  |  | $4394622.17        | $3865755.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE0750 | 2055-06-01      | 6.5000%  |  | $3357294.12        | $3529636.34        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ2485 | 2054-09-01      | 6.5000%  |  | $952018.62         | $1006141.51        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ0661 | 2054-08-01      | 6.5000%  |  | $1763147.64        | $1852903.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR7744 | 2051-04-01      | 2.0000%  |  | $58839.75          | $48385.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9791 | 2055-01-01      | 5.5000%  |  | $7700829.76        | $7910056.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5214 | 2053-12-01      | 5.0000%  |  | $435588.86         | $431233.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD9942 | 2055-05-01      | 6.5000%  |  | $1173063.98        | $1234647.10        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA6470 | 2056-02-01      | 5.5000%  |  | $2305269.66        | $2341062.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX2669 | 2055-01-01      | 6.5000%  |  | $2075463.15        | $2184745.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7253 | 2055-11-01      | 5.5000%  |  | $6266650.10        | $6359110.34        | Agency Mortgage-Backed Securities |

### Security 122: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 CLQY4931 | 2055-06-01      | 6.5000%  |  | $374702.74         | $395297.02         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY4301 | 2055-04-01      | 6.0000%  |  | $3569934.30        | $3692486.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY2124 | 2055-05-01      | 6.5000%  |  | $1201507.32        | $1260587.44        | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC G04729 G | 2038-09-01      | 5.5000%  |  | $10557.88          | $10888.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4693 | 2052-09-01      | 5.5000%  |  | $1824314.42        | $1870035.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB0609 | 2051-05-01      | 2.5000%  |  | $290237.88         | $249372.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB0507 | 2051-05-01      | 2.5000%  |  | $72887.62          | $62683.52          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA3970 | 2049-08-01      | 3.5000%  |  | $211325.38         | $197362.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX9243 | 2053-04-01      | 6.5000%  |  | $766852.70         | $804578.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX5991 | 2053-03-01      | 5.5000%  |  | $587566.39         | $606057.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW8935 | 2052-09-01      | 4.5000%  |  | $546702.86         | $530305.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBV9862 | 2037-05-01      | 3.0000%  |  | $58882.65          | $56277.10          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV5816 | 2055-07-01      | 6.0000%  |  | $3438028.20        | $3518031.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR4393 | 2051-03-01      | 2.0000%  |  | $109349.61         | $88341.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN4334 | 2049-02-01      | 4.5000%  |  | $19126.71          | $18719.28          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM3331 | 2047-08-01      | 3.5000%  |  | $19001.62          | $17833.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTBM1257 | 2037-04-01      | 2.5000%  |  | $7706.08           | $7194.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBH5711 | 2032-10-01      | 3.5000%  |  | $14400.21          | $14169.25          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDF7550 | 2055-12-01      | 7.0000%  |  | $271196.01         | $288315.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA5866 | 2053-12-01      | 7.0000%  |  | $548275.12         | $583710.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAW7421 | 2042-01-01      | 4.0000%  |  | $987628.22         | $953686.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS9519 | 2032-04-01      | 3.5000%  |  | $23629.46          | $23323.05          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5808 | 2045-09-01      | 3.5000%  |  | $5087374.67        | $4800373.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5451 | 2045-07-01      | 3.5000%  |  | $4098124.80        | $3866944.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4791 | 2045-04-01      | 3.5000%  |  | $4265798.82        | $4025193.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL0160 | 2041-05-01      | 4.5000%  |  | $37722.41          | $37280.99          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK8969 | 2042-05-01      | 3.5000%  |  | $1004076.04        | $948621.59         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI6402 | 2054-06-01      | 6.5000%  |  | $335254.24         | $354012.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQI3617 | 2054-04-01      | 7.0000%  |  | $448818.68         | $479101.08         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  |  | $5160483.34        | $5138946.92        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8278 | 2052-12-01      | 5.0000%  |  | $54576.02          | $54242.93          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA7791 | 2052-08-01      | 5.0000%  |  | $24255634.76       | $24225768.00       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7557 | 2052-06-01      | 4.5000%  |  | $70442.53          | $68329.82          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ8432 | 2054-10-01      | 7.0000%  |  | $753761.36         | $810551.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ8134 | 2054-11-01      | 6.0000%  |  | $1857158.85        | $1909683.02        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ8125 | 2054-11-01      | 5.5000%  |  | $1493804.72        | $1523649.95        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ1993 | 2054-08-01      | 7.0000%  |  | $242983.69         | $261092.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ1804 | 2054-08-01      | 7.0000%  |  | $320219.11         | $342982.95         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY2571 | 2055-05-01      | 6.5000%  |  | $1996478.93        | $2100758.36        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY1484 | 2055-04-01      | 5.5000%  |  | $189347.23         | $194353.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB9636 | 2054-08-01      | 6.0000%  |  | $361025.58         | $374466.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB6808 | 2054-07-01      | 6.5000%  |  | $313254.99         | $329747.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB2975 | 2054-05-01      | 6.5000%  |  | $584429.81         | $615201.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ1104 | 2054-08-01      | 7.0000%  |  | $239059.33         | $255674.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQH9049 | 2054-02-01      | 7.5000%  |  | $449860.64         | $482252.41         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG4181 | 2053-06-01      | 5.0000%  |  | $712456.61         | $707152.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQF7470 | 2053-01-01      | 7.0000%  |  | $685736.78         | $732216.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC1724 | 2055-12-01      | 6.0000%  |  | $10373.67          | $10723.53          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CICC0491 | 2040-05-01      | 6.5000%  |  | $967018.55         | $1009834.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS9270 | 2051-09-01      | 4.5000%  |  | $10350.27          | $10177.31          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $4312.73           | $4272.42           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS7065 | 2053-03-01      | 3.0000%  |  | $1933.80           | $1703.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS7115 | 2054-02-01      | 5.5000%  |  | $12263.98          | $12491.64          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY0321 | 2055-04-01      | 6.5000%  |  | $394930.86         | $415487.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX8381 | 2055-03-01      | 6.5000%  |  | $290057.01         | $304759.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX7740 | 2055-03-01      | 6.5000%  |  | $410493.36         | $431559.33         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5010 | 2055-02-01      | 7.0000%  |  | $1152167.30        | $1227672.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX1637 | 2054-12-01      | 5.5000%  |  | $95717.87          | $96423.63          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CTMA5890 | 2045-11-01      | 5.0000%  |  | $2782747.42        | $2772052.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  |  | $17357.65          | $15921.53          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTMA4643 | 2042-05-01      | 3.0000%  |  | $1858.46           | $1712.90           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4357 | 2051-06-01      | 3.0000%  |  | $728696.94         | $642717.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4357 | 2051-06-01      | 3.0000%  |  | $82200.30          | $72501.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4042 | 2035-06-01      | 2.0000%  |  | $227251.11         | $209260.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  |  | $46274.28          | $44302.23          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CJMA2213 | 2030-02-01      | 2.5000%  |  | $24475.93          | $23837.67          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1231 | 2055-09-01      | 6.5000%  |  | $305743.58         | $323227.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0460 | 2055-10-01      | 6.0000%  |  | $1956966.14        | $2027221.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9990 | 2055-10-01      | 6.0000%  |  | $293620.49         | $303203.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE6669 | 2055-08-01      | 6.0000%  |  | $303234.24         | $314469.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE3627 | 2055-07-01      | 6.0000%  |  | $1193556.93        | $1234963.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE3566 | 2055-08-01      | 6.0000%  |  | $854259.27         | $883067.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0275 | 2055-06-01      | 6.0000%  |  | $2301494.86        | $2354615.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD9183 | 2055-05-01      | 6.5000%  |  | $721245.68         | $757490.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD7925 | 2055-05-01      | 6.5000%  |  | $170008.77         | $178185.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD3783 | 2055-03-01      | 6.5000%  |  | $1567036.59        | $1636103.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD0242 | 2055-02-01      | 6.0000%  |  | $201693.41         | $208274.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC5780 | 2054-10-01      | 7.0000%  |  | $682524.13         | $740787.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC5577 | 2054-11-01      | 6.5000%  |  | $545211.73         | $570253.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC5230 | 2054-11-01      | 6.0000%  |  | $202025.24         | $209952.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC1754 | 2054-10-01      | 5.5000%  |  | $632019.22         | $642024.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC0282 | 2054-07-01      | 7.0000%  |  | $251642.27         | $268928.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS9495 | 2045-10-01      | 3.5000%  |  | $7651.26           | $7200.48           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ0555 | 2054-07-01      | 7.0000%  |  | $209727.91         | $224404.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5164 | 2053-10-01      | 5.0000%  |  | $10258.37          | $10165.28          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA8728 | 2054-03-01      | 7.0000%  |  | $218222.57         | $234832.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM4526 | 2047-03-01      | 4.0000%  |  | $27674.43          | $26621.18          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  |  | $37187658.86       | $37480784.37       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  |  | $40016.50          | $37184.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA5955 | 2054-01-01      | 7.0000%  |  | $1580227.09        | $1687354.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF3499 | 2055-10-01      | 5.5000%  |  | $1150319.50        | $1173371.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7416 | 2055-08-01      | 6.5000%  |  | $4252308.80        | $4537888.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9440 | 2054-11-01      | 5.5000%  |  | $3085363.43        | $3171918.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4963 | 2053-03-01      | 3.5000%  |  | $5198.33           | $4767.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9715 | 2054-11-01      | 5.5000%  |  | $542649.52         | $552255.69         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3034 | 2055-09-01      | 6.0000%  |  | $644073.40         | $665791.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0849 | 2055-04-01      | 6.0000%  |  | $1483.71           | $1518.01           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX7779 | 2055-03-01      | 6.0000%  |  | $6278879.57        | $6424863.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0997 | 2055-10-01      | 6.0000%  |  | $1070915.39        | $1103682.19        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX4830 | 2055-02-01      | 6.5000%  |  | $580775.25         | $611353.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ4169 | 2050-11-01      | 2.0000%  |  | $64329.49          | $52296.45          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA3720 | 2034-05-01      | 4.5000%  |  | $46299.56          | $46511.89          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0996 | 2048-01-01      | 3.5000%  |  | $157343.65         | $146784.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY9554 | 2055-08-01      | 7.0000%  |  | $288969.09         | $306824.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 NP922386 | 2037-01-01      | 5.5000%  |  | $15314.96          | $15394.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  |  | $387073.97         | $402465.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0415 | 2043-01-01      | 3.5000%  |  | $5178306.31        | $4915697.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA3540 | 2033-12-01      | 3.5000%  |  | $10909.94          | $10729.96          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC4445 | 2054-11-01      | 4.5000%  |  | $636911.64         | $618541.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CVAQ3614 | 2027-11-01      | 3.0000%  |  | $21493.88          | $21285.82          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  |  | $3970.47           | $3930.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4099 | 2035-08-01      | 2.5000%  |  | $246304.98         | $232993.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS4108 | 2051-12-01      | 4.0000%  |  | $20307.72          | $19279.61          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ2256 | 2054-08-01      | 6.5000%  |  | $334683.04         | $353075.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9476 | 2054-11-01      | 5.0000%  |  | $1621.64           | $1619.90           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQD6679 | 2052-02-01      | 2.5000%  |  | $215114.22         | $184720.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB5769 | 2054-06-01      | 7.0000%  |  | $206476.14         | $220826.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 U3BF0349 | 2041-11-01      | 4.5000%  |  | $8162.50           | $8077.58           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA9355 | 2054-02-01      | 7.0000%  |  | $271477.98         | $289865.54         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI9204 | 2054-06-01      | 6.5000%  |  | $91666.97          | $95974.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6505 | 2053-06-01      | 4.5000%  |  | $3575527.13        | $3509851.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBW0922 | 2052-06-01      | 4.0000%  |  | $3125817.18        | $2974588.06        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9014 | 2052-08-01      | 5.0000%  |  | $1297226.75        | $1295549.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0987 | 2055-10-01      | 6.0000%  |  | $884999.80         | $908383.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS4474 | 2045-02-01      | 3.0000%  |  | $8064.72           | $7340.73           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS8360 | 2046-11-01      | 3.5000%  |  | $4609793.15        | $4316737.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM7929 | 2050-08-01      | 3.5000%  |  | $13855.32          | $12874.95          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0575 | 2050-10-01      | 3.5000%  |  | $275199.63         | $256167.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX9670 | 2055-04-01      | 6.0000%  |  | $6431218.94        | $6648883.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD5346 | 2055-03-01      | 6.0000%  |  | $341278.42         | $353118.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAE0113 | 2040-07-01      | 4.0000%  |  | $11944.12          | $11564.10          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS0900 | 2043-07-01      | 3.5000%  |  | $47643.88          | $45024.54          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5363 | 2045-09-01      | 5.0000%  |  | $906863.87         | $904700.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS5410 | 2053-07-01      | 5.5000%  |  | $5338.05           | $5471.49           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3809 | 2052-11-01      | 4.5000%  |  | $11184.32          | $10894.51          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFM8871 | 2036-07-01      | 3.0000%  |  | $1862315.26        | $1785066.42        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQF0348 | 2052-09-01      | 4.0000%  |  | $9390.66           | $8967.63           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA8367 | 2050-03-01      | 5.0000%  |  | $28157.19          | $28429.97          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2707 | 2053-04-01      | 5.0000%  |  | $1704.44           | $1701.75           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD3478 | 2052-04-01      | 2.5000%  |  | $2922.97           | $2459.83           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2056 | 2052-12-01      | 6.0000%  |  | $930605.50         | $970416.80         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD1463 | 2051-12-01      | 3.0000%  |  | $20659.38          | $18351.73          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1432 | 2052-08-01      | 4.5000%  |  | $423553.20         | $412108.80         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0439 | 2050-03-01      | 3.5000%  |  | $159802.91         | $147257.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB1743 | 2040-12-01      | 4.5000%  |  | $4455460.41        | $4442717.80        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT1640 | 2049-01-01      | 4.5000%  |  | $15709.90          | $15424.29          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZT0230 | 2046-11-01      | 3.0000%  |  | $47499.38          | $42784.35          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4750 | 2048-01-01      | 3.0000%  |  | $53243.53          | $47794.37          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZA4630 | 2046-03-01      | 3.0000%  |  | $42902.65          | $39052.35          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM3420 | 2047-06-01      | 4.5000%  |  | $110298.21         | $108613.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM8041 | 2051-07-01      | 2.0000%  |  | $99528.02          | $81798.96          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM1155 | 2032-06-01      | 2.5000%  |  | $107364.95         | $103728.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA1900 | 2050-11-01      | 4.0000%  |  | $9232.00           | $8909.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG4242 | 2056-04-01      | 5.0000%  |  | $31860.00          | $31714.45          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG0750 | 2056-01-01      | 6.5000%  |  | $965550.13         | $1017669.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG0580 | 2056-01-01      | 6.0000%  |  | $3360665.53        | $3491566.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF9940 | 2056-01-01      | 6.0000%  |  | $295069.06         | $306465.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF9397 | 2056-01-01      | 6.0000%  |  | $341508.59         | $350806.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL2511 | 2055-09-01      | 5.5000%  |  | $52863704.14       | $54067745.47       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL1881 | 2055-07-01      | 6.5000%  |  | $23040032.60       | $23924140.10       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0267 | 2055-01-01      | 5.5000%  |  | $2175.09           | $2210.29           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0242 | 2054-12-01      | 5.5000%  |  | $2212.71           | $2249.48           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0204 | 2055-01-01      | 6.0000%  |  | $87237.58          | $89744.88          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ8020 | 2055-11-01      | 6.0000%  |  | $284144.65         | $295446.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ6606 | 2055-11-01      | 6.5000%  |  | $72648.15          | $75867.67          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ5496 | 2055-09-01      | 6.0000%  |  | $300377.55         | $312476.46         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ5192 | 2055-10-01      | 5.5000%  |  | $1328433.18        | $1351238.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ3013 | 2055-09-01      | 5.5000%  |  | $722837.82         | $734944.15         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY9271 | 2055-08-01      | 6.0000%  |  | $1895611.08        | $1958509.35        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9832 | 2055-08-01      | 6.5000%  |  | $3090235.13        | $3293083.32        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5909 | 2055-06-01      | 6.0000%  |  | $2792295.68        | $2883422.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8717 | 2054-06-01      | 6.5000%  |  | $4942627.81        | $5252380.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7647 | 2053-12-01      | 6.5000%  |  | $3560786.98        | $3787123.65        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ1304 | 2055-08-01      | 6.0000%  |  | $797010.13         | $816421.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA1693 | 2051-08-01      | 4.0000%  |  | $5257960.85        | $5030603.12        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL1562 | 2053-10-01      | 3.0000%  |  | $3518.59           | $3099.33           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQH6902 | 2053-12-01      | 7.0000%  |  | $662388.06         | $704061.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ5495 | 2055-09-01      | 6.0000%  |  | $412471.98         | $428571.99         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7077 | 2055-07-01      | 6.5000%  |  | $300586.98         | $315335.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3594 | 2056-04-01      | 5.5000%  |  | $4288068.57        | $4408384.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDG6861 | 2056-04-01      | 7.0000%  |  | $614492.57         | $651460.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF4949 | 2055-11-01      | 5.5000%  |  | $771210.46         | $784588.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5697 | 2055-05-01      | 4.0000%  |  | $15300.00          | $14441.82          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTQK1823 | 2045-12-01      | 3.5000%  |  | $313915.77         | $293499.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE2496 | 2055-06-01      | 6.0000%  |  | $521810.83         | $540039.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ9264 | 2055-11-01      | 6.0000%  |  | $3049431.06        | $3146372.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF9086 | 2056-01-01      | 6.0000%  |  | $347238.75         | $356693.02         | Agency Mortgage-Backed Securities |

### Security 123: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 05.000 CLSL4249 | 2056-03-01      | 5.0000%  |  | $42695139.45       | $42373289.27       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLRJ5247 | 2055-11-01      | 6.0000%  |  | $90600974.17       | $94286712.41       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLQX4642 | 2055-02-01      | 6.5000%  |  | $1228752.87        | $1298604.60        | Agency Mortgage-Backed Securities   |
| FHLB FHOR 22-26 PP        | 2026-06-10      | 2.0000%  |  | $15000000.00       | $15041395.00       | Agency Debentures and Agency Strips |

### Security 124: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 CLQX9237 | 2055-03-01      | 6.5000%  |  | $308866.23         | $323831.01         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  |  | $14722305.23       | $15062979.37       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  |  | $2334210.86        | $2356883.83        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIFS7510 | 2039-04-01      | 5.5000%  |  | $1311.03           | $1342.58           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS0357 | 2051-12-01      | 3.0000%  |  | $15045.76          | $13605.13          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CTFM1647 | 2038-07-01      | 4.0000%  |  | $16915.47          | $16585.67          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLCB9666 | 2054-12-01      | 5.5000%  |  | $19161820.81       | $19465158.82       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBY0902 | 2053-04-01      | 5.5000%  |  | $259911.44         | $266823.61         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBU4989 | 2054-10-01      | 5.5000%  |  | $7608969.03        | $7775897.13        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLBK2229 | 2050-04-01      | 2.5000%  |  | $121593.14         | $102479.71         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDF7479 | 2055-12-01      | 5.5000%  |  | $1138473.80        | $1150511.27        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDF6529 | 2055-12-01      | 5.5000%  |  | $1815737.78        | $1839043.39        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE6151 | 2055-08-01      | 6.5000%  |  | $275063.25         | $293536.96         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE3626 | 2055-07-01      | 6.0000%  |  | $787617.13         | $815608.26         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CLDB5653 | 2054-07-01      | 7.0000%  |  | $527473.01         | $563007.46         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQJ7925 | 2054-11-01      | 6.0000%  |  | $907450.19         | $944635.68         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLQJ1104 | 2054-08-01      | 7.0000%  |  | $7020.79           | $7508.74           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLQF0353 | 2052-09-01      | 5.0000%  |  | $424553.97         | $425104.48         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLQE9156 | 2052-09-01      | 4.5000%  |  | $13856022.92       | $13448586.56       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4472 | 2042-02-01      | 3.5000%  |  | $16199.03          | $15319.48          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLTA2294 | 2055-12-01      | 6.0000%  |  | $526292.48         | $546778.41         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSL2942 | 2055-08-01      | 6.0000%  |  | $13650150.30       | $13969045.12       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQZ7098 | 2055-11-01      | 5.5000%  |  | $589554.06         | $601374.22         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLQZ5515 | 2055-10-01      | 6.5000%  |  | $2607175.16        | $2712045.31        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQY1516 | 2055-05-01      | 6.0000%  |  | $3330841.14        | $3425047.32        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLFS8469 | 2054-07-01      | 5.5000%  |  | $650409.32         | $663484.72         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLMA4182 | 2050-11-01      | 2.0000%  |  | $62931.36          | $51147.06          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDB4971 | 2054-06-01      | 6.0000%  |  | $364632.58         | $378207.49         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBE3669 | 2047-06-01      | 4.5000%  |  | $974736.26         | $954114.74         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDB9628 | 2054-08-01      | 6.5000%  |  | $358087.60         | $376939.72         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLQY8548 | 2055-07-01      | 6.5000%  |  | $3154318.22        | $3319650.76        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDF3342 | 2055-11-01      | 5.5000%  |  | $1442477.21        | $1463152.71        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE6850 | 2055-10-01      | 6.0000%  |  | $580270.56         | $602190.86         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDG4480 | 2056-03-01      | 6.0000%  |  | $1248616.72        | $1281670.11        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLQX8899 | 2055-03-01      | 5.0000%  |  | $3165170.18        | $3132336.82        | Agency Mortgage-Backed Securities   |
| FHLB FHOR 21-28 WN        | 2028-05-12      | 2.0000%  |  | $3750000.00        | $3634365.83        | Agency Debentures and Agency Strips |

### Security 125: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.660%, 4/1/2026
- **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):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 1 3/8 NOTE R 28 | 2028-10-31      | 1.3750%  |  | $42898971.43       | $40581933.51       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE W 31 | 2031-03-31      | 3.8750%  |  | $277721142.86      | $276811328.39      | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN A 35 | 2035-01-15      | 2.1250%  |  | $8569699.90        | $8747415.11        | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIN D 33 | 2033-07-15      | 1.3750%  |  | $35029774.06       | $34345949.33       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32 | 2032-08-15      | 2.7500%  |  | $7382285.71        | $6850765.14        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE S 28 | 2028-11-30      | 1.5000%  |  | $158628.57         | $150159.27         | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28 | 2028-09-30      | 1.2500%  |  | $28987771.43       | $27219778.26       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29 | 2029-07-31      | 2.6250%  |  | $13761942.86       | $13292692.46       | U.S. Treasuries (including strips) |

### Security 126: Fixed Income Clearing Corporation ("FICC") - MIZUHO

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - MIZUHO, REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 65999B002, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2800000000.00
- **C.18.a - Value (excl. sponsor support):** $2800000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.000 CL802065 | 2034-10-01      | 6.0000%  |  | $83789.40          | $87171.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS9795 | 2047-06-01      | 3.5000%  |  | $5675873.67        | $5306128.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6621 | 2046-02-01      | 3.5000%  |  | $76529.34          | $71725.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL256270 | 2036-06-01      | 6.0000%  |  | $5650.51           | $5861.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL255900 | 2035-10-01      | 6.0000%  |  | $10609.66          | $11167.72          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA6562 | 2052-01-01      | 2.5000%  |  | $66426.39          | $57409.83          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q35953 G | 2045-09-01      | 3.5000%  |  | $83838.16          | $78781.35          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q23886 G | 2043-12-01      | 3.5000%  |  | $60949.77          | $57388.88          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 4PZL0908 | 2034-02-01      | 5.0000%  |  | $32.97             | $33.17             | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G08632 G | 2045-03-01      | 3.5000%  |  | $55974.02          | $52597.48          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G08774 G | 2047-08-01      | 3.5000%  |  | $52879.89          | $49405.34          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785762 C     | 2051-11-20      | 2.5000%  |  | $333813.82         | $285648.26         | Agency Mortgage-Backed Securities  |
| GNMA GNCL CL DM1422       | 2067-09-15      | 6.0100%  |  | $862777.00         | $918350.48         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785791 C     | 2051-12-20      | 2.5000%  |  | $353910.94         | $301432.43         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G08676 G | 2045-11-01      | 3.5000%  |  | $51922.84          | $48750.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL882117 | 2036-07-01      | 6.0000%  |  | $5706.65           | $5967.68           | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G08620 G | 2044-12-01      | 3.5000%  |  | $40386.18          | $37950.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL975312 | 2038-05-01      | 6.0000%  |  | $20446.96          | $21464.30          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7311 M     | 2051-04-20      | 2.0000%  |  | $627.44            | $517.40            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  |  | $140826.96         | $141915.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0101 | 2047-08-01      | 3.5000%  |  | $11860002.17       | $11110446.09       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  |  | $188312.07         | $172751.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CTAE0594 | 2027-07-01      | 6.0000%  |  | $39.80             | $40.71             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785568 C     | 2051-08-20      | 2.5000%  |  | $718634.00         | $614948.29         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787259 C     | 2051-02-20      | 2.0000%  |  | $87056.23          | $71099.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG2929 | 2056-03-01      | 5.0000%  |  | $13037371.00       | $12879953.44       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA4628 | 2051-09-01      | 4.5000%  |  | $11276902.41       | $11098140.95       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG5632 | 2056-04-01      | 6.0000%  |  | $1595123.00        | $1655855.71        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL4228 | 2056-02-01      | 5.5000%  |  | $9143026.87        | $9275814.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDG3324 | 2056-03-01      | 4.5000%  |  | $1819903.00        | $1765320.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA5133 | 2056-01-01      | 6.0000%  |  | $35058603.00       | $35933630.67       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786726 C     | 2051-03-20      | 2.0000%  |  | $1507831.32        | $1223039.17        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785821 C     | 2051-12-20      | 2.5000%  |  | $547014.23         | $468087.37         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785789 C     | 2051-12-20      | 2.5000%  |  | $344631.49         | $294395.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA4991 | 2056-03-01      | 6.0000%  |  | $5636018.00        | $5827806.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA4395 | 2055-12-01      | 5.5000%  |  | $12644688.67       | $12821680.59       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG6912 | 2056-04-01      | 6.0000%  |  | $1065495.00        | $1112059.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG6910 | 2056-04-01      | 6.0000%  |  | $1181750.00        | $1235180.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG5623 | 2056-04-01      | 6.0000%  |  | $1639750.00        | $1687914.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG3348 | 2056-03-01      | 5.5000%  |  | $6417368.00        | $6520535.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG3340 | 2056-03-01      | 5.5000%  |  | $3266057.00        | $3343721.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG3329 | 2056-03-01      | 5.0000%  |  | $2304462.00        | $2298554.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDG3322 | 2056-03-01      | 4.5000%  |  | $1066735.00        | $1037377.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU9867 | 2052-01-01      | 2.0000%  |  | $719.93            | $591.09            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS9403 | 2028-09-01      | 4.8800%  |  | $24739008.00       | $25212430.16       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF7568 | 2056-02-01      | 5.0000%  |  | $12730707.71       | $12577514.87       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL882305 | 2036-07-01      | 6.0000%  |  | $9933.41           | $10213.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL836527 | 2035-10-01      | 6.0000%  |  | $10307.88          | $10639.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL821644 | 2035-06-01      | 6.0000%  |  | $33731.79          | $34870.91          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785663 C     | 2051-10-20      | 2.5000%  |  | $577781.24         | $494418.58         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785657 C     | 2051-10-20      | 2.5000%  |  | $1434558.51        | $1227570.84        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785565 C     | 2051-06-20      | 2.5000%  |  | $474096.89         | $404965.19         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0996 M     | 2056-03-20      | 5.0000%  |  | $1868224.00        | $1856261.14        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5194 M     | 2048-05-20      | 5.0000%  |  | $70.92             | $71.75             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTB0264 | 2056-04-01      | 6.0000%  |  | $3275027.00        | $3371227.64        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA9243 | 2056-03-01      | 5.5000%  |  | $2303190.00        | $2358241.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA2896 | 2047-02-01      | 3.5000%  |  | $70101.71          | $65472.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL984281 | 2038-05-01      | 6.0000%  |  | $38858.33          | $40902.27          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785667 C     | 2051-10-20      | 2.5000%  |  | $608134.78         | $519066.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL922408 | 2037-01-01      | 6.0000%  |  | $14514.91          | $15196.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL918511 | 2037-05-01      | 6.0000%  |  | $15524.41          | $16152.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL906869 | 2036-12-01      | 6.0000%  |  | $24507.39          | $25185.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL899499 | 2037-05-01      | 6.0000%  |  | $7183.45           | $7483.79           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL895096 | 2036-08-01      | 6.0000%  |  | $5103.58           | $5357.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL889427 | 2038-03-01      | 6.0000%  |  | $54305.62          | $57088.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL884148 | 2036-06-01      | 6.0000%  |  | $5435.77           | $5624.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA5126 | 2056-02-01      | 5.5000%  |  | $37744945.00       | $38095381.64       | Agency Mortgage-Backed Securities  |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  |  | $198400.00         | $194218.22         | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $400.00            | $386.36            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $500.00            | $492.35            | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  |  | $162500.00         | $141712.15         | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $26900000.00       | $25447090.58       | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  |  | $1400.00           | $1380.15           | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  |  | $46800.00          | $43945.62          | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  |  | $5169500.00        | $4855115.26        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $1918800.00        | $1667863.82        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE M 28      | 2028-06-30      | 1.2500%  |  | $999700.00         | $947873.29         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE W 31      | 2031-03-31      | 3.8750%  |  | $6555400.00        | $6533924.51        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  |  | $53718400.00       | $53353577.68       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  |  | $25087000.00       | $25214747.30       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  |  | $50167300.00       | $50632975.33       | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  |  | $209300.00         | $100183.98         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $7192000.00        | $6316410.44        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  |  | $100.00            | $101.74            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $169164200.00      | $172291069.18      | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $7690400.00        | $7626893.48        | U.S. Treasuries (including strips) |
| USTR BILL 05/19/26        | 2026-05-19      | 0.0000%  |  | $17999200.00       | $17912065.87       | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  |  | $999900.00         | $989211.75         | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $26000900.00       | $25088776.94       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $500.00            | $507.52            | U.S. Treasuries (including strips) |
| USTR BILL 06/18/26        | 2026-06-18      | 0.0000%  |  | $194200.00         | $192685.82         | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE P 26      | 2026-08-31      | 1.3750%  |  | $100.00            | $99.13             | U.S. Treasuries (including strips) |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $400.00            | $310.57            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  |  | $800.00            | $592.71            | U.S. Treasuries (including strips) |
| USTR 4 NOTE F 35          | 2035-11-15      | 4.0000%  |  | $65100.00          | $64443.57          | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AD 30     | 2030-09-30      | 3.6250%  |  | $49000000.00       | $48395879.00       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $1000.00           | $900.29            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $6449000.00        | $4649052.53        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  |  | $829000.00         | $837551.12         | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $22663900.00       | $21433615.23       | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $200.00            | $187.99            | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  |  | $329800.00         | $333116.90         | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $4410000.00        | $4441388.46        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE J 33      | 2033-03-31      | 4.2500%  |  | $19698000.00       | $19828558.34       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $1000.00           | $998.82            | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  |  | $4430300.00        | $3572244.27        | U.S. Treasuries (including strips) |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  |  | $700.00            | $714.42            | U.S. Treasuries (including strips) |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  |  | $900.00            | $898.64            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $507000.00         | $518706.78         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  |  | $999000.00         | $1012746.86        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  |  | $100.00            | $99.54             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $420000.00         | $427991.97         | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  |  | $10189100.00       | $4993466.70        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $1590100.00        | $1603709.99        | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $46151900.00       | $46395893.62       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $1270000.00        | $1309572.62        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 38        | 2038-02-15      | 4.3750%  |  | $2000.00           | $2004.26           | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  |  | $2099000.00        | $2084478.39        | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  |  | $400.00            | $301.40            | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BL 27     | 2027-11-30      | 3.3750%  |  | $26399000.00       | $26499503.46       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  |  | $900.00            | $885.67            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $300.00            | $306.85            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27      | 2027-05-31      | 0.5000%  |  | $999800.00         | $963858.28         | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $12415800.00       | $7870247.14        | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $700.00            | $523.66            | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE B 27      | 2027-02-15      | 2.2500%  |  | $998500.00         | $988242.22         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  |  | $85150100.00       | $86548363.68       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  |  | $9971500.00        | $9923028.54        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 32      | 2032-09-30      | 3.8750%  |  | $1000.00           | $986.83            | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  |  | $102194500.00      | $101291753.78      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE P 32      | 2032-08-31      | 3.8750%  |  | $2864600.00        | $2837553.21        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  |  | $100.00            | $100.01            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  |  | $2000.00           | $2000.32           | U.S. Treasuries (including strips) |
| USTR 4 NOTE N 32          | 2032-07-31      | 4.0000%  |  | $4240300.00        | $4245652.69        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  |  | $1589600.00        | $1604255.02        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  |  | $53000000.00       | $53430729.83       | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  |  | $1200.00           | $1077.36           | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  |  | $100.00            | $95.09             | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $154500.00         | $146312.49         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  |  | $600.00            | $568.61            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  |  | $69750100.00       | $66338597.18       | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $49235200.00       | $49334675.51       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $800.00            | $802.86            | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  |  | $783200.00         | $779253.78         | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $1300.00           | $950.64            | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $400.00            | $341.36            | U.S. Treasuries (including strips) |
| USTR BILL 04/23/26        | 2026-04-23      | 0.0000%  |  | $947000.00         | $944900.50         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $22626100.00       | $22977443.46       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  |  | $115800.00         | $116638.88         | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $17195700.00       | $17483516.52       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $95900.00          | $97409.87          | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  |  | $100.00            | $94.75             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  |  | $44062000.00       | $44204981.19       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $300.00            | $301.91            | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $4999500.00        | $2779548.01        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $1293900.00        | $1275693.46        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  |  | $100.00            | $95.11             | U.S. Treasuries (including strips) |
| USTR BILL 07/21/26        | 2026-07-21      | 0.0000%  |  | $20338200.00       | $20111510.42       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  |  | $999500.00         | $1016391.93        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  |  | $302100.00         | $316852.19         | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  |  | $1000.00           | $916.84            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  |  | $100.00            | $101.11            | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $1100.00           | $896.10            | U.S. Treasuries (including strips) |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $9999800.00        | $9191802.40        | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $700.00            | $611.61            | U.S. Treasuries (including strips) |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $600.00            | $428.36            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $11000200.00       | $7740654.89        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $14296100.00       | $8648065.53        | U.S. Treasuries (including strips) |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $900.00            | $628.50            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $46200000.00       | $46788973.34       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $1982100.00        | $2008914.21        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  |  | $700.00            | $709.03            | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  |  | $10928500.00       | $11068254.56       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $6712000.00        | $6813174.50        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $13319800.00       | $13524675.38       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $1000.00           | $1023.92           | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $269200.00         | $273473.89         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $999700.00         | $1013837.06        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $11842600.00       | $12103909.64       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  |  | $28883400.00       | $29458388.71       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $288600.00         | $295029.57         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  |  | $8992000.00        | $9220886.79        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $65513000.00       | $64725926.82       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  |  | $5924600.00        | $5811641.58        | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  |  | $47949000.00       | $47703951.42       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $400000000.00      | $391497177.90      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  |  | $72526500.00       | $73472830.58       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  |  | $300.00            | $167.10            | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  |  | $1352700.00        | $877498.85         | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $114900.00         | $60567.46          | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $19999500.00       | $12670913.61       | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $8300100.00        | $4848403.31        | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  |  | $46200.00          | $29815.99          | U.S. Treasuries (including strips) |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $10200100.00       | $7477738.28        | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $100.00            | $73.65             | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  |  | $32497300.00       | $24805167.37       | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $20000500.00       | $14799278.15       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  |  | $524800.00         | $375227.01         | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  |  | $9569900.00        | $6796375.90        | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $500.00            | $385.69            | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  |  | $48610800.00       | $34196563.91       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  |  | $300.00            | $241.13            | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $9030000.00        | $6954892.38        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  |  | $200.00            | $153.38            | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $500.00            | $484.20            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $116000.00         | $100829.71         | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $600.00            | $573.48            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  |  | $998900.00         | $959895.05         | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  |  | $999200.00         | $983230.54         | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  |  | $400.00            | $401.37            | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  |  | $6055000.00        | $5877132.00        | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  |  | $100.00            | $98.23             | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $300.00            | $295.07            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  |  | $138257800.00      | $135649938.60      | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  |  | $13552800.00       | $13279311.01       | U.S. Treasuries (including strips) |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $30253100.00       | $31199917.06       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $398500.00         | $393567.96         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $11500600.00       | $11320520.05       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $586200.00         | $557311.52         | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $100.00            | $91.15             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $10999300.00       | $9903821.92        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $800900.00         | $790094.01         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $134100.00         | $132713.04         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $2459400.00        | $2421190.39        | U.S. Treasuries (including strips) |
| USTR BILL 09/17/26        | 2026-09-17      | 0.0000%  |  | $2400.00           | $2359.50           | U.S. Treasuries (including strips) |
| USTR BILL 03/18/27        | 2027-03-18      | 0.0000%  |  | $117300.00         | $113260.19         | U.S. Treasuries (including strips) |
| USTR BILL 08/27/26        | 2026-08-27      | 0.0000%  |  | $900.00            | $886.71            | U.S. Treasuries (including strips) |
| USTR BILL 08/20/26        | 2026-08-20      | 0.0000%  |  | $890000.00         | $877486.60         | U.S. Treasuries (including strips) |
| USTR BILL 02/18/27        | 2027-02-18      | 0.0000%  |  | $25484100.00       | $24677579.20       | U.S. Treasuries (including strips) |
| USTR BILL 01/21/27        | 2027-01-21      | 0.0000%  |  | $200.00            | $194.27            | U.S. Treasuries (including strips) |
| USTR BILL 04/14/26        | 2026-04-14      | 0.0000%  |  | $579000.00         | $578240.93         | U.S. Treasuries (including strips) |
| USTR BILL 12/24/26        | 2026-12-24      | 0.0000%  |  | $300.00            | $292.17            | U.S. Treasuries (including strips) |
| USTR BILL 05/28/26        | 2026-05-28      | 0.0000%  |  | $346800.00         | $344805.55         | U.S. Treasuries (including strips) |
| USTR BILL 05/21/26        | 2026-05-21      | 0.0000%  |  | $257000.00         | $255706.01         | U.S. Treasuries (including strips) |
| USTR BILL 05/07/26        | 2026-05-07      | 0.0000%  |  | $330700.00         | $329497.24         | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $15700.00          | $15617.30          | U.S. Treasuries (including strips) |
| USTR BILL 10/29/26        | 2026-10-29      | 0.0000%  |  | $69300.00          | $67858.63          | U.S. Treasuries (including strips) |
| USTR BILL 09/03/26        | 2026-09-03      | 0.0000%  |  | $74000.00          | $72857.00          | U.S. Treasuries (including strips) |
| USTR BILL 07/09/26        | 2026-07-09      | 0.0000%  |  | $200.00            | $198.02            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $6899000.00        | $7056292.36        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  |  | $3814600.00        | $3882615.68        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $193300.00         | $197976.72         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $351456300.00      | $360852295.83      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $200.00            | $208.37            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $999200.00         | $1006133.45        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $5900.00           | $5988.74           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AK 27     | 2027-02-15      | 4.1250%  |  | $1000.00           | $1008.06           | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $459300.00         | $463154.60         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  |  | $7211400.00        | $7215663.41        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  |  | $501900.00         | $518234.47         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $28800700.00       | $29873067.49       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  |  | $1000000.00        | $1028285.00        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AS 26     | 2026-09-15      | 4.6250%  |  | $999500.00         | $1005307.96        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  |  | $999800.00         | $1015931.24        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AR 26     | 2026-08-15      | 4.3750%  |  | $400.00            | $402.94            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28     | 2028-07-31      | 4.1250%  |  | $212700.00         | $215579.33         | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  |  | $300.00            | $304.24            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $900.00            | $907.23            | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $100.00            | $94.85             | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $3000300.00        | $2645117.92        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE P 27      | 2027-08-31      | 0.5000%  |  | $500.00            | $477.27            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $200.00            | $202.67            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28      | 2028-03-31      | 3.6250%  |  | $995100.00         | $991484.80         | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  |  | $400.00            | $402.64            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  |  | $300.00            | $289.79            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  |  | $2413700.00        | $2393524.90        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29      | 2029-12-31      | 3.8750%  |  | $969300.00         | $977991.69         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 27     | 2027-10-31      | 4.1250%  |  | $5764800.00        | $5888215.67        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $21258500.00       | $21345936.21       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  |  | $9541300.00        | $9540727.52        | U.S. Treasuries (including strips) |

### Security 127: Fixed Income Clearing Corporation ("FICC") - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNP, REPO,  3.660%, 4/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 69999A006, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  |  | $1100.00           | $912.16            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 56    | 2056-02-15      | 4.7500%  |  | $336300.00         | $329769.22         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-11-15      | 4.6250%  |  | $1300.00           | $1264.10           | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  |  | $139000.00         | $139280.84         | U.S. Treasuries (including strips) |
| USTR 5 BOND 45        | 2045-05-15      | 5.0000%  |  | $14053200.00       | $14493016.40       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  |  | $400.00            | $396.53            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  |  | $5633100.00        | $5544895.18        | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  |  | $53135300.00       | $46337953.24       | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-02-15      | 3.0000%  |  | $2919100.00        | $2183739.04        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  |  | $250287200.00      | $254397206.92      | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-11-15      | 3.0000%  |  | $16393700.00       | $12563569.67       | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $17374600.00       | $15970708.42       | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $21021700.00       | $17582128.28       | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/26 | 2026-04-30      | 3.8034%  |  | $1748715.00        | $1759702.56        | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  |  | $1000.00           | $694.35            | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $115034200.00      | $92459582.89       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  |  | $6932900.00        | $5339709.12        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  |  | $497000.00         | $492204.68         | U.S. Treasuries (including strips) |
| USTR 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  |  | $100.00            | $90.49             | U.S. Treasuries (including strips) |
| USTR 5 1/2 BOND 28    | 2028-08-15      | 5.5000%  |  | $100.00            | $104.46            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  |  | $4137200.00        | $4151984.48        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  |  | $2011600.00        | $1933291.66        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  |  | $100.00            | $74.09             | U.S. Treasuries (including strips) |
| USTR 4 NOTE F 35      | 2035-11-15      | 4.0000%  |  | $32476900.00       | $32149423.22       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  |  | $295700.00         | $292040.26         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  |  | $250000000.00      | $252578744.48      | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  |  | $977800.00         | $634300.57         | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  |  | $453305100.00      | $428697933.54      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  |  | $1049995000.00     | $1074239697.81     | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  |  | $600.00            | $593.79            | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  |  | $25000200.00       | $22004835.98       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  |  | $12586200.00       | $12212360.79       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  |  | $5901300.00        | $5312909.38        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  |  | $11827700.00       | $11219125.56       | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  |  | $37672400.00       | $33212658.87       | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  |  | $2508300.00        | $2238637.55        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  |  | $9599200.00        | $7740037.29        | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $176274100.00      | $125846558.91      | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  |  | $63039900.00       | $38134399.32       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  |  | $6952900.00        | $5121249.15        | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/27 | 2027-10-31      | 3.8434%  |  | $1993000.00        | $2008230.06        | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/27 | 2027-07-31      | 3.8124%  |  | $200.00            | $201.41            | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/27 | 2027-04-30      | 3.8134%  |  | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $3200.00           | $3299.71           | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  |  | $3472100.00        | $3532357.42        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $3357200.00        | $3285835.81        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $9800.00           | $10062.00          | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  |  | $507100.00         | $525981.40         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $655525000.00      | $646301071.51      | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $76953200.00       | $71412611.27       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  |  | $224247900.00      | $199317140.96      | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  |  | $50000000.00       | $43461116.85       | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $300.00            | $269.34            | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  |  | $11777500.00       | $11560379.51       | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  |  | $3100000.00        | $1965057.92        | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  |  | $100.00            | $55.70             | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $84674800.00       | $49461763.18       | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  |  | $4745100.00        | $3062334.05        | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  |  | $1225100.00        | $898126.21         | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  |  | $100.00            | $76.33             | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  |  | $300.00            | $213.05            | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-05-15      | 3.0000%  |  | $375800.00         | $283161.44         | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  |  | $7851100.00        | $5131932.81        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  |  | $1105300.00        | $823723.14         | U.S. Treasuries (including strips) |
| USTR 3 BOND 44        | 2044-11-15      | 3.0000%  |  | $100.00            | $77.64             | U.S. Treasuries (including strips) |

### Security 128: Fixed Income Clearing Corporation ("FICC") - ING

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - ING, REPO,  3.660%, 4/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 76599M009, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR BILL 08/06/26    | 2026-08-06      | 0.0000%  |  | $1000.00           | $987.34            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $35495000.00       | $35331320.79       | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32      | 2032-06-30      | 4.0000%  |  | $199999000.00      | $201056344.99      | U.S. Treasuries (including strips) |
| USTR BILL 06/11/26    | 2026-06-11      | 0.0000%  |  | $100000000.00      | $99289300.00       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE J 33  | 2033-03-31      | 4.2500%  |  | $127000000.00      | $127841756.00      | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  |  | $149198000.00      | $149306002.04      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $50000000.00       | $49296447.24       | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  |  | $115180000.00      | $110457389.64      | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  |  | $2000.00           | $1893.22           | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $12000000.00       | $10773575.67       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  |  | $124999000.00      | $119269556.89      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  |  | $52100000.00       | $49973619.10       | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  |  | $23636400.00       | $21544574.16       | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $50000000.00       | $45959931.22       | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30      | 2030-03-31      | 4.0000%  |  | $1000.00           | $1003.58           | U.S. Treasuries (including strips) |

### Security 129: Fixed Income Clearing Corporation ("FICC") - CITI

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CITI, REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 795991009, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4375000000.00
- **C.18.a - Value (excl. sponsor support):** $4375000000.00
- **C.19 - Percentage of Net Assets:** 2.3100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  |  | $505293000.00      | $449117053.52      | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  |  | $100.00            | $94.60             | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  |  | $32648600.00       | $32484097.23       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  |  | $100.00            | $99.74             | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  |  | $100.00            | $97.74             | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  |  | $75026000.00       | $75020718.34       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  |  | $9000.00           | $8735.62           | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  |  | $1000.00           | $994.28            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  |  | $3000.00           | $2946.77           | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  |  | $144985000.00      | $137525040.34      | U.S. Treasuries (including strips) |
| USTR 2 BOND 41        | 2041-11-15      | 2.0000%  |  | $100.00            | $69.83             | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  |  | $48681000.00       | $35856625.29       | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-05-15      | 3.0000%  |  | $3999000.00        | $3013205.38        | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-02-15      | 3.0000%  |  | $1581900.00        | $1183397.89        | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-05-15      | 3.0000%  |  | $2204500.00        | $1700517.61        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41    | 2041-02-15      | 4.7500%  |  | $55000.00          | $55558.28          | U.S. Treasuries (including strips) |
| USTR 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  |  | $14800.00          | $15613.26          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  |  | $2000.00           | $2030.15           | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  |  | $100.00            | $101.54            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  |  | $1350000.00        | $1371395.70        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  |  | $1482000.00        | $1492553.12        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  |  | $3823300.00        | $3897899.45        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  |  | $120228000.00      | $122314526.55      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  |  | $2012700.00        | $1974325.86        | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  |  | $167409000.00      | $166553438.11      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  |  | $50000.00          | $50155.50          | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29     | 2029-07-31      | 4.0000%  |  | $800.00            | $808.97            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  |  | $484495000.00      | $491781883.79      | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29      | 2029-01-31      | 4.0000%  |  | $326020000.00      | $329596875.29      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  |  | $257616000.00      | $262520493.41      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  |  | $222969000.00      | $224391466.26      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  |  | $102500000.00      | $102127617.50      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  |  | $4608500.00        | $4707161.03        | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  |  | $50000000.00       | $48946123.64       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  |  | $44842500.00       | $44410130.60       | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  |  | $255245000.00      | $255491850.12      | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  |  | $100.00            | $100.07            | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BL 27 | 2027-11-30      | 3.3750%  |  | $87585400.00       | $87918845.80       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AD 30 | 2030-09-30      | 3.6250%  |  | $47022800.00       | $46443055.90       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  |  | $8395900.00        | $8285317.60        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE P 32  | 2032-08-31      | 3.8750%  |  | $705700.00         | $699036.97         | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  |  | $693644700.00      | $690346392.77      | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  |  | $688200.00         | $664057.64         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  |  | $125223000.00      | $127715844.01      | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  |  | $129873300.00      | $128265920.59      | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  |  | $15372500.00       | $14852150.90       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  |  | $553200.00         | $552545.01         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  |  | $974700.00         | $997206.11         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $7367800.00        | $7333824.63        | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  |  | $118800000.00      | $106937702.51      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  |  | $3024700.00        | $3074369.09        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  |  | $10666000.00       | $10751713.44       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  |  | $52509900.00       | $49930508.69       | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  |  | $18962000.00       | $18658944.60       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  |  | $10485400.00       | $9941107.96        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $296592000.00      | $300406884.29      | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  |  | $548800.00         | $556697.97         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  |  | $49995000.00       | $50552087.49       | U.S. Treasuries (including strips) |

### Security 130: Fixed Income Clearing Corporation ("FICC") - CITI

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CITI, REPO,  3.660%, 4/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 795991009, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $2000.00           | $2091.63           | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AT 26 | 2026-10-15      | 4.6250%  |  | $92520000.00       | $94892591.52       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  |  | $1400.00           | $1422.59           | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  |  | $100.00            | $100.64            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  |  | $100.00            | $100.82            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  |  | $5000.00           | $4958.21           | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $1000.00           | $928.00            | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  |  | $500.00            | $473.74            | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  |  | $35000000.00       | $33131324.23       | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  |  | $200.00            | $189.20            | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  |  | $110000.00         | $103310.32         | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  |  | $59183000.00       | $51443185.57       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  |  | $900.00            | $855.53            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  |  | $100.00            | $96.10             | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $5000.00           | $4391.28           | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  |  | $2100.00           | $2052.55           | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  |  | $100.00            | $96.62             | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  |  | $500.00            | $491.13            | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  |  | $200023000.00      | $196732629.39      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  |  | $100.00            | $95.92             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  |  | $1000.00           | $900.29            | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $2289300.00        | $2104321.41        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  |  | $2000.00           | $1678.45           | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $100.00            | $71.39             | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $7000.00           | $3998.95           | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  |  | $29348000.00       | $28984773.91       | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  |  | $100.00            | $63.39             | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $305000.00         | $160775.25         | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  |  | $1000.00           | $633.56            | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $1437600.00        | $704537.96         | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  |  | $100.00            | $64.54             | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-05-15      | 3.0000%  |  | $2400.00           | $1808.38           | U.S. Treasuries (including strips) |
| USTR 3 BOND 42        | 2042-05-15      | 3.0000%  |  | $1000.00           | $807.21            | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  |  | $20992600.00       | $17162276.40       | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 40    | 2040-08-15      | 3.8750%  |  | $100.00            | $92.02             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  |  | $2100.00           | $2067.37           | U.S. Treasuries (including strips) |
| USTR 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  |  | $60899200.00       | $55109582.70       | U.S. Treasuries (including strips) |
| USTR 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  |  | $1000.00           | $1068.74           | U.S. Treasuries (including strips) |
| USTR BILL 09/24/26    | 2026-09-24      | 0.0000%  |  | $800.00            | $786.00            | U.S. Treasuries (including strips) |
| USTR BILL 03/18/27    | 2027-03-18      | 0.0000%  |  | $2000.00           | $1931.12           | U.S. Treasuries (including strips) |
| USTR BILL 06/23/26    | 2026-06-23      | 0.0000%  |  | $5000.00           | $4958.70           | U.S. Treasuries (including strips) |
| USTR BILL 04/02/26    | 2026-04-02      | 0.0000%  |  | $122019000.00      | $122007042.14      | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  |  | $100.00            | $99.47             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE H 33  | 2033-02-28      | 3.7500%  |  | $3200.00           | $3136.63           | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AK 29 | 2029-02-15      | 3.5000%  |  | $279202000.00      | $277949539.93      | U.S. Treasuries (including strips) |
| USTR 4 NOTE F 35      | 2035-11-15      | 4.0000%  |  | $200.00            | $197.98            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  |  | $1000.00           | $1000.07           | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/27 | 2027-07-31      | 3.8124%  |  | $100.00            | $100.71            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  |  | $56142400.00       | $56542182.40       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  |  | $2000.00           | $2025.68           | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  |  | $94833000.00       | $97477804.35       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $11292900.00       | $11052846.20       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  |  | $100.00            | $99.99             | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  |  | $12398000.00       | $11834463.73       | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  |  | $430534000.00      | $384248126.94      | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29      | 2029-01-31      | 4.0000%  |  | $100.00            | $101.10            | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  |  | $900.00            | $953.15            | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  |  | $600.00            | $576.64            | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BC 26 | 2026-05-31      | 4.8750%  |  | $3251600.00        | $3309577.19        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  |  | $200.00            | $186.50            | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  |  | $100.00            | $98.93             | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $18813000.00       | $13234506.67       | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  |  | $13589600.00       | $13396899.47       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  |  | $2000.00           | $2039.81           | U.S. Treasuries (including strips) |
| USTR 6 3/8 BOND 27    | 2027-08-15      | 6.3750%  |  | $100.00            | $104.18            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  |  | $1900.00           | $1909.82           | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $200.00            | $155.58            | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $107227200.00      | $107990396.59      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $245672000.00      | $242720496.59      | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  |  | $1000.00           | $557.01            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  |  | $100.00            | $100.28            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  |  | $100.00            | $98.43             | U.S. Treasuries (including strips) |
| USTR 5 BOND 37        | 2037-05-15      | 5.0000%  |  | $4000.00           | $4302.02           | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BL 27 | 2027-11-30      | 3.3750%  |  | $9000.00           | $9034.26           | U.S. Treasuries (including strips) |
| USTR 5 1/2 BOND 28    | 2028-08-15      | 5.5000%  |  | $1700.00           | $1775.75           | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  |  | $16163700.00       | $16532529.88       | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  |  | $55910100.00       | $46362642.97       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  |  | $99648900.00       | $94753946.73       | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  |  | $86566100.00       | $58012710.96       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  |  | $2843600.00        | $1974456.52        | U.S. Treasuries (including strips) |
| USTR 2 1/8 NOTE L 26  | 2026-05-31      | 2.1250%  |  | $400.00            | $401.69            | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  |  | $2400.00           | $2200.41           | U.S. Treasuries (including strips) |

### Security 131: Societe Generale SA

- **C.1 - Title:** Societe Generale SA, REPO,  3.670%, 4/2/2026
- **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:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  |  | $50.00             | $47.77             | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  |  | $3583000.00        | $3442020.04        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  |  | $631.94            | $604.63            | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  |  | $3013500.00        | $2994158.19        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  |  | $10473500.00       | $10297920.69       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 38    | 2038-05-15      | 4.5000%  |  | $4061150.00        | $4147823.38        | U.S. Treasuries (including strips) |
| USTR 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  |  | $42500.00          | $45365.06          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE J 33  | 2033-03-31      | 4.2500%  |  | $500.00            | $502.58            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AK 29 | 2029-02-15      | 3.5000%  |  | $500.00            | $497.28            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE B 36  | 2036-02-15      | 4.1250%  |  | $50.00             | $49.38             | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 33      | 2033-01-31      | 4.0000%  |  | $100.00            | $99.72             | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  |  | $5025700.00        | $5026659.33        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  |  | $100.00            | $100.11            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  |  | $250.00            | $252.21            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  |  | $50.00             | $50.04             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  |  | $3392300.00        | $3374286.89        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AD 30 | 2030-09-30      | 3.6250%  |  | $50.00             | $49.32             | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  |  | $500.00            | $495.17            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  |  | $50.00             | $49.48             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  |  | $23844450.00       | $23829334.47       | U.S. Treasuries (including strips) |
| USTR 4 NOTE N 32      | 2032-07-31      | 4.0000%  |  | $1000.00           | $999.72            | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  |  | $635.62            | $618.31            | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  |  | $50.00             | $48.48             | U.S. Treasuries (including strips) |
| USTR 0 1/2 TRIN A 28  | 2028-01-15      | 0.5000%  |  | $659.14            | $654.59            | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  |  | $15802300.00       | $15503507.06       | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 56    | 2056-02-15      | 2.3750%  |  | $50.17             | $46.71             | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 56    | 2056-02-15      | 4.7500%  |  | $7914500.00        | $7767317.85        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  |  | $9158500.00        | $8980675.73        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-11-15      | 4.6250%  |  | $33761500.00       | $32855195.85       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  |  | $27641000.00       | $27100991.07       | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  |  | $9086250.00        | $8492759.65        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $19218000.00       | $18286235.98       | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  |  | $3264500.00        | $2973736.90        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  |  | $12576000.00       | $12401642.45       | U.S. Treasuries (including strips) |
| USTR BILL 08/20/26    | 2026-08-20      | 0.0000%  |  | $11496050.00       | $11332346.25       | U.S. Treasuries (including strips) |
| USTR BILL 05/07/26    | 2026-05-07      | 0.0000%  |  | $5000000.00        | $4981300.00        | U.S. Treasuries (including strips) |
| USTR BILL 10/29/26    | 2026-10-29      | 0.0000%  |  | $11665550.00       | $11420923.42       | U.S. Treasuries (including strips) |
| USTR BILL 08/06/26    | 2026-08-06      | 0.0000%  |  | $11500000.00       | $11352800.00       | U.S. Treasuries (including strips) |
| USTR 6 1/4 BOND 30    | 2030-05-15      | 6.2500%  |  | $3818500.00        | $4238812.47        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  |  | $50.00             | $50.35             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  |  | $33039500.00       | $33435456.63       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  |  | $350.00            | $354.06            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  |  | $500.00            | $506.93            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  |  | $500.00            | $507.59            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  |  | $50.00             | $50.28             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $150.00            | $154.48            | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  |  | $1545.57           | $1575.48           | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  |  | $500.00            | $511.22            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  |  | $1000.00           | $1018.38           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  |  | $100.00            | $100.65            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  |  | $50.00             | $50.77             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  |  | $500.00            | $513.37            | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  |  | $50.00             | $50.70             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  |  | $16947500.00       | $17235475.74       | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29     | 2029-07-31      | 4.0000%  |  | $50.00             | $50.50             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  |  | $500.00            | $507.73            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  |  | $50.00             | $51.20             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  |  | $150.00            | $157.11            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  |  | $50.00             | $51.41             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  |  | $50.00             | $50.71             | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29      | 2029-01-31      | 4.0000%  |  | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  |  | $50.00             | $49.96             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  |  | $9366500.00        | $9475180.12        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  |  | $500.00            | $517.93            | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $100.00            | $104.50            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  |  | $350.00            | $356.39            | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30     | 2030-07-31      | 4.0000%  |  | $50.00             | $50.42             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  |  | $100.00            | $100.74            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  |  | $5803450.00        | $5847616.85        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  |  | $5836500.00        | $5812441.95        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $6829500.00        | $6587832.30        | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN A 33  | 2033-01-15      | 1.1250%  |  | $1091.64           | $1052.87           | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 54    | 2054-02-15      | 2.1250%  |  | $529.77            | $468.79            | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  |  | $33798300.00       | $30447798.34       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  |  | $27035450.00       | $26774809.44       | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  |  | $36256650.00       | $34368464.57       | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  |  | $32386000.00       | $28572283.33       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  |  | $35204900.00       | $28703673.94       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  |  | $40078950.00       | $24262506.06       | U.S. Treasuries (including strips) |
| USTR 2 BOND 41        | 2041-11-15      | 2.0000%  |  | $250000.00         | $174427.21         | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  |  | $21175950.00       | $14178104.73       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  |  | $17953500.00       | $12453624.91       | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $42018400.00       | $22171889.99       | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  |  | $11042000.00       | $6992308.07        | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  |  | $14998000.00       | $9349039.35        | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  |  | $62750.00          | $30067.74          | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  |  | $14780500.00       | $9542226.54        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  |  | $24570000.00       | $17715906.24       | U.S. Treasuries (including strips) |
| USTR 1 TRIB 49        | 2049-02-15      | 1.0000%  |  | $64.61             | $45.87             | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-08-15      | 3.0000%  |  | $5024000.00        | $3700092.65        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  |  | $11583500.00       | $8276636.53        | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  |  | $23319500.00       | $17251519.12       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  |  | $500.00            | $503.92            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  |  | $100.00            | $101.14            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  |  | $3578450.00        | $3653445.34        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  |  | $50.00             | $50.19             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 29  | 2029-09-30      | 3.8750%  |  | $100.00            | $99.90             | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $500.00            | $463.27            | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  |  | $50.00             | $49.50             | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  |  | $1000.00           | $1000.65           | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  |  | $7552300.00        | $7469074.49        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  |  | $100.00            | $100.05            | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $50.00             | $49.23             | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  |  | $500.00            | $473.55            | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  |  | $37375350.00       | $26532893.33       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  |  | $23932000.00       | $17717556.14       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  |  | $21176000.00       | $13833366.14       | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  |  | $2579500.00        | $1792613.89        | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-11-15      | 3.0000%  |  | $4380000.00        | $3355008.69        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  |  | $810000.00         | $603064.02         | U.S. Treasuries (including strips) |
| USTR 3 BOND 44        | 2044-11-15      | 3.0000%  |  | $7887500.00        | $6118836.33        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  |  | $9040500.00        | $7109786.80        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  |  | $6315000.00        | $5384308.42        | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  |  | $5366950.00        | $4721023.60        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  |  | $5701500.00        | $4887109.59        | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  |  | $500.00            | $473.26            | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  |  | $1270400.00        | $1200658.21        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  |  | $8217500.00        | $7709625.63        | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE AC 26 | 2026-08-31      | 0.7500%  |  | $150.00            | $148.23            | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  |  | $500.00            | $469.19            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  |  | $50.00             | $47.53             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  |  | $50.00             | $47.68             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  |  | $2695750.00        | $2561741.57        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $5147500.00        | $4134396.55        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  |  | $5422000.00        | $4153569.41        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  |  | $1688000.00        | $1378547.98        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  |  | $4431950.00        | $3671309.19        | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  |  | $3795500.00        | $3395799.73        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  |  | $3110500.00        | $3041734.51        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41    | 2041-02-15      | 4.7500%  |  | $2605500.00        | $2629448.41        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $3278000.00        | $3171798.87        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  |  | $3196000.00        | $3150579.93        | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  |  | $12648500.00       | $12664176.74       | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/27 | 2027-10-31      | 3.8434%  |  | $300.00            | $302.27            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  |  | $2500000.00        | $2506076.37        | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  |  | $5652450.00        | $5350260.84        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  |  | $50.00             | $52.89             | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  |  | $15492000.00       | $11314299.32       | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  |  | $6828900.00        | $6542386.67        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  |  | $2000.00           | $2028.00           | U.S. Treasuries (including strips) |
| USTR 4 BOND 52        | 2052-11-15      | 4.0000%  |  | $131500.00         | $114984.34         | U.S. Treasuries (including strips) |
| USTR 3 BOND 42        | 2042-05-15      | 3.0000%  |  | $3963500.00        | $3196541.82        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  |  | $500.00            | $503.18            | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $50.00             | $50.78             | U.S. Treasuries (including strips) |
| USTR 5 BOND 45        | 2045-05-15      | 5.0000%  |  | $7102500.00        | $7319833.17        | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 41    | 2041-02-15      | 2.1250%  |  | $148.49            | $144.01            | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-05-15      | 3.0000%  |  | $5409500.00        | $4169408.47        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  |  | $12632500.00       | $12132121.79       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  |  | $50.00             | $49.56             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  |  | $14391000.00       | $15016725.19       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  |  | $28392950.00       | $17722476.40       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 37    | 2037-02-15      | 4.7500%  |  | $475500.00         | $493922.53         | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $10557000.00       | $7421514.78        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  |  | $50.00             | $50.65             | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  |  | $500.00            | $443.66            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  |  | $150.00            | $149.95            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  |  | $50.00             | $50.76             | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  |  | $11026350.00       | $10346329.53       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  |  | $1000.00           | $1004.17           | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  |  | $425000.00         | $337900.31         | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $50.00             | $49.48             | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $31817000.00       | $24737879.93       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  |  | $100.00            | $100.98            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  |  | $16117950.00       | $15473256.94       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  |  | $50.00             | $50.42             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE U 31  | 2031-01-31      | 3.7500%  |  | $500.00            | $498.06            | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  |  | $32500.00          | $33225.97          | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIN D 32  | 2032-07-15      | 0.6250%  |  | $559.59            | $528.15            | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  |  | $450.00            | $427.23            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  |  | $50.00             | $47.51             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AJ 29 | 2029-01-15      | 3.5000%  |  | $50.00             | $49.89             | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  |  | $1829500.00        | $1476053.55        | U.S. Treasuries (including strips) |
| USTR 4  NOTE R 29     | 2029-10-31      | 4.0000%  |  | $100.00            | $101.95            | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  |  | $510.75            | $519.43            | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32      | 2032-06-30      | 4.0000%  |  | $50.00             | $50.19             | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  |  | $7802000.00        | $5396289.77        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  |  | $678.29            | $688.17            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 32  | 2032-12-31      | 3.8750%  |  | $50.00             | $49.67             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  |  | $50.00             | $50.15             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  |  | $300.00            | $297.10            | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-05-15      | 3.0000%  |  | $12805500.00       | $9644471.52        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  |  | $1000.00           | $1040.84           | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 51    | 2051-02-15      | 0.1250%  |  | $62.45             | $33.21             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  |  | $50.00             | $51.13             | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN X 29  | 2029-04-15      | 2.1250%  |  | $157.70            | $163.41            | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-02-15      | 3.0000%  |  | $2677500.00        | $2002096.37        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  |  | $100.00            | $101.51            | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 26  | 2026-04-15      | 0.1250%  |  | $1239.94           | $1241.50           | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  |  | $6761500.00        | $6427134.60        | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30      | 2030-03-31      | 4.0000%  |  | $50.00             | $50.12             | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $11478000.00       | $10540530.04       | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/27 | 2027-07-31      | 3.8124%  |  | $250.00            | $251.76            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  |  | $50.00             | $49.47             | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 40    | 2040-08-15      | 3.8750%  |  | $3668000.00        | $3371038.52        | U.S. Treasuries (including strips) |
| USTR 3 7/8 TRIB 29    | 2029-04-15      | 3.8750%  |  | $395.61            | $433.75            | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $31833500.00       | $17716208.59       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  |  | $50.00             | $49.08             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  |  | $1000.00           | $1017.98           | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  |  | $11122500.00       | $11179510.15       | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  |  | $697.63            | $578.34            | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  |  | $117.31            | $107.90            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  |  | $17863000.00       | $17344127.91       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  |  | $11427900.00       | $11234910.24       | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $13821000.00       | $11545578.90       | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  |  | $8553500.00        | $8134067.93        | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  |  | $50.00             | $43.67             | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $200.00            | $173.59            | U.S. Treasuries (including strips) |

### Security 132: Societe Generale SA

- **C.1 - Title:** Societe Generale SA, REPO,  3.670%, 4/1/2026
- **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):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  |  | $1000.00           | $999.70            | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29     | 2029-07-31      | 4.0000%  |  | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $161914000.00      | $166009527.86      | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN X 29  | 2029-04-15      | 2.1250%  |  | $53234362.71       | $55162953.87       | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  |  | $187151000.00      | $187272668.83      | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  |  | $19633883.01       | $19813935.32       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  |  | $100.00            | $99.04             | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $200.00            | $105.53            | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29      | 2029-01-31      | 4.0000%  |  | $16281800.00       | $16444786.31       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 26  | 2026-04-15      | 0.1250%  |  | $65575466.84       | $65657664.97       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  |  | $1100.00           | $1099.30           | U.S. Treasuries (including strips) |

### Security 133: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 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:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 02.500 CLCA6571 | 2050-08-01      | 2.5000%  |  | $209628506.83      | $178102126.24      | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  |  | $511.73            | $436.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICA5464 | 2035-03-01      | 3.0000%  |  | $132390.90         | $127517.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CQCA4693 | 2049-03-01      | 5.0000%  |  | $308.60            | $314.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2959 | 2049-01-01      | 4.5000%  |  | $74.79             | $73.43             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA3503 | 2049-05-01      | 4.0000%  |  | $9910.85           | $9481.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0812 | 2047-12-01      | 3.5000%  |  | $38881292.36       | $36241239.66       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICA6862 | 2035-09-01      | 2.0000%  |  | $397.08            | $367.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY4521 | 2053-08-01      | 6.0000%  |  | $821.53            | $857.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY4499 | 2053-06-01      | 6.0000%  |  | $964.48            | $1001.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY2175 | 2053-07-01      | 6.5000%  |  | $789.29            | $839.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY2663 | 2053-05-01      | 6.5000%  |  | $753.04            | $792.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX9232 | 2053-04-01      | 6.0000%  |  | $195088.08         | $200280.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX9775 | 2053-04-01      | 6.0000%  |  | $678.93            | $709.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD9137 | 2055-05-01      | 5.5000%  |  | $786.24            | $806.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD7791 | 2055-05-01      | 5.0000%  |  | $934.50            | $924.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6469 | 2054-12-01      | 5.0000%  |  | $980.66            | $971.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC3207 | 2054-10-01      | 5.0000%  |  | $5373.57           | $5309.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC0954 | 2054-07-01      | 7.0000%  |  | $984.61            | $1042.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIBX8612 | 2038-03-01      | 4.5000%  |  | $100347.50         | $100087.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX6119 | 2053-01-01      | 6.0000%  |  | $477.01            | $492.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX2228 | 2052-11-01      | 5.0000%  |  | $770.78            | $762.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBW9363 | 2052-09-01      | 4.0000%  |  | $930.11            | $886.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW8786 | 2052-09-01      | 4.5000%  |  | $773.10            | $748.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7752 | 2052-10-01      | 5.0000%  |  | $9602.01           | $9518.81           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV9939 | 2052-06-01      | 3.5000%  |  | $616.43            | $567.19            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9358 | 2052-09-01      | 5.0000%  |  | $696.43            | $693.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7129 | 2053-09-01      | 6.0000%  |  | $1598698.86        | $1646805.31        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ2505 | 2055-09-01      | 5.5000%  |  | $21039081.76       | $21504746.76       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY4934 | 2055-06-01      | 6.5000%  |  | $784.79            | $826.54            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY1646 | 2055-05-01      | 5.0000%  |  | $21216513.35       | $21007608.50       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8505 | 2035-10-01      | 2.5000%  |  | $41978.78          | $39849.68          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTFS1689 | 2039-04-01      | 4.5000%  |  | $384.33            | $386.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW1976 | 2052-07-01      | 5.0000%  |  | $363608.74         | $365212.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7498 | 2053-11-01      | 6.0000%  |  | $754.11            | $786.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9072 | 2054-08-01      | 4.5000%  |  | $14496.97          | $14040.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8013 | 2050-12-01      | 2.0000%  |  | $32737681.69       | $26837292.94       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3VZN0631 | 2042-07-01      | 3.5000%  |  | $136.72            | $128.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7329 | 2050-10-01      | 2.0000%  |  | $691.00            | $567.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS4781 | 2051-10-01      | 4.0000%  |  | $750.95            | $718.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4299 | 2053-04-01      | 5.5000%  |  | $32578580.29       | $32983380.00       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS4238 | 2053-03-01      | 5.0000%  |  | $556125.36         | $551819.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA2198 | 2055-07-01      | 5.0000%  |  | $932.28            | $936.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA1140 | 2054-06-01      | 6.5000%  |  | $733.17            | $764.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0552 | 2055-01-01      | 5.5000%  |  | $932.83            | $942.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0199 | 2053-03-01      | 5.5000%  |  | $7316.81           | $7405.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3481 | 2056-01-01      | 5.5000%  |  | $998.94            | $1014.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF9733 | 2056-01-01      | 5.5000%  |  | $12920609.67       | $13128325.69       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9971 | 2055-02-01      | 5.5000%  |  | $116476379.27      | $119047983.56      | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9486 | 2054-11-01      | 5.5000%  |  | $61600619.96       | $62906142.42       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9373 | 2054-10-01      | 5.0000%  |  | $6765.30           | $6718.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9365 | 2054-10-01      | 5.5000%  |  | $930.93            | $939.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9339 | 2054-10-01      | 6.0000%  |  | $8579157.81        | $8919089.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB9230 | 2054-08-01      | 7.0000%  |  | $996.43            | $1052.06           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CICB9254 | 2039-09-01      | 6.0000%  |  | $795.20            | $831.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB9037 | 2054-08-01      | 7.0000%  |  | $10464533.75       | $11305676.46       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9021 | 2054-08-01      | 6.5000%  |  | $1392336.96        | $1479592.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9011 | 2054-08-01      | 6.0000%  |  | $816.95            | $842.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8990 | 2054-08-01      | 5.5000%  |  | $124053005.46      | $126706788.66      | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8977 | 2054-08-01      | 5.0000%  |  | $1845.91           | $1833.09           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7810 | 2054-01-01      | 6.5000%  |  | $485.10            | $504.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7785 | 2054-01-01      | 6.0000%  |  | $2887422.72        | $3000982.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7643 | 2053-12-01      | 6.0000%  |  | $706.17            | $735.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7601 | 2053-12-01      | 6.0000%  |  | $178358.89         | $184133.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB8116 | 2054-03-01      | 4.5000%  |  | $13468947.87       | $13078402.25       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  |  | $22544731.76       | $18220802.52       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 NP885032 | 2036-05-01      | 6.5000%  |  | $0.50              | $0.50              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCC2175 | 2056-03-01      | 4.5000%  |  | $1023.02           | $994.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC1878 | 2056-01-01      | 6.0000%  |  | $1004.77           | $1039.27           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1849 | 2056-01-01      | 5.5000%  |  | $35296438.06       | $36027862.61       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1395 | 2055-11-01      | 5.5000%  |  | $38995197.39       | $39512403.68       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1219 | 2055-10-01      | 5.5000%  |  | $41518055.77       | $42341870.86       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC1033 | 2055-09-01      | 6.0000%  |  | $71573807.06       | $74420368.94       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1692 | 2055-12-01      | 5.5000%  |  | $177995.56         | $182328.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1677 | 2055-12-01      | 5.0000%  |  | $167725823.30      | $166956073.64      | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1672 | 2055-12-01      | 5.0000%  |  | $1004.00           | $1004.93           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0588 | 2055-05-01      | 6.0000%  |  | $13155331.71       | $13557477.05       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0564 | 2055-06-01      | 5.5000%  |  | $946.05            | $969.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0860 | 2055-08-01      | 5.5000%  |  | $986.69            | $998.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9776 | 2055-01-01      | 5.0000%  |  | $5957.19           | $5944.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6066 | 2053-04-01      | 5.0000%  |  | $30544167.66       | $30579069.47       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6732 | 2053-06-01      | 5.0000%  |  | $869.68            | $863.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8361 | 2054-04-01      | 6.5000%  |  | $1235.73           | $1286.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX8625 | 2053-04-01      | 5.0000%  |  | $14652186.75       | $14507198.48       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW5447 | 2052-07-01      | 5.0000%  |  | $686496.80         | $689816.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM3279 | 2045-10-01      | 3.5000%  |  | $355.11            | $333.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6469 | 2053-06-01      | 6.5000%  |  | $14708895.54       | $15395781.36       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7905 | 2053-10-01      | 5.5000%  |  | $21051896.42       | $21275727.19       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB6318 | 2054-06-01      | 6.5000%  |  | $819.68            | $855.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5794 | 2055-08-01      | 6.5000%  |  | $1622.37           | $1684.62           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY9384 | 2055-08-01      | 5.5000%  |  | $964.59            | $973.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC1028 | 2055-09-01      | 6.0000%  |  | $10167848.76       | $10599911.16       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBV7928 | 2052-08-01      | 4.5000%  |  | $763116.08         | $740206.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIBV5451 | 2041-03-01      | 4.5000%  |  | $1000.00           | $998.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV5067 | 2052-07-01      | 5.0000%  |  | $1894.75           | $1898.49           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBU4620 | 2054-05-01      | 5.5000%  |  | $7383.15           | $7457.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBU4358 | 2053-12-01      | 5.5000%  |  | $568.01            | $573.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBT8059 | 2053-03-01      | 6.0000%  |  | $931413.88         | $959439.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT0226 | 2051-09-01      | 2.5000%  |  | $24763365.28       | $21266018.68       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBT0101 | 2036-05-01      | 2.0000%  |  | $433.94            | $399.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB8015 | 2054-07-01      | 6.5000%  |  | $705.36            | $741.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDB2845 | 2054-10-01      | 4.5000%  |  | $924.31            | $895.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB1933 | 2054-09-01      | 5.5000%  |  | $957.29            | $966.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA0598 | 2053-11-01      | 6.5000%  |  | $782.67            | $833.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ4762 | 2045-10-01      | 3.5000%  |  | $134.29            | $125.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY7811 | 2045-04-01      | 3.0000%  |  | $257083.65         | $234855.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAV5576 | 2044-02-01      | 4.5000%  |  | $90.46             | $89.30             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAV1870 | 2043-12-01      | 4.5000%  |  | $109.33            | $107.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT8420 | 2043-06-01      | 3.5000%  |  | $155.35            | $146.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT4141 | 2043-05-01      | 3.0000%  |  | $7640396.96        | $6993744.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB9808 | 2054-09-01      | 6.5000%  |  | $941.27            | $998.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT2665 | 2043-04-01      | 3.0000%  |  | $259.21            | $237.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8453 | 2046-12-01      | 3.0000%  |  | $243.99            | $219.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5372 | 2045-07-01      | 3.5000%  |  | $18247042.95       | $17125153.93       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAS0725 | 2033-10-01      | 3.5000%  |  | $1923993.86        | $1879514.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CNMA5848 | 2035-09-01      | 5.5000%  |  | $794.14            | $812.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5879 | 2055-11-01      | 5.5000%  |  | $1045.32           | $1052.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CNMA5811 | 2035-07-01      | 5.5000%  |  | $670.62            | $686.34            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY4580 | 2055-06-01      | 5.5000%  |  | $9067684.56        | $9168973.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS4371 | 2052-02-01      | 3.5000%  |  | $40438.95          | $37160.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS3377 | 2052-05-01      | 4.0000%  |  | $740.12            | $708.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS2807 | 2052-09-01      | 5.0000%  |  | $782.66            | $782.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS2041 | 2051-08-01      | 2.0000%  |  | $1532.54           | $1240.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFM6264 | 2036-02-01      | 3.0000%  |  | $449.48            | $433.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM3643 | 2050-03-01      | 4.0000%  |  | $348367.22         | $331816.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM1682 | 2029-03-01      | 2.5000%  |  | $29163.64          | $28812.90          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFA4782 | 2037-06-01      | 2.0000%  |  | $1024.00           | $940.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFA4139 | 2052-04-01      | 2.0000%  |  | $19946551.14       | $16127817.17       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA3107 | 2053-12-01      | 5.5000%  |  | $107021798.94      | $108170606.57      | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  |  | $5029392.71        | $5080558.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5073 | 2053-07-01      | 6.0000%  |  | $47444201.73       | $48800631.46       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  |  | $16341236.38       | $16788463.34       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  |  | $110847129.77      | $113854412.40      | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  |  | $727.91            | $735.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  |  | $818.00            | $793.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  |  | $14856438.52       | $14408888.31       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5388 | 2054-06-01      | 5.5000%  |  | $4293888.98        | $4327515.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRMA1177 | 2042-09-01      | 3.5000%  |  | $124.64            | $117.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CJMA0964 | 2027-01-01      | 3.0000%  |  | $4.65              | $4.63              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB9659 | 2043-06-01      | 3.0000%  |  | $217.69            | $199.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB8725 | 2043-03-01      | 3.5000%  |  | $10187002.32       | $9646751.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB6496 | 2042-10-01      | 3.0000%  |  | $194.55            | $178.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 NP995509 | 2039-01-01      | 5.5000%  |  | $5.45              | $5.56              | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CZ947554 | 2047-10-01      | 7.0000%  |  | $34395.68          | $34807.10          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL940768 | 2037-06-01      | 6.0000%  |  | $9.85              | $10.31             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL928913 | 2037-11-01      | 6.0000%  |  | $56.59             | $59.09             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL928224 | 2037-04-01      | 6.5000%  |  | $11.62             | $12.15             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 NP922741 | 2037-03-01      | 5.5000%  |  | $1.72              | $1.72              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3182 | 2047-11-01      | 3.5000%  |  | $268.30            | $249.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 NP901421 | 2036-10-01      | 6.0000%  |  | $37621.73          | $37793.70          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL900928 | 2037-02-01      | 6.5000%  |  | $9.53              | $10.12             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 NP891142 | 2036-06-01      | 6.0000%  |  | $42.97             | $43.28             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL889711 | 2038-07-01      | 6.5000%  |  | $7.15              | $7.61              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 ZLFP0128 | 2054-06-01      | 6.5000%  |  | $682.89            | $709.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS7909 | 2054-02-01      | 6.0000%  |  | $6898.73           | $7173.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS7611 | 2054-01-01      | 4.5000%  |  | $1258390.50        | $1225823.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA2770 | 2055-07-01      | 6.0000%  |  | $908.42            | $931.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2520 | 2055-08-01      | 5.5000%  |  | $13999446.38       | $14244609.35       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9784 | 2055-01-01      | 5.0000%  |  | $32173641.95       | $32000472.70       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI6398 | 2054-06-01      | 5.5000%  |  | $858.70            | $878.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS6310 | 2053-11-01      | 6.0000%  |  | $729.18            | $752.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAZ0857 | 2045-07-01      | 3.0000%  |  | $206.37            | $188.08            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  |  | $112779.10         | $117963.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBP5878 | 2050-06-01      | 2.5000%  |  | $46950.90          | $39872.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS4976 | 2045-05-01      | 3.0000%  |  | $141.30            | $128.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8552 | 2054-05-01      | 6.5000%  |  | $742.51            | $786.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5289 | 2052-12-01      | 5.5000%  |  | $14478178.87       | $14853762.13       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL890587 | 2042-05-01      | 4.5000%  |  | $157106.93         | $155564.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX6113 | 2053-01-01      | 6.0000%  |  | $504.91            | $520.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB5434 | 2054-07-01      | 5.5000%  |  | $1945949.13        | $1960990.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8817 | 2051-02-01      | 2.0000%  |  | $695.67            | $563.91            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD4995 | 2052-03-01      | 3.5000%  |  | $770.62            | $712.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS6516 | 2052-09-01      | 4.5000%  |  | $866.56            | $842.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9780 | 2055-01-01      | 5.0000%  |  | $944.93            | $938.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9890 | 2054-02-01      | 5.5000%  |  | $889.17            | $910.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA3412 | 2055-10-01      | 5.5000%  |  | $902.47            | $909.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5971 | 2056-02-01      | 5.0000%  |  | $14625118.70       | $14447330.89       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 ZLFP0143 | 2054-12-01      | 6.5000%  |  | $48420740.65       | $50307680.79       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF5367 | 2055-12-01      | 5.0000%  |  | $996.99            | $995.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5941 | 2056-01-01      | 3.5000%  |  | $10911.37          | $10008.04          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1679 | 2055-12-01      | 5.0000%  |  | $35327754.79       | $35137573.72       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY2475 | 2055-05-01      | 6.0000%  |  | $966.89            | $998.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA1423 | 2054-04-01      | 4.5000%  |  | $7853456.78        | $7617696.01        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  |  | $49142002.12       | $50264405.44       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5759 | 2055-07-01      | 5.0000%  |  | $1933.03           | $1909.53           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  |  | $9071.77           | $8961.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5587 | 2055-01-01      | 6.0000%  |  | $706.44            | $722.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  |  | $797.76            | $803.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CNMA5434 | 2034-05-01      | 4.0000%  |  | $652.18            | $643.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5422 | 2054-07-01      | 6.5000%  |  | $8234007.42        | $8549918.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY7856 | 2055-07-01      | 5.5000%  |  | $30081964.83       | $30324555.81       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY7575 | 2055-07-01      | 6.0000%  |  | $1014.98           | $1055.29           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY7572 | 2055-07-01      | 5.5000%  |  | $12370337.36       | $12470095.88       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5209 | 2055-06-01      | 6.0000%  |  | $847.79            | $867.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY4504 | 2055-06-01      | 5.5000%  |  | $9394563.34        | $9489291.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY3445 | 2055-05-01      | 5.5000%  |  | $959.56            | $966.68            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY3462 | 2055-05-01      | 5.0000%  |  | $1230.25           | $1222.11           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY2367 | 2055-05-01      | 6.0000%  |  | $855.55            | $877.51            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX8544 | 2055-02-01      | 6.5000%  |  | $990.07            | $1049.75           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX8008 | 2055-03-01      | 7.0000%  |  | $522.00            | $557.13            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX3908 | 2055-01-01      | 5.0000%  |  | $1905.83           | $1891.87           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX1995 | 2054-12-01      | 6.0000%  |  | $8234715.30        | $8446718.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX0557 | 2054-12-01      | 6.5000%  |  | $574.77            | $596.97            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX0553 | 2054-12-01      | 6.0000%  |  | $1588.39           | $1625.13           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAE0628 | 2040-11-01      | 4.0000%  |  | $8791435.00        | $8491676.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9974 | 2056-03-01      | 5.5000%  |  | $4789366.00        | $4876902.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9503 | 2056-04-01      | 5.5000%  |  | $4973682.00        | $5035700.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA8314 | 2056-03-01      | 5.0000%  |  | $4999500.00        | $4939339.35        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA3781 | 2056-01-01      | 5.0000%  |  | $4919246.64        | $4904423.31        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA0881 | 2055-12-01      | 5.5000%  |  | $825707.92         | $831767.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ3305 | 2055-09-01      | 5.0000%  |  | $1984.25           | $1961.23           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF9092 | 2056-01-01      | 6.0000%  |  | $984.64            | $1013.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF7765 | 2056-01-01      | 5.0000%  |  | $9255700.35        | $9177375.53        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7152 | 2055-10-01      | 6.5000%  |  | $996.17            | $1043.11           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ2623 | 2055-09-01      | 5.5000%  |  | $949.45            | $966.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA1403 | 2055-04-01      | 5.0000%  |  | $1719.81           | $1710.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC1801 | 2056-01-01      | 6.0000%  |  | $29736453.75       | $30706754.23       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF3139 | 2056-01-01      | 5.0000%  |  | $6975.70           | $6916.67           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1676 | 2055-12-01      | 5.0000%  |  | $16261479.92       | $16208982.45       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF9859 | 2056-01-01      | 5.5000%  |  | $998.82            | $1017.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC0687 | 2055-07-01      | 5.0000%  |  | $33185121.39       | $33098430.80       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  |  | $5112259.41        | $4938733.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA3688 | 2056-01-01      | 5.0000%  |  | $4767759.23        | $4711145.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFA4122 | 2053-12-01      | 2.0000%  |  | $16467129.33       | $13291635.56       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA3055 | 2056-01-01      | 5.5000%  |  | $4275114.81        | $4364551.64        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA3786 | 2056-01-01      | 5.0000%  |  | $5008970.14        | $4988326.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1772 | 2055-06-01      | 5.5000%  |  | $1697140.16        | $1714193.59        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ7563 | 2055-10-01      | 6.0000%  |  | $996.92            | $1020.05           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ6427 | 2055-11-01      | 5.0000%  |  | $12201914.86       | $12054523.87       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ4920 | 2055-10-01      | 5.0000%  |  | $11262430.13       | $11133617.96       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ4636 | 2055-10-01      | 5.0000%  |  | $9141898.44        | $9037193.23        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ4631 | 2055-10-01      | 5.5000%  |  | $17314046.01       | $17506635.91       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3230 | 2055-09-01      | 6.0000%  |  | $9712898.49        | $9975020.48        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ2366 | 2055-09-01      | 5.5000%  |  | $956.66            | $975.58            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0995 | 2049-06-01      | 3.5000%  |  | $670.00            | $625.85            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0837 | 2052-01-01      | 3.0000%  |  | $1831085.15        | $1638870.65        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0821 | 2052-01-01      | 3.5000%  |  | $635.81            | $587.81            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB0712 | 2037-07-01      | 3.0000%  |  | $8786.58           | $8425.01           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZT1353 | 2048-02-01      | 3.5000%  |  | $161.32            | $149.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9778 | 2055-01-01      | 5.0000%  |  | $933.91            | $928.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9777 | 2055-01-01      | 5.0000%  |  | $33456338.18       | $33335148.19       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8842 | 2054-07-01      | 5.5000%  |  | $1069171.42        | $1084025.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8865 | 2054-07-01      | 6.5000%  |  | $1553.42           | $1650.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8864 | 2054-07-01      | 6.5000%  |  | $13506980.82       | $14365588.08       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8835 | 2054-07-01      | 5.5000%  |  | $2576081.17        | $2628471.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8722 | 2054-06-01      | 6.5000%  |  | $2393815.99        | $2528747.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB8656 | 2054-06-01      | 4.5000%  |  | $1802.63           | $1744.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8340 | 2054-04-01      | 6.0000%  |  | $31167010.83       | $32235322.46       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8137 | 2054-03-01      | 5.5000%  |  | $785526.55         | $805355.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAW9268 | 2044-07-01      | 3.5000%  |  | $35039.46          | $33023.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8145 | 2054-03-01      | 5.5000%  |  | $806.27            | $814.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5765 | 2053-02-01      | 6.5000%  |  | $511.11            | $533.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $51259705.27       | $50870832.07       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5293 | 2054-03-01      | 4.5000%  |  | $880.80            | $851.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS7278 | 2053-11-01      | 5.0000%  |  | $1025171.05        | $1016971.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6565 | 2050-08-01      | 2.5000%  |  | $226581.25         | $194079.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5854 | 2053-03-01      | 6.0000%  |  | $13609106.09       | $14199564.38       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6564 | 2053-02-01      | 5.5000%  |  | $6116.84           | $6229.54           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6849 | 2053-08-01      | 5.5000%  |  | $5072.32           | $5133.73           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  |  | $26858.62          | $24877.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4553 | 2052-09-01      | 4.5000%  |  | $778.30            | $758.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA2843 | 2055-03-01      | 6.5000%  |  | $819741.78         | $851807.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC7619 | 2054-10-01      | 6.0000%  |  | $986.71            | $1023.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7357 | 2050-10-01      | 2.5000%  |  | $600.59            | $515.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  |  | $707.98            | $718.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBU8600 | 2052-01-01      | 3.0000%  |  | $785.02            | $697.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9020 | 2054-08-01      | 6.5000%  |  | $764.59            | $813.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8673 | 2054-06-01      | 5.0000%  |  | $11291760.89       | $11292174.92       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ5565 | 2055-10-01      | 5.5000%  |  | $1963.06           | $1980.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  |  | $862.90            | $869.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA5740 | 2050-05-01      | 3.5000%  |  | $389.49            | $361.44            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF7373 | 2053-02-01      | 6.0000%  |  | $917211.70         | $942871.62         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9300 | 2053-06-01      | 5.5000%  |  | $3920220.84        | $3976681.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6572 | 2050-08-01      | 2.5000%  |  | $192274642.88      | $163357946.54      | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7205 | 2048-07-01      | 4.5000%  |  | $681323.22         | $672726.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD7561 | 2053-02-01      | 4.0000%  |  | $755.49            | $721.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9329 | 2054-10-01      | 5.5000%  |  | $8216385.35        | $8317983.69        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY7118 | 2055-07-01      | 5.5000%  |  | $905.71            | $918.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2294 | 2055-07-01      | 5.5000%  |  | $1926.46           | $1969.53           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4777 | 2048-07-01      | 3.5000%  |  | $77.66             | $72.10             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4768 | 2048-05-01      | 3.5000%  |  | $110877.00         | $103073.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3962 | 2049-03-01      | 4.5000%  |  | $380.59            | $376.13            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3VZN0665 | 2043-03-01      | 3.5000%  |  | $606.98            | $570.06            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  |  | $8047.13           | $7409.61           | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC H09187 G | 2038-12-01      | 6.0000%  |  | $20778.68          | $21034.53          | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC G08864 G | 2049-02-01      | 5.0000%  |  | $67878.94          | $68297.52          | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC A54475 G | 2035-03-01      | 5.0000%  |  | $162.00            | $163.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7516 | 2053-11-01      | 6.5000%  |  | $717.61            | $759.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB7472 | 2053-11-01      | 5.0000%  |  | $13030700.75       | $12968605.12       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7423 | 2053-11-01      | 5.5000%  |  | $48777716.79       | $49817088.63       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  |  | $23816458.41       | $24576370.15       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7302 | 2053-10-01      | 5.5000%  |  | $839.10            | $857.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7301 | 2053-10-01      | 5.5000%  |  | $855.42            | $875.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7241 | 2053-10-01      | 6.5000%  |  | $17771051.76       | $18579024.48       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7982 | 2054-02-01      | 5.5000%  |  | $824.74            | $837.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7054 | 2053-09-01      | 6.0000%  |  | $745.19            | $774.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6904 | 2053-08-01      | 5.0000%  |  | $15649824.44       | $15618519.58       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6745 | 2053-07-01      | 5.5000%  |  | $1580.90           | $1608.34           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6702 | 2053-07-01      | 6.0000%  |  | $676.58            | $708.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6701 | 2053-07-01      | 6.0000%  |  | $717.99            | $749.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6696 | 2053-07-01      | 5.5000%  |  | $23592115.23       | $24266527.29       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6637 | 2053-06-01      | 5.5000%  |  | $784.00            | $802.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6612 | 2053-06-01      | 5.5000%  |  | $1548.19           | $1565.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6549 | 2053-06-01      | 6.5000%  |  | $670.28            | $705.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAO9551 | 2042-07-01      | 4.0000%  |  | $167845.41         | $162088.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL8219 | 2046-02-01      | 4.0000%  |  | $74.72             | $71.77             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL7384 | 2045-09-01      | 4.5000%  |  | $56659.16          | $56206.96          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CQAL6513 | 2044-07-01      | 5.0000%  |  | $18098.34          | $18368.79          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.640 ML109162 | 2028-03-01      | 6.6400%  |  | $51209.27          | $51333.21          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA5131 | 2049-12-01      | 3.5000%  |  | $245.75            | $227.62            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CNRD5108 | 2032-08-01      | 3.0000%  |  | $471.82            | $456.32            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  |  | $9886674.23        | $9845413.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8534 | 2053-02-01      | 5.0000%  |  | $5877.78           | $5834.09           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  |  | $753.82            | $766.91            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7929 | 2052-09-01      | 4.5000%  |  | $732.62            | $710.32            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ4890 | 2054-10-01      | 5.5000%  |  | $962.24            | $986.79            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH4318 | 2053-10-01      | 5.5000%  |  | $622.95            | $629.36            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH1726 | 2053-10-01      | 6.5000%  |  | $5261857.84        | $5487263.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH0202 | 2053-09-01      | 6.5000%  |  | $688.24            | $731.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE3467 | 2055-07-01      | 6.0000%  |  | $961.70            | $986.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $21913250.55       | $17887932.52       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD1131 | 2052-07-01      | 4.0000%  |  | $729.16            | $691.33            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA8714 | 2053-04-01      | 4.5000%  |  | $5924.18           | $5742.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7987 | 2050-12-01      | 2.0000%  |  | $7573037.63        | $6181958.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY8301 | 2053-08-01      | 5.0000%  |  | $291697.80         | $291384.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB4926 | 2052-10-01      | 6.0000%  |  | $708.82            | $742.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  |  | $776.43            | $782.51            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  |  | $17297196.43       | $17433538.69       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8322 | 2053-05-01      | 4.5000%  |  | $819.72            | $793.70            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  |  | $1057.13           | $934.04            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6812 | 2054-10-01      | 5.5000%  |  | $844.55            | $855.21            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD6647 | 2052-07-01      | 3.5000%  |  | $87354.55          | $80122.70          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6577 | 2054-09-01      | 5.5000%  |  | $832.18            | $839.82            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5882 | 2054-07-01      | 6.0000%  |  | $18452765.65       | $19275777.45       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD5573 | 2052-08-01      | 3.0000%  |  | $833.29            | $740.55            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD3046 | 2053-03-01      | 6.5000%  |  | $2144277.77        | $2280734.61        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD1853 | 2052-11-01      | 5.5000%  |  | $139017.87         | $143062.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7218 | 2050-10-01      | 2.0000%  |  | $633.84            | $514.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8059 | 2050-12-01      | 2.0000%  |  | $20386839.64       | $16408789.61       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7016 | 2045-09-01      | 2.0000%  |  | $598.31            | $498.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6931 | 2050-09-01      | 2.5000%  |  | $37304427.81       | $31686356.10       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6913 | 2050-09-01      | 2.5000%  |  | $22855953.77       | $19413809.03       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6908 | 2050-09-01      | 2.0000%  |  | $609.47            | $495.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6720 | 2050-08-01      | 2.5000%  |  | $44523637.90       | $37818303.81       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  |  | $328171.16         | $279831.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6601 | 2050-08-01      | 2.5000%  |  | $471.86            | $402.35            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1608 | 2052-09-01      | 4.5000%  |  | $766.16            | $742.05            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTRB5127 | 2041-09-01      | 3.0000%  |  | $1107992.73        | $1029355.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2291 | 2051-12-01      | 2.5000%  |  | $316536.30         | $267543.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  |  | $649.75            | $667.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA1473 | 2053-09-01      | 6.5000%  |  | $497.10            | $518.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  |  | $876.23            | $885.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS3615 | 2051-07-01      | 2.5000%  |  | $1550.16           | $1322.52           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY4516 | 2055-06-01      | 6.0000%  |  | $850.80            | $871.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 NP915801 | 2037-08-01      | 6.5000%  |  | $155978.77         | $157976.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CQMA1169 | 2042-09-01      | 4.0000%  |  | $98.34             | $95.51             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS9562 | 2047-05-01      | 3.0000%  |  | $13622839.30       | $12255514.92       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY2758 | 2053-06-01      | 5.5000%  |  | $5958.62           | $6136.09           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS3021 | 2052-10-01      | 4.0000%  |  | $9661167.03        | $9159871.62        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG7618 | 2053-07-01      | 6.0000%  |  | $28306058.22       | $29100835.73       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6418 | 2053-05-01      | 5.0000%  |  | $867264.21         | $860592.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7144 | 2053-09-01      | 6.5000%  |  | $709.76            | $739.26            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG0181 | 2053-04-01      | 5.5000%  |  | $1355.64           | $1390.93           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG2368 | 2053-04-01      | 6.0000%  |  | $687.75            | $717.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 NPAE0290 | 2040-03-01      | 4.5000%  |  | $66.29             | $65.74             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAE0028 | 2039-10-01      | 6.0000%  |  | $29781.51          | $31344.38          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5916 | 2040-12-01      | 5.0000%  |  | $12749049.57       | $12878511.93       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7110 | 2053-09-01      | 5.5000%  |  | $820.21            | $831.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7102 | 2053-09-01      | 5.5000%  |  | $34534789.85       | $35295568.23       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7101 | 2053-09-01      | 5.5000%  |  | $11007748.01       | $11280204.45       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6008 | 2053-04-01      | 4.5000%  |  | $14703559.27       | $14254556.68       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5866 | 2053-03-01      | 6.5000%  |  | $607.28            | $638.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5856 | 2053-03-01      | 6.0000%  |  | $9859585.37        | $10239090.67       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5728 | 2053-02-01      | 5.5000%  |  | $30919.03          | $31328.10          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5647 | 2053-02-01      | 5.5000%  |  | $900.38            | $921.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  |  | $15171459.51       | $14726920.57       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6257 | 2053-05-01      | 5.5000%  |  | $803.70            | $820.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5135 | 2052-11-01      | 5.5000%  |  | $28503277.06       | $29295791.67       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  |  | $755.35            | $750.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4812 | 2052-10-01      | 5.0000%  |  | $1037558.98        | $1030752.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  |  | $1541.14           | $1529.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4683 | 2052-09-01      | 5.0000%  |  | $83782.19          | $83856.06          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4634 | 2052-09-01      | 5.5000%  |  | $11218.33          | $11560.44          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB4611 | 2052-09-01      | 4.0000%  |  | $644.08            | $610.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4620 | 2052-09-01      | 5.0000%  |  | $718.69            | $717.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4573 | 2052-09-01      | 5.0000%  |  | $769.76            | $763.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  |  | $648.59            | $676.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5303 | 2052-12-01      | 6.0000%  |  | $1237.34           | $1291.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  |  | $770.34            | $791.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3760 | 2052-05-01      | 3.5000%  |  | $307871.26         | $283554.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3610 | 2052-05-01      | 4.0000%  |  | $755.18            | $722.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3600 | 2052-05-01      | 3.5000%  |  | $8105.29           | $7467.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3308 | 2047-04-01      | 3.0000%  |  | $27158998.04       | $24364934.64       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB2784 | 2052-01-01      | 2.0000%  |  | $770.34            | $622.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2398 | 2051-12-01      | 2.5000%  |  | $55223.58          | $47372.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ6682 | 2051-08-01      | 2.0000%  |  | $710602.66         | $575237.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ1254 | 2050-09-01      | 2.0000%  |  | $15427691.19       | $12529069.72       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBO1776 | 2049-07-01      | 4.0000%  |  | $9323434.31        | $8939330.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBN6595 | 2049-05-01      | 3.5000%  |  | $118.83            | $110.13            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS3544 | 2042-04-01      | 3.5000%  |  | $155.92            | $147.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6188 | 2053-05-01      | 5.5000%  |  | $802.34            | $821.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2401 | 2051-12-01      | 2.5000%  |  | $721.02            | $608.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6573 | 2050-08-01      | 2.5000%  |  | $254572797.86      | $216393581.84      | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5049 | 2052-11-01      | 6.0000%  |  | $1497.10           | $1548.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4393 | 2052-08-01      | 4.5000%  |  | $46577717.64       | $45266974.09       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY2060 | 2053-05-01      | 5.5000%  |  | $681.40            | $688.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE0308 | 2055-06-01      | 5.5000%  |  | $940.49            | $953.49            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY0098 | 2055-04-01      | 5.0000%  |  | $996.52            | $986.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0076 | 2055-03-01      | 5.5000%  |  | $1929.25           | $1961.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL934095 | 2038-07-01      | 6.5000%  |  | $7.81              | $8.30              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  |  | $775.02            | $769.42            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG8518 | 2053-08-01      | 6.5000%  |  | $880.71            | $931.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3623 | 2052-05-01      | 4.0000%  |  | $19755650.23       | $18940993.06       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6262 | 2053-05-01      | 6.0000%  |  | $12589040.37       | $13139055.54       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  |  | $736.25            | $735.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3184 | 2052-03-01      | 4.0000%  |  | $553.71            | $526.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC2815 | 2046-09-01      | 3.0000%  |  | $178.55            | $161.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6700 | 2053-07-01      | 6.0000%  |  | $742.11            | $775.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7049 | 2053-09-01      | 5.5000%  |  | $28633848.58       | $29419599.56       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9816 | 2055-01-01      | 6.0000%  |  | $825.62            | $847.81            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7546 | 2053-02-01      | 5.5000%  |  | $985977.04         | $1013928.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB0731 | 2037-06-01      | 2.5000%  |  | $592.93            | $560.96            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $57405391.05       | $57991978.45       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTMA3988 | 2040-04-01      | 3.0000%  |  | $228.84            | $213.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5658 | 2053-02-01      | 6.5000%  |  | $1381.54           | $1453.40           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQA1839 | 2049-08-01      | 4.0000%  |  | $329941.03         | $315837.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS7595 | 2051-11-01      | 3.0000%  |  | $951.65            | $856.30            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX4668 | 2055-02-01      | 5.0000%  |  | $961.14            | $956.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0847 | 2055-08-01      | 5.5000%  |  | $967.83            | $993.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL930672 | 2039-03-01      | 4.5000%  |  | $1216143.71        | $1204213.34        | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC L10154 G | 2034-01-01      | 5.5000%  |  | $45.62             | $46.16             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB8579 | 2043-02-01      | 3.5000%  |  | $176.85            | $166.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  |  | $12270.79          | $12140.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8706 | 2054-06-01      | 6.0000%  |  | $8749176.68        | $9017723.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS4273 | 2053-04-01      | 5.0000%  |  | $789.04            | $783.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6747 | 2053-07-01      | 5.5000%  |  | $1690.50           | $1716.09           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  |  | $354078.14         | $324079.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBT9193 | 2051-11-01      | 2.0000%  |  | $136582.43         | $110217.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN6554 | 2049-05-01      | 4.5000%  |  | $474.17            | $465.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN1642 | 2048-11-01      | 4.5000%  |  | $532.12            | $525.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN0714 | 2048-09-01      | 5.0000%  |  | $634.29            | $636.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM4027 | 2048-05-01      | 3.5000%  |  | $308.63            | $288.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBH9284 | 2048-02-01      | 4.5000%  |  | $5255577.05        | $5216039.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  |  | $9026675.56        | $8798291.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBD4377 | 2046-09-01      | 3.5000%  |  | $227.00            | $212.24            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF4944 | 2052-12-01      | 5.5000%  |  | $686.16            | $694.22            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF1101 | 2052-10-01      | 5.0000%  |  | $643.49            | $638.40            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9582 | 2052-09-01      | 5.0000%  |  | $672.28            | $666.84            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9124 | 2052-09-01      | 5.0000%  |  | $632.27            | $627.84            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE2335 | 2052-05-01      | 4.0000%  |  | $721.35            | $686.67            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA3079 | 2049-10-01      | 3.5000%  |  | $352.56            | $327.09            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G31029 G | 2036-11-01      | 4.0000%  |  | $184.11            | $182.04            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD4363 | 2053-09-01      | 5.5000%  |  | $811.32            | $830.31            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3740 | 2053-09-01      | 6.0000%  |  | $8004.02           | $8323.28           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8508 | 2055-02-01      | 6.5000%  |  | $601.11            | $624.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2629 | 2052-01-01      | 2.5000%  |  | $719.54            | $614.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB1155 | 2051-07-01      | 3.5000%  |  | $8280777.35        | $7745612.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1027 | 2051-07-01      | 2.5000%  |  | $715.54            | $604.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  |  | $8255298.02        | $7429025.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7739 | 2050-11-01      | 2.5000%  |  | $10269306.02       | $8770904.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7281 | 2050-10-01      | 2.0000%  |  | $27772337.98       | $22767197.98       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAZ8665 | 2045-11-01      | 4.5000%  |  | $292.65            | $288.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF5029 | 2055-11-01      | 5.5000%  |  | $496449.16         | $500173.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF5036 | 2055-11-01      | 6.5000%  |  | $996.86            | $1041.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE6669 | 2055-08-01      | 6.0000%  |  | $1001.03           | $1038.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDE4787 | 2055-07-01      | 4.5000%  |  | $979479.80         | $953013.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE5319 | 2055-09-01      | 6.0000%  |  | $993.78            | $1017.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE3616 | 2055-07-01      | 6.0000%  |  | $989.28            | $1024.02           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE1166 | 2055-06-01      | 6.5000%  |  | $1644.04           | $1710.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CNMA4331 | 2031-05-01      | 1.5000%  |  | $367.16            | $347.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CTMA4151 | 2040-10-01      | 1.5000%  |  | $674.58            | $573.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA3931 | 2035-02-01      | 3.0000%  |  | $148.14            | $142.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3872 | 2049-12-01      | 3.5000%  |  | $141.27            | $130.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS5977 | 2053-10-01      | 6.0000%  |  | $32548180.28       | $33930794.43       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS5698 | 2053-08-01      | 5.5000%  |  | $5679477.03        | $5838799.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS5691 | 2052-06-01      | 3.5000%  |  | $803.75            | $742.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS5150 | 2053-06-01      | 5.0000%  |  | $25884430.37       | $25771410.33       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4872 | 2053-06-01      | 5.5000%  |  | $13181204.52       | $13433338.99       | Agency Mortgage-Backed Securities |

### Security 134: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 857449004, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MB0744 M     | 2055-11-20      | 4.5000%  |  | $39705194.00       | $38412591.41       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0556 M     | 2055-08-20      | 5.5000%  |  | $11743592.16       | $11859657.99       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0555 M     | 2055-08-20      | 5.0000%  |  | $11808338.40       | $11730576.56       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0485 M     | 2055-07-20      | 5.5000%  |  | $85353140.45       | $86226587.56       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX9775 | 2053-04-01      | 6.0000%  |  | $1636205.90        | $1710771.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8795 | 2052-09-01      | 5.0000%  |  | $1050162.72        | $1053540.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW8786 | 2052-09-01      | 4.5000%  |  | $170354.90         | $164884.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW5900 | 2052-08-01      | 5.0000%  |  | $1438567.22        | $1431739.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW3706 | 2052-07-01      | 5.0000%  |  | $639409.50         | $635494.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW1846 | 2053-03-01      | 4.5000%  |  | $910443.30         | $882360.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV9939 | 2052-06-01      | 3.5000%  |  | $3325737.58        | $3060106.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV9891 | 2052-06-01      | 3.5000%  |  | $623785.09         | $575916.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV7331 | 2052-07-01      | 5.0000%  |  | $523029.48         | $519409.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV5067 | 2052-07-01      | 5.0000%  |  | $947.38            | $949.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBU8600 | 2052-01-01      | 3.0000%  |  | $1179115.45        | $1048355.08        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBS7978 | 2033-05-01      | 4.6200%  |  | $50000000.00       | $50586400.00       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  |  | $41715513.69       | $42134059.33       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0365 M     | 2055-05-20      | 5.0000%  |  | $85140669.60       | $84606553.83       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0146 M     | 2055-01-20      | 5.0000%  |  | $18173875.60       | $18061791.26       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0091 M     | 2054-12-20      | 5.0000%  |  | $27480521.10       | $27311699.11       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  |  | $82158180.30       | $81655755.67       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0870 M     | 2056-01-20      | 4.5000%  |  | $39860029.20       | $38550627.24       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0484 M     | 2055-07-20      | 5.0000%  |  | $26961118.32       | $26784163.52       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN0714 | 2048-09-01      | 5.0000%  |  | $835644.62         | $839047.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ7337 | 2048-10-01      | 4.5000%  |  | $1061201.77        | $1045082.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBA3095 | 2046-01-01      | 3.5000%  |  | $2102450.79        | $1974175.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB5596 | 2054-06-01      | 6.5000%  |  | $1891293.24        | $2009706.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL831395 | 2036-04-01      | 6.0000%  |  | $16.05             | $16.85             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAV1870 | 2043-12-01      | 4.5000%  |  | $293626.31         | $289647.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN6554 | 2049-05-01      | 4.5000%  |  | $488297.17         | $479724.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6483 C     | 2056-01-20      | 5.5000%  |  | $8024802.84        | $8182837.95        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA0881 | 2055-12-01      | 5.5000%  |  | $2737973.90        | $2758066.07        | Agency Mortgage-Backed Securities |
| FMAC FMAR 8C1328 G        | 2056-01-01      | 4.5500%  |  | $53209631.78       | $52930423.12       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ7563 | 2055-10-01      | 6.0000%  |  | $1730161.22        | $1770311.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 NPAE0290 | 2040-03-01      | 4.5000%  |  | $662527.17         | $656969.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAD3135 | 2040-04-01      | 5.5000%  |  | $845450.62         | $870844.01         | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LBAC8041 | 2040-01-01      | 6.0850%  |  | $47519.56          | $49311.80          | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LBAC5428 | 2039-11-01      | 6.2750%  |  | $139309.11         | $144622.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAC1509 | 2039-08-01      | 6.0000%  |  | $594192.15         | $619827.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAU5883 | 2043-09-01      | 4.0000%  |  | $2529020.15        | $2440626.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRAP9766 | 2042-10-01      | 4.0000%  |  | $120611.87         | $116992.59         | Agency Mortgage-Backed Securities |
| FMAC FMAR 420346 G        | 2037-07-01      | 5.0400%  |  | $40873.29          | $40799.31          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH4318 | 2053-10-01      | 5.5000%  |  | $397441.78         | $401532.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH0202 | 2053-09-01      | 6.5000%  |  | $765817.99         | $814405.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG2368 | 2053-04-01      | 6.0000%  |  | $729979.15         | $761653.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG0612 | 2053-04-01      | 6.0000%  |  | $956921.47         | $1004446.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL995941 | 2039-07-01      | 6.5000%  |  | $956536.53         | $1005976.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 NP995218 | 2038-10-01      | 6.5000%  |  | $18024.68          | $17983.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL934095 | 2038-07-01      | 6.5000%  |  | $7.49              | $7.96              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL928224 | 2037-04-01      | 6.5000%  |  | $415379.01         | $434284.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 NP922741 | 2037-03-01      | 5.5000%  |  | $131239.70         | $131754.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 NP900174 | 2036-08-01      | 6.0000%  |  | $239858.01         | $243340.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 NP897064 | 2036-07-01      | 6.0000%  |  | $28.77             | $28.53             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 NP891142 | 2036-06-01      | 6.0000%  |  | $107041.81         | $107810.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 NP885032 | 2036-05-01      | 6.5000%  |  | $0.80              | $0.81              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM1173 | 2049-06-01      | 4.0000%  |  | $2732282.87        | $2615773.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB7769 | 2054-01-01      | 4.5000%  |  | $2997286.87        | $2932302.69        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ6633 | 2036-03-01      | 4.2400%  |  | $6676000.00        | $6488159.61        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0740 | 2052-09-01      | 5.0000%  |  | $991675.09         | $996917.75         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0237 | 2052-09-01      | 5.0000%  |  | $1136271.22        | $1126589.81        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9582 | 2052-09-01      | 5.0000%  |  | $1111663.06        | $1102670.45        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC9550 | 2051-10-01      | 3.0000%  |  | $3775736.84        | $3386545.22        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA4289 | 2049-11-01      | 3.5000%  |  | $2190188.03        | $2051887.88        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q50909 G | 2047-09-01      | 4.0000%  |  | $2436597.63        | $2345452.63        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q63561 G | 2049-05-01      | 3.5000%  |  | $2106404.27        | $1975105.07        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC V81756 G | 2045-05-01      | 4.0000%  |  | $3696713.82        | $3558908.95        | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q02402 G | 2041-07-01      | 4.5000%  |  | $1933853.10        | $1917233.57        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1608 | 2052-09-01      | 4.5000%  |  | $2042638.81        | $1978369.22        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG0181 | 2053-04-01      | 5.5000%  |  | $827607.02         | $849149.91         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM8027 | 2048-09-01      | 4.5000%  |  | $1473123.51        | $1430928.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM4959 | 2047-11-01      | 4.5000%  |  | $658759.89         | $651489.82         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5910 | 2032-12-01      | 4.2300%  |  | $1250000.00        | $1238291.25        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ5426 | 2035-11-01      | 4.4800%  |  | $1963000.00        | $1949346.03        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4940 | 2035-09-01      | 4.8200%  |  | $2862000.00        | $2913821.28        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4830 | 2035-09-01      | 4.7600%  |  | $18743000.00       | $18935784.26       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4804 | 2035-09-01      | 4.8500%  |  | $14263000.00       | $14507562.91       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4047 | 2035-06-01      | 4.8900%  |  | $20100000.00       | $20489578.20       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3625 | 2035-05-01      | 4.6800%  |  | $617000.00         | $622620.25         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3450 | 2032-07-01      | 4.4100%  |  | $1791000.00        | $1797816.55        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ1826 | 2034-09-01      | 4.5700%  |  | $13457000.00       | $13481227.08       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0709 | 2034-04-01      | 4.9300%  |  | $193000.00         | $197740.53         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0585 | 2034-04-01      | 4.5700%  |  | $10000000.00       | $10037483.33       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY6210 | 2053-08-01      | 6.5000%  |  | $754405.59         | $802268.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY4521 | 2053-08-01      | 6.0000%  |  | $883632.52         | $922077.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY2449 | 2053-07-01      | 6.5000%  |  | $1020703.37        | $1085135.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY2175 | 2053-07-01      | 6.5000%  |  | $789.29            | $839.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY2663 | 2053-05-01      | 6.5000%  |  | $953866.62         | $1004250.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY0758 | 2053-05-01      | 5.5000%  |  | $839062.43         | $867044.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM0238 | 2045-10-01      | 4.0000%  |  | $2381813.06        | $2288210.98        | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC L10154 G | 2034-01-01      | 5.5000%  |  | $83741.79          | $84732.56          | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC P51366 G | 2036-11-01      | 5.5000%  |  | $80.34             | $81.40             | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC N31136 G | 2034-09-01      | 5.5000%  |  | $111.29            | $115.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX9760 | 2053-04-01      | 5.5000%  |  | $2160971.18        | $2226801.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF1101 | 2052-10-01      | 5.0000%  |  | $1009818.59        | $1001821.50        | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q34969 G | 2045-07-01      | 4.5000%  |  | $1687732.25        | $1670085.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX1138 | 2052-11-01      | 5.0000%  |  | $2187193.50        | $2205687.68        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7205 | 2048-07-01      | 4.5000%  |  | $789688.59         | $779725.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY4322 | 2053-06-01      | 6.5000%  |  | $535263.09         | $567215.98         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5065 | 2032-09-01      | 4.4800%  |  | $11625000.00       | $11679013.62       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX7360 | 2053-09-01      | 6.5000%  |  | $712584.44         | $758728.32         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q38492 G | 2046-01-01      | 4.0000%  |  | $2128742.72        | $2054456.69        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3550 | 2035-05-01      | 4.4800%  |  | $15897000.00       | $15801019.21       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL940768 | 2037-06-01      | 6.0000%  |  | $352240.92         | $368778.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAB6282 | 2042-09-01      | 3.5000%  |  | $1644574.86        | $1544590.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBD5369 | 2047-06-01      | 4.0000%  |  | $540253.21         | $517121.37         | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC G04303 G | 2038-04-01      | 6.0000%  |  | $53.52             | $56.39             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL889711 | 2038-07-01      | 6.5000%  |  | $79293.88          | $84424.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX2228 | 2052-11-01      | 5.0000%  |  | $993197.55         | $983145.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX8394 | 2053-04-01      | 5.5000%  |  | $887458.14         | $911811.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQB4522 | 2050-10-01      | 3.0000%  |  | $2659049.16        | $2372571.18        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4298 | 2035-07-01      | 4.9600%  |  | $10955000.00       | $11193428.27       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBD4377 | 2046-09-01      | 3.5000%  |  | $2264927.52        | $2117740.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBN3871 | 2049-04-01      | 4.0000%  |  | $934963.78         | $894473.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM4713 | 2047-11-01      | 4.5000%  |  | $299.65            | $291.08            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4707 | 2035-09-01      | 4.8400%  |  | $19305000.00       | $19713924.94       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBX9742 | 2053-04-01      | 4.5000%  |  | $3313006.40        | $3215918.75        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA7048 | 2050-02-01      | 3.5000%  |  | $1185481.81        | $1112689.27        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0623 M     | 2055-09-20      | 5.5000%  |  | $39265884.80       | $39649996.76       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG1222 | 2053-04-01      | 5.5000%  |  | $2571938.63        | $2644084.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW7479 | 2052-11-01      | 5.5000%  |  | $781639.79         | $809284.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0871 M     | 2056-01-20      | 5.0000%  |  | $85651116.92       | $85102664.30       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP7829 C     | 2056-01-20      | 5.5000%  |  | $35298200.04       | $36338096.76       | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SODG3297 | 2056-04-01      | 4.7810%  |  | $21291830.00       | $21345510.26       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ6651 | 2033-04-01      | 4.3400%  |  | $18265000.00       | $18171769.36       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ6077 | 2033-01-01      | 4.5800%  |  | $17662000.00       | $17814275.88       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ5264 | 2035-10-01      | 4.6800%  |  | $1600000.00        | $1613374.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0745 M     | 2055-11-20      | 5.0000%  |  | $29743854.90       | $29553573.56       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0936 M     | 2056-02-20      | 5.0000%  |  | $22955728.22       | $22808735.05       | Agency Mortgage-Backed Securities |
| FMAC FKAR 03.950 WDWD0012 | 2035-12-01      | 4.1000%  |  | $1850000.00        | $1777753.18        | Agency Mortgage-Backed Securities |

### Security 135: Fixed Income Clearing Corporation ("FICC") - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - SSB, REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 2.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR BILL 05/14/26        | 2026-05-14      | 0.0000%  |  | $700.00            | $696.96            | U.S. Treasuries (including strips) |
| USTR BILL 06/23/26        | 2026-06-23      | 0.0000%  |  | $1321400.00        | $1310485.24        | U.S. Treasuries (including strips) |
| USTR BILL 03/18/27        | 2027-03-18      | 0.0000%  |  | $2000900.00        | $1931989.00        | U.S. Treasuries (including strips) |
| FNMA FNMS 05.500 CLDC5475 | 2054-11-01      | 5.5000%  |  | $491627.98         | $495235.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA4808 | 2052-08-01      | 3.0000%  |  | $2901428.00        | $2602183.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA4744 | 2052-06-01      | 3.0000%  |  | $1017.76           | $902.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA4752 | 2055-03-01      | 6.5000%  |  | $998.63            | $1037.54           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA5461 | 2035-03-01      | 2.5000%  |  | $218094.62         | $206632.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA4819 | 2049-12-01      | 4.0000%  |  | $32435.41          | $31011.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3955 | 2049-08-01      | 3.5000%  |  | $126187.84         | $116908.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA3664 | 2049-06-01      | 4.0000%  |  | $7309.14           | $7018.89           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA4464 | 2034-11-01      | 3.0000%  |  | $254563.89         | $245239.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA4435 | 2049-10-01      | 4.5000%  |  | $131.98            | $129.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICA3278 | 2034-04-01      | 3.5000%  |  | $144.53            | $141.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2793 | 2048-12-01      | 4.5000%  |  | $222.27            | $219.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTCA2079 | 2038-07-01      | 4.5000%  |  | $2312887.90        | $2334184.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2044 | 2048-07-01      | 4.5000%  |  | $41043.36          | $40388.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2039 | 2048-07-01      | 4.0000%  |  | $76.61             | $73.38             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  |  | $16753.13          | $16827.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA1588 | 2038-04-01      | 4.0000%  |  | $2796613.99        | $2742721.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA1390 | 2048-03-01      | 4.5000%  |  | $2251414.24        | $2215360.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6116 | 2053-01-01      | 6.0000%  |  | $10720925.47       | $11082102.73       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1107 | 2052-10-01      | 5.5000%  |  | $610.56            | $625.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0445 | 2052-11-01      | 5.5000%  |  | $85358.66          | $86575.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9957 | 2052-09-01      | 5.0000%  |  | $1456463.73        | $1472098.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9343 | 2052-10-01      | 5.0000%  |  | $6857468.12        | $6837058.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW9861 | 2052-09-01      | 5.5000%  |  | $156931.13         | $160254.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW7801 | 2052-11-01      | 5.5000%  |  | $1015891.24        | $1047177.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7139 | 2052-07-01      | 5.0000%  |  | $645.35            | $640.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6197 | 2052-08-01      | 5.0000%  |  | $1929923.14        | $1948538.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5141 | 2052-10-01      | 4.5000%  |  | $94653.98          | $91644.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW2284 | 2052-08-01      | 4.5000%  |  | $269329.88         | $260856.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  |  | $172954.55         | $179075.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7928 | 2046-09-01      | 3.0000%  |  | $173.21            | $156.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CVAQ8711 | 2027-12-01      | 2.5000%  |  | $30734.35          | $30381.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ0973 | 2042-12-01      | 3.5000%  |  | $161659.89         | $151843.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAP7444 | 2042-10-01      | 3.5000%  |  | $171.92            | $162.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP1083 | 2042-08-01      | 3.5000%  |  | $644100.26         | $606527.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAO6762 | 2042-06-01      | 4.0000%  |  | $704928.16         | $683775.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL8658 | 2046-06-01      | 3.5000%  |  | $7184103.33        | $6750806.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CLAL7426 | 2038-03-01      | 8.0000%  |  | $231225.79         | $244227.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAW3585 | 2044-06-01      | 3.5000%  |  | $1997150.51        | $1876667.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA1960 | 2034-07-01      | 4.0000%  |  | $195315.69         | $193108.49         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX7524 | 2055-02-01      | 6.5000%  |  | $1852070.65        | $1956476.81        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX4264 | 2055-01-01      | 6.0000%  |  | $1063061.21        | $1094830.80        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX4233 | 2055-01-01      | 6.5000%  |  | $1009253.74        | $1050704.46        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX2475 | 2055-01-01      | 6.5000%  |  | $780.70            | $815.03            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX1941 | 2055-01-01      | 5.5000%  |  | $6712.31           | $6816.85           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX0553 | 2054-12-01      | 6.0000%  |  | $794.19            | $812.56            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX0535 | 2054-12-01      | 4.5000%  |  | $971.77            | $952.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLAD0020 | 2037-12-01      | 7.0000%  |  | $25.22             | $26.59             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA6042 | 2046-04-01      | 5.0000%  |  | $10376440.00       | $10348285.26       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA6031 | 2056-04-01      | 6.0000%  |  | $1000.00           | $1023.45           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5997 | 2056-03-01      | 5.0000%  |  | $20630261.31       | $20379947.48       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5956 | 2046-01-01      | 5.5000%  |  | $7488.40           | $7583.97           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL4066 | 2056-02-01      | 5.5000%  |  | $7602736.62        | $7697142.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1121 | 2055-05-01      | 5.5000%  |  | $7829479.17        | $7916796.13        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSL0414 | 2052-03-01      | 2.0000%  |  | $90428.36          | $73997.68          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0375 | 2054-12-01      | 6.0000%  |  | $1471734.34        | $1515135.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5855 | 2055-10-01      | 6.5000%  |  | $129038449.50      | $133990127.99      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5854 | 2055-10-01      | 6.0000%  |  | $895.88            | $916.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5881 | 2055-11-01      | 6.5000%  |  | $39540178.28       | $41069855.99       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL0795 | 2055-03-01      | 6.5000%  |  | $17512772.99       | $18184784.80       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1241 | 2052-01-01      | 3.5000%  |  | $763.57            | $704.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1206 | 2052-04-01      | 3.5000%  |  | $1216008.39        | $1122906.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0366 | 2052-01-01      | 2.5000%  |  | $660.63            | $573.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0174 | 2052-01-01      | 2.5000%  |  | $883969.58         | $745427.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFS0003 | 2036-12-01      | 1.5000%  |  | $592.28            | $533.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0835 | 2052-03-01      | 2.5000%  |  | $223985.80         | $191680.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM8695 | 2036-09-01      | 2.0000%  |  | $332001.96         | $304895.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  |  | $167823.47         | $160112.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTFM6989 | 2040-09-01      | 3.0000%  |  | $2202786.96        | $2055462.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM7184 | 2034-01-01      | 4.5000%  |  | $470017.28         | $472151.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW2108 | 2052-05-01      | 5.0000%  |  | $1035778.48        | $1034747.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW1374 | 2052-11-01      | 4.5000%  |  | $36818.75          | $35732.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1201 | 2052-09-01      | 5.0000%  |  | $274733.40         | $272649.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5768 | 2044-11-01      | 4.0000%  |  | $406.05            | $392.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5750 | 2050-08-01      | 4.0000%  |  | $132586.05         | $126485.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM5651 | 2051-01-01      | 2.5000%  |  | $540.32            | $460.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM5538 | 2036-02-01      | 2.0000%  |  | $502.64            | $462.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFM4537 | 2034-06-01      | 4.0000%  |  | $41007.89          | $40871.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFM3769 | 2035-07-01      | 2.5000%  |  | $1584825.66        | $1501513.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLAL7349 | 2039-10-01      | 6.5000%  |  | $250490.03         | $263929.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8024 | 2050-12-01      | 2.5000%  |  | $682.35            | $585.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  |  | $2797176.68        | $2251387.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  |  | $92199158.61       | $75294873.17       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  |  | $562.84            | $482.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICA6862 | 2035-09-01      | 2.0000%  |  | $397.08            | $367.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6799 | 2050-08-01      | 2.0000%  |  | $1528808.57        | $1249528.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  |  | $35391.01          | $30177.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6407 | 2050-07-01      | 2.5000%  |  | $1237.48           | $1051.50           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7195 | 2050-09-01      | 2.0000%  |  | $570.41            | $465.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3159 | 2052-10-01      | 4.5000%  |  | $787.92            | $767.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2972 | 2052-10-01      | 4.5000%  |  | $796.89            | $774.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFS2928 | 2037-09-01      | 4.0000%  |  | $591.82            | $578.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3508 | 2048-02-01      | 3.5000%  |  | $15369.49          | $14481.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  |  | $212.35            | $198.29            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G67706 G | 2047-12-01      | 3.5000%  |  | $249.13            | $233.80            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q49036 G | 2047-07-01      | 4.0000%  |  | $2761285.93        | $2657178.09        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q46715 G | 2047-03-01      | 4.0000%  |  | $2592065.75        | $2499441.74        | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q36002 G | 2045-09-01      | 3.5000%  |  | $2341261.68        | $2195173.20        | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G60506 G | 2046-04-01      | 3.5000%  |  | $32565.13          | $30592.52          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $38080.60          | $38469.72          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  |  | $845.96            | $819.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  |  | $774448.60         | $767414.03         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  |  | $21549.99          | $22142.83          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  |  | $647.08            | $666.01            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  |  | $18654.79          | $17110.41          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  |  | $3212983.51        | $3117847.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  |  | $1397.12           | $1281.67           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  |  | $7010.43           | $6175.11           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  |  | $1290.34           | $1326.09           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  |  | $38831.25          | $31373.43          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8182 | 2051-12-01      | 2.0000%  |  | $21081713.49       | $17038381.39       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  |  | $2263.67           | $2000.08           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  |  | $1647813.68        | $1712604.06        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7567 | 2054-02-01      | 5.5000%  |  | $74825309.74       | $76772438.87       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  |  | $261.27            | $235.79            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  |  | $3518.58           | $3118.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM5482 | 2049-02-01      | 4.0000%  |  | $91.87             | $87.97             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFM1534 | 2049-09-01      | 4.5000%  |  | $193113.63         | $189843.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAL6036 | 2034-09-01      | 4.0000%  |  | $130.52            | $128.63            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH7482 | 2054-01-01      | 6.0000%  |  | $1387.25           | $1449.97           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8895 | 2051-02-01      | 2.5000%  |  | $927360.86         | $782704.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ2763 | 2048-05-01      | 4.5000%  |  | $80352.04          | $79065.20          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3713 | 2055-03-01      | 5.0000%  |  | $31244665.96       | $31105335.59       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0084 | 2056-01-01      | 5.0000%  |  | $553881.42         | $547148.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0822 | 2055-02-01      | 6.0000%  |  | $26722897.80       | $27869764.40       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  |  | $69510.43          | $71098.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT3976 | 2043-05-01      | 3.5000%  |  | $9740989.19        | $9164640.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAB9349 | 2043-05-01      | 3.0000%  |  | $287.89            | $263.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5708 | 2053-06-01      | 5.0000%  |  | $729.69            | $729.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6075 | 2053-04-01      | 5.5000%  |  | $62464453.79       | $64010532.29       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF7274 | 2053-02-01      | 6.0000%  |  | $3072177.06        | $3206397.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4653 | 2053-05-01      | 5.5000%  |  | $744.80            | $752.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL7525 | 2045-03-01      | 4.0000%  |  | $835697.18         | $806492.35         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM8310 | 2048-09-01      | 4.5000%  |  | $1474231.63        | $1455361.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5652 | 2053-02-01      | 6.0000%  |  | $82817.04          | $85344.62          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0701 | 2052-10-01      | 5.0000%  |  | $539789.96         | $538946.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5762 | 2045-09-01      | 3.5000%  |  | $5422992.53        | $5117058.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB5213 | 2054-07-01      | 5.5000%  |  | $39128.43          | $39462.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7257 | 2050-10-01      | 2.5000%  |  | $177345.46         | $152326.15         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  |  | $832723.95         | $826234.26         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  |  | $81651383.09       | $77804160.41       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD7558 | 2053-02-01      | 5.0000%  |  | $729.86            | $733.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7555 | 2052-08-01      | 3.0000%  |  | $219800.37         | $196558.24         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  |  | $1321519.91        | $1181200.93        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD7528 | 2050-11-01      | 2.0000%  |  | $6541.65           | $5382.97           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  |  | $1535.01           | $1320.36           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7466 | 2055-01-01      | 5.5000%  |  | $9047530.46        | $9187987.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  |  | $20674.79          | $19160.88          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD6647 | 2052-07-01      | 3.5000%  |  | $7356.17           | $6747.17           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLZT0657 | 2040-07-01      | 6.0000%  |  | $268250.04         | $284035.48         | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC J37648 G | 2032-09-01      | 3.0000%  |  | $110753.94         | $107870.46         | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC E03033 G | 2027-02-01      | 3.0000%  |  | $33744.00          | $33678.20          | Agency Mortgage-Backed Securities  |
| FMAC 02.500 FGPC G18631 G | 2032-02-01      | 2.5000%  |  | $76856.43          | $74109.60          | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC G08864 G | 2049-02-01      | 5.0000%  |  | $92.91             | $93.49             | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G08800 G | 2048-02-01      | 3.5000%  |  | $123.04            | $113.81            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZK5521 | 2028-05-01      | 2.5000%  |  | $50.03             | $49.37             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7874 | 2046-09-01      | 3.0000%  |  | $17260278.33       | $15554669.40       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7798 | 2046-08-01      | 3.0000%  |  | $339780.94         | $306769.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLAS8073 | 2046-10-01      | 2.5000%  |  | $163267.58         | $140557.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7982 | 2046-09-01      | 3.0000%  |  | $92270984.50       | $83249188.99       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAL0913 | 2041-07-01      | 6.0000%  |  | $626974.90         | $659971.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  |  | $4663984.51        | $4406409.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAK9847 | 2042-05-01      | 4.0000%  |  | $53.83             | $51.97             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  |  | $83512.10          | $79873.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAJ4203 | 2041-12-01      | 3.5000%  |  | $824669.74         | $780316.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAH5542 | 2041-01-01      | 3.5000%  |  | $58978.57          | $55654.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  |  | $829.71            | $835.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLMA5649 | 2055-03-01      | 7.0000%  |  | $673.88            | $711.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  |  | $72832.29          | $68747.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  |  | $19282.67          | $19078.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  |  | $347043.64         | $343679.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CNMA5115 | 2033-06-01      | 4.0000%  |  | $119790.22         | $119212.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA0930 | 2053-10-01      | 6.0000%  |  | $553.15            | $568.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA0249 | 2053-10-01      | 6.5000%  |  | $672.51            | $703.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 KL793282 | 2034-05-01      | 5.5000%  |  | $117.27            | $118.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL745140 | 2035-11-01      | 5.0000%  |  | $10.85             | $10.95             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL740320 | 2033-10-01      | 4.5000%  |  | $12.46             | $12.47             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAY5616 | 2045-06-01      | 3.5000%  |  | $30485596.60       | $28689588.49       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAU1332 | 2043-07-01      | 3.5000%  |  | $9843663.36        | $9264517.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAT3174 | 2043-05-01      | 3.0000%  |  | $1837582.50        | $1684701.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAS9144 | 2043-06-01      | 4.0000%  |  | $390006.71         | $375157.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8314 | 2046-11-01      | 3.0000%  |  | $30562189.31       | $27542278.26       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8300 | 2046-11-01      | 3.0000%  |  | $14673213.03       | $13260534.77       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB0502 | 2054-07-01      | 7.0000%  |  | $3595976.00        | $3880710.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  |  | $8850.85           | $8940.89           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  |  | $81260241.98       | $83464832.35       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4885 | 2052-11-01      | 3.0000%  |  | $793.26            | $698.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  |  | $1731.96           | $1719.44           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  |  | $114035.19         | $108960.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4625 | 2052-06-01      | 3.5000%  |  | $88290.87          | $81000.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4622 | 2052-06-01      | 2.0000%  |  | $1282635.25        | $1035633.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5354 | 2054-05-01      | 6.0000%  |  | $627.84            | $643.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3753 | 2052-06-01      | 4.0000%  |  | $712.57            | $675.01            | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q02014 G | 2041-07-01      | 4.5000%  |  | $1421565.29        | $1409348.36        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  |  | $16456.81          | $13879.98          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8508 | 2055-02-01      | 6.5000%  |  | $1202.23           | $1248.39           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8504 | 2055-02-01      | 4.5000%  |  | $32969.27          | $31850.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  |  | $21893177.85       | $22645500.41       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLSD8498 | 2054-12-01      | 7.0000%  |  | $543.77            | $573.82            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8473 | 2054-11-01      | 4.5000%  |  | $9179.02           | $8867.46           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CNRD5057 | 2031-05-01      | 1.5000%  |  | $360.37            | $340.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI9981 | 2054-07-01      | 6.5000%  |  | $994375.90         | $1046489.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5745 | 2053-08-01      | 6.5000%  |  | $29611078.24       | $30944840.18       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2610 | 2052-01-01      | 2.0000%  |  | $398878.40         | $324266.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  |  | $38757.13          | $34092.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA7502 | 2035-10-01      | 3.0000%  |  | $35731.92          | $34314.97          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6586 | 2054-11-01      | 5.5000%  |  | $800.60            | $806.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU8252 | 2052-02-01      | 2.0000%  |  | $1850145.53        | $1514430.46        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ2220 | 2054-08-01      | 6.5000%  |  | $32691648.23       | $34514883.25       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6990 | 2050-09-01      | 2.5000%  |  | $380068.30         | $326870.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD1473 | 2051-11-01      | 2.5000%  |  | $2554470.92        | $2203919.17        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2053 | 2055-08-01      | 6.0000%  |  | $125295.00         | $128156.73         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX7558 | 2055-03-01      | 5.0000%  |  | $984.26            | $976.09            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1172 | 2055-05-01      | 5.5000%  |  | $6807.46           | $6932.70           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIBQ4522 | 2036-02-01      | 2.0000%  |  | $69861.62          | $64310.18          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2511 | 2053-04-01      | 5.5000%  |  | $72617.45          | $73411.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  |  | $21748.62          | $20668.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3588 | 2034-02-01      | 3.5000%  |  | $31187.48          | $30654.29          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.850 6GZM9113 | 2037-11-01      | 5.8500%  |  | $61017.34          | $63413.61          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  |  | $70636.33          | $62210.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0289 | 2055-01-01      | 5.0000%  |  | $944.56            | $933.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE8808 | 2055-09-01      | 6.0000%  |  | $993.45            | $1030.65           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV6069 | 2055-08-01      | 5.0000%  |  | $992.72            | $982.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF0304 | 2055-09-01      | 6.0000%  |  | $975.02            | $998.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  |  | $71573.20          | $73207.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5702 | 2055-05-01      | 6.5000%  |  | $3993200.90        | $4146430.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1809 | 2054-09-01      | 6.0000%  |  | $812.79            | $833.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA7882 | 2056-03-01      | 5.5000%  |  | $1166282.00        | $1174911.71        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL4100 | 2056-02-01      | 5.5000%  |  | $1019.87           | $1029.36           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA2412 | 2056-01-01      | 5.5000%  |  | $839987.75         | $854313.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA4115 | 2050-03-01      | 3.5000%  |  | $1000.49           | $935.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA2039 | 2056-01-01      | 5.5000%  |  | $34041149.31       | $34291022.68       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA9040 | 2056-04-01      | 4.5000%  |  | $9157750.00        | $8863841.17        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA9780 | 2056-04-01      | 5.5000%  |  | $1000.00           | $1017.67           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL4464 | 2056-03-01      | 5.5000%  |  | $38387656.00       | $38772428.26       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSL4516 | 2052-04-01      | 2.5000%  |  | $1008.00           | $864.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFA4733 | 2037-05-01      | 2.5000%  |  | $989.69            | $940.63            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3292 | 2055-11-01      | 5.5000%  |  | $36330375.39       | $37054778.85       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA3841 | 2056-01-01      | 5.0000%  |  | $1155169.19        | $1145393.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA3339 | 2055-12-01      | 5.0000%  |  | $1442622.53        | $1441074.12        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA1692 | 2055-11-01      | 5.5000%  |  | $3513271.67        | $3547843.43        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA0638 | 2055-12-01      | 5.5000%  |  | $997.02            | $1019.03           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRQ0103 | 2056-03-01      | 5.5000%  |  | $9544801.43        | $9615913.38        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRQ0065 | 2055-11-01      | 6.0000%  |  | $1175.74           | $1202.59           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRQ0051 | 2055-09-01      | 6.5000%  |  | $786.78            | $816.98            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRQ0050 | 2055-09-01      | 6.0000%  |  | $870.04            | $890.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRQ0015 | 2055-06-01      | 6.5000%  |  | $683.03            | $709.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ5798 | 2056-01-01      | 4.5000%  |  | $5983.51           | $5784.08           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ5811 | 2056-01-01      | 6.5000%  |  | $12603038.14       | $13222813.55       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5553 | 2055-12-01      | 5.0000%  |  | $20498302.71       | $20416343.67       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8955 | 2051-02-01      | 2.5000%  |  | $109505.71         | $93373.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  |  | $745.60            | $751.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CNMA5288 | 2034-02-01      | 4.5000%  |  | $561212.38         | $563547.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4329 | 2036-05-01      | 2.0000%  |  | $793626.69         | $729268.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  |  | $280276.09         | $282442.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2827 | 2053-06-01      | 5.5000%  |  | $6789652.70        | $6870560.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY1265 | 2053-05-01      | 5.0000%  |  | $81753.53          | $81057.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY0408 | 2053-07-01      | 6.0000%  |  | $966.11            | $993.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0191 | 2053-05-01      | 5.0000%  |  | $2747.61           | $2720.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0879 | 2053-04-01      | 5.0000%  |  | $647282.48         | $641608.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9989 | 2053-04-01      | 5.0000%  |  | $154253.49         | $153030.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIMA4205 | 2035-12-01      | 1.5000%  |  | $1116110.88        | $1008783.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4124 | 2035-09-01      | 2.5000%  |  | $330.07            | $312.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4047 | 2050-06-01      | 2.0000%  |  | $627487.94         | $510506.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA3827 | 2034-11-01      | 2.5000%  |  | $155.49            | $147.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4468 | 2051-11-01      | 3.5000%  |  | $20358.09          | $18794.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4466 | 2051-11-01      | 2.5000%  |  | $1567296.49        | $1328147.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2773 | 2036-10-01      | 3.0000%  |  | $926639.73         | $879999.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA2749 | 2036-09-01      | 2.5000%  |  | $125577.65         | $117096.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CVMA2008 | 2029-08-01      | 3.5000%  |  | $46.63             | $46.20             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CKMA2599 | 2046-04-01      | 4.0000%  |  | $252196.85         | $237455.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA1608 | 2033-10-01      | 3.5000%  |  | $76888.14          | $75226.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0920 | 2031-12-01      | 4.0000%  |  | $46.03             | $45.76             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0776 | 2031-06-01      | 4.5000%  |  | $144772.04         | $145215.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA4150 | 2055-12-01      | 6.0000%  |  | $1021.16           | $1045.20           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA4127 | 2055-12-01      | 4.5000%  |  | $982.69            | $956.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3609 | 2055-09-01      | 6.0000%  |  | $983.35            | $1020.83           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA4438 | 2056-02-01      | 5.0000%  |  | $707287.46         | $700032.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3330 | 2054-10-01      | 6.0000%  |  | $944.39            | $983.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA2924 | 2055-10-01      | 5.0000%  |  | $34091032.18       | $33980974.98       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  |  | $23860.43          | $24039.94          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  |  | $411426.35         | $414445.53         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  |  | $25523599.82       | $25720880.23       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  |  | $25894408.92       | $26145929.93       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1816 | 2051-09-01      | 3.0000%  |  | $66819.21          | $58958.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2629 | 2052-01-01      | 2.5000%  |  | $143187.55         | $122299.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB1782 | 2051-10-01      | 2.0000%  |  | $1624520.62        | $1313452.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB0610 | 2051-05-01      | 2.5000%  |  | $586208.37         | $504028.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0527 | 2051-05-01      | 3.0000%  |  | $744813.52         | $669170.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB0470 | 2041-05-01      | 2.5000%  |  | $64420.22          | $58217.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICB0478 | 2036-05-01      | 2.0000%  |  | $94845.73          | $87152.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICB0262 | 2036-04-01      | 2.0000%  |  | $1151533.05        | $1058138.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0191 | 2051-04-01      | 3.0000%  |  | $154351.25         | $136904.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA9558 | 2051-10-01      | 2.5000%  |  | $292169.99         | $246603.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCA9358 | 2041-03-01      | 2.5000%  |  | $58489.32          | $52990.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8256 | 2050-12-01      | 2.5000%  |  | $619.28            | $521.72            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8218 | 2052-06-01      | 2.0000%  |  | $825.96            | $666.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2294 | 2055-07-01      | 5.5000%  |  | $963.23            | $984.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0055 | 2055-10-01      | 5.0000%  |  | $46530.69          | $45979.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4339 | 2052-08-01      | 4.5000%  |  | $38264.89          | $37370.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3414 | 2048-07-01      | 3.5000%  |  | $84510.33          | $78735.46          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD0490 | 2045-01-01      | 4.0000%  |  | $1720699.08        | $1661641.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9687 | 2053-04-01      | 6.0000%  |  | $895194.01         | $934660.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ5541 | 2045-07-01      | 3.5000%  |  | $526721.05         | $494335.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA6872 | 2035-08-01      | 2.5000%  |  | $378.19            | $358.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIMA5220 | 2038-12-01      | 6.0000%  |  | $10346.32          | $10726.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  |  | $649.75            | $667.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQH7895 | 2054-01-01      | 4.5000%  |  | $138592.22         | $133888.26         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1389 | 2055-04-01      | 6.0000%  |  | $35854620.69       | $37083681.24       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8526 | 2055-09-01      | 5.5000%  |  | $1434291.02        | $1458313.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9800 | 2054-11-01      | 5.5000%  |  | $897.16            | $910.22            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY0550 | 2055-03-01      | 6.5000%  |  | $990.56            | $1050.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC5977 | 2054-11-01      | 5.0000%  |  | $980.68            | $968.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL2547 | 2055-09-01      | 5.0000%  |  | $42160465.45       | $41933501.62       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ9067 | 2054-11-01      | 5.5000%  |  | $851037.75         | $873123.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA1095 | 2052-08-01      | 3.0000%  |  | $900.73            | $797.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CICA4070 | 2034-08-01      | 4.0000%  |  | $160.86            | $160.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  |  | $3523697.47        | $3004689.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9151 | 2054-09-01      | 6.0000%  |  | $340779.89         | $355567.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  |  | $28243379.81       | $29026286.29       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5713 | 2045-09-01      | 3.5000%  |  | $4460283.10        | $4186027.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5637 | 2045-08-01      | 3.5000%  |  | $28175738.66       | $26586251.33       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS4979 | 2045-05-01      | 3.0000%  |  | $27591159.19       | $25067202.72       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4338 | 2045-01-01      | 3.5000%  |  | $4026782.37        | $3789567.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR8840 | 2043-04-01      | 3.5000%  |  | $76464.03          | $71940.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX5865 | 2053-01-01      | 6.5000%  |  | $24871.35          | $26750.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3447 | 2049-11-01      | 4.0000%  |  | $258.43            | $247.93            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $120658.57         | $118750.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1194 | 2055-05-01      | 6.0000%  |  | $321396.46         | $328778.62         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CISB8384 | 2040-05-01      | 5.0000%  |  | $2903.43           | $2932.92           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX3925 | 2055-01-01      | 6.5000%  |  | $878585.38         | $931463.63         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRQ0085 | 2056-01-01      | 5.5000%  |  | $14587.74          | $14697.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD6536 | 2055-05-01      | 5.5000%  |  | $1655.08           | $1667.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD0113 | 2055-01-01      | 7.0000%  |  | $510966.32         | $546347.84         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY9750 | 2055-08-01      | 6.0000%  |  | $2263147.46        | $2316204.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  |  | $4863499.39        | $4470896.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM1756 | 2045-12-01      | 4.5000%  |  | $26225.27          | $25886.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS0999 | 2052-03-01      | 2.0000%  |  | $795.33            | $651.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  |  | $367.19            | $326.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM4967 | 2050-12-01      | 2.5000%  |  | $987097.88         | $846330.16         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8464 | 2054-09-01      | 6.5000%  |  | $541.29            | $562.06            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1231 | 2054-04-01      | 6.0000%  |  | $87081.07          | $89252.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQBM7117 | 2045-09-01      | 4.0000%  |  | $693.74            | $669.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  |  | $1299529.61        | $1289947.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0889 | 2053-04-01      | 5.0000%  |  | $1019197.72        | $1011412.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA4359 | 2054-02-01      | 6.0000%  |  | $572.55            | $586.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA4667 | 2037-07-01      | 3.5000%  |  | $30138.13          | $29048.54          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA5746 | 2051-08-01      | 3.5000%  |  | $640.40            | $593.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6903 | 2053-08-01      | 5.0000%  |  | $879.05            | $877.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD3303 | 2055-02-01      | 6.0000%  |  | $5919084.03        | $6092039.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5794 | 2055-08-01      | 6.5000%  |  | $819.59            | $851.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFA3110 | 2040-10-01      | 4.5000%  |  | $100376.96         | $100102.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS9836 | 2054-02-01      | 6.5000%  |  | $724.87            | $761.74            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4554 | 2055-07-01      | 5.5000%  |  | $45655047.55       | $46447588.72       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQB2339 | 2050-08-01      | 3.0000%  |  | $33734.93          | $30549.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  |  | $37802051.58       | $36655515.35       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  |  | $3725226.82        | $3754400.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV5370 | 2052-04-01      | 2.5000%  |  | $821.04            | $694.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7147 | 2050-08-01      | 3.5000%  |  | $416.68            | $387.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  |  | $921697.81         | $900609.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  |  | $171576.47         | $144601.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4035 | 2051-02-01      | 2.0000%  |  | $64726.96          | $52836.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBR0965 | 2036-04-01      | 1.5000%  |  | $532071.99         | $479074.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ8482 | 2050-12-01      | 2.5000%  |  | $77064.86          | $66207.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBQ8045 | 2035-11-01      | 1.5000%  |  | $264247.40         | $238834.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ5094 | 2050-10-01      | 2.0000%  |  | $376556.29         | $308706.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ1575 | 2050-09-01      | 2.0000%  |  | $1513672.62        | $1249115.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBO9587 | 2049-11-01      | 4.0000%  |  | $718979.89         | $687202.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBN8876 | 2049-05-01      | 4.0000%  |  | $4305576.69        | $4136067.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRBM5836 | 2046-09-01      | 3.0000%  |  | $173885.52         | $159424.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5701 | 2048-12-01      | 4.5000%  |  | $2879636.36        | $2844124.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBM5509 | 2049-02-01      | 5.0000%  |  | $34300.85          | $34496.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM4756 | 2048-09-01      | 4.5000%  |  | $257.72            | $254.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBM4787 | 2033-10-01      | 4.0000%  |  | $157.40            | $156.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM3764 | 2048-04-01      | 4.0000%  |  | $96251.60          | $92311.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  |  | $2903662.26        | $2711912.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK9902 | 2048-09-01      | 4.5000%  |  | $213737.91         | $208700.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4524 | 2048-07-01      | 4.0000%  |  | $14553736.56       | $13957998.75       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0428 | 2055-05-01      | 5.5000%  |  | $898.43            | $907.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0392 | 2055-05-01      | 5.5000%  |  | $930.52            | $953.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE3701 | 2047-06-01      | 4.5000%  |  | $210.69            | $207.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE1585 | 2047-05-01      | 4.0000%  |  | $2092654.36        | $2004786.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBC4777 | 2031-10-01      | 2.5000%  |  | $32156.87          | $31036.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $100955.59         | $91184.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC1493 | 2046-08-01      | 3.0000%  |  | $51087550.96       | $46124139.95       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF7399 | 2055-12-01      | 5.0000%  |  | $2981.31           | $2958.83           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDF5890 | 2055-11-01      | 6.5000%  |  | $984.10            | $1033.25           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF4064 | 2055-11-01      | 5.5000%  |  | $1987000.40        | $2002863.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF3740 | 2055-11-01      | 5.0000%  |  | $352155.73         | $347939.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0143 | 2056-08-01      | 5.5000%  |  | $141566.35         | $146092.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS7160 | 2054-02-01      | 6.5000%  |  | $151029.87         | $159107.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS7082 | 2052-09-01      | 3.5000%  |  | $503300.44         | $461736.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS6112 | 2052-06-01      | 3.0000%  |  | $818.50            | $728.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7380 | 2052-05-01      | 3.5000%  |  | $711.34            | $655.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA6289 | 2051-11-01      | 2.5000%  |  | $749682.84         | $638301.21         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA5258 | 2051-05-01      | 2.0000%  |  | $707.20            | $572.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ8795 | 2054-11-01      | 5.5000%  |  | $947.41            | $962.41            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQJ8451 | 2054-11-01      | 4.5000%  |  | $848.76            | $826.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ8023 | 2054-11-01      | 5.5000%  |  | $8023881.71        | $8248978.34        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ5599 | 2054-10-01      | 5.5000%  |  | $6904.07           | $7055.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM9540 | 2051-11-01      | 2.0000%  |  | $751.19            | $612.34            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1900 | 2052-06-01      | 3.5000%  |  | $93638.81          | $85886.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4464 | 2051-11-01      | 1.5000%  |  | $332982.88         | $256939.58         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ9264 | 2055-11-01      | 6.0000%  |  | $1004.66           | $1036.60           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ8125 | 2055-11-01      | 5.5000%  |  | $1878504.72        | $1906119.36        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ7802 | 2055-10-01      | 5.5000%  |  | $989.68            | $1011.39           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ5728 | 2055-09-01      | 6.0000%  |  | $590200.25         | $612351.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ4234 | 2055-10-01      | 5.5000%  |  | $1874266.40        | $1892537.38        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ4057 | 2055-09-01      | 6.0000%  |  | $2677389.92        | $2740089.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ3786 | 2055-09-01      | 6.5000%  |  | $1183588.70        | $1234218.68        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ1359 | 2055-08-01      | 6.5000%  |  | $391396.86         | $410221.35         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQZ0346 | 2055-08-01      | 7.0000%  |  | $1979.90           | $2105.84           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0243 | 2054-12-01      | 5.5000%  |  | $873.18            | $886.84            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY9322 | 2055-08-01      | 5.5000%  |  | $1227177.42        | $1253169.45        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY8583 | 2055-07-01      | 6.0000%  |  | $39796.30          | $41459.66          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7858 | 2055-07-01      | 6.0000%  |  | $834.02            | $855.17            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4202 | 2055-06-01      | 6.0000%  |  | $9516.36           | $9850.51           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA9962 | 2056-03-01      | 5.5000%  |  | $1014.00           | $1021.55           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3981 | 2056-01-01      | 5.5000%  |  | $1661556.37        | $1677702.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4497 | 2056-03-01      | 5.0000%  |  | $3866190.00        | $3831091.44        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI8216 | 2054-06-01      | 5.5000%  |  | $745.53            | $754.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI6522 | 2054-05-01      | 7.0000%  |  | $735144.94         | $787386.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI6039 | 2054-05-01      | 6.5000%  |  | $2281900.01        | $2407317.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI5070 | 2054-05-01      | 6.0000%  |  | $862.58            | $885.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBW1139 | 2052-09-01      | 4.0000%  |  | $2912008.68        | $2781825.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBW0922 | 2052-06-01      | 4.0000%  |  | $598451.30         | $569497.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV8477 | 2052-05-01      | 3.0000%  |  | $699.17            | $618.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV8126 | 2052-04-01      | 2.5000%  |  | $708306.28         | $598896.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV6760 | 2052-03-01      | 3.5000%  |  | $1043140.36        | $956886.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV6358 | 2055-12-01      | 4.5000%  |  | $919.36            | $896.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBV6086 | 2055-09-01      | 6.0000%  |  | $1002.09           | $1034.68           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV5405 | 2052-04-01      | 4.0000%  |  | $60862.35          | $58129.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV2788 | 2052-02-01      | 2.5000%  |  | $784.75            | $671.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CKBV2554 | 2052-06-01      | 5.0000%  |  | $41063.99          | $40223.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTBV1866 | 2045-04-01      | 5.5000%  |  | $973.07            | $987.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLBU4740 | 2054-06-01      | 7.0000%  |  | $1410737.13        | $1509757.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU3955 | 2053-03-01      | 6.0000%  |  | $1036598.17        | $1078439.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBU3612 | 2051-11-01      | 4.0000%  |  | $1638015.50        | $1550469.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  |  | $76362.07          | $75774.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT0139 | 2051-06-01      | 2.5000%  |  | $1345652.13        | $1151919.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3259 | 2052-04-01      | 3.5000%  |  | $767.98            | $705.75            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7714 | 2053-02-01      | 5.5000%  |  | $4481413.26        | $4544145.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8026 | 2054-02-01      | 6.5000%  |  | $509.90            | $530.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4919 | 2053-02-01      | 5.5000%  |  | $93822.80          | $94848.60          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  |  | $767.89            | $763.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  |  | $465.18            | $430.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0545 | 2053-05-01      | 5.0000%  |  | $299723.53         | $296843.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9853 | 2054-11-01      | 5.5000%  |  | $929.49            | $943.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4601 | 2055-03-01      | 5.5000%  |  | $846503.63         | $856843.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIBU5750 | 2040-03-01      | 6.0000%  |  | $1061211.45        | $1105302.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS3607 | 2037-02-01      | 2.5000%  |  | $678.49            | $640.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR0948 | 2051-04-01      | 2.0000%  |  | $1920465.58        | $1557644.82        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7321 | 2052-08-01      | 5.0000%  |  | $4496921.30        | $4459437.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $858.71            | $850.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS2559 | 2051-12-01      | 3.0000%  |  | $676.51            | $600.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB6539 | 2054-08-01      | 5.5000%  |  | $71412.65          | $71947.06          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH8458 | 2054-01-01      | 6.5000%  |  | $645.80            | $674.06            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH4442 | 2053-11-01      | 6.5000%  |  | $1209779.32        | $1287588.29        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH1855 | 2053-08-01      | 5.5000%  |  | $21575.86          | $22189.01          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG6303 | 2053-06-01      | 6.0000%  |  | $781.90            | $805.43            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  |  | $35916.87          | $34800.58          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG4323 | 2053-06-01      | 6.0000%  |  | $195810.42         | $200862.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF3345 | 2055-11-01      | 6.0000%  |  | $3066213.81        | $3162180.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3463 | 2033-09-01      | 4.0000%  |  | $76074.88          | $75838.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8031 | 2046-10-01      | 3.0000%  |  | $22331243.46       | $20222772.11       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CIZK5468 | 2028-05-01      | 2.0000%  |  | $64204.18          | $62979.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB2113 | 2041-11-01      | 2.5000%  |  | $681.53            | $613.94            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8183 | 2051-12-01      | 2.5000%  |  | $1456.04           | $1233.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM6619 | 2036-03-01      | 2.0000%  |  | $14125.32          | $12993.27          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD5969 | 2054-07-01      | 6.5000%  |  | $69179.04          | $72829.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  |  | $3319027.76        | $2923134.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4016 | 2049-08-01      | 3.0000%  |  | $58789.40          | $52619.45          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD6975 | 2054-11-01      | 4.5000%  |  | $10827.55          | $10468.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0731 | 2055-07-01      | 6.0000%  |  | $874.50            | $898.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF1097 | 2055-10-01      | 5.5000%  |  | $1365585.01        | $1395135.36        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0824 | 2055-02-01      | 5.0000%  |  | $984748.31         | $973294.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  |  | $6474803.70        | $6059229.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  |  | $4615384.73        | $4438884.73        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF4933 | 2052-12-01      | 6.0000%  |  | $726638.39         | $750468.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  |  | $12777121.29       | $12963709.85       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5457 | 2045-07-01      | 3.5000%  |  | $24912725.08       | $23381157.19       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  |  | $11222.19          | $10603.86          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  |  | $1758673.27        | $1508191.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7130 | 2054-01-01      | 5.0000%  |  | $834.53            | $830.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  |  | $841191.35         | $739959.02         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZS3983 | 2041-06-01      | 5.5000%  |  | $332104.67         | $341321.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1420 | 2047-12-01      | 3.5000%  |  | $51406.42          | $48380.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW3918 | 2052-08-01      | 4.5000%  |  | $2889168.79        | $2808925.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA5941 | 2056-01-01      | 3.5000%  |  | $48479.20          | $44465.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC9587 | 2055-01-01      | 5.5000%  |  | $4247249.44        | $4304176.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1138 | 2055-01-01      | 5.5000%  |  | $901.75            | $925.66            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX3766 | 2055-01-01      | 6.0000%  |  | $898.91            | $924.33            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX6487 | 2055-01-01      | 6.5000%  |  | $988.29            | $1059.71           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7104 | 2055-07-01      | 6.5000%  |  | $1639047.76        | $1702801.25        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5136 | 2055-10-01      | 5.5000%  |  | $34785870.86       | $35389730.38       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0446 | 2054-05-01      | 6.0000%  |  | $1141.55           | $1169.78           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4694 | 2051-03-01      | 2.0000%  |  | $71922.79          | $58070.22          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  |  | $1424553.37        | $1418608.23        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9621 | 2053-08-01      | 5.5000%  |  | $5616298.22        | $5742026.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9357 | 2053-07-01      | 5.5000%  |  | $51770.27          | $52308.18          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9273 | 2053-06-01      | 5.5000%  |  | $799.34            | $821.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9065 | 2053-05-01      | 5.5000%  |  | $811.38            | $823.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  |  | $878.20            | $885.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $1360055.82        | $1165666.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  |  | $4197038.44        | $4024239.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ7199 | 2048-09-01      | 3.5000%  |  | $670747.26         | $625892.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH6668 | 2047-08-01      | 4.0000%  |  | $30084.81          | $28809.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 U6BF0498 | 2053-09-01      | 2.5000%  |  | $2032869.92        | $1725852.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 U3BF0448 | 2042-02-01      | 2.5000%  |  | $1362860.19        | $1225037.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 U4BF0195 | 2051-05-01      | 4.0000%  |  | $304.31            | $291.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  |  | $345908.34         | $334161.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1814 | 2055-04-01      | 5.0000%  |  | $29540614.61       | $29620748.47       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1633 | 2054-12-01      | 5.5000%  |  | $35257.89          | $35534.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1486 | 2055-05-01      | 6.0000%  |  | $11817753.84       | $12130711.60       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1418 | 2054-08-01      | 6.0000%  |  | $751.16            | $769.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA1411 | 2050-08-01      | 3.0000%  |  | $926.48            | $824.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1193 | 2055-03-01      | 6.0000%  |  | $918.32            | $956.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0981 | 2052-07-01      | 3.5000%  |  | $943.17            | $871.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0605 | 2047-12-01      | 3.5000%  |  | $1747321.79        | $1645272.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG6540 | 2056-04-01      | 5.0000%  |  | $3532715.00        | $3500647.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG5094 | 2056-03-01      | 5.5000%  |  | $10998432.00       | $11106660.23       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1860 | 2049-07-01      | 6.0000%  |  | $864.46            | $901.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4176 | 2056-03-01      | 5.0000%  |  | $1619720.00        | $1607234.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG3969 | 2056-03-01      | 5.0000%  |  | $2839144.00        | $2821935.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG2312 | 2056-01-01      | 5.5000%  |  | $995.99            | $1012.06           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG2066 | 2056-02-01      | 5.0000%  |  | $1010637.94        | $1003081.06        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  |  | $4979147.04        | $5065561.80        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8208 | 2053-01-01      | 5.0000%  |  | $26115.16          | $25919.71          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  |  | $517801.13         | $456103.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8204 | 2052-04-01      | 2.0000%  |  | $737578.11         | $595341.09         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  |  | $790.34            | $638.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  |  | $46539.55          | $42693.83          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6561 | 2054-10-01      | 6.0000%  |  | $36607447.41       | $38483725.52       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6509 | 2054-08-01      | 6.0000%  |  | $727.91            | $746.88            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5143 | 2054-04-01      | 6.0000%  |  | $73662.07          | $76304.33          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD4994 | 2053-07-01      | 5.5000%  |  | $8022361.72        | $8247897.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG3990 | 2056-03-01      | 5.0000%  |  | $2000.00           | $1993.98           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ6029 | 2056-03-01      | 5.5000%  |  | $1024.00           | $1040.71           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CTRB5384 | 2046-01-01      | 5.0000%  |  | $353466.53         | $353521.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG4448 | 2056-03-01      | 5.5000%  |  | $1001.85           | $1014.71           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL4394 | 2056-01-01      | 5.5000%  |  | $1000.00           | $1013.83           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA9633 | 2056-04-01      | 5.5000%  |  | $4925758.00        | $5002236.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA4617 | 2056-02-01      | 5.0000%  |  | $998.53            | $995.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ9266 | 2055-11-01      | 6.5000%  |  | $85020.07          | $88971.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA5981 | 2046-02-01      | 4.5000%  |  | $504145.88         | $493972.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF5324 | 2055-12-01      | 6.0000%  |  | $997.49            | $1020.82           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ6011 | 2056-03-01      | 5.0000%  |  | $15819614.00       | $15773019.97       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF4353 | 2055-11-01      | 5.5000%  |  | $19418363.04       | $19719800.75       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCC1191 | 2055-10-01      | 4.5000%  |  | $977.21            | $947.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC5779 | 2054-10-01      | 6.5000%  |  | $985.19            | $1037.18           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF3893 | 2055-11-01      | 5.5000%  |  | $161132.38         | $162326.26         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA9824 | 2056-03-01      | 5.0000%  |  | $1216049.00        | $1211150.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA6030 | 2056-04-01      | 5.5000%  |  | $1000.00           | $1007.60           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ5437 | 2055-08-01      | 6.0000%  |  | $902.85            | $923.47            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5509 | 2055-12-01      | 5.0000%  |  | $79317.65          | $78670.15          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ6225 | 2056-03-01      | 5.5000%  |  | $1054823.00        | $1073135.08        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ5145 | 2055-10-01      | 4.5000%  |  | $825193.16         | $800240.97         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5138 | 2055-10-01      | 5.0000%  |  | $32787348.43       | $32641040.36       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5088 | 2055-11-01      | 5.5000%  |  | $35670878.98       | $36240840.16       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5085 | 2055-10-01      | 5.5000%  |  | $997.21            | $1017.87           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ5063 | 2055-10-01      | 4.5000%  |  | $1006.52           | $974.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5303 | 2055-11-01      | 5.0000%  |  | $992641.09         | $991575.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4300 | 2055-06-01      | 5.5000%  |  | $77159152.11       | $78351132.38       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3897 | 2055-04-01      | 6.0000%  |  | $830150.13         | $857143.30         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3266 | 2055-02-01      | 5.5000%  |  | $4024980.78        | $4078957.11        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3072 | 2054-12-01      | 5.5000%  |  | $84249275.38       | $85149675.44       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2301 | 2054-09-01      | 5.5000%  |  | $1364271.92        | $1379196.14        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLRJ2235 | 2054-08-01      | 7.0000%  |  | $815.54            | $872.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1356 | 2054-04-01      | 6.5000%  |  | $26589829.59       | $27769664.65       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0942 | 2054-02-01      | 6.0000%  |  | $722.89            | $739.84            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1767 | 2054-06-01      | 5.5000%  |  | $26480303.10       | $27072279.09       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1765 | 2054-06-01      | 5.5000%  |  | $209961.23         | $214991.76         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0662 | 2054-01-01      | 6.5000%  |  | $213922.82         | $222213.12         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0264 | 2053-11-01      | 6.0000%  |  | $1506212.29        | $1563374.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTAC1600 | 2029-08-01      | 4.5000%  |  | $34.65             | $34.70             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIAB9726 | 2028-06-01      | 2.5000%  |  | $236334.46         | $233094.16         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5301 | 2054-04-01      | 6.0000%  |  | $421794.67         | $436017.59         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD3180 | 2053-06-01      | 6.5000%  |  | $702.34            | $745.93            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2913 | 2053-05-01      | 5.5000%  |  | $93496.18          | $95103.23          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD2473 | 2053-02-01      | 5.0000%  |  | $1952436.17        | $1938311.59        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  |  | $772.27            | $716.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD1779 | 2052-10-01      | 5.5000%  |  | $1886.67           | $1932.90           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6028 | 2050-06-01      | 2.5000%  |  | $83709.39          | $71887.39          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8511 | 2036-05-01      | 2.0000%  |  | $20223.63          | $18608.89          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CISB8217 | 2038-03-01      | 5.0000%  |  | $54343.42          | $54948.52          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB8166 | 2037-06-01      | 3.5000%  |  | $72617.64          | $69992.27          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB0952 | 2037-06-01      | 3.0000%  |  | $1254820.46        | $1207890.17        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB0921 | 2038-07-01      | 3.5000%  |  | $77578.78          | $74771.64          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3WZT1028 | 2032-09-01      | 3.5000%  |  | $110530.11         | $108496.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA0660 | 2047-11-01      | 4.0000%  |  | $589893.89         | $565881.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA0525 | 2047-10-01      | 3.0000%  |  | $3162629.13        | $2848472.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0483 | 2047-10-01      | 3.5000%  |  | $368304.26         | $343434.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA0463 | 2047-09-01      | 4.0000%  |  | $1546547.82        | $1487815.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA5318 | 2050-03-01      | 3.5000%  |  | $1621020.35        | $1504285.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0141 | 2056-09-01      | 5.5000%  |  | $1132083.69        | $1162699.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6333 | 2054-06-01      | 6.5000%  |  | $1694110.17        | $1767749.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM5928 | 2051-02-01      | 2.5000%  |  | $632.96            | $546.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5286 | 2052-12-01      | 5.5000%  |  | $1379.73           | $1419.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2702 | 2054-11-01      | 5.5000%  |  | $814.78            | $820.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD1746 | 2055-02-01      | 5.5000%  |  | $29080.53          | $29518.57          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX9692 | 2055-04-01      | 6.0000%  |  | $979184.59         | $1022353.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  |  | $6363623.12        | $5384658.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN9555 | 2049-07-01      | 3.5000%  |  | $2254959.51        | $2099316.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CNFS7971 | 2031-07-01      | 1.5000%  |  | $641.53            | $606.15            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI6368 | 2054-06-01      | 6.0000%  |  | $1117698.99        | $1160724.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA4831 | 2049-12-01      | 4.5000%  |  | $75589.49          | $73819.03          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8219 | 2052-06-01      | 2.5000%  |  | $16112.66          | $13628.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY9495 | 2053-08-01      | 6.0000%  |  | $644596.08         | $664170.53         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7899 | 2032-11-01      | 3.0000%  |  | $166296.15         | $161688.42         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8156 | 2051-07-01      | 2.5000%  |  | $671.91            | $569.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS8636 | 2050-06-01      | 5.0000%  |  | $1083969.43        | $1089342.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6238 | 2053-05-01      | 4.5000%  |  | $5175411.75        | $5062442.86        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1373 | 2054-07-01      | 6.5000%  |  | $2401408.80        | $2535850.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9791 | 2055-01-01      | 5.5000%  |  | $899.09            | $923.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1614 | 2055-08-01      | 5.5000%  |  | $598197.69         | $602702.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAB7349 | 2032-12-01      | 3.5000%  |  | $51894.34          | $50916.48          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4493 | 2056-03-01      | 5.0000%  |  | $8215856.00        | $8143767.34        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL4462 | 2053-10-01      | 5.5000%  |  | $17716992.00       | $18155511.17       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL4461 | 2053-04-01      | 4.5000%  |  | $13163941.00       | $12782292.02       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSL4415 | 2054-01-01      | 2.0000%  |  | $1000.00           | $807.68            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4411 | 2056-04-01      | 5.0000%  |  | $1024.00           | $1015.02           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL4409 | 2053-10-01      | 4.5000%  |  | $42760254.00       | $41827011.46       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3421 | 2055-12-01      | 5.5000%  |  | $11877.30          | $12155.06          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL2961 | 2055-10-01      | 5.0000%  |  | $80468119.71       | $80257910.18       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAB9462 | 2043-05-01      | 3.0000%  |  | $88745.47          | $81304.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDF3369 | 2055-09-01      | 6.5000%  |  | $883696.87         | $920260.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE9672 | 2055-10-01      | 6.5000%  |  | $1047144.41        | $1094113.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE9818 | 2055-09-01      | 6.0000%  |  | $783.36            | $802.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE8676 | 2055-09-01      | 6.5000%  |  | $1519952.91        | $1604729.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8242 | 2055-09-01      | 5.5000%  |  | $1239835.15        | $1273940.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE7459 | 2055-09-01      | 5.0000%  |  | $11157974.79       | $11039529.17       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE8003 | 2055-09-01      | 6.0000%  |  | $2857548.70        | $2957894.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE6922 | 2055-12-01      | 7.0000%  |  | $907.27            | $958.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE4781 | 2055-08-01      | 6.5000%  |  | $1221994.57        | $1291876.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDE4523 | 2055-07-01      | 7.5000%  |  | $993.73            | $1076.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDE4524 | 2055-08-01      | 7.5000%  |  | $994.50            | $1075.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE2183 | 2055-06-01      | 7.0000%  |  | $939430.49         | $1005174.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE0698 | 2055-06-01      | 6.5000%  |  | $2290942.57        | $2408957.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE0308 | 2055-06-01      | 5.5000%  |  | $936948.99         | $949905.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9902 | 2055-07-01      | 5.5000%  |  | $407686.79         | $410744.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9294 | 2055-04-01      | 5.5000%  |  | $458158.04         | $461559.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9133 | 2055-05-01      | 5.5000%  |  | $913.40            | $937.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7364 | 2055-04-01      | 6.5000%  |  | $803.34            | $840.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CNFS1806 | 2032-05-01      | 2.5000%  |  | $240258.33         | $229751.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2614 | 2052-08-01      | 5.0000%  |  | $706.43            | $709.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS1585 | 2052-04-01      | 4.0000%  |  | $596.15            | $564.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1454 | 2052-04-01      | 3.5000%  |  | $75233.49          | $69473.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0213 | 2055-04-01      | 5.0000%  |  | $1032231.14        | $1025504.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0090 | 2055-03-01      | 5.0000%  |  | $1000.89           | $990.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9538 | 2054-11-01      | 5.0000%  |  | $32599200.05       | $32383610.69       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS9894 | 2054-05-01      | 6.0000%  |  | $14741759.92       | $15114107.29       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9798 | 2054-11-01      | 5.0000%  |  | $36648.11          | $36416.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8792 | 2054-08-01      | 6.0000%  |  | $747.64            | $768.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8777 | 2053-11-01      | 6.0000%  |  | $783.79            | $813.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8608 | 2053-08-01      | 6.0000%  |  | $672.13            | $692.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS8505 | 2053-09-01      | 5.0000%  |  | $939.81            | $931.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8394 | 2054-07-01      | 5.5000%  |  | $857.59            | $870.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8278 | 2054-06-01      | 6.0000%  |  | $835.13            | $877.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  |  | $28061.92          | $28507.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS7532 | 2054-03-01      | 5.5000%  |  | $835.03            | $852.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS7397 | 2054-03-01      | 6.0000%  |  | $109074.29         | $113002.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6847 | 2053-11-01      | 6.0000%  |  | $727.30            | $748.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS6605 | 2052-06-01      | 2.0000%  |  | $53782.52          | $43258.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS6524 | 2053-12-01      | 6.5000%  |  | $736.73            | $783.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  |  | $72485.01          | $71745.43          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3478 | 2052-04-01      | 2.5000%  |  | $1705.07           | $1434.90           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  |  | $808.90            | $802.08            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9846 | 2053-09-01      | 5.5000%  |  | $62914412.48       | $63656068.52       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB7304 | 2042-12-01      | 3.5000%  |  | $1174425.81        | $1106645.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB7301 | 2042-12-01      | 3.5000%  |  | $520337.05         | $489876.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CVAB6965 | 2027-11-01      | 2.5000%  |  | $36134.16          | $35765.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  |  | $168.20            | $158.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.650 CA981378 | 2037-12-01      | 5.6500%  |  | $41804.05          | $41995.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.620 CA912063 | 2036-12-01      | 5.6200%  |  | $67495.40          | $67883.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL889465 | 2038-03-01      | 5.5000%  |  | $38507.58          | $39828.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA9699 | 2054-02-01      | 7.0000%  |  | $237.39            | $252.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC2012 | 2056-01-01      | 5.0000%  |  | $6042.46           | $5999.86           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC1550 | 2055-11-01      | 6.5000%  |  | $25019609.75       | $26249965.75       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1434 | 2055-11-01      | 5.0000%  |  | $7998830.30        | $7966848.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCC1188 | 2055-10-01      | 4.5000%  |  | $29234297.87       | $28350369.64       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1216 | 2055-10-01      | 5.5000%  |  | $4978002.25        | $5090412.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1008 | 2055-09-01      | 5.5000%  |  | $987.04            | $1008.75           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1002 | 2055-09-01      | 5.0000%  |  | $1013.87           | $1012.79           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC1724 | 2055-12-01      | 6.0000%  |  | $985.43            | $1018.66           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0728 | 2055-07-01      | 6.0000%  |  | $8917532.79        | $9130108.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0684 | 2055-07-01      | 5.0000%  |  | $315236.09         | $315528.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0699 | 2055-07-01      | 5.5000%  |  | $18221.28          | $18699.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0437 | 2055-05-01      | 6.0000%  |  | $887.01            | $911.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4801 | 2055-08-01      | 5.5000%  |  | $993.56            | $1001.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4052 | 2054-10-01      | 5.5000%  |  | $36543357.55       | $36811524.87       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7928 | 2052-09-01      | 4.5000%  |  | $5502.65           | $5337.99           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDG2060 | 2056-02-01      | 6.5000%  |  | $999.21            | $1048.47           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9672 | 2054-12-01      | 5.5000%  |  | $928.80            | $950.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB9531 | 2054-11-01      | 7.0000%  |  | $847.13            | $907.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9454 | 2054-11-01      | 4.5000%  |  | $975.13            | $947.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9440 | 2054-11-01      | 5.5000%  |  | $915.19            | $940.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  |  | $1619873.14        | $1684284.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7336 | 2053-10-01      | 5.5000%  |  | $100386.74         | $101405.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7302 | 2053-10-01      | 5.5000%  |  | $819.44            | $837.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB7289 | 2053-10-01      | 5.0000%  |  | $737.43            | $738.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7053 | 2053-09-01      | 6.0000%  |  | $2495412.52        | $2601422.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6873 | 2053-08-01      | 6.0000%  |  | $14905603.12       | $15341383.34       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6634 | 2053-06-01      | 5.5000%  |  | $7138743.85        | $7336817.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6310 | 2053-05-01      | 5.0000%  |  | $804.08            | $799.88            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL2948 | 2055-10-01      | 5.0000%  |  | $6178.96           | $6138.09           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA9247 | 2056-03-01      | 5.0000%  |  | $1163704.00        | $1152996.37        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA8709 | 2056-03-01      | 5.0000%  |  | $1572050.00        | $1561650.37        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA8534 | 2056-03-01      | 5.0000%  |  | $1100713.00        | $1092415.46        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA8160 | 2056-03-01      | 5.0000%  |  | $1001.00           | $1002.42           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA7765 | 2056-03-01      | 5.5000%  |  | $5262550.91        | $5329776.49        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA7469 | 2056-02-01      | 5.5000%  |  | $745864.24         | $759496.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA9542 | 2056-04-01      | 5.0000%  |  | $3937800.00        | $3902779.83        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL2767 | 2055-08-01      | 6.5000%  |  | $947.15            | $1003.42           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL2468 | 2055-09-01      | 5.5000%  |  | $734760.69         | $753602.40         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2141 | 2055-09-01      | 6.0000%  |  | $21889869.06       | $22748783.74       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1882 | 2055-05-01      | 6.5000%  |  | $3041696.55        | $3165711.59        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1544 | 2054-12-01      | 5.0000%  |  | $917.18            | $911.84            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1356 | 2055-05-01      | 6.0000%  |  | $75438049.94       | $78108028.84       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2900 | 2055-09-01      | 6.0000%  |  | $976.98            | $1009.17           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2435 | 2055-08-01      | 5.5000%  |  | $6780.15           | $6903.40           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA2407 | 2055-07-01      | 5.0000%  |  | $953.12            | $948.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA2126 | 2055-06-01      | 5.0000%  |  | $4029159.99        | $3980184.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3245 | 2054-09-01      | 5.5000%  |  | $3832503.45        | $3860627.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3185 | 2054-10-01      | 5.5000%  |  | $981125.75         | $988325.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2730 | 2055-01-01      | 5.5000%  |  | $905651.01         | $912324.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC1965 | 2054-09-01      | 6.5000%  |  | $62793.35          | $65202.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5514 | 2055-05-01      | 6.0000%  |  | $262883.11         | $269456.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD5429 | 2055-05-01      | 5.5000%  |  | $1905.07           | $1920.06           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0719 | 2055-07-01      | 6.0000%  |  | $1552918.26        | $1620311.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD3028 | 2055-03-01      | 5.5000%  |  | $1093889.71        | $1119127.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD0259 | 2055-01-01      | 5.5000%  |  | $2079005.40        | $2124885.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD0281 | 2055-01-01      | 5.5000%  |  | $446679.03         | $449956.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC9630 | 2055-01-01      | 6.5000%  |  | $899996.11         | $934530.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM3405 | 2046-06-01      | 3.0000%  |  | $1849517.41        | $1659165.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTFM3123 | 2038-03-01      | 2.5000%  |  | $33029.21          | $30811.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFM2908 | 2049-10-01      | 5.0000%  |  | $293.26            | $294.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM2178 | 2050-01-01      | 3.5000%  |  | $40657.08          | $37636.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFM2090 | 2049-05-01      | 6.0000%  |  | $38922.71          | $40716.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM1626 | 2048-11-01      | 4.0000%  |  | $29423.40          | $28175.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFM1727 | 2049-09-01      | 5.0000%  |  | $88438.33          | $88960.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFM0057 | 2032-05-01      | 2.5000%  |  | $449087.17         | $433792.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC6425 | 2054-11-01      | 5.0000%  |  | $3641802.26        | $3597760.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5981 | 2054-11-01      | 5.5000%  |  | $70089.93          | $70606.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5626 | 2054-11-01      | 5.5000%  |  | $625769.92         | $630362.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS7162 | 2054-02-01      | 6.5000%  |  | $589.68            | $618.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2680 | 2054-10-01      | 6.5000%  |  | $18209.41          | $18996.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC0449 | 2054-10-01      | 5.5000%  |  | $598169.98         | $602640.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC0410 | 2054-09-01      | 5.5000%  |  | $110682.62         | $113601.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC0374 | 2054-08-01      | 6.0000%  |  | $422367.52         | $432233.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB8086 | 2054-09-01      | 5.5000%  |  | $810.87            | $831.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB4149 | 2054-09-01      | 5.5000%  |  | $880.28            | $886.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5834 | 2045-09-01      | 5.5000%  |  | $892262.25         | $910411.16         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF7373 | 2053-02-01      | 6.0000%  |  | $29017147.51       | $29828931.23       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6522 | 2053-01-01      | 5.5000%  |  | $11755314.39       | $11912933.56       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  |  | $416342.56         | $422168.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6055 | 2053-04-01      | 5.0000%  |  | $4862952.01        | $4883365.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6071 | 2053-04-01      | 5.5000%  |  | $5807.90           | $5967.27           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5986 | 2053-03-01      | 5.0000%  |  | $358060.37         | $355509.43         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF4920 | 2052-12-01      | 6.5000%  |  | $48641.83          | $51118.03          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF5371 | 2053-01-01      | 5.0000%  |  | $7722415.41        | $7766608.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF2777 | 2052-11-01      | 6.0000%  |  | $685867.88         | $719245.64         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  |  | $6738688.91        | $6842244.59        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0497 | 2052-09-01      | 5.0000%  |  | $1958386.79        | $1965945.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9306 | 2052-09-01      | 5.0000%  |  | $1910315.37        | $1912498.23        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE9208 | 2052-09-01      | 4.5000%  |  | $776.41            | $753.84            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE8087 | 2052-06-01      | 4.0000%  |  | $4397747.64        | $4169884.21        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE4957 | 2052-06-01      | 4.5000%  |  | $11445285.11       | $11102842.18       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD3216 | 2051-12-01      | 2.5000%  |  | $744.05            | $634.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC7086 | 2051-09-01      | 2.5000%  |  | $491326.09         | $417165.00         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA5529 | 2049-12-01      | 3.0000%  |  | $9054909.18        | $8144247.91        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA4351 | 2049-11-01      | 3.5000%  |  | $932403.22         | $872050.32         | Agency Mortgage-Backed Securities  |
| FMAC 06.500 FGPC G60503 G | 2039-09-01      | 6.5000%  |  | $135.37            | $142.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4299 | 2052-08-01      | 4.5000%  |  | $756.57            | $737.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  |  | $758.80            | $700.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4091 | 2052-07-01      | 4.0000%  |  | $16381898.38       | $15593000.75       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4088 | 2052-07-01      | 4.0000%  |  | $771.12            | $734.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4027 | 2052-07-01      | 4.5000%  |  | $4295248.11        | $4187531.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY5986 | 2053-07-01      | 5.5000%  |  | $1168435.37        | $1188447.55        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF7042 | 2053-02-01      | 5.0000%  |  | $2477.26           | $2481.19           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBQ7468 | 2052-01-01      | 4.0000%  |  | $1047133.80        | $992230.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I5BF0494 | 2049-04-01      | 3.5000%  |  | $281.92            | $264.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6913 | 2050-09-01      | 2.5000%  |  | $513.60            | $436.25            | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q58645 G | 2048-09-01      | 4.5000%  |  | $2447110.24        | $2408653.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIBT3901 | 2038-10-01      | 6.0000%  |  | $65688.87          | $68105.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6309 | 2053-05-01      | 5.0000%  |  | $747.66            | $741.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6085 | 2053-04-01      | 6.0000%  |  | $3447661.99        | $3603499.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5892 | 2053-03-01      | 4.5000%  |  | $82454.56          | $79970.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5866 | 2053-03-01      | 6.5000%  |  | $1784269.45        | $1876146.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5543 | 2053-01-01      | 6.0000%  |  | $372025.46         | $383894.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  |  | $1775238.90        | $1814724.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5450 | 2053-01-01      | 5.0000%  |  | $809.80            | $804.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6203 | 2053-05-01      | 5.5000%  |  | $6392430.36        | $6535386.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5104 | 2052-11-01      | 4.5000%  |  | $383870.10         | $373342.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5055 | 2052-11-01      | 6.0000%  |  | $74893.64          | $77282.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CICB4990 | 2037-11-01      | 4.5000%  |  | $124013.95         | $124414.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  |  | $306881.34         | $310800.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY9340 | 2053-08-01      | 5.5000%  |  | $755300.11         | $762659.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY7307 | 2053-09-01      | 6.0000%  |  | $63057.38          | $64827.90          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS9776 | 2046-08-01      | 3.5000%  |  | $5736.90           | $5372.34           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4693 | 2046-12-01      | 3.0000%  |  | $29840.89          | $26899.95          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4655 | 2046-03-01      | 3.5000%  |  | $150232.02         | $140723.33         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLZS1516 | 2036-11-01      | 5.0000%  |  | $63033.10          | $63675.51          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZA1259 | 2042-10-01      | 3.5000%  |  | $101174.53         | $95335.91          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC T65441 G | 2047-10-01      | 3.5000%  |  | $70.43             | $65.27             | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC T65458 G | 2048-02-01      | 3.5000%  |  | $28779.37          | $26562.00          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  |  | $12.17             | $12.03             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM4723 | 2047-11-01      | 3.5000%  |  | $192.89            | $178.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  |  | $297.25            | $293.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  |  | $408.40            | $385.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5626 | 2053-08-01      | 5.0000%  |  | $6386.80           | $6338.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5507 | 2051-09-01      | 3.5000%  |  | $32681.70          | $30020.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5410 | 2053-07-01      | 5.5000%  |  | $878.59            | $900.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS6259 | 2053-06-01      | 4.5000%  |  | $812.78            | $791.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6241 | 2053-11-01      | 6.0000%  |  | $774.02            | $804.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5230 | 2053-06-01      | 5.5000%  |  | $667.16            | $675.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5134 | 2049-12-01      | 3.5000%  |  | $490841.22         | $458802.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5088 | 2053-04-01      | 3.5000%  |  | $808.34            | $749.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5037 | 2052-02-01      | 2.5000%  |  | $830.09            | $702.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS3994 | 2053-02-01      | 6.0000%  |  | $640.02            | $668.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3809 | 2052-11-01      | 4.5000%  |  | $785.29            | $764.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS4477 | 2037-05-01      | 2.5000%  |  | $831667.49         | $786824.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS3411 | 2053-01-01      | 6.0000%  |  | $64450.72          | $66263.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  |  | $705.69            | $722.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7033 | 2050-09-01      | 2.5000%  |  | $90732513.67       | $77777120.45       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4799 | 2055-09-01      | 6.0000%  |  | $4825593.87        | $5010216.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC8501 | 2054-12-01      | 5.5000%  |  | $144107.25         | $145211.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX3814 | 2053-02-01      | 6.0000%  |  | $2048818.97        | $2102764.38        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZL1630 | 2041-07-01      | 4.5000%  |  | $89865.47          | $88760.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3363 | 2033-05-01      | 3.0000%  |  | $51989.32          | $50539.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBP8110 | 2050-08-01      | 2.0000%  |  | $546.90            | $444.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBU5021 | 2054-09-01      | 4.5000%  |  | $2572680.67        | $2505389.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS3821 | 2053-02-01      | 6.0000%  |  | $683.52            | $709.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQB9348 | 2051-03-01      | 2.5000%  |  | $1498816.80        | $1265030.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  |  | $61759.27          | $59949.67          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ1375 | 2054-02-01      | 4.5000%  |  | $7013.70           | $6782.88           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0847 | 2051-06-01      | 3.0000%  |  | $20936781.81       | $18792206.32       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9265 | 2053-06-01      | 5.5000%  |  | $83498959.24       | $85282274.32       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH5656 | 2047-06-01      | 4.0000%  |  | $3268322.82        | $3135528.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3658 | 2053-01-01      | 5.0000%  |  | $780.36            | $778.26            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD7561 | 2053-02-01      | 4.0000%  |  | $738865.32         | $705249.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA1343 | 2038-03-01      | 4.0000%  |  | $517698.56         | $509210.03         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT0199 | 2044-08-01      | 3.5000%  |  | $121132.24         | $114089.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC9269 | 2054-12-01      | 4.5000%  |  | $1486493.06        | $1440985.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA3536 | 2055-11-01      | 5.0000%  |  | $141649.81         | $140582.00         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3970 | 2055-12-01      | 5.5000%  |  | $1006.50           | $1021.05           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG0007 | 2056-01-01      | 5.0000%  |  | $997.68            | $985.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1677 | 2055-12-01      | 5.0000%  |  | $278317.32         | $277040.03         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ8525 | 2055-11-01      | 6.0000%  |  | $267163.18         | $276029.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1718 | 2055-05-01      | 6.0000%  |  | $24001156.97       | $24615250.57       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ2614 | 2055-09-01      | 5.5000%  |  | $3930.94           | $4020.92           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4642 | 2055-08-01      | 6.0000%  |  | $90515.46          | $94443.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA4433 | 2056-01-01      | 4.5000%  |  | $997.33            | $964.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF9268 | 2056-01-01      | 6.0000%  |  | $999.00            | $1023.93           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF5934 | 2055-12-01      | 5.5000%  |  | $987.44            | $995.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CTRB5378 | 2045-12-01      | 5.0000%  |  | $2928.56           | $2916.34           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL3303 | 2055-11-01      | 6.0000%  |  | $975.07            | $1005.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1504 | 2055-11-01      | 5.0000%  |  | $98723638.56       | $97792839.22       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5998 | 2056-03-01      | 5.0000%  |  | $321994.00         | $320930.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF3510 | 2055-11-01      | 5.5000%  |  | $2956922.60        | $2978621.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0833 | 2055-08-01      | 5.0000%  |  | $8609.92           | $8563.57           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  |  | $5441174.96        | $5482110.73        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ0060 | 2053-10-01      | 5.0000%  |  | $29754254.43       | $29712023.24       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4139 | 2055-05-01      | 6.0000%  |  | $2248443.94        | $2350096.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY0146 | 2055-04-01      | 6.5000%  |  | $2799705.13        | $2925702.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB1921 | 2051-10-01      | 3.5000%  |  | $5113457.12        | $4747183.60        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG5386 | 2053-06-01      | 6.0000%  |  | $515.73            | $529.48            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CTZA2359 | 2034-10-01      | 3.5000%  |  | $107347.49         | $104527.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB7737 | 2054-06-01      | 6.5000%  |  | $789.89            | $822.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS4108 | 2051-12-01      | 4.0000%  |  | $772.58            | $733.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7524 | 2050-08-01      | 3.0000%  |  | $431393.32         | $386558.62         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  |  | $835.12            | $861.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM1724 | 2049-10-01      | 3.0000%  |  | $128332.30         | $114109.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5810 | 2045-09-01      | 3.5000%  |  | $18886023.87       | $17773328.60       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM1959 | 2047-10-01      | 3.5000%  |  | $16489.88          | $15488.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5877 | 2055-11-01      | 4.5000%  |  | $9823.95           | $9490.43           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ3183 | 2055-09-01      | 5.5000%  |  | $896.07            | $902.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE6508 | 2055-08-01      | 6.0000%  |  | $1100821.99        | $1139053.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAR2624 | 2043-02-01      | 3.5000%  |  | $7176337.64        | $6757646.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7289 | 2050-10-01      | 2.0000%  |  | $105437226.28      | $86070059.70       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  |  | $241814229.14      | $243707956.89      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6119 | 2053-01-01      | 6.0000%  |  | $11501114.72       | $11878305.28       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  |  | $297369.56         | $268140.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIMA4178 | 2035-11-01      | 1.5000%  |  | $341512.17         | $308033.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU8730 | 2052-06-01      | 2.5000%  |  | $58743.11          | $49688.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5536 | 2053-01-01      | 5.0000%  |  | $4080680.34        | $4055774.58        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  |  | $690.84            | $592.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8896 | 2054-07-01      | 7.0000%  |  | $12609101.38       | $13598050.01       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB4641 | 2052-08-01      | 6.0000%  |  | $1041482.62        | $1104914.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCB4451 | 2042-08-01      | 4.0000%  |  | $783008.29         | $769023.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4404 | 2052-08-01      | 5.0000%  |  | $33938.77          | $33777.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4386 | 2052-08-01      | 4.5000%  |  | $720.11            | $698.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICB2966 | 2037-03-01      | 2.0000%  |  | $613.72            | $564.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2855 | 2052-02-01      | 2.5000%  |  | $1169813.74        | $1008547.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $27583989.13       | $26221432.00       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3496 | 2052-05-01      | 3.0000%  |  | $418550.07         | $368788.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2211 | 2051-11-01      | 2.5000%  |  | $459839.22         | $389530.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8893 | 2051-02-01      | 2.0000%  |  | $1302705.29        | $1057890.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7334 | 2050-10-01      | 2.0000%  |  | $93853809.37       | $76939069.18       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7332 | 2050-10-01      | 2.0000%  |  | $23442556.14       | $19217730.87       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7273 | 2050-10-01      | 2.0000%  |  | $76850056.19       | $62459242.78       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  |  | $1661653.25        | $1356438.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7288 | 2050-10-01      | 2.0000%  |  | $143865.88         | $117489.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $617.57            | $504.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8060 | 2050-12-01      | 2.0000%  |  | $653.49            | $531.12            | Agency Mortgage-Backed Securities  |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $100.00            | $100.69            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $382600.00         | $371235.90         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  |  | $100.00            | $101.29            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 56        | 2056-02-15      | 4.7500%  |  | $1813600.00        | $1778380.76        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  |  | $915900.00         | $924401.79         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  |  | $100.00            | $101.28            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $200.00            | $203.90            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  |  | $1267800.00        | $1300071.20        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $100.00            | $97.87             | U.S. Treasuries (including strips) |
| USTR BILL 04/23/26        | 2026-04-23      | 0.0000%  |  | $100.00            | $99.78             | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  |  | $100.00            | $55.70             | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $400.00            | $409.68            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  |  | $100.00            | $102.84            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $100.00            | $102.31            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  |  | $100.00            | $101.25            | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $94400.00          | $89397.40          | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  |  | $160200.00         | $152284.30         | U.S. Treasuries (including strips) |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $1306500.00        | $1347388.92        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $347200.00         | $344185.02         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $286300.00         | $283338.89         | U.S. Treasuries (including strips) |
| USTR BILL 05/05/26        | 2026-05-05      | 0.0000%  |  | $4692900.00        | $4676826.82        | U.S. Treasuries (including strips) |
| USTR BILL 06/04/26        | 2026-06-04      | 0.0000%  |  | $1368700.00        | $1359912.95        | U.S. Treasuries (including strips) |

### Security 136: Fixed Income Clearing Corporation ("FICC") - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - SSB, REPO,  3.660%, 4/1/2026
- **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):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 3.1700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50377104.62       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50377104.62       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50377104.62       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50377104.62       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50377104.62       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50377104.62       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50377104.62       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50377104.62       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50377104.62       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50377104.62       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50377104.62       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50377104.62       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50377104.62       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50377104.62       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50377104.62       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $6743900.00        | $6794763.12        | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49520634.57       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49520634.57       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49520634.57       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49520634.57       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49520634.57       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49520634.57       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49520634.57       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49520634.57       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49520634.57       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49520634.57       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49520634.57       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49520634.57       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49520634.57       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49520634.57       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49520634.57       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49520634.57       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49520634.57       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49520634.57       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49520634.57       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49520634.57       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49520634.57       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49520634.57       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49520634.57       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49520634.57       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49520634.57       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $47190000.00       | $46737574.90       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $28199000.00       | $28183354.56       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2054 | 2054-11-15      | 4.5000%  |  | $50000000.00       | $47614833.87       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2054 | 2054-11-15      | 4.5000%  |  | $50000000.00       | $47614833.87       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2054 | 2054-11-15      | 4.5000%  |  | $50000000.00       | $47614833.87       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46922384.51       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46922384.51       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46922384.51       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46922384.51       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46922384.51       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46922384.51       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46922384.51       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46922384.51       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46922384.51       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46922384.51       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46922384.51       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46922384.51       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46922384.51       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46922384.51       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46922384.51       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46922384.51       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46922384.51       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $34739000.00       | $32600734.31       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $50914060.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $50914060.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $50914060.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $50914060.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $50914060.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $50914060.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $50914060.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $50914060.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $50914060.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $50914060.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $50914060.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $50914060.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $50914060.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $50914060.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $50914060.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $50914060.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $50914060.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $50914060.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $50914060.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $50914060.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $50914060.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $50914060.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $10200000.00       | $10386468.24       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  |  | $50000000.00       | $50774118.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  |  | $50000000.00       | $50774118.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  |  | $50000000.00       | $50774118.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  |  | $50000000.00       | $50774118.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  |  | $50000000.00       | $50774118.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  |  | $50000000.00       | $50774118.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  |  | $50000000.00       | $50774118.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  |  | $50000000.00       | $50774118.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  |  | $50000000.00       | $50774118.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  |  | $50000000.00       | $50774118.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  |  | $12000000.00       | $12185788.34       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49080973.76       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49080973.76       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49080973.76       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49080973.76       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49080973.76       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49080973.76       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49080973.76       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49080973.76       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49524723.76       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $30000000.00       | $29714834.25       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 09/30/2028 | 2028-09-30      | 1.2500%  |  | $50000000.00       | $47000000.00       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 09/30/2028 | 2028-09-30      | 1.2500%  |  | $50000000.00       | $47000000.00       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 09/30/2028 | 2028-09-30      | 1.2500%  |  | $50000000.00       | $47000000.00       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 09/30/2028 | 2028-09-30      | 1.2500%  |  | $50000000.00       | $47000000.00       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 09/30/2028 | 2028-09-30      | 1.2500%  |  | $13400000.00       | $12596000.00       | U.S. Treasuries (including strips) |

### Security 137: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.685%, 4/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1821244246.08
- **C.18.a - Value (excl. sponsor support):** $1821244246.08
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **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 138: 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):** $642195327.15
- **C.18.a - Value (excl. sponsor support):** $642195327.15
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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,  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):** $160299918.87
- **C.18.a - Value (excl. sponsor support):** $160299918.87
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 140: 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):** $1661742637.23
- **C.18.a - Value (excl. sponsor support):** $1661742637.23
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 141: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.690%, 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):** $1790181702.66
- **C.18.a - Value (excl. sponsor support):** $1790181702.66
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 142: 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):** $869785060.32
- **C.18.a - Value (excl. sponsor support):** $869785060.32
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 143: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.605%, 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):** $3542462778.06
- **C.18.a - Value (excl. sponsor support):** $3542462778.06
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 144: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.925%, 7/9/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1688094703.35
- **C.18.a - Value (excl. sponsor support):** $1688094703.35
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 145: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.540%, 10/1/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1862381324.51
- **C.18.a - Value (excl. sponsor support):** $1862381324.51
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.695%, 4/9/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $901925776.83
- **C.18.a - Value (excl. sponsor support):** $901925776.83
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.2600%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.470%, 11/27/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $811427731.23
- **C.18.a - Value (excl. sponsor support):** $811427731.23
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 148: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.460%, 11/27/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1783969271.91
- **C.18.a - Value (excl. sponsor support):** $1783969271.91
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 149: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.610%, 6/4/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2968803564.12
- **C.18.a - Value (excl. sponsor support):** $2968803564.12
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.380%, 12/24/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $647680986.05
- **C.18.a - Value (excl. sponsor support):** $647680986.05
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.390%, 1/21/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1359836898.00
- **C.18.a - Value (excl. sponsor support):** $1359836898.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.525%, 7/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2736679503.80
- **C.18.a - Value (excl. sponsor support):** $2736679503.80
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.500%, 8/13/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $927384523.20
- **C.18.a - Value (excl. sponsor support):** $927384523.20
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.500%, 8/20/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $222694222.36
- **C.18.a - Value (excl. sponsor support):** $222694222.36
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.605%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $68475144.60
- **C.18.a - Value (excl. sponsor support):** $68475144.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.600%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248098350.00
- **C.18.a - Value (excl. sponsor support):** $248098350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.595%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3243141631.20
- **C.18.a - Value (excl. sponsor support):** $3243141631.20
- **C.19 - Percentage of Net Assets:** 1.7100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.595%, 6/23/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2925681704.50
- **C.18.a - Value (excl. sponsor support):** $2925681704.50
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.590%, 6/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1960215307.50
- **C.18.a - Value (excl. sponsor support):** $1960215307.50
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.656%, 3/18/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $154498582.40
- **C.18.a - Value (excl. sponsor support):** $154498582.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.595%, 3/18/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $407007203.01
- **C.18.a - Value (excl. sponsor support):** $407007203.01
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.590%, 7/7/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UN5, C.4 - ISIN: US912797UN51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2958939907.20
- **C.18.a - Value (excl. sponsor support):** $2958939907.20
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.610%, 7/21/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.4 - ISIN: US912797UQ82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1876932200.00
- **C.18.a - Value (excl. sponsor support):** $1876932200.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 164: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.500%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $511363816.24
- **C.18.a - Value (excl. sponsor support):** $511363816.24
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 165: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 4/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $180971250.22
- **C.18.a - Value (excl. sponsor support):** $180971250.22
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 5/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $107305483.68
- **C.18.a - Value (excl. sponsor support):** $107305483.68
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: 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):** $345403663.19
- **C.18.a - Value (excl. sponsor support):** $345403663.19
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 168: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 8/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $617285156.25
- **C.18.a - Value (excl. sponsor support):** $617285156.25
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.875%, 9/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $25633765.56
- **C.18.a - Value (excl. sponsor support):** $25633765.56
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.125%, 10/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $208773625.00
- **C.18.a - Value (excl. sponsor support):** $208773625.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 171: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.250%, 12/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $268472301.47
- **C.18.a - Value (excl. sponsor support):** $268472301.47
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 172: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.625%, 9/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $268037126.79
- **C.18.a - Value (excl. sponsor support):** $268037126.79
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.625%, 10/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $150678280.50
- **C.18.a - Value (excl. sponsor support):** $150678280.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 174: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.125%, 2/15/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $277861295.49
- **C.18.a - Value (excl. sponsor support):** $277861295.49
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.875%, 4/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $250220022.50
- **C.18.a - Value (excl. sponsor support):** $250220022.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.803%, 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):** $769008320.58
- **C.18.a - Value (excl. sponsor support):** $769008320.58
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 177: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.625%, 6/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $352759000.00
- **C.18.a - Value (excl. sponsor support):** $352759000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.750%, 8/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $210966702.09
- **C.18.a - Value (excl. sponsor support):** $210966702.09
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 179: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.500%, 9/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $362503710.03
- **C.18.a - Value (excl. sponsor support):** $362503710.03
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.125%, 10/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $440773436.40
- **C.18.a - Value (excl. sponsor support):** $440773436.40
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.858%, 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):** $720183640.12
- **C.18.a - Value (excl. sponsor support):** $720183640.12
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.250%, 11/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $823733995.68
- **C.18.a - Value (excl. sponsor support):** $823733995.68
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.125%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $639116206.67
- **C.18.a - Value (excl. sponsor support):** $639116206.67
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.751%, 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):** $1755661617.45
- **C.18.a - Value (excl. sponsor support):** $1755661617.45
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.875%, 3/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $633835756.23
- **C.18.a - Value (excl. sponsor support):** $633835756.23
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 186: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.813%, 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):** $2130382338.56
- **C.18.a - Value (excl. sponsor support):** $2130382338.56
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia, REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 921AZS005, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $172190000.00
- **C.18.a - Value (excl. sponsor support):** $172190000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.000 CLFA1291 | 2055-04-01      | 5.0000%  |  | $9054358.49        | $9025128.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9612 | 2054-12-01      | 5.5000%  |  | $20053472.35       | $20300397.43       | Agency Mortgage-Backed Securities  |
| USTR 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  |  | $21506100.60       | $11437499.09       | U.S. Treasuries (including strips) |
| USTR 3 7/8 TRIB 29        | 2029-04-15      | 3.8750%  |  | $68.12             | $74.69             | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN A 36      | 2036-01-15      | 1.8750%  |  | $81134106.63       | $80344644.88       | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 56        | 2056-02-15      | 2.3750%  |  | $15865178.60       | $14770619.94       | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 55        | 2055-02-15      | 2.3750%  |  | $2654138.88        | $2474783.73        | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 54        | 2054-02-15      | 2.1250%  |  | $5488466.14        | $4856696.67        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 52        | 2052-02-15      | 0.1250%  |  | $8596984.85        | $4467450.75        | U.S. Treasuries (including strips) |
| USTR 1 TRIB 49            | 2049-02-15      | 1.0000%  |  | $44.50             | $31.59             | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIB 42        | 2042-02-15      | 0.7500%  |  | $220934.19         | $170322.95         | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 41        | 2041-02-15      | 2.1250%  |  | $12059677.57       | $11696125.28       | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIB 50        | 2050-02-15      | 0.2500%  |  | $21778678.31       | $12345877.32       | U.S. Treasuries (including strips) |
| USTR 0 1/2 TRIN A 28      | 2028-01-15      | 0.5000%  |  | $3788222.64        | $3762057.05        | U.S. Treasuries (including strips) |

### Security 188: Fixed Income Clearing Corporation ("FICC") - NATIXIS

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - NATIXIS, REPO,  3.660%, 4/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 922URB006, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 2.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 - 3.7500 - 10/31/2032 | 2032-10-31      | 3.7500%  |  | $50000000.00       | $49664923.26       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 10/31/2032 | 2032-10-31      | 3.7500%  |  | $50000000.00       | $49664923.26       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 10/31/2032 | 2032-10-31      | 3.7500%  |  | $50000000.00       | $49664923.26       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 10/31/2032 | 2032-10-31      | 3.7500%  |  | $50000000.00       | $49664923.26       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 10/31/2032 | 2032-10-31      | 3.7500%  |  | $50000000.00       | $49664923.26       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 10/31/2032 | 2032-10-31      | 3.7500%  |  | $50000000.00       | $49664923.26       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50904532.97       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50904532.97       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50904532.97       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50904532.97       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50904532.97       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50904532.97       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 04/30/2028 | 2028-04-30      | 1.2500%  |  | $50000000.00       | $47678674.42       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 04/30/2028 | 2028-04-30      | 1.2500%  |  | $50000000.00       | $47678674.42       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 04/30/2028 | 2028-04-30      | 1.2500%  |  | $50000000.00       | $47678674.42       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 04/30/2028 | 2028-04-30      | 1.2500%  |  | $50000000.00       | $47678674.42       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 04/30/2028 | 2028-04-30      | 1.2500%  |  | $50000000.00       | $47678674.42       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 04/30/2028 | 2028-04-30      | 1.2500%  |  | $50000000.00       | $47678674.42       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50321630.22       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50321630.22       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50321630.22       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50321630.22       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50321630.22       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50321630.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  |  | $50000000.00       | $50128905.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  |  | $50000000.00       | $50128905.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  |  | $50000000.00       | $50128905.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  |  | $50000000.00       | $50128905.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  |  | $50000000.00       | $50128905.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  |  | $50000000.00       | $50128905.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2031 | 2031-03-31      | 4.1250%  |  | $50000000.00       | $50279295.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2031 | 2031-03-31      | 4.1250%  |  | $50000000.00       | $50279295.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2031 | 2031-03-31      | 4.1250%  |  | $50000000.00       | $50279295.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2031 | 2031-03-31      | 4.1250%  |  | $50000000.00       | $50279295.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2031 | 2031-03-31      | 4.1250%  |  | $50000000.00       | $50279295.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2031 | 2031-03-31      | 4.1250%  |  | $50000000.00       | $50279295.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 05/31/2032 | 2032-05-31      | 4.1250%  |  | $50000000.00       | $50738346.26       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 05/31/2032 | 2032-05-31      | 4.1250%  |  | $50000000.00       | $50738346.26       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 05/31/2032 | 2032-05-31      | 4.1250%  |  | $50000000.00       | $50738346.26       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 05/31/2032 | 2032-05-31      | 4.1250%  |  | $50000000.00       | $50738346.26       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 05/31/2032 | 2032-05-31      | 4.1250%  |  | $50000000.00       | $50738346.26       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 05/31/2032 | 2032-05-31      | 4.1250%  |  | $50000000.00       | $50738346.26       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 09/30/2029 | 2029-09-30      | 3.5000%  |  | $50000000.00       | $49349610.00       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 09/30/2029 | 2029-09-30      | 3.5000%  |  | $50000000.00       | $49349610.00       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 09/30/2029 | 2029-09-30      | 3.5000%  |  | $50000000.00       | $49349610.00       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 09/30/2029 | 2029-09-30      | 3.5000%  |  | $50000000.00       | $49349610.00       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 09/30/2029 | 2029-09-30      | 3.5000%  |  | $50000000.00       | $49349610.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/29/2028 | 2028-02-29      | 4.0000%  |  | $50000000.00       | $50309103.26       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/29/2028 | 2028-02-29      | 4.0000%  |  | $50000000.00       | $50309103.26       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/29/2028 | 2028-02-29      | 4.0000%  |  | $50000000.00       | $50309103.26       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/29/2028 | 2028-02-29      | 4.0000%  |  | $50000000.00       | $50309103.26       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/29/2028 | 2028-02-29      | 4.0000%  |  | $50000000.00       | $50309103.26       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51090814.92       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51090814.92       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51090814.92       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51090814.92       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51090814.92       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50377104.62       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50377104.62       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50377104.62       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50377104.62       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $48262537.60       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $48262537.60       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $48262537.60       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $48262537.60       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/30/2030 | 2030-06-30      | 3.8750%  |  | $50000000.00       | $50344978.90       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/30/2030 | 2030-06-30      | 3.8750%  |  | $50000000.00       | $50344978.90       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/30/2030 | 2030-06-30      | 3.8750%  |  | $50000000.00       | $50344978.90       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/30/2030 | 2030-06-30      | 3.8750%  |  | $50000000.00       | $50344978.90       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51685611.26       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51685611.26       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51685611.26       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51685611.26       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2034 | 2034-05-15      | 4.3750%  |  | $50000000.00       | $51280808.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2034 | 2034-05-15      | 4.3750%  |  | $50000000.00       | $51280808.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2034 | 2034-05-15      | 4.3750%  |  | $50000000.00       | $51280808.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2034 | 2034-05-15      | 4.3750%  |  | $50000000.00       | $51280808.20       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 10/15/2028 | 2028-10-15      | 2.3750%  |  | $53082000.00       | $56314496.93       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 10/15/2028 | 2028-10-15      | 2.3750%  |  | $53082000.00       | $56314496.93       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 10/15/2028 | 2028-10-15      | 2.3750%  |  | $53082000.00       | $56314496.93       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 10/15/2028 | 2028-10-15      | 2.3750%  |  | $49584002.36       | $52603484.21       | U.S. Treasuries (including strips) |

### Security 189: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC, REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930LFD005, C.3 - LEI: 5493004GRDTUI7EMIZ82
- **C.18 - Value (incl. sponsor support):** $96832000.00
- **C.18.a - Value (excl. sponsor support):** $96832000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2025-140 MU | 2055-08-20      | 5.0000%  |  | $1255512.22        | $1228966.51        | Agency Collateralized Mortgage Obligation |
| FHLB FHOR 22-27 I6    | 2027-10-28      | 2.0000%  |  | $26897.78          | $26344.22          | Agency Debentures and Agency Strips       |
| FHLB FHOR 22-26 ZW    | 2026-10-28      | 2.2500%  |  | $26897.78          | $26904.57          | Agency Debentures and Agency Strips       |
| FHLB FHOR 22-27 T5    | 2027-02-18      | 2.6000%  |  | $116198.40         | $115315.59         | Agency Debentures and Agency Strips       |
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  |  | $2151822.22        | $2172464.80        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $441015.96         | $438503.79         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  |  | $19639455.48       | $20060236.67       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  |  | $9119314.99        | $9247698.19        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  |  | $107.59            | $109.99            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  |  | $55662992.95       | $56428740.44       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  |  | $2689777.78        | $2748136.00        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $749286.02         | $732442.03         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  |  | $5536401.88        | $5564779.59        | U.S. Treasuries (including strips)        |

### Security 190: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $170000000.00
- **C.18.a - Value (excl. sponsor support):** $170000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 JM MA7043 M | 2050-12-20      | 2.5000%  |  | $33587.78          | $28419.40          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN9189 C | 2065-04-20      | 7.0000%  |  | $17397.32          | $18258.30          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ8928 C | 2066-01-20      | 6.5000%  |  | $43842.06          | $45851.02          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO9800 C | 2065-12-20      | 7.0000%  |  | $100919.91         | $105914.57         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN6143 C | 2055-12-20      | 7.5000%  |  | $84225.55          | $90997.96          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP3884 C | 2065-11-20      | 6.5000%  |  | $57965.86          | $60831.96          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5267 C | 2065-11-20      | 7.0000%  |  | $16734.63          | $17562.83          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1738 C | 2065-09-20      | 6.5000%  |  | $29329.61          | $30726.68          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL0310 C | 2065-07-20      | 7.0000%  |  | $18022.38          | $18914.32          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5493 C | 2065-05-20      | 6.0000%  |  | $34340.70          | $35186.69          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN3741 C | 2065-11-20      | 6.5000%  |  | $1085489.76        | $1139162.53        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0935 M | 2056-02-20      | 4.5000%  |  | $1932227.13        | $1869178.56        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7632 C | 2065-10-20      | 6.5000%  |  | $76091.04          | $79853.42          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ3705 C | 2066-01-20      | 7.0000%  |  | $38445.82          | $40348.55          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5346 C | 2065-12-20      | 6.0000%  |  | $1036783.93        | $1064213.09        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP4669 C | 2056-02-20      | 6.5000%  |  | $50527.85          | $53360.47          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN6227 C | 2065-12-20      | 6.5000%  |  | $45241.87          | $47478.89          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7533 C | 2065-10-20      | 6.5000%  |  | $114708.51         | $120380.35         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO3953 C | 2065-10-20      | 6.5000%  |  | $47481.19          | $49828.88          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7550 C | 2065-10-20      | 6.5000%  |  | $111251.03         | $116751.91         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO9543 C | 2065-11-20      | 6.0000%  |  | $22284.56          | $22833.54          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK3914 C | 2065-05-20      | 6.5000%  |  | $49295.32          | $51732.71          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723156 X | 2039-08-15      | 5.0000%  |  | $119700.24         | $122464.80         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723616 X | 2040-01-15      | 5.0000%  |  | $8013.29           | $8130.42           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 752168 X | 2045-09-15      | 3.0000%  |  | $35043.24          | $31523.11          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4579 M | 2047-07-20      | 4.0000%  |  | $1425.20           | $1343.03           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7528 M | 2049-04-20      | 4.5000%  |  | $9731.20           | $9471.74           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AV7449 X | 2046-09-15      | 3.5000%  |  | $913.30            | $842.36            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK7735 C | 2065-06-20      | 6.5000%  |  | $54388.41          | $57077.69          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE6030 C | 2064-09-20      | 6.5000%  |  | $25914.63          | $27195.92          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0351 M | 2055-05-20      | 4.5000%  |  | $36049.87          | $34598.50          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF4393 C | 2064-11-20      | 6.5000%  |  | $21027.79          | $22181.70          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN5982 C | 2055-10-20      | 6.5000%  |  | $252451.48         | $266604.08         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 659721 X | 2036-11-15      | 6.5000%  |  | $1735.93           | $1848.81           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779063 X | 2042-04-15      | 3.5000%  |  | $3399.29           | $3204.90           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779084 X | 2042-04-15      | 3.0000%  |  | $1265.84           | $1157.56           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779219 X | 2042-05-15      | 3.5000%  |  | $3212.31           | $3028.64           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 764036 X | 2027-06-15      | 3.0000%  |  | $261.92            | $260.59            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4956 X | 2052-03-15      | 3.5000%  |  | $4988.33           | $4589.71           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AL0786 X | 2045-01-15      | 3.0000%  |  | $48415.93          | $43433.25          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7578 M | 2051-09-20      | 2.0000%  |  | $8796.11           | $6998.20           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BN9288 X | 2049-07-15      | 4.0000%  |  | $533.64            | $504.09            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CJ8213 X | 2052-04-15      | 4.0000%  |  | $44327.92          | $41873.50          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA2310 X | 2047-05-15      | 4.5000%  |  | $2727.91           | $2680.35           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG9183 C | 2065-02-20      | 6.5000%  |  | $136437.03         | $143182.84         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK3352 C | 2055-05-20      | 6.0000%  |  | $315495.30         | $323713.01         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK8072 C | 2065-07-20      | 7.0000%  |  | $294531.94         | $309108.42         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 617567 X | 2037-06-15      | 6.0000%  |  | $384.78            | $404.50            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 617852 X | 2037-12-15      | 6.0000%  |  | $27.72             | $28.96             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 675062 X | 2038-01-15      | 6.0000%  |  | $13563.29          | $14142.71          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 722513 X | 2040-01-15      | 5.0000%  |  | $275.37            | $278.94            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 720259 X | 2039-08-15      | 5.0000%  |  | $111888.15         | $113523.58         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 720181 X | 2039-07-15      | 4.0000%  |  | $634.71            | $606.26            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 485244 X | 2031-02-15      | 8.0000%  |  | $722.44            | $738.97            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479580 X | 2030-09-15      | 8.0000%  |  | $68.14             | $70.15             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004850 M | 2040-11-20      | 4.5000%  |  | $149.96            | $150.57            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004797 M | 2040-09-20      | 5.0000%  |  | $27.13             | $27.31             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004796 M | 2040-09-20      | 4.5000%  |  | $743.90            | $728.60            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004709 M | 2040-06-20      | 4.5000%  |  | $1403.25           | $1374.40           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004513 M | 2039-08-20      | 5.0000%  |  | $956.35            | $955.80            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 658182 X | 2036-11-15      | 6.0000%  |  | $229.21            | $239.39            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 656454 X | 2036-06-15      | 6.0000%  |  | $45.02             | $46.40             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 650455 X | 2035-12-15      | 5.5000%  |  | $953.70            | $977.95            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ8096 C | 2066-02-20      | 5.5000%  |  | $23687.17          | $23904.46          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP3868 C | 2066-02-20      | 6.5000%  |  | $36357.53          | $38155.25          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO0109 C | 2065-10-20      | 6.5000%  |  | $54545.43          | $57242.41          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP7521 C | 2065-07-20      | 7.0000%  |  | $6415.29           | $6671.24           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN9909 C | 2065-09-20      | 6.5000%  |  | $108804.82         | $114184.75         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD4824 X | 2047-11-15      | 3.5000%  |  | $1926.17           | $1793.25           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD1520 X | 2047-11-15      | 4.5000%  |  | $4492.06           | $4402.18           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC5503 X | 2047-11-15      | 3.5000%  |  | $382.91            | $359.33            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC3692 X | 2047-09-15      | 4.5000%  |  | $1737.93           | $1691.66           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA9298 X | 2047-11-15      | 3.5000%  |  | $3117.24           | $2902.96           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA8293 X | 2047-11-15      | 4.5000%  |  | $2338.47           | $2331.12           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA2743 X | 2047-07-15      | 4.5000%  |  | $1942.08           | $1889.31           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AO7289 X | 2045-08-15      | 3.0000%  |  | $5398.08           | $4842.53           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AO3542 X | 2045-08-15      | 3.0000%  |  | $3266.22           | $2930.05           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9768 M | 2054-07-20      | 6.5000%  |  | $27550.84          | $28513.38          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9476 M | 2054-02-20      | 6.0000%  |  | $48839.50          | $49206.29          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9294 M | 2053-11-20      | 6.5000%  |  | $421.27            | $435.77            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9849 M | 2054-08-20      | 4.5000%  |  | $295413.19         | $285903.84         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 783976 M | 2043-04-20      | 3.5000%  |  | $123.26            | $116.22            | Agency Mortgage-Backed Securities  |
| GNMA GNII AP 784449 M | 2044-09-20      | 4.5000%  |  | $2983.02           | $2925.56           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784407 M | 2047-11-20      | 3.5000%  |  | $1235.23           | $1154.12           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 525564 X | 2030-01-15      | 8.5000%  |  | $133.52            | $136.79            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 523018 X | 2030-07-15      | 8.0000%  |  | $20.13             | $20.50             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 523015 X | 2030-07-15      | 8.5000%  |  | $73.52             | $74.89             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 521125 X | 2030-10-15      | 8.0000%  |  | $25.71             | $26.18             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 520100 X | 2030-03-15      | 8.0000%  |  | $124.62            | $128.11            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 515963 X | 2041-11-15      | 3.0000%  |  | $1704.23           | $1558.54           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 515849 X | 2030-07-15      | 8.5000%  |  | $364.31            | $370.83            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 508378 X | 2030-09-15      | 8.5000%  |  | $26.10             | $26.76             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 508398 X | 2030-11-15      | 8.5000%  |  | $73.04             | $74.34             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6865 M | 2050-09-20      | 2.5000%  |  | $67204.15          | $57840.15          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6864 M | 2050-09-20      | 2.0000%  |  | $3425563.74        | $2827654.42        | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6700 M | 2050-06-20      | 3.0000%  |  | $804.27            | $700.31            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6588 M | 2050-04-20      | 2.5000%  |  | $16212.60          | $13718.17          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6534 M | 2050-03-20      | 4.5000%  |  | $3411.39           | $3282.27           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785713 C | 2051-10-20      | 2.5000%  |  | $21026.14          | $18031.46          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786348 C | 2052-08-20      | 4.5000%  |  | $81203.89          | $78758.84          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786339 C | 2052-09-20      | 5.0000%  |  | $1075042.46        | $1084864.77        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785327 C | 2049-10-20      | 3.5000%  |  | $850.35            | $782.46            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785307 C | 2050-09-20      | 4.0000%  |  | $3431.51           | $3259.39           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784793 C | 2047-12-20      | 3.5000%  |  | $136066.15         | $126034.35         | Agency Mortgage-Backed Securities  |
| GNMA GNII EP 788332 C | 2065-08-20      | 7.0000%  |  | $816808.20         | $849403.20         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788329 C | 2055-01-20      | 6.0000%  |  | $1082162.28        | $1117253.55        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788327 C | 2054-12-20      | 6.5000%  |  | $875175.90         | $925961.20         | Agency Mortgage-Backed Securities  |
| GNMA GNII AP 787909 M | 2053-07-20      | 4.0000%  |  | $3178.96           | $2940.85           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788518 C | 2054-04-20      | 6.5000%  |  | $1219477.37        | $1276216.81        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN9908 C | 2065-09-20      | 6.0000%  |  | $35488.94          | $36427.87          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN9358 C | 2065-12-20      | 6.5000%  |  | $114791.18         | $120467.11         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN7773 C | 2065-11-20      | 7.0000%  |  | $114160.08         | $119810.01         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN6283 C | 2056-01-20      | 5.5000%  |  | $173255.54         | $176721.05         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN5076 C | 2065-10-20      | 6.0000%  |  | $34758.99          | $35607.35          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN5038 C | 2065-10-20      | 6.5000%  |  | $132112.12         | $138843.72         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4825 C | 2065-10-20      | 7.0000%  |  | $36569.43          | $38379.26          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4687 C | 2065-12-20      | 7.0000%  |  | $52203.76          | $54787.34          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 772827 X | 2027-08-15      | 2.5000%  |  | $394.87            | $391.74            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7869 M | 2052-02-20      | 1.5000%  |  | $29463.87          | $22690.27          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787356 C | 2052-03-20      | 2.5000%  |  | $143426.15         | $123400.90         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9351 M | 2053-12-20      | 6.5000%  |  | $1839.37           | $1903.63           | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO7009 C | 2040-07-20      | 5.0000%  |  | $93021.07          | $92909.88          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2295 M | 2044-10-20      | 4.5000%  |  | $1092.47           | $1072.13           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0472 M | 2055-07-20      | 5.5000%  |  | $521751.89         | $523035.05         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI6898 C | 2065-03-20      | 6.5000%  |  | $133732.47         | $140102.64         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788081 M | 2047-01-20      | 3.5000%  |  | $4982640.00        | $4682384.45        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH7156 C | 2055-02-20      | 6.0000%  |  | $63821.19          | $66845.04          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 675477 X | 2038-06-15      | 5.0000%  |  | $620.31            | $632.00            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 696500 X | 2038-08-15      | 6.5000%  |  | $346.77            | $368.16            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 677224 X | 2038-08-15      | 5.5000%  |  | $21.09             | $21.93             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004240 M | 2038-09-20      | 6.5000%  |  | $37.77             | $39.30             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA8393 X | 2027-09-15      | 2.5000%  |  | $4245.29           | $4209.25           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9082 X | 2042-10-15      | 3.0000%  |  | $3952.24           | $3604.29           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA8343 X | 2027-11-15      | 3.5000%  |  | $19.11             | $19.08             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9169 X | 2042-11-15      | 3.0000%  |  | $9403.53           | $8616.06           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AL9314 X | 2045-03-15      | 3.0000%  |  | $229729.63         | $206090.22         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CM2182 X | 2052-03-15      | 4.0000%  |  | $44527.61          | $41841.90          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6081 M | 2049-08-20      | 3.5000%  |  | $2276.76           | $2073.23           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD6045 X | 2047-11-15      | 3.5000%  |  | $246.50            | $228.41            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5906 M | 2034-05-20      | 4.0000%  |  | $1113.26           | $1107.94           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BS8439 X | 2050-05-15      | 3.5000%  |  | $1032.06           | $949.64            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD5948 X | 2047-11-15      | 5.0000%  |  | $3860.44           | $3861.63           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4420 X | 2052-04-15      | 4.0000%  |  | $26365.34          | $24788.70          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4526 C | 2065-12-20      | 6.5000%  |  | $59146.07          | $61963.41          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4310 C | 2065-11-20      | 6.5000%  |  | $399882.49         | $418930.76         | Agency Mortgage-Backed Securities  |
| GNMA GNII AP 784648 M | 2048-11-20      | 3.0000%  |  | $2039.47           | $1823.24           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786082 C | 2051-11-20      | 3.0000%  |  | $6975.13           | $6148.15           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4115 C | 2065-10-20      | 6.5000%  |  | $194605.21         | $203875.16         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4088 C | 2065-09-20      | 6.0000%  |  | $35560.26          | $36501.07          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN3375 C | 2065-09-20      | 6.5000%  |  | $120994.78         | $126977.33         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN2124 C | 2065-11-20      | 6.5000%  |  | $23900.76          | $25082.52          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN1203 C | 2065-08-20      | 6.5000%  |  | $41716.71          | $43703.87          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN1738 C | 2065-12-20      | 6.0000%  |  | $30291.77          | $31093.20          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM8976 C | 2066-01-20      | 6.5000%  |  | $25319.36          | $26571.27          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7669 C | 2065-10-20      | 6.5000%  |  | $189157.69         | $198510.72         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7666 C | 2065-10-20      | 7.0000%  |  | $41731.74          | $43797.05          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4120 C | 2065-10-20      | 6.5000%  |  | $73006.47          | $76484.10          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7624 C | 2065-10-20      | 6.5000%  |  | $181206.38         | $190166.25         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7597 C | 2065-10-20      | 6.5000%  |  | $70403.83          | $73884.99          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7580 C | 2065-10-20      | 6.5000%  |  | $214303.20         | $224899.56         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP2076 C | 2066-01-20      | 6.5000%  |  | $83535.91          | $87666.40          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788471 M | 2048-03-20      | 3.0000%  |  | $3241151.03        | $2927770.61        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0998 M | 2056-03-20      | 6.0000%  |  | $12500196.11       | $12819326.12       | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP9921 C | 2066-01-20      | 7.0000%  |  | $16629.75          | $17452.77          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM8770 C | 2065-11-20      | 6.5000%  |  | $41937.84          | $44011.49          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM6749 C | 2065-09-20      | 6.0000%  |  | $17569.86          | $18034.70          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0686 M | 2055-10-20      | 5.5000%  |  | $1824207.57        | $1842052.57        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 710859 X | 2039-09-15      | 5.0000%  |  | $22596.73          | $23118.61          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 711068 X | 2040-01-15      | 5.0000%  |  | $849.56            | $869.19            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 708520 X | 2039-04-15      | 5.0000%  |  | $4324.62           | $4405.35           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 707871 X | 2039-02-15      | 4.5000%  |  | $305.89            | $307.49            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 706022 X | 2039-01-15      | 5.0000%  |  | $70.42             | $71.75             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 705997 X | 2039-01-15      | 5.0000%  |  | $628.61            | $643.12            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 705468 X | 2039-02-15      | 5.0000%  |  | $21238.37          | $21728.70          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 704700 X | 2039-08-15      | 5.0000%  |  | $1305.32           | $1329.28           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 701764 X | 2042-02-15      | 3.5000%  |  | $12794.43          | $12045.56          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 699552 X | 2038-11-15      | 6.5000%  |  | $25.11             | $26.82             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 700261 X | 2039-02-15      | 6.0000%  |  | $127.06            | $129.67            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 698036 X | 2039-01-15      | 6.0000%  |  | $260.19            | $271.76            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 697959 X | 2039-03-15      | 4.5000%  |  | $62.16             | $61.40             | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081350 M | 2035-05-20      | 5.6250%  |  | $2088.54           | $2131.23           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081377 M | 2035-06-20      | 5.6250%  |  | $315.07            | $321.53            | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081314 M | 2035-04-20      | 5.6250%  |  | $717.70            | $732.30            | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081278 M | 2035-03-20      | 5.6250%  |  | $126.09            | $128.54            | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081214 M | 2035-01-20      | 5.6250%  |  | $315.47            | $321.56            | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081174 M | 2034-12-20      | 5.1250%  |  | $294.94            | $300.24            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4296 C | 2065-11-20      | 6.0000%  |  | $247976.55         | $254706.63         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 766428 X | 2046-11-15      | 2.5000%  |  | $6027.28           | $5238.28           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 764820 X | 2041-04-15      | 4.5000%  |  | $310.66            | $305.56            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 764428 X | 2041-05-15      | 5.0000%  |  | $101.88            | $103.14            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 763526 X | 2041-05-15      | 4.6250%  |  | $26850.84          | $26584.59          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 762922 X | 2041-04-15      | 4.6250%  |  | $10245.17          | $10114.37          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 762904 X | 2041-04-15      | 4.5000%  |  | $295.44            | $291.93            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 763432 X | 2041-06-15      | 4.6250%  |  | $23225.27          | $22933.96          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK7115 C | 2065-08-20      | 6.5000%  |  | $117751.07         | $123573.24         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK6124 C | 2065-06-20      | 6.0000%  |  | $112013.92         | $114773.38         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5961 C | 2065-06-20      | 6.0000%  |  | $38921.72          | $39880.56          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5975 C | 2065-05-20      | 6.0000%  |  | $41132.77          | $42146.07          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5909 C | 2065-06-20      | 6.5000%  |  | $39729.38          | $41693.83          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5792 C | 2065-08-20      | 7.0000%  |  | $213654.02         | $224227.82         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5422 C | 2065-06-20      | 6.5000%  |  | $80665.11          | $84653.57          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK6172 C | 2065-06-20      | 6.0000%  |  | $63205.03          | $64761.77          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK4289 C | 2065-03-20      | 6.0000%  |  | $36509.41          | $37408.82          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK4086 C | 2065-06-20      | 6.0000%  |  | $128065.63         | $131220.53         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK2992 C | 2065-05-20      | 6.0000%  |  | $80658.37          | $82645.39          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK7117 C | 2065-08-20      | 6.5000%  |  | $36240.70          | $38032.60          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK1601 C | 2065-05-20      | 4.0000%  |  | $7329.55           | $6906.79           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK1412 C | 2065-06-20      | 6.0000%  |  | $17888.02          | $18415.54          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK0492 C | 2065-05-20      | 6.0000%  |  | $109738.71         | $112442.12         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK0491 C | 2065-05-20      | 6.5000%  |  | $29121.37          | $30561.30          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AQ1948 X | 2046-12-15      | 3.0000%  |  | $6743.79           | $6049.31           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET CP3919 C | 2062-09-20      | 5.5000%  |  | $25565.74          | $25769.07          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ5773 C | 2065-05-20      | 6.5000%  |  | $66997.09          | $70309.74          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM3465 C | 2065-09-20      | 6.5000%  |  | $31280.14          | $32770.16          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH3462 C | 2055-02-20      | 7.0000%  |  | $34336.98          | $35948.46          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN0753 C | 2065-10-20      | 6.5000%  |  | $247435.46         | $260062.01         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2868 C | 2065-07-20      | 6.5000%  |  | $191082.93         | $200530.96         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004261 M | 2038-10-20      | 6.5000%  |  | $18.22             | $18.43             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 688025 X | 2038-10-15      | 6.0000%  |  | $116.71            | $123.50            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 697708 X | 2038-12-15      | 6.0000%  |  | $351.29            | $369.94            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004337 M | 2039-01-20      | 6.0000%  |  | $111.11            | $113.15            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 698060 X | 2039-02-15      | 5.5000%  |  | $483.19            | $500.99            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 701689 X | 2039-02-15      | 4.5000%  |  | $31.27             | $31.14             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AA5878 C | 2042-12-20      | 3.0000%  |  | $20111.12          | $18105.04          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB8166 X | 2043-01-15      | 4.0000%  |  | $5819.42           | $5574.30           | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO5656 C | 2040-06-20      | 5.0000%  |  | $64536.63          | $64459.42          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6218 M | 2049-10-20      | 3.0000%  |  | $196873.95         | $176540.81         | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081079 M | 2034-09-20      | 5.3750%  |  | $145.09            | $146.71            | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 080790 M | 2033-12-20      | 5.1250%  |  | $2115.74           | $2166.35           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 780672 M | 2027-11-20      | 7.0000%  |  | $1118.31           | $1158.30           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 082977 M | 2041-11-20      | 5.1250%  |  | $496.41            | $508.15            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 562484 X | 2034-02-15      | 6.0000%  |  | $46.11             | $46.76             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 557338 X | 2031-04-15      | 8.5000%  |  | $25.25             | $25.85             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 552765 X | 2032-09-15      | 6.5000%  |  | $4203.85           | $4343.06           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7547 C | 2065-10-20      | 6.5000%  |  | $402067.87         | $421948.38         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DM6698 C | 2055-10-20      | 6.0000%  |  | $92516.16          | $95818.99          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM6627 C | 2065-10-20      | 6.5000%  |  | $107589.22         | $112909.04         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM5819 C | 2065-09-20      | 6.5000%  |  | $478270.35         | $501919.22         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM5743 C | 2065-10-20      | 6.5000%  |  | $266797.68         | $279103.90         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ8852 C | 2065-06-20      | 6.0000%  |  | $42557.61          | $43606.02          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ8834 C | 2065-06-20      | 6.5000%  |  | $71660.85          | $75204.16          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ8609 C | 2065-05-20      | 6.5000%  |  | $93019.45          | $97618.86          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ7329 C | 2065-06-20      | 6.5000%  |  | $217352.32         | $227705.60         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ7989 C | 2065-05-20      | 7.0000%  |  | $64064.94          | $67235.54          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ6896 C | 2065-06-20      | 6.0000%  |  | $61415.11          | $62928.07          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ6095 C | 2065-09-20      | 6.5000%  |  | $26406.94          | $27712.67          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ5759 C | 2065-05-20      | 6.5000%  |  | $138493.79         | $145341.57         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ4208 C | 2065-05-20      | 6.5000%  |  | $43985.71          | $46160.53          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ4084 C | 2065-03-20      | 6.5000%  |  | $17050.33          | $17893.38          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ3060 C | 2065-08-20      | 7.0000%  |  | $247528.74         | $259779.02         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2867 C | 2065-07-20      | 7.0000%  |  | $307338.13         | $322548.39         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2865 C | 2065-07-20      | 6.0000%  |  | $1482709.23        | $1519235.77        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2040 C | 2065-05-20      | 6.0000%  |  | $52340.71          | $53630.13          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 530017 X | 2030-06-15      | 8.5000%  |  | $97.39             | $100.76            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 529731 X | 2031-01-15      | 8.0000%  |  | $73.15             | $75.27             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 529497 X | 2030-08-15      | 8.0000%  |  | $134.18            | $136.66            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 530178 X | 2030-11-15      | 8.0000%  |  | $157.47            | $161.13            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 525972 X | 2030-08-15      | 8.5000%  |  | $104.60            | $106.26            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AK4661 X | 2045-12-15      | 3.0000%  |  | $11329.23          | $10163.11          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AJ9480 X | 2044-11-15      | 3.0000%  |  | $416.56            | $373.49            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 552460 X | 2032-03-15      | 6.0000%  |  | $170.13            | $173.02            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 551116 X | 2031-08-15      | 7.0000%  |  | $29.54             | $30.71             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 550851 X | 2031-09-15      | 7.0000%  |  | $833.84            | $863.55            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0673 M | 2055-10-20      | 5.5000%  |  | $720586.34         | $724117.46         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0356 M | 2055-05-20      | 7.0000%  |  | $9979.17           | $10203.93          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0309 M | 2055-04-20      | 6.0000%  |  | $306630.11         | $313249.95         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0024 M | 2054-11-20      | 4.5000%  |  | $13742775.85       | $13299296.48       | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0801 M | 2055-12-20      | 5.5000%  |  | $195638.63         | $196119.77         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE1933 C | 2064-09-20      | 6.0000%  |  | $63907.10          | $65481.45          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX5857 X | 2047-01-15      | 4.0000%  |  | $144.25            | $136.89            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7303 M | 2051-04-20      | 2.0000%  |  | $30573.33          | $24666.07          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AY7069 X | 2047-03-15      | 5.0000%  |  | $1737.99           | $1740.43           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6884 M | 2050-08-20      | 2.0000%  |  | $31501.30          | $25376.08          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8783 M | 2052-03-20      | 2.5000%  |  | $23846.45          | $19970.72          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785306 C | 2050-09-20      | 3.5000%  |  | $12804.12          | $11982.44          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4502 M | 2047-06-20      | 4.0000%  |  | $424.43            | $399.96            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL2984 C | 2065-04-20      | 7.0000%  |  | $18380.11          | $19289.75          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE0857 C | 2064-11-20      | 6.5000%  |  | $17026.98          | $17961.35          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DD8900 C | 2065-05-20      | 6.5000%  |  | $29632.82          | $31098.04          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DC5590 C | 2064-06-20      | 7.5000%  |  | $15875.59          | $16572.48          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET CZ5349 C | 2063-12-20      | 8.0000%  |  | $37838.61          | $40041.56          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET CV8071 C | 2063-07-20      | 5.0000%  |  | $42932.99          | $42784.95          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CS7541 C | 2053-02-20      | 7.0000%  |  | $11444.38          | $11953.59          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CR3825 X | 2053-03-15      | 7.0000%  |  | $104722.37         | $110808.24         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CR2361 X | 2052-12-15      | 6.0000%  |  | $29293.64          | $31274.09          | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CQ6272 C | 2051-09-20      | 2.5000%  |  | $106496.11         | $90544.30          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CQ4341 X | 2052-09-15      | 4.5000%  |  | $67898.86          | $65942.15          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AQ5841 X | 2039-12-15      | 5.0000%  |  | $3656.83           | $3681.68           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AQ2299 X | 2045-11-15      | 3.5000%  |  | $32198.26          | $30220.50          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP5319 X | 2046-01-15      | 5.0000%  |  | $10874.23          | $10871.12          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP5315 X | 2046-01-15      | 5.0000%  |  | $3780.31           | $3788.66           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP5284 X | 2045-10-15      | 5.0000%  |  | $23183.69          | $23074.14          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP2010 X | 2045-12-15      | 4.5000%  |  | $1579.07           | $1553.12           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AM1088 X | 2041-10-15      | 4.5000%  |  | $292.10            | $289.59            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AL9337 X | 2045-03-15      | 3.0000%  |  | $43631.23          | $39141.58          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BR6606 X | 2050-02-15      | 3.0000%  |  | $44330.61          | $39545.78          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BR4833 X | 2052-09-15      | 4.5000%  |  | $37098.62          | $36193.45          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BR4832 X | 2052-06-15      | 4.0000%  |  | $15616.42          | $14751.71          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BQ8591 X | 2049-11-15      | 3.0000%  |  | $923.76            | $824.07            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BM7486 C | 2049-07-20      | 3.5000%  |  | $3603.35           | $3298.19           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BM2121 X | 2049-06-15      | 5.0000%  |  | $48484.21          | $49688.98          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BL5765 X | 2049-03-15      | 5.0000%  |  | $28056.57          | $29015.95          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BJ2882 X | 2048-12-15      | 5.5000%  |  | $3011.35           | $3065.06           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2320 C | 2065-06-20      | 6.0000%  |  | $2304888.95        | $2361669.89        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 697848 X | 2039-02-15      | 5.0000%  |  | $4374.33           | $4475.32           | Agency Mortgage-Backed Securities  |
| GNMA GNII FS 004459 M | 2039-06-20      | 5.0000%  |  | $175.10            | $178.57            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 710692 X | 2039-07-15      | 5.0000%  |  | $106.21            | $106.35            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 698400 X | 2039-07-15      | 4.5000%  |  | $185.59            | $184.72            | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT MA0872 M | 2043-03-20      | 5.6250%  |  | $263.26            | $269.21            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785359 C | 2051-03-20      | 2.0000%  |  | $874.71            | $717.65            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX8692 X | 2046-11-15      | 3.5000%  |  | $1723.69           | $1589.79           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA0244 X | 2047-04-15      | 4.0000%  |  | $15040.41          | $14265.66          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AY3404 X | 2047-02-15      | 4.5000%  |  | $1370.48           | $1344.64           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7184 M | 2051-02-20      | 2.0000%  |  | $32190.26          | $25930.72          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6673 X | 2047-07-15      | 5.0000%  |  | $11874.86          | $12031.77          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC8961 X | 2047-10-15      | 4.5000%  |  | $727.91            | $723.28            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF5605 C | 2064-11-20      | 6.0000%  |  | $36202.78          | $37094.60          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ7338 C | 2065-06-20      | 6.5000%  |  | $107352.59         | $112466.19         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG4144 C | 2064-12-20      | 7.0000%  |  | $82690.69          | $86693.86          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 724275 X | 2039-09-15      | 5.0000%  |  | $109564.98         | $111631.23         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004535 M | 2039-09-20      | 6.0000%  |  | $144.80            | $144.44            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 724384 X | 2039-10-15      | 5.0000%  |  | $126.21            | $128.27            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 682444 X | 2039-11-15      | 4.5000%  |  | $196.82            | $195.29            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723528 X | 2039-12-15      | 5.5000%  |  | $29928.84          | $30802.00          | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 082431 M | 2039-12-20      | 5.1250%  |  | $3038.23           | $3124.18           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD8913 X | 2028-04-15      | 2.5000%  |  | $8283.00           | $8175.53           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4375 X | 2052-02-15      | 4.0000%  |  | $52756.19          | $49820.43          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AT8177 X | 2046-09-15      | 4.5000%  |  | $12405.20          | $12241.28          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BT3503 X | 2050-02-15      | 4.0000%  |  | $1999.43           | $1885.42           | Agency Mortgage-Backed Securities  |
| USTR TRFR AX 01/31/28 | 2028-01-31      | 3.7524%  |  | $9682304.71        | $9738506.99        | U.S. Treasuries (including strips) |
| GNMA GNII ET DQ9488 C | 2066-02-20      | 6.5000%  |  | $77809.35          | $81656.76          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ8101 C | 2066-03-20      | 6.0000%  |  | $269875.35         | $277015.44         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ2336 C | 2066-02-20      | 6.0000%  |  | $202570.14         | $207929.54         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ2337 C | 2066-02-20      | 6.5000%  |  | $329008.62         | $345276.67         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ1231 C | 2066-03-20      | 5.5000%  |  | $44894.04          | $45305.87          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0270 C | 2066-03-20      | 6.5000%  |  | $117099.38         | $122677.25         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0263 C | 2066-03-20      | 6.5000%  |  | $168839.65         | $176882.10         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0088 C | 2066-02-20      | 6.5000%  |  | $30166.43          | $31603.40          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM2760 C | 2065-07-20      | 7.0000%  |  | $15775.94          | $16556.69          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM3478 C | 2065-08-20      | 7.0000%  |  | $131478.57         | $137985.49         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM1148 C | 2065-08-20      | 6.5000%  |  | $117721.07         | $123541.75         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DM0398 C | 2055-09-20      | 6.5000%  |  | $38831.72          | $41167.94          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL8374 C | 2065-07-20      | 6.5000%  |  | $187506.25         | $196777.63         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL5438 C | 2055-12-20      | 5.5000%  |  | $91871.48          | $93849.32          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL4154 C | 2065-07-20      | 6.5000%  |  | $260272.33         | $273141.67         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL3453 C | 2065-08-20      | 7.0000%  |  | $147633.76         | $154940.20         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL3403 C | 2065-08-20      | 6.5000%  |  | $293341.84         | $307846.32         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL3012 C | 2065-08-20      | 7.0000%  |  | $34152.22          | $35842.39          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AJ3916 X | 2044-11-15      | 3.0000%  |  | $374.84            | $336.27            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AF1050 X | 2043-07-15      | 3.0000%  |  | $7999.04           | $7334.80           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AF0490 X | 2043-08-15      | 3.0000%  |  | $9008.68           | $8215.52           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AE8819 X | 2043-09-15      | 4.5000%  |  | $2750.09           | $2772.75           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD8784 X | 2043-03-15      | 3.0000%  |  | $1525.91           | $1391.59           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD2414 X | 2043-05-15      | 3.5000%  |  | $1589.28           | $1492.39           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD1800 X | 2028-03-15      | 3.5000%  |  | $886.22            | $882.48            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD0721 X | 2043-06-15      | 3.0000%  |  | $52.55             | $47.83             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9955 M | 2054-10-20      | 7.0000%  |  | $8678.92           | $8874.41           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9952 M | 2054-10-20      | 5.5000%  |  | $513.76            | $512.83            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9951 M | 2054-10-20      | 5.0000%  |  | $152.18            | $150.04            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5342 C | 2065-10-20      | 7.0000%  |  | $86988.27          | $91293.27          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO3636 C | 2065-11-20      | 6.5000%  |  | $182045.89         | $190717.59         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO3657 C | 2065-11-20      | 7.0000%  |  | $27819.13          | $29195.90          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX5831 X | 2047-01-15      | 4.0000%  |  | $158.48            | $150.39            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX5830 X | 2047-01-15      | 4.0000%  |  | $89194.18          | $85357.34          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX1651 X | 2046-10-15      | 4.5000%  |  | $2388.83           | $2349.60           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AV9680 X | 2046-11-15      | 2.5000%  |  | $55148.66          | $47928.17          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AV3923 X | 2046-08-15      | 5.0000%  |  | $716.13            | $723.81            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AV1814 X | 2046-08-15      | 3.0000%  |  | $3300.47           | $2960.58           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AU8271 X | 2046-07-15      | 4.5000%  |  | $1163.08           | $1143.97           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AU2555 X | 2046-07-15      | 5.0000%  |  | $2647.53           | $2687.17           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO0554 C | 2066-01-20      | 6.5000%  |  | $19324.40          | $20279.91          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO0117 C | 2065-10-20      | 6.0000%  |  | $89510.65          | $91878.74          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI8449 C | 2065-03-20      | 7.0000%  |  | $39095.92          | $41030.79          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI6886 C | 2065-03-20      | 7.0000%  |  | $210749.66         | $221179.52         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1977 C | 2065-08-20      | 7.0000%  |  | $78743.19          | $82640.21          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1238 C | 2065-07-20      | 6.5000%  |  | $53100.25          | $55629.61          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9775 C | 2065-02-20      | 6.5000%  |  | $119467.90         | $125158.59         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH8906 C | 2065-01-20      | 7.0000%  |  | $83876.59          | $88027.59          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH7931 C | 2055-02-20      | 6.0000%  |  | $45159.37          | $46456.21          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH2988 C | 2064-12-20      | 6.0000%  |  | $95104.99          | $97447.91          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG8301 C | 2064-12-20      | 7.0000%  |  | $12526.01          | $13145.92          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG4303 C | 2065-02-20      | 7.0000%  |  | $53674.63          | $56273.09          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG4224 C | 2065-02-20      | 6.5000%  |  | $126445.25         | $132651.52         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 491387 X | 2028-09-15      | 6.5000%  |  | $17.33             | $17.66             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 487782 X | 2039-03-15      | 4.5000%  |  | $310.53            | $309.26            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 486140 X | 2030-10-15      | 8.0000%  |  | $57.45             | $59.82             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 748705 X | 2040-10-15      | 4.6250%  |  | $13778.12          | $13672.88          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 748578 X | 2040-09-15      | 4.6250%  |  | $18014.97          | $17864.50          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 745085 X | 2030-06-15      | 4.5000%  |  | $1195.93           | $1198.56           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 742507 X | 2040-08-15      | 4.5000%  |  | $3954.65           | $3923.92           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738727 X | 2041-09-15      | 4.0000%  |  | $6789.37           | $6562.44           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738969 X | 2026-11-15      | 3.0000%  |  | $645.69            | $644.50            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738941 X | 2041-11-15      | 3.5000%  |  | $3483.01           | $3270.70           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738886 X | 2041-10-15      | 4.0000%  |  | $178.02            | $171.15            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL7254 X | 2052-03-15      | 4.0000%  |  | $28849.15          | $27251.78          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 506248 X | 2030-07-15      | 8.5000%  |  | $170.37            | $173.52            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL6189 X | 2052-03-15      | 4.0000%  |  | $36109.80          | $34050.22          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL5027 X | 2052-03-15      | 4.0000%  |  | $9754.18           | $9159.87           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL5004 X | 2052-02-15      | 3.5000%  |  | $12356.01          | $11277.37          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4957 X | 2052-03-15      | 4.0000%  |  | $3094.07           | $2922.75           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI5972 C | 2065-06-20      | 7.0000%  |  | $25237.46          | $26486.44          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI3385 C | 2065-01-20      | 6.0000%  |  | $31429.56          | $32203.67          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI3232 C | 2065-01-20      | 6.5000%  |  | $29603.06          | $31066.77          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI3211 C | 2065-04-20      | 6.0000%  |  | $22273.93          | $22822.65          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI2112 C | 2064-12-20      | 6.0000%  |  | $76528.45          | $78413.35          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI0718 C | 2065-02-20      | 6.5000%  |  | $37274.01          | $39117.01          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI0511 C | 2064-12-20      | 6.0000%  |  | $43352.29          | $44420.23          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO2064 C | 2065-11-20      | 6.5000%  |  | $222473.36         | $233473.48         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0940 M | 2056-02-20      | 7.0000%  |  | $1664121.44        | $1741383.82        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0937 M | 2056-02-20      | 5.5000%  |  | $2720232.93        | $2752313.54        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0747 M | 2055-11-20      | 6.0000%  |  | $15784158.30       | $16153744.37       | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0733 M | 2055-11-20      | 5.5000%  |  | $539144.04         | $540469.97         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9207 X | 2042-11-15      | 3.0000%  |  | $669.85            | $603.03            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9206 X | 2042-11-15      | 3.0000%  |  | $2609.19           | $2379.53           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AS4936 X | 2046-05-15      | 4.5000%  |  | $30880.37          | $30373.16          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO9496 C | 2064-10-20      | 6.5000%  |  | $7475.69           | $7845.33           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO8520 C | 2065-11-20      | 6.5000%  |  | $97414.42          | $102231.14         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO7523 C | 2065-12-20      | 7.0000%  |  | $38207.52          | $40098.42          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO7303 C | 2065-11-20      | 6.5000%  |  | $69819.99          | $73272.29          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO6610 C | 2065-10-20      | 6.5000%  |  | $27674.21          | $29042.57          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5662 C | 2066-01-20      | 6.5000%  |  | $6335.16           | $6648.40           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5345 C | 2065-12-20      | 6.0000%  |  | $89974.89          | $92355.27          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AU0789 X | 2046-08-15      | 3.0000%  |  | $458.58            | $411.36            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5321 M | 2048-07-20      | 4.5000%  |  | $1305.99           | $1271.03           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5320 M | 2048-07-20      | 4.0000%  |  | $8714.15           | $8060.88           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4311 M | 2047-03-20      | 4.0000%  |  | $1720.73           | $1621.53           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0081 C | 2066-02-20      | 6.5000%  |  | $82777.33          | $86720.40          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0029 C | 2066-02-20      | 6.0000%  |  | $33259.70          | $34139.65          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP6548 C | 2065-12-20      | 6.0000%  |  | $71552.49          | $73445.55          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP7195 C | 2066-01-20      | 7.0000%  |  | $38263.56          | $40157.23          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779881 X | 2041-10-15      | 3.5000%  |  | $2962.83           | $2782.24           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779204 X | 2042-05-15      | 3.5000%  |  | $2704.03           | $2552.06           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779203 X | 2042-05-15      | 3.5000%  |  | $3785.34           | $3554.56           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779209 X | 2042-05-15      | 3.5000%  |  | $2155.30           | $2022.63           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779080 X | 2027-04-15      | 2.5000%  |  | $526.08            | $523.02            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779072 X | 2042-04-15      | 3.5000%  |  | $26696.69          | $25110.96          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0083 C | 2066-01-20      | 7.0000%  |  | $34323.49          | $36022.17          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779062 X | 2042-04-15      | 3.5000%  |  | $13500.08          | $12713.97          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 778941 X | 2042-03-15      | 3.5000%  |  | $26586.61          | $24982.65          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 778934 X | 2042-02-15      | 3.5000%  |  | $5257.26           | $4936.80           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 778933 X | 2042-02-15      | 3.5000%  |  | $12705.55          | $11923.52          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 775131 X | 2041-09-15      | 4.0000%  |  | $272.19            | $261.68            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 771561 X | 2041-08-15      | 4.0000%  |  | $200.55            | $192.80            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 771528 X | 2044-12-15      | 3.5000%  |  | $28449.73          | $26714.37          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1153 C | 2065-07-20      | 6.5000%  |  | $232312.51         | $243378.41         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1151 C | 2065-07-20      | 6.0000%  |  | $18853.90          | $19318.27          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL0669 C | 2065-06-20      | 6.5000%  |  | $17265.35          | $18119.04          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL0584 C | 2065-09-20      | 6.0000%  |  | $70552.15          | $72418.75          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL0425 C | 2065-03-20      | 7.0000%  |  | $31299.38          | $32848.36          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK9184 C | 2065-10-20      | 6.5000%  |  | $559182.24         | $586628.40         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK9034 C | 2065-08-20      | 7.0000%  |  | $1103159.07        | $1157754.78        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK9031 C | 2065-07-20      | 6.5000%  |  | $77420.88          | $81108.79          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4253 M | 2047-02-20      | 4.5000%  |  | $3601.34           | $3505.00           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BG9709 X | 2048-07-15      | 4.0000%  |  | $925.67            | $901.28            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BG5674 X | 2048-07-15      | 4.0000%  |  | $8642.12           | $8414.42           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BF9995 X | 2048-04-15      | 4.5000%  |  | $1071.31           | $1047.09           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479600 X | 2030-08-15      | 8.0000%  |  | $1268.72           | $1305.39           | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO7005 C | 2042-03-20      | 4.0000%  |  | $75119.37          | $70799.66          | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO7001 C | 2043-12-20      | 3.5000%  |  | $56325.56          | $51815.89          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CO6356 X | 2052-07-15      | 5.0000%  |  | $709.29            | $705.61            | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CN7408 C | 2050-12-20      | 2.5000%  |  | $38998.70          | $33157.22          | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CN6339 C | 2049-10-20      | 4.0000%  |  | $57893.78          | $54495.44          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 005304 M | 2042-02-20      | 3.5000%  |  | $1999010.58        | $1894147.81        | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004364 M | 2039-02-20      | 6.0000%  |  | $33.03             | $33.29             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004310 M | 2038-12-20      | 6.0000%  |  | $103.02            | $103.90            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004285 M | 2038-11-20      | 6.0000%  |  | $171.66            | $173.21            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004260 M | 2038-10-20      | 6.0000%  |  | $20.40             | $20.76             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004239 M | 2038-09-20      | 6.0000%  |  | $258.15            | $262.36            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003711 M | 2035-05-20      | 5.5000%  |  | $310.16            | $320.88            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004462 M | 2039-06-20      | 5.0000%  |  | $1116.42           | $1115.78           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003172 M | 2031-12-20      | 6.0000%  |  | $46.31             | $48.35             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003161 M | 2031-11-20      | 6.5000%  |  | $28.84             | $30.14             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003108 M | 2031-07-20      | 7.0000%  |  | $888.29            | $936.81            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 581589 X | 2032-10-15      | 6.0000%  |  | $2651.02           | $2719.44           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 581070 X | 2032-02-15      | 6.0000%  |  | $55.49             | $58.01             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 574355 X | 2032-01-15      | 7.0000%  |  | $129.63            | $134.08            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 570503 X | 2031-12-15      | 6.5000%  |  | $20.61             | $21.12             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4184 M | 2047-01-20      | 3.0000%  |  | $57537.83          | $50903.61          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4116 M | 2046-12-20      | 3.0000%  |  | $79879.78          | $70668.84          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4061 M | 2046-11-20      | 4.5000%  |  | $4610.09           | $4486.86           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA3994 M | 2046-10-20      | 3.5000%  |  | $1078.43           | $981.18            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA3929 M | 2046-09-20      | 4.0000%  |  | $1994.62           | $1879.66           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9109 X | 2042-10-15      | 3.0000%  |  | $771.47            | $703.11            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9108 X | 2042-10-15      | 3.0000%  |  | $3108.31           | $2834.72           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB5980 X | 2045-12-15      | 4.5000%  |  | $4376.74           | $4304.83           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB2869 X | 2042-09-15      | 3.0000%  |  | $2356.26           | $2147.72           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB2892 X | 2042-09-15      | 3.0000%  |  | $1466.14           | $1339.52           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA8341 X | 2028-02-15      | 2.5000%  |  | $1442.52           | $1426.51           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA6408 X | 2043-05-15      | 3.0000%  |  | $7433.01           | $6778.61           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5946 X | 2042-10-15      | 3.5000%  |  | $634.52            | $595.45            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9205 X | 2042-11-15      | 3.0000%  |  | $384.57            | $351.04            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5821 X | 2042-11-15      | 3.0000%  |  | $1201.10           | $1095.38           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5819 X | 2042-11-15      | 3.0000%  |  | $2029.77           | $1851.11           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5649 X | 2042-09-15      | 3.0000%  |  | $1374.12           | $1254.87           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5527 X | 2042-08-15      | 3.5000%  |  | $2382.04           | $2251.86           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA6290 X | 2043-04-15      | 3.0000%  |  | $31934.00          | $29122.41          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5330 X | 2042-06-15      | 3.5000%  |  | $14032.33          | $13168.61          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5317 X | 2042-05-15      | 3.5000%  |  | $3315.43           | $3113.31           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA0267 X | 2042-03-15      | 3.5000%  |  | $3316.90           | $3116.80           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 796174 X | 2042-03-15      | 3.5000%  |  | $2715.45           | $2560.07           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA2830 M | 2045-05-20      | 5.5000%  |  | $654.10            | $676.76            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA3513 M | 2046-03-20      | 4.0000%  |  | $270.14            | $254.57            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1179 C | 2065-07-20      | 6.5000%  |  | $160953.63         | $168620.44         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG4211 C | 2065-02-20      | 6.5000%  |  | $74661.19          | $78325.69          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG3939 C | 2065-10-20      | 6.5000%  |  | $20523.25          | $21538.01          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DF8601 C | 2055-01-20      | 6.0000%  |  | $261565.79         | $269911.31         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF8220 C | 2064-11-20      | 5.5000%  |  | $16508.13          | $16649.49          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF7159 C | 2064-12-20      | 6.5000%  |  | $57210.78          | $60039.44          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF6298 C | 2064-11-20      | 6.5000%  |  | $14210.73          | $14913.35          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF3859 C | 2064-10-20      | 6.0000%  |  | $51230.79          | $52492.60          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF3640 C | 2064-10-20      | 6.0000%  |  | $31218.95          | $31988.03          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF3630 C | 2064-10-20      | 6.0000%  |  | $32287.30          | $33082.69          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF4413 C | 2064-11-20      | 6.5000%  |  | $22175.09          | $23391.96          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF2227 C | 2064-08-20      | 7.5000%  |  | $11563.45          | $12071.05          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF2078 C | 2065-06-20      | 6.5000%  |  | $21384.51          | $22441.86          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF1078 C | 2064-10-20      | 6.0000%  |  | $41481.69          | $42503.59          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL3185 X | 2052-02-15      | 4.0000%  |  | $32977.77          | $31151.80          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL3174 X | 2052-02-15      | 4.0000%  |  | $24362.35          | $23013.41          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8632 M | 2052-01-20      | 2.5000%  |  | $60254.12          | $50461.70          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8414 M | 2052-11-20      | 2.5000%  |  | $53406.13          | $44858.34          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786916 C | 2053-08-20      | 5.5000%  |  | $10658.06          | $10876.05          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CJ2157 X | 2052-03-15      | 3.0000%  |  | $243884.20         | $219352.13         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785170 C | 2050-05-20      | 5.0000%  |  | $4964.21           | $4943.04           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK3261 C | 2065-06-20      | 6.5000%  |  | $218289.43         | $229082.90         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0353 M | 2055-05-20      | 5.5000%  |  | $799449.42         | $801415.53         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI3387 C | 2065-02-20      | 7.0000%  |  | $67300.92          | $70631.60          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9306 C | 2065-01-20      | 6.5000%  |  | $87421.65          | $91744.18          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL0057 C | 2065-06-20      | 6.5000%  |  | $93356.98          | $97973.08          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM1750 C | 2065-09-20      | 6.5000%  |  | $34757.55          | $36413.22          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK2982 C | 2065-05-20      | 6.0000%  |  | $183612.37         | $188135.67         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK9030 C | 2065-07-20      | 2.0000%  |  | $38713.98          | $30070.26          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 711067 X | 2040-01-15      | 5.0000%  |  | $771.32            | $789.14            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 732937 X | 2040-01-15      | 5.0000%  |  | $418.72            | $425.61            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004710 M | 2040-06-20      | 5.0000%  |  | $398.38            | $398.15            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA6403 X | 2043-05-15      | 3.0000%  |  | $1454.62           | $1326.55           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AE1919 X | 2043-06-15      | 3.0000%  |  | $510.53            | $465.59            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AC4274 X | 2045-08-15      | 3.5000%  |  | $1165.33           | $1094.24           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AT7556 X | 2046-07-15      | 4.5000%  |  | $4418.88           | $4349.06           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BB4155 X | 2048-02-15      | 5.0000%  |  | $18095.53          | $18183.19          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP5298 X | 2045-11-15      | 5.0000%  |  | $18068.65          | $18090.52          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BU8660 X | 2050-07-15      | 2.5000%  |  | $2202.19           | $1897.35           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE3864 C | 2064-07-20      | 7.0000%  |  | $23226.27          | $24375.70          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ6225 C | 2065-03-20      | 7.0000%  |  | $31394.32          | $32948.03          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ5774 C | 2065-06-20      | 6.5000%  |  | $115132.64         | $120825.33         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 748518 X | 2040-09-15      | 4.0000%  |  | $269.10            | $258.41            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004849 M | 2040-11-20      | 4.0000%  |  | $11230.88          | $10584.35          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8189 M | 2052-08-20      | 2.5000%  |  | $31981.72          | $26942.24          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 763406 X | 2041-05-15      | 4.6250%  |  | $9744.36           | $9609.04           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 763431 X | 2041-06-15      | 4.6250%  |  | $1263.27           | $1256.35           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD7115 X | 2047-11-15      | 4.5000%  |  | $3159.91           | $3138.66           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CN3293 X | 2052-05-15      | 4.0000%  |  | $42879.28          | $40504.98          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 605561 X | 2034-11-15      | 5.5000%  |  | $7517.97           | $7550.52           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 604975 X | 2034-02-15      | 5.5000%  |  | $22.58             | $23.03             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 604125 X | 2033-03-15      | 6.5000%  |  | $70.53             | $72.10             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 603681 X | 2033-05-15      | 5.5000%  |  | $64.85             | $65.48             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 603333 X | 2032-12-15      | 5.5000%  |  | $623.08            | $628.84            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 603349 X | 2033-01-15      | 6.0000%  |  | $24.74             | $25.08             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 603915 X | 2033-01-15      | 5.5000%  |  | $26011.10          | $26664.50          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 599898 X | 2033-03-15      | 6.0000%  |  | $662.35            | $675.71            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK8233 X | 2052-03-15      | 4.0000%  |  | $111563.51         | $105355.26         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK8182 X | 2052-02-15      | 4.0000%  |  | $78629.88          | $73853.61          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK3278 X | 2052-02-15      | 4.0000%  |  | $34204.20          | $32300.82          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK1816 X | 2052-03-15      | 3.5000%  |  | $22573.07          | $20665.30          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK1815 X | 2052-02-15      | 4.0000%  |  | $14679.09          | $13881.45          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CJ9811 X | 2052-02-15      | 4.0000%  |  | $20194.76          | $19073.23          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CJ2165 X | 2052-04-15      | 3.5000%  |  | $3175.99           | $2979.21           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CH0109 X | 2051-12-15      | 3.5000%  |  | $14744.29          | $13566.52          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CF8251 X | 2051-09-15      | 3.5000%  |  | $25771.04          | $23546.38          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CC3160 C | 2051-03-20      | 2.5000%  |  | $107268.34         | $92672.69          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2294 M | 2044-10-20      | 4.0000%  |  | $131.66            | $124.08            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2217 M | 2044-09-20      | 4.5000%  |  | $759.13            | $738.83            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2141 M | 2044-08-20      | 4.5000%  |  | $466.47            | $456.87            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2066 M | 2044-07-20      | 4.5000%  |  | $31.67             | $31.08             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA1831 M | 2044-04-20      | 4.5000%  |  | $890.42            | $872.10            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA1013 M | 2043-05-20      | 4.0000%  |  | $17821.51          | $17135.26          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA1751 M | 2044-03-20      | 3.5000%  |  | $323.75            | $294.56            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA0148 M | 2042-06-20      | 3.5000%  |  | $2682.24           | $2440.59           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4443 M | 2047-05-20      | 4.0000%  |  | $757.90            | $714.20            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 793154 X | 2041-09-15      | 4.5000%  |  | $2709.22           | $2649.77           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 565693 X | 2032-04-15      | 6.5000%  |  | $36.93             | $38.32             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531030 X | 2032-05-15      | 7.0000%  |  | $350.29            | $358.09            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 587278 X | 2032-09-15      | 6.5000%  |  | $4580.30           | $4742.27           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 604083 X | 2033-03-15      | 5.5000%  |  | $22289.78          | $22601.35          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 582759 X | 2033-08-15      | 5.5000%  |  | $79.12             | $79.65             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA1830 M | 2044-04-20      | 4.0000%  |  | $185.59            | $174.89            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA1961 M | 2029-06-20      | 3.5000%  |  | $698.94            | $690.70            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2215 M | 2044-09-20      | 3.5000%  |  | $510.04            | $464.05            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8257 M | 2052-09-20      | 2.5000%  |  | $182939.57         | $153659.24         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 626979 X | 2045-03-15      | 3.5000%  |  | $3847.61           | $3612.89           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8476 M | 2052-12-20      | 2.5000%  |  | $24992.55          | $20992.55          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA6976 X | 2047-07-15      | 5.0000%  |  | $5603.06           | $5607.96           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG3728 C | 2065-01-20      | 6.5000%  |  | $48922.13          | $51555.11          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL3759 C | 2065-09-20      | 6.0000%  |  | $135746.66         | $139338.11         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0624 M | 2055-09-20      | 6.0000%  |  | $17064537.73       | $17432961.10       | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK2316 C | 2065-05-20      | 6.5000%  |  | $69887.19          | $73342.81          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BW1756 C | 2050-09-20      | 3.0000%  |  | $14149.43          | $12616.04          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770442 X | 2041-06-15      | 4.6250%  |  | $6593.24           | $6522.41           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770052 X | 2029-04-15      | 4.0000%  |  | $5667.52           | $5659.99           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770609 X | 2041-08-15      | 4.0000%  |  | $2268.87           | $2173.78           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770608 X | 2041-07-15      | 4.5000%  |  | $4957.24           | $4873.91           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 595624 X | 2033-02-15      | 5.5000%  |  | $18.47             | $19.02             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 595070 X | 2032-10-15      | 6.0000%  |  | $12712.80          | $13205.53          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AI9884 X | 2044-08-15      | 4.0000%  |  | $1450.10           | $1380.84           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8139 M | 2052-07-20      | 2.5000%  |  | $51212.08          | $43015.10          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AZ5424 X | 2047-04-15      | 5.0000%  |  | $6516.57           | $6528.54           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AZ1638 X | 2047-02-15      | 4.0000%  |  | $10155.77          | $9632.66           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AY3765 X | 2047-03-15      | 4.5000%  |  | $934.01            | $916.28            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX8720 X | 2046-11-15      | 3.5000%  |  | $3735.23           | $3485.31           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX8719 X | 2046-11-15      | 3.5000%  |  | $19624.42          | $18352.73          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4892 M | 2047-12-20      | 4.5000%  |  | $1894.45           | $1843.76           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4830 M | 2047-11-20      | 4.5000%  |  | $7520.62           | $7319.41           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4770 M | 2047-10-20      | 4.0000%  |  | $1177.57           | $1089.32           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4712 M | 2047-09-20      | 4.5000%  |  | $2076.49           | $2020.94           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004880 M | 2040-12-20      | 4.5000%  |  | $777.24            | $761.25            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC7373 X | 2047-11-15      | 3.5000%  |  | $821.16            | $760.90            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6247 X | 2047-05-15      | 5.0000%  |  | $15795.91          | $15872.50          | Agency Mortgage-Backed Securities  |
| GNMA GNII AP 784710 M | 2048-11-20      | 3.5000%  |  | $100530.85         | $92319.15          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9954 M | 2054-10-20      | 6.5000%  |  | $35569.42          | $36794.31          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785043 M | 2049-04-20      | 3.0000%  |  | $91977.64          | $83248.69          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6030 M | 2049-07-20      | 3.5000%  |  | $3670.34           | $3324.09           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE5852 C | 2064-09-20      | 7.0000%  |  | $93822.25          | $98465.45          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL2806 C | 2065-06-20      | 6.0000%  |  | $26040.45          | $26681.96          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE5763 C | 2064-12-20      | 6.5000%  |  | $9119.51           | $9570.42           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9311 C | 2065-02-20      | 6.0000%  |  | $61713.60          | $63233.91          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004948 M | 2041-02-20      | 4.5000%  |  | $56.20             | $55.04             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 734270 C | 2041-03-20      | 4.5000%  |  | $27441.06          | $26927.28          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738112 X | 2041-03-15      | 4.5000%  |  | $45.51             | $45.12             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AF5074 X | 2043-08-15      | 3.0000%  |  | $6920.17           | $6310.92           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6400 M | 2050-01-20      | 3.5000%  |  | $316.47            | $286.63            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AY8218 X | 2047-01-15      | 4.0000%  |  | $2040.11           | $1935.03           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6248 X | 2047-05-15      | 5.0000%  |  | $17988.08          | $18030.15          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CY5647 C | 2054-01-20      | 7.0000%  |  | $75808.93          | $79513.52          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ1887 C | 2054-01-20      | 7.0000%  |  | $7439.40           | $7738.01           | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CN8579 C | 2049-07-20      | 4.5000%  |  | $176191.66         | $170649.55         | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CM4717 C | 2049-10-20      | 4.5000%  |  | $38085.37          | $36890.63          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK8087 C | 2065-07-20      | 7.0000%  |  | $169025.20         | $177390.32         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479289 X | 2030-04-15      | 8.0000%  |  | $34.04             | $34.66             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479343 X | 2030-05-15      | 8.0000%  |  | $68.76             | $70.37             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 394750 X | 2030-07-15      | 8.5000%  |  | $96.13             | $97.79             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4711 M | 2047-09-20      | 4.0000%  |  | $1850.14           | $1743.47           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4710 M | 2047-09-20      | 3.5000%  |  | $20769.32          | $18895.52          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770607 X | 2041-08-15      | 4.0000%  |  | $19738.32          | $18809.90          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770605 X | 2041-08-15      | 4.0000%  |  | $2279.54           | $2185.33           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 766495 X | 2041-10-15      | 4.0000%  |  | $53.31             | $50.85             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770563 X | 2041-08-15      | 4.6250%  |  | $3707.40           | $3658.23           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738885 X | 2041-10-15      | 4.0000%  |  | $721.29            | $693.42            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 736749 X | 2042-08-15      | 3.0000%  |  | $14011.68          | $12801.57          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6572 X | 2047-06-15      | 5.0000%  |  | $18087.30          | $18371.74          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6548 X | 2047-06-15      | 5.0000%  |  | $10985.70          | $11038.97          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6531 M | 2050-03-20      | 3.0000%  |  | $2659.28           | $2342.68           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6463 M | 2050-02-20      | 2.5000%  |  | $2207.04           | $1875.65           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6402 M | 2050-01-20      | 4.5000%  |  | $674.67            | $641.14            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6398 M | 2050-01-20      | 2.5000%  |  | $265730.02         | $225831.54         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7188 M | 2051-02-20      | 4.0000%  |  | $332.14            | $307.28            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7134 M | 2051-01-20      | 1.5000%  |  | $1592813.17        | $1261269.11        | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6144 M | 2049-09-20      | 3.0000%  |  | $4285.21           | $3731.30           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX7977 X | 2047-02-15      | 4.5000%  |  | $4294.14           | $4193.75           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5976 M | 2049-06-20      | 3.5000%  |  | $1131.06           | $1029.95           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5755 M | 2049-02-20      | 5.0000%  |  | $618.36            | $610.76            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5699 M | 2049-01-20      | 3.5000%  |  | $8957.96           | $8150.24           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5518 M | 2048-10-20      | 4.0000%  |  | $8290.79           | $7669.27           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6274 M | 2049-11-20      | 3.0000%  |  | $3844.79           | $3386.99           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 562288 X | 2033-12-15      | 6.0000%  |  | $402.60            | $411.67            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 604946 X | 2034-01-15      | 5.5000%  |  | $1475.31           | $1514.49           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 605618 X | 2034-07-15      | 5.5000%  |  | $116.05            | $119.60            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 729331 X | 2041-07-15      | 4.6250%  |  | $1415.07           | $1412.48           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 709558 X | 2041-08-15      | 4.0000%  |  | $83.66             | $80.43             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 744371 X | 2041-09-15      | 4.0000%  |  | $1016.47           | $968.67            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770600 X | 2041-09-15      | 4.0000%  |  | $1498.08           | $1427.60           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 727565 X | 2041-10-15      | 4.0000%  |  | $89.16             | $85.62             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 615779 X | 2028-09-15      | 5.0000%  |  | $53.22             | $53.33             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787489 C | 2054-07-20      | 5.5000%  |  | $2863.23           | $2912.20           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7307 M | 2051-04-20      | 4.0000%  |  | $304.56            | $281.76            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4578 M | 2047-07-20      | 3.5000%  |  | $38892.91          | $35384.22          | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO7000 C | 2047-01-20      | 3.5000%  |  | $75952.71          | $69865.23          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3521 M | 2046-03-20      | 3.5000%  |  | $84670.21          | $79298.36          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786231 C | 2052-06-20      | 4.0000%  |  | $9570.59           | $8993.95           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7359 M | 2051-05-20      | 2.5000%  |  | $3480.38           | $2931.98           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK0160 C | 2065-06-20      | 6.0000%  |  | $119622.11         | $122569.00         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI6885 C | 2065-03-20      | 6.5000%  |  | $72192.81          | $75631.62          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK1600 C | 2065-05-20      | 4.5000%  |  | $4130.88           | $3974.64           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG8310 C | 2064-12-20      | 7.0000%  |  | $19252.04          | $20204.81          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5069 M | 2048-03-20      | 4.5000%  |  | $1945.30           | $1893.22           | Agency Mortgage-Backed Securities  |
| GNMA GNII EP 787846 C | 2065-01-20      | 6.0000%  |  | $660346.38         | $676613.36         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788161 M | 2051-06-20      | 5.0000%  |  | $1358367.49        | $1380606.23        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788082 M | 2049-01-20      | 3.5000%  |  | $8441622.05        | $7897100.85        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786835 C | 2053-08-20      | 5.5000%  |  | $5413.76           | $5519.23           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786843 C | 2052-03-20      | 3.0000%  |  | $6269.57           | $5585.00           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786737 C | 2052-03-20      | 3.0000%  |  | $1951799.23        | $1713431.85        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786646 C | 2050-07-20      | 3.5000%  |  | $573057.49         | $532347.29         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786535 C | 2053-02-20      | 5.5000%  |  | $2391.53           | $2420.76           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787227 C | 2052-03-20      | 3.0000%  |  | $3140.48           | $2790.87           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4299 C | 2065-11-20      | 7.0000%  |  | $186999.67         | $196254.35         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 544328 C | 2041-08-20      | 4.5000%  |  | $4204.61           | $4137.66           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 542756 X | 2031-04-15      | 7.0000%  |  | $2895.20           | $2980.46           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 538089 X | 2030-10-15      | 8.0000%  |  | $112.14            | $115.34            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 537955 X | 2030-07-15      | 8.0000%  |  | $20.01             | $20.44             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 538299 X | 2032-01-15      | 6.0000%  |  | $622.29            | $634.27            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 536622 X | 2030-11-15      | 8.0000%  |  | $107.55            | $109.50            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 533924 X | 2030-07-15      | 8.5000%  |  | $154.98            | $157.89            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 533891 X | 2030-06-15      | 8.5000%  |  | $90.12             | $91.68             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 532746 X | 2030-07-15      | 8.5000%  |  | $46.10             | $47.66             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 532737 X | 2030-07-15      | 8.0000%  |  | $187.05            | $192.87            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531306 X | 2030-08-15      | 8.5000%  |  | $166.48            | $172.23            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531257 X | 2030-07-15      | 8.5000%  |  | $196.74            | $200.42            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531197 X | 2030-06-15      | 8.5000%  |  | $56.29             | $57.33             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 532706 X | 2030-07-15      | 8.5000%  |  | $59.52             | $62.05             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 537957 X | 2030-07-15      | 8.0000%  |  | $41.28             | $42.02             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 511581 X | 2030-07-15      | 8.5000%  |  | $90.25             | $93.26             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 536958 X | 2030-08-15      | 8.0000%  |  | $80.17             | $82.07             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 511731 X | 2030-10-15      | 8.5000%  |  | $268.64            | $276.55            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 543698 X | 2030-11-15      | 8.0000%  |  | $462.64            | $476.74            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 543872 X | 2031-01-15      | 8.5000%  |  | $21.35             | $22.08             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 526525 X | 2031-02-15      | 8.5000%  |  | $103.80            | $105.77            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 454999 X | 2031-08-15      | 5.5000%  |  | $18.63             | $18.72             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 547957 X | 2031-11-15      | 6.0000%  |  | $419.79            | $437.16            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 565069 X | 2032-01-15      | 6.0000%  |  | $19.19             | $19.68             | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG3937 C | 2065-09-20      | 6.5000%  |  | $17616.68          | $18487.75          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO7614 C | 2065-12-20      | 6.5000%  |  | $62562.03          | $65655.45          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0077 C | 2066-02-20      | 6.5000%  |  | $16860.27          | $17663.41          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7637 C | 2065-10-20      | 6.5000%  |  | $99714.47          | $104645.01         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5340 C | 2065-11-20      | 6.0000%  |  | $46734.11          | $47885.41          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN7513 C | 2065-12-20      | 6.5000%  |  | $291874.85         | $306200.55         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ7654 C | 2065-03-20      | 6.0000%  |  | $31581.70          | $32359.72          | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081145 M | 2034-11-20      | 5.1250%  |  | $192.14            | $194.36            | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081179 M | 2034-12-20      | 5.1250%  |  | $342.10            | $350.61            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 636179 X | 2035-02-15      | 6.0000%  |  | $84.56             | $86.51             | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081282 M | 2035-03-20      | 5.6250%  |  | $665.16            | $678.09            | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081318 M | 2035-04-20      | 5.6250%  |  | $1310.91           | $1337.59           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6210 M | 2049-10-20      | 3.5000%  |  | $289.19            | $261.90            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5254 M | 2048-06-20      | 4.0000%  |  | $14637.06          | $13539.82          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5112 M | 2033-04-20      | 4.0000%  |  | $1058.00           | $1056.74           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 697709 X | 2038-12-15      | 6.0000%  |  | $472.56            | $500.09            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 698462 X | 2039-08-15      | 5.0000%  |  | $155787.44         | $159384.06         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 694458 X | 2038-10-15      | 6.0000%  |  | $59.33             | $61.85             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 692606 X | 2039-06-15      | 4.5000%  |  | $10812.02          | $10715.54          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 691315 X | 2038-08-15      | 6.0000%  |  | $21.59             | $22.37             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 688143 X | 2038-12-15      | 6.0000%  |  | $18.66             | $20.07             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 682229 X | 2049-07-15      | 4.0000%  |  | $87988.73          | $83071.33          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 678161 X | 2038-06-15      | 5.0000%  |  | $3056.32           | $3157.11           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 677595 X | 2037-12-15      | 6.0000%  |  | $84.76             | $87.68             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 677227 X | 2038-08-15      | 6.0000%  |  | $61.71             | $65.31             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 676723 X | 2038-02-15      | 6.0000%  |  | $18179.32          | $18978.79          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 674945 X | 2037-11-15      | 6.0000%  |  | $214.63            | $226.39            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 672590 X | 2038-02-15      | 6.0000%  |  | $5594.23           | $5839.94           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 673207 X | 2038-10-15      | 6.0000%  |  | $114.74            | $121.02            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 670008 X | 2045-05-15      | 3.0000%  |  | $23004.27          | $20636.88          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 668905 X | 2037-08-15      | 7.5000%  |  | $221.44            | $224.09            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 647603 X | 2036-09-15      | 6.5000%  |  | $858.89            | $886.05            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 647609 X | 2036-09-15      | 6.5000%  |  | $2539.43           | $2728.32           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 645935 X | 2037-07-15      | 6.0000%  |  | $242.02            | $251.89            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 635903 X | 2034-11-15      | 6.0000%  |  | $352.12            | $364.74            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 635437 X | 2035-12-15      | 6.0000%  |  | $479.17            | $496.45            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 626938 X | 2045-04-15      | 4.0000%  |  | $14695.35          | $14308.61          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 622094 X | 2033-09-15      | 4.5000%  |  | $85.32             | $84.72             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 538717 X | 2035-05-15      | 5.5000%  |  | $62.62             | $64.81             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738945 X | 2041-11-15      | 3.5000%  |  | $9887.08           | $9314.42           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 005247 M | 2026-11-20      | 3.5000%  |  | $77.97             | $77.97             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 005321 M | 2027-02-20      | 3.0000%  |  | $560.87            | $558.52            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785401 C | 2050-10-20      | 2.5000%  |  | $774.98            | $661.97            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5128 M | 2048-04-20      | 4.5000%  |  | $668.77            | $650.87            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4396 X | 2052-03-15      | 4.0000%  |  | $33041.61          | $31202.92          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DD8675 C | 2064-09-20      | 6.5000%  |  | $49158.76          | $51692.97          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AK0488 X | 2044-10-15      | 3.0000%  |  | $5125.35           | $4597.85           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4308 C | 2065-11-20      | 6.0000%  |  | $90231.64          | $92680.53          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP1824 C | 2065-12-20      | 7.0000%  |  | $60090.74          | $63064.65          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0992 M | 2056-03-20      | 3.0000%  |  | $477206.41         | $425772.15         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0261 C | 2066-03-20      | 6.0000%  |  | $261018.91         | $267924.68         | Agency Mortgage-Backed Securities  |
| GNMA GNII EP 788331 C | 2065-09-20      | 7.0000%  |  | $2223470.31        | $2312203.08        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0264 C | 2066-02-20      | 7.0000%  |  | $38184.93          | $40074.75          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN3733 C | 2065-10-20      | 7.0000%  |  | $50239.40          | $52725.76          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP3931 C | 2065-10-20      | 6.5000%  |  | $66769.50          | $70070.96          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4298 C | 2065-11-20      | 6.5000%  |  | $788172.82         | $825716.38         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM5647 C | 2065-09-20      | 6.5000%  |  | $167356.74         | $175631.64         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ0836 C | 2065-04-20      | 7.0000%  |  | $13742.86          | $14423.00          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9421 C | 2065-08-20      | 6.5000%  |  | $53285.21          | $55919.99          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9412 C | 2065-06-20      | 6.5000%  |  | $66102.29          | $69370.76          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9312 C | 2065-02-20      | 6.0000%  |  | $122535.12         | $125553.77         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9309 C | 2065-02-20      | 6.0000%  |  | $67673.01          | $69340.06          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CM8256 X | 2052-04-15      | 4.5000%  |  | $11292.34          | $11105.73          | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CM5230 C | 2051-02-20      | 2.0000%  |  | $43593.95          | $35057.76          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CM2189 X | 2052-03-15      | 4.0000%  |  | $13165.67          | $12379.45          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CM2120 X | 2052-02-15      | 4.0000%  |  | $61772.13          | $59049.48          | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CM1038 C | 2050-11-20      | 2.5000%  |  | $27726.74          | $23642.02          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL8514 X | 2052-03-15      | 4.0000%  |  | $38576.89          | $36440.90          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 394688 X | 2030-02-15      | 8.5000%  |  | $71.99             | $73.17             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 610448 X | 2033-08-15      | 5.5000%  |  | $583.73            | $587.58            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 610315 X | 2033-09-15      | 5.5000%  |  | $42.46             | $42.74             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 608850 X | 2032-11-15      | 7.0000%  |  | $1169.93           | $1185.06           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 005201 M | 2041-10-20      | 4.0000%  |  | $28.30             | $26.67             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004949 M | 2041-02-20      | 4.0000%  |  | $23.21             | $21.87             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004918 M | 2041-01-20      | 4.0000%  |  | $29.98             | $28.25             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004879 M | 2040-12-20      | 4.0000%  |  | $6204.52           | $5847.20           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004827 M | 2040-10-20      | 4.0000%  |  | $3621.53           | $3413.01           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD6021 X | 2047-11-15      | 5.0000%  |  | $4955.59           | $4950.35           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD6018 X | 2047-11-15      | 3.5000%  |  | $4411.60           | $4071.51           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD5949 X | 2047-11-15      | 5.0000%  |  | $4593.35           | $4588.45           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD5918 X | 2047-11-15      | 3.5000%  |  | $5081.64           | $4718.17           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD5898 X | 2047-10-15      | 3.5000%  |  | $5308.89           | $4899.62           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531194 X | 2030-06-15      | 8.0000%  |  | $104.11            | $106.37            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 530954 X | 2031-01-15      | 7.5000%  |  | $429.11            | $442.21            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479448 X | 2030-07-15      | 8.5000%  |  | $18.26             | $18.59             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479430 X | 2041-10-15      | 4.0000%  |  | $801.23            | $770.27            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479388 X | 2030-06-15      | 8.5000%  |  | $148.43            | $152.56            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479386 X | 2030-06-15      | 8.5000%  |  | $264.11            | $269.00            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL6996 X | 2052-04-15      | 4.0000%  |  | $160180.87         | $151267.18         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP0301 X | 2045-10-15      | 3.5000%  |  | $75649.05          | $73042.38          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CH9027 X | 2051-10-15      | 3.5000%  |  | $26201.30          | $24516.86          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6549 X | 2047-06-15      | 5.0000%  |  | $3908.10           | $3913.45           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2152 C | 2065-04-20      | 7.0000%  |  | $241282.46         | $253223.37         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK2115 C | 2065-08-20      | 7.0000%  |  | $71990.41          | $75553.24          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 650731 X | 2036-01-15      | 5.5000%  |  | $54.20             | $55.77             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 617831 X | 2042-03-15      | 3.5000%  |  | $11629.03          | $10913.36          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 778935 X | 2042-03-15      | 3.5000%  |  | $9147.79           | $8584.72           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 734606 X | 2042-04-15      | 3.5000%  |  | $2649.68           | $2498.14           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 766571 X | 2042-04-15      | 3.5000%  |  | $6760.77           | $6348.67           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA0016 M | 2042-04-20      | 3.5000%  |  | $2927.88           | $2664.14           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC3808 X | 2047-10-15      | 3.5000%  |  | $1258.76           | $1160.84           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AW6591 X | 2046-12-15      | 4.5000%  |  | $743.46            | $726.15            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6856 M | 2050-09-20      | 3.0000%  |  | $2457.77           | $2140.07           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK2682 X | 2052-02-15      | 4.0000%  |  | $9171.34           | $8653.55           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784559 C | 2047-09-20      | 3.5000%  |  | $104693.68         | $97054.56          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 617757 X | 2042-02-15      | 3.5000%  |  | $18393.74          | $17300.52          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 758861 X | 2028-03-15      | 2.5000%  |  | $293.25            | $289.21            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 756900 X | 2041-03-15      | 5.0000%  |  | $333.37            | $338.57            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 753180 X | 2028-01-15      | 3.0000%  |  | $439.25            | $436.03            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 752188 X | 2046-02-15      | 3.0000%  |  | $58365.54          | $52501.03          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 752171 X | 2030-10-15      | 2.5000%  |  | $10328.33          | $9908.49           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP5873 C | 2065-12-20      | 6.0000%  |  | $16927.99          | $17375.86          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP6203 C | 2066-03-20      | 6.0000%  |  | $65260.35          | $66986.95          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP4259 C | 2056-01-20      | 6.0000%  |  | $84177.83          | $87578.78          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP3782 C | 2065-12-20      | 6.5000%  |  | $41754.29          | $43818.86          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP1589 C | 2066-02-20      | 6.5000%  |  | $12748.72          | $13379.09          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK8366 C | 2065-07-20      | 7.0000%  |  | $48600.49          | $51005.74          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK8338 C | 2065-06-20      | 7.0000%  |  | $18269.89          | $19174.07          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK6495 C | 2065-07-20      | 6.0000%  |  | $65069.28          | $66672.26          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 734271 X | 2041-03-15      | 4.0000%  |  | $8510.60           | $8172.39           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 733750 X | 2042-03-15      | 3.5000%  |  | $27372.13          | $25729.30          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 734428 X | 2041-05-15      | 4.5000%  |  | $148212.72         | $145918.83         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 732228 X | 2040-03-15      | 4.5000%  |  | $241.06            | $239.88            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 729376 X | 2041-07-15      | 4.6250%  |  | $9375.44           | $9318.59           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 727528 X | 2041-09-15      | 4.0000%  |  | $21.74             | $20.86             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723424 X | 2039-11-15      | 5.5000%  |  | $26433.01          | $27204.07          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723340 X | 2039-09-15      | 5.5000%  |  | $64270.81          | $65512.80          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723237 X | 2039-10-15      | 5.0000%  |  | $2309.84           | $2363.19           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723157 X | 2039-08-15      | 5.0000%  |  | $144085.35         | $146191.25         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479290 X | 2030-04-15      | 8.0000%  |  | $19.49             | $19.84             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479287 X | 2030-04-15      | 8.0000%  |  | $123.39            | $126.46            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479237 X | 2030-03-15      | 8.5000%  |  | $44.64             | $46.04             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 472979 X | 2029-06-15      | 7.0000%  |  | $87.94             | $89.04             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 469475 X | 2030-08-15      | 8.5000%  |  | $99.71             | $102.73            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 458041 X | 2029-02-15      | 7.0000%  |  | $205.09            | $208.10            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 449514 X | 2028-02-15      | 7.0000%  |  | $27.38             | $27.99             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 436190 X | 2041-09-15      | 4.0000%  |  | $20511.35          | $19684.55          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 434343 X | 2029-05-15      | 6.0000%  |  | $252.41            | $255.55            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7880 M | 2052-02-20      | 2.0000%  |  | $13317403.30       | $10981726.09       | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7756 M | 2051-12-20      | 2.5000%  |  | $25103.81          | $21147.79          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7527 M | 2051-08-20      | 4.0000%  |  | $8317.51           | $7694.72           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7523 M | 2051-08-20      | 2.0000%  |  | $4110.37           | $3299.18           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7362 M | 2051-05-20      | 4.0000%  |  | $860.77            | $796.33            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7254 M | 2051-03-20      | 2.0000%  |  | $894725.73         | $737803.96         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8088 M | 2052-06-20      | 2.5000%  |  | $97508.12          | $81901.20          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8087 M | 2052-06-20      | 2.0000%  |  | $17912.25          | $14406.14          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7987 M | 2052-04-20      | 2.5000%  |  | $8557031.77        | $7356731.22        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8878 M | 2053-05-20      | 5.0000%  |  | $1370291.82        | $1367831.69        | Agency Mortgage-Backed Securities  |

### Security 191: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp., REPO,  3.670%, 4/7/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NYX006, C.3 - LEI: RUC0QBLBRPRCU4W1NE59
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 04.500 CLBK5290 | 2048-06-01      | 4.5000%  |  | $265987.55         | $262158.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH4318 | 2053-10-01      | 5.5000%  |  | $466762.57         | $471567.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA6038 | 2041-04-01      | 5.0000%  |  | $197200.00         | $199218.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG6720 | 2053-07-01      | 5.5000%  |  | $563415.98         | $570764.80         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE7148 | 2052-08-01      | 5.0000%  |  | $13231.22          | $13261.28          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA4355 | 2049-11-01      | 3.5000%  |  | $409194.13         | $384076.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  |  | $79233568.69       | $64048032.70       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  |  | $69187712.05       | $63473960.18       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CISB1747 | 2041-01-01      | 5.5000%  |  | $492353.72         | $503896.13         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE6399 | 2052-07-01      | 5.0000%  |  | $3397615.28        | $3389993.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK5313 | 2048-06-01      | 4.5000%  |  | $320742.33         | $315437.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0017 | 2040-08-01      | 5.0000%  |  | $43198.98          | $43637.66          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE5508 | 2052-07-01      | 5.0000%  |  | $236097.62         | $237180.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW9780 | 2053-06-01      | 5.5000%  |  | $130680.84         | $134346.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5070 | 2053-07-01      | 4.5000%  |  | $7268714.27        | $7028737.67        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIRR0060 | 2041-02-01      | 4.0000%  |  | $118486.65         | $115912.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ9633 | 2055-12-01      | 5.0000%  |  | $4015232.83        | $3972657.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CNMA5848 | 2035-09-01      | 5.5000%  |  | $832820.00         | $852344.08         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5510 | 2055-12-01      | 5.0000%  |  | $58569464.71       | $58182008.20       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ6596 | 2033-03-01      | 4.0300%  |  | $83200000.00       | $81215374.90       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ6005 | 2056-03-01      | 5.0000%  |  | $57036152.80       | $56553493.88       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5810 | 2056-01-01      | 6.0000%  |  | $53582984.58       | $55260453.50       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5511 | 2055-12-01      | 5.0000%  |  | $62858040.15       | $62287142.50       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4813 | 2055-09-01      | 6.5000%  |  | $58828080.27       | $62868079.10       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL4682 | 2056-03-01      | 5.0000%  |  | $62473405.60       | $62040943.88       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL2660 | 2055-02-01      | 6.0000%  |  | $62308126.59       | $64181856.57       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSL1093 | 2055-01-01      | 4.5000%  |  | $5108922.23        | $4958086.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA6026 | 2056-03-01      | 3.5000%  |  | $423748.80         | $388667.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA6013 | 2041-02-01      | 3.0000%  |  | $256842.26         | $245412.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  |  | $14014.98          | $14117.82          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  |  | $55455273.27       | $56774942.41       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  |  | $6628.58           | $6080.84           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4437 | 2051-10-01      | 2.0000%  |  | $320820.82         | $259456.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC0092 | 2055-02-01      | 5.0000%  |  | $10916743.76       | $10834460.62       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA5098 | 2052-05-01      | 3.0000%  |  | $70172051.20       | $62370533.06       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4686 | 2052-09-01      | 5.0000%  |  | $1164853.15        | $1164039.70        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ6620 | 2033-03-01      | 3.8300%  |  | $33436858.40       | $32227737.03       | Agency Mortgage-Backed Securities |

### Security 192: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp., REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 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:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2025-192 NL      | 2055-11-20      | 5.0000%  |  | $2354678.57        | $2234706.91        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-171 AL      | 2055-10-20      | 4.7500%  |  | $157257.14         | $142534.62         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 PY      | 2055-05-20      | 5.2500%  |  | $29647.43          | $28429.48          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 JL      | 2055-04-20      | 4.5000%  |  | $46142.86          | $42507.54          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 MW      | 2053-03-20      | 5.0000%  |  | $520.10            | $521.67            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-065 FJ      | 2054-04-20      | 4.9729%  |  | $774911.58         | $780169.75         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 NF      | 2054-04-20      | 4.8729%  |  | $1246965.87        | $1253902.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-195 BL      | 2053-12-20      | 5.5000%  |  | $285714.29         | $291033.52         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-136 PA      | 2053-06-20      | 7.0000%  |  | $974.59            | $994.56            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-115 E       | 2057-11-20      | 5.5000%  |  | $445437.51         | $450274.67         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-055 FB      | 2053-04-20      | 4.5229%  |  | $2302832.82        | $2300092.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-20O FG      | 2066-08-20      | 4.4833%  |  | $23636.35          | $23682.37          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA       | 2066-08-20      | 4.5333%  |  | $1941.91           | $1949.57           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FT       | 2066-02-20      | 4.5033%  |  | $15212.70          | $15246.16          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O DA       | 2066-12-20      | 4.4292%  |  | $82.15             | $81.74             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC       | 2066-12-20      | 4.7833%  |  | $1661.36           | $1674.47           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-19O FK      | 2065-08-20      | 4.3833%  |  | $7689.48           | $7702.33           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-20O FB      | 2065-08-20      | 4.3833%  |  | $3922.41           | $3929.73           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-14O FB      | 2065-05-20      | 4.2133%  |  | $2802.09           | $2802.91           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F        | 2066-10-20      | 4.5333%  |  | $9831.99           | $9871.64           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FL       | 2067-06-20      | 4.5274%  |  | $244257.59         | $245296.51         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FC       | 2065-02-20      | 4.2633%  |  | $3588.17           | $3591.63           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H28 FA      | 2062-09-20      | 4.3633%  |  | $21.40             | $21.46             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4272DC 04/15/43  | 2043-04-15      | 2.5000%  |  | $474.47            | $465.17            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4231PY 07/15/43  | 2043-07-15      | 3.5000%  |  | $35655.65          | $33720.10          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4158TY 01/15/43  | 2043-01-15      | 3.0000%  |  | $52571.43          | $44982.32          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4139JC 12/15/42  | 2042-12-15      | 2.5000%  |  | $21428.57          | $16136.39          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4097DC 06/15/41  | 2041-06-15      | 1.5000%  |  | $900.91            | $874.22            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4075KB 07/15/42  | 2042-07-15      | 2.5000%  |  | $39756.43          | $31576.28          | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 3856BF 03/15/40  | 2040-03-15      | 4.2367%  |  | $3760.70           | $3765.85           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC055AE R25F055  | 2053-04-25      | 5.0000%  |  | $3103512.40        | $3118867.55        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL098A R24F098   | 2052-09-25      | 5.5000%  |  | $2001961.72        | $2024558.53        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016MA R25F016  | 2055-01-25      | 7.6119%  |  | $204661.36         | $204352.87         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-189 PT      | 2051-10-20      | 2.5000%  |  | $89649.72          | $74520.01          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-20O FD      | 2074-11-20      | 4.4729%  |  | $110643.68         | $111342.26         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-063 LM      | 2050-10-20      | 3.5000%  |  | $4285.71           | $3604.11           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2010-H10 FC      | 2060-05-20      | 4.7859%  |  | $7620.88           | $7675.56           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H18 BA      | 2063-07-20      | 4.3833%  |  | $5671.74           | $5685.76           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H20 FA      | 2063-08-20      | 4.3833%  |  | $474.42            | $475.72            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-70 F        | 2034-07-20      | 4.2395%  |  | $727.44            | $727.64            | Agency Collateralized Mortgage Obligation |
| FMAC FRED MAC SEA CR RISK  | 2062-10-25      | 3.0000%  |  | $2847866.70        | $2569057.70        | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL035DA R24F035  | 2054-04-25      | 5.5000%  |  | $162347.85         | $165780.59         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL086T R21F086   | 2048-09-25      | 2.5000%  |  | $42579.85          | $38054.95          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL094CA R20F094  | 2044-11-25      | 1.5000%  |  | $42838.59          | $37451.81          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 HL      | 2052-05-20      | 4.7500%  |  | $160749.25         | $160547.24         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 BY      | 2055-09-20      | 5.0000%  |  | $2497379.71        | $2408132.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-04O FC      | 2073-01-20      | 4.5229%  |  | $44868.44          | $45176.91          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-098 HM      | 2050-04-20      | 2.6000%  |  | $14908.08          | $12870.24          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-119 JE      | 2049-09-20      | 3.0000%  |  | $226.84            | $200.22            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-70 KY       | 2043-08-20      | 3.0000%  |  | $265439.51         | $245310.43         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-134 EF      | 2055-08-20      | 4.7729%  |  | $734247.96         | $738747.72         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC062CE R10F062  | 2040-03-25      | 4.5000%  |  | $1418.33           | $1421.54           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL024NA R08F024  | 2037-06-25      | 6.7500%  |  | $117.54            | $123.42            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FA R07F064  | 2037-07-25      | 4.2464%  |  | $1012.41           | $997.19            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2716DS 05/15/33  | 2033-05-15      | 5.5000%  |  | $24150.26          | $24815.15          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL025B R03F025   | 2033-04-25      | 5.5000%  |  | $7117.95           | $7263.40           | Agency Collateralized Mortgage Obligation |
| FNMA FNMA REMIC TRUST 2020 | 2049-11-25      | 0.8128%  |  | $21368.96          | $15780.98          | Agency Collateralized Mortgage Obligation |
| FNMA FNMA REMIC TRUST 2020 | 2049-11-25      | 0.8128%  |  | $159603.60         | $117867.31         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC062HG R20F062  | 2050-09-25      | 1.3750%  |  | $3078387.81        | $2327925.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 PN      | 2055-08-20      | 5.0000%  |  | $59876.57          | $55998.47          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-127 KA      | 2055-06-20      | 0.0100%  |  | $186267.38         | $175074.03         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-15 A        | 2048-07-20      | 0.5328%  |  | $37714.29          | $22465.98          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650CA 04/25/50  | 2050-04-25      | 4.5000%  |  | $5575987.71        | $5475792.79        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5650BF 04/25/56  | 2056-04-25      | 4.4216%  |  | $11020408.14       | $11057887.82       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565QA 08/25/55  | 2055-08-25      | 4.5000%  |  | $1166909.15        | $1154974.01        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5499FH 02/25/55  | 2055-02-25      | 4.8619%  |  | $16890.06          | $16847.87          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5504DA 07/25/51  | 2051-07-25      | 5.5000%  |  | $2126169.19        | $2161474.94        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5500AF 02/25/55  | 2055-02-25      | 4.6619%  |  | $20898.50          | $20862.10          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL086JA R18F086  | 2047-05-25      | 4.0000%  |  | $5496.48           | $5487.65           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL064A R18F064   | 2048-09-25      | 3.0000%  |  | $22816.37          | $20383.17          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL110PB R17F110  | 2057-02-25      | 3.0000%  |  | $5571.43           | $4199.73           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC056PA R17F056  | 2045-12-25      | 3.0000%  |  | $64611.35          | $60872.03          | Agency Collateralized Mortgage Obligation |
| FNMA FNMA REMIC TRUST 2017 | 2027-06-25      | 2.8980%  |  | $6225693.13        | $6138601.91        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC059LM R15F059  | 2045-07-25      | 3.0000%  |  | $16209.28          | $15218.54          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC036LB R15F036  | 2045-06-25      | 2.0000%  |  | $108565.02         | $91257.55          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL065VD R14F065  | 2033-04-25      | 3.5000%  |  | $2183.17           | $2180.16           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL086LG R13F086  | 2043-08-25      | 3.5000%  |  | $17000.00          | $14595.82          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC019KC R13F019  | 2041-10-25      | 2.0000%  |  | $522564.84         | $501626.53         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL009MB R12F009  | 2027-02-25      | 3.0000%  |  | $1964.74           | $1951.12           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-006 LA      | 2048-12-20      | 3.5000%  |  | $27685.45          | $25521.63          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-050 FM      | 2056-03-20      | 4.4722%  |  | $1428571.43        | $1416082.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 DY      | 2056-02-20      | 4.5000%  |  | $343428.57         | $298269.09         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 HT      | 2056-02-20      | 5.0000%  |  | $313736.55         | $310803.63         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 NL      | 2056-02-20      | 4.5000%  |  | $1955142.86        | $1765879.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 DF      | 2066-02-20      | 4.3729%  |  | $1699365.67        | $1696307.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 PL      | 2056-02-20      | 4.5000%  |  | $7196.29           | $5916.62           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 LB      | 2056-02-20      | 4.0000%  |  | $200971.68         | $191025.46         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-003 HB      | 2056-01-20      | 4.5000%  |  | $244333.43         | $220160.30         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 JP      | 2056-01-20      | 4.5000%  |  | $284059.59         | $276463.27         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-211 GT      | 2055-12-20      | 4.7500%  |  | $773212.81         | $757902.68         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 PN      | 2055-06-20      | 4.5000%  |  | $15259.71          | $13923.83          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-06O JF      | 2071-04-20      | 5.1729%  |  | $593204.94         | $604271.55         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-17O EF      | 2070-10-20      | 5.0033%  |  | $478667.87         | $485523.24         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-13O FM      | 2070-08-20      | 4.1833%  |  | $12582.89          | $12576.08          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF      | 2070-04-20      | 5.0333%  |  | $47056.15          | $47762.88          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O FB       | 2069-07-20      | 4.4833%  |  | $1099234.65        | $1105133.02        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-0O FD       | 2069-06-20      | 4.7833%  |  | $645444.96         | $651265.29         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O FT       | 2069-04-20      | 3.9300%  |  | $349.66            | $350.09            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-1O FT       | 2068-10-20      | 4.1833%  |  | $213.06            | $213.07            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-9O FC       | 2068-10-20      | 4.1333%  |  | $55407.72          | $55344.00          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG       | 2068-10-20      | 4.7317%  |  | $348567.85         | $350975.33         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-20O FA      | 2070-04-20      | 4.1333%  |  | $1107655.83        | $1101836.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-6O AF       | 2069-10-20      | 4.4833%  |  | $298377.66         | $299852.21         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O BF       | 2068-06-20      | 4.5574%  |  | $264604.86         | $265521.60         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-6O PF       | 2068-02-20      | 4.0833%  |  | $23377.36          | $23331.74          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-140 JD      | 2041-01-20      | 1.7500%  |  | $7568.68           | $7331.52           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5399FB 04/25/54  | 2054-04-25      | 4.5619%  |  | $216027.48         | $216328.04         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3726PA 08/15/40  | 2040-08-15      | 3.0000%  |  | $89.83             | $89.90             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 5092XA 01/15/41  | 2041-01-15      | 1.0000%  |  | $33534.18          | $29127.74          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5042LK 11/25/50  | 2050-11-25      | 2.0000%  |  | $62879.85          | $44863.99          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4898PL 07/15/49  | 2049-07-15      | 4.0000%  |  | $23285.71          | $18480.27          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5422CY 06/25/54  | 2054-06-25      | 5.5000%  |  | $71428.57          | $72272.52          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4793CD 06/15/48  | 2048-06-15      | 3.0000%  |  | $25979.36          | $22879.19          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4753BD 01/15/48  | 2048-01-15      | 3.0000%  |  | $17818.72          | $15966.28          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4751PL 12/15/47  | 2047-12-15      | 3.0000%  |  | $137420.71         | $106155.72         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4717BY 09/15/47  | 2047-09-15      | 3.0000%  |  | $12428.57          | $9398.97           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5057NA 10/25/50  | 2050-10-25      | 2.0000%  |  | $31903.23          | $25664.92          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4648ND 09/15/46  | 2046-09-15      | 3.0000%  |  | $235533.14         | $215022.21         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4638FA 07/15/40  | 2040-07-15      | 4.2357%  |  | $4034.25           | $4003.95           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL047YA R13F047  | 2040-05-25      | 2.0000%  |  | $67721.01          | $61160.44          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-8O FB       | 2065-03-20      | 4.4133%  |  | $985.31            | $987.53            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-07O FG      | 2072-03-20      | 4.4229%  |  | $10487.46          | $10522.58          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5580FC 09/25/55  | 2055-09-25      | 4.7619%  |  | $11691396.57       | $11706275.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-9O FC       | 2068-06-20      | 4.6274%  |  | $2770461.69        | $2784970.39        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006BY R25F006  | 2055-02-25      | 5.5000%  |  | $300708.86         | $302213.40         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-26O DF      | 2072-12-20      | 4.6929%  |  | $98772.65          | $100260.46         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3872BA 06/15/41  | 2041-06-15      | 4.0000%  |  | $1174.75           | $1151.40           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-050 FD      | 2056-03-20      | 4.6212%  |  | $2142857.14        | $2139248.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FC       | 2068-09-20      | 4.9266%  |  | $297255.08         | $299348.75         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650DA 06/25/53  | 2053-06-25      | 5.0000%  |  | $3571428.43        | $3571805.81        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC068PG R05F068  | 2035-08-25      | 5.5000%  |  | $1999.46           | $2040.35           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 JD      | 2055-09-20      | 4.5000%  |  | $2919325.28        | $2872519.74        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL081FL R22F081  | 2052-11-25      | 4.9119%  |  | $67909.96          | $67905.25          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-099 JW      | 2052-01-20      | 2.5000%  |  | $14285.71          | $12012.26          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL016HL R10F016  | 2040-03-25      | 4.5000%  |  | $14120.31          | $14102.38          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA       | 2066-12-20      | 4.5508%  |  | $17453.68          | $17566.84          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-11O FG      | 2071-06-20      | 5.0729%  |  | $631043.95         | $642938.20         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL084GT R24F084  | 2054-11-25      | 0.1250%  |  | $4716665.43        | $3773163.33        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5435AT 07/25/54  | 2054-07-25      | 0.1250%  |  | $70177.08          | $58541.03          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 PL      | 2055-11-20      | 4.5000%  |  | $87555.86          | $75036.68          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 PN      | 2056-02-20      | 4.5000%  |  | $1018543.00        | $907808.02         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 CH      | 2052-10-20      | 4.7500%  |  | $636710.61         | $633324.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-187 DA      | 2052-10-20      | 5.0000%  |  | $547.27            | $548.22            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FK       | 2067-05-20      | 3.7000%  |  | $307.62            | $306.93            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-003 HY      | 2056-01-20      | 4.5000%  |  | $238258.00         | $209870.99         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549DF 06/25/55  | 2055-06-25      | 5.0619%  |  | $54098.10          | $54220.23          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H21 CF      | 2061-05-20      | 4.4833%  |  | $28.72             | $28.74             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H08 BF      | 2063-03-20      | 4.1833%  |  | $11744.70          | $11718.36          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-131 DM      | 2044-02-20      | 3.0000%  |  | $520.43            | $513.35            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-01O FA      | 2072-01-20      | 4.0229%  |  | $1125635.83        | $1113910.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2014-3O FA       | 2064-01-20      | 4.3833%  |  | $596.97            | $598.64            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-34 PT       | 2047-09-20      | 2.5000%  |  | $21072.94          | $18385.47          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4902BG 01/25/49  | 2049-01-25      | 2.0000%  |  | $54625.36          | $47443.59          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL009EA R19F009  | 2047-07-25      | 3.0000%  |  | $181574.08         | $176345.83         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-4O FG       | 2068-02-20      | 4.0633%  |  | $9960.32           | $9939.06           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FJ R25F047  | 2055-06-25      | 4.6919%  |  | $126796.70         | $128355.79         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4272DG 04/15/43  | 2043-04-15      | 3.0000%  |  | $1005.87           | $990.53            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-13O FA      | 2070-07-20      | 4.2333%  |  | $104799.11         | $104239.13         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5481AT 12/25/54  | 2054-12-25      | 0.1250%  |  | $5332470.57        | $4264201.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC       | 2066-02-20      | 4.7033%  |  | $81576.59          | $82076.75          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL025PL R18F025  | 2048-04-25      | 3.5000%  |  | $8313.71           | $6879.97           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2014-3O FS       | 2064-02-20      | 4.4333%  |  | $17612.45          | $17682.54          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H08 FA      | 2061-02-20      | 4.3833%  |  | $20108.85          | $20160.76          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL098PK R25F098  | 2054-08-25      | 4.5000%  |  | $1838602.40        | $1831770.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H25 FA      | 2061-12-20      | 4.4833%  |  | $3620.19           | $3581.00           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-159 FN      | 2054-10-20      | 4.7429%  |  | $1060280.61        | $1065816.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-17O DF      | 2070-10-20      | 5.0033%  |  | $1120353.31        | $1137829.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-08O KF      | 2074-05-20      | 4.5229%  |  | $20468.33          | $20663.07          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-051 CK      | 2026-07-16      | 2.5000%  |  | $3.83              | $3.82              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 FN      | 2056-02-20      | 4.4129%  |  | $854312.92         | $844935.47         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 GL      | 2054-10-20      | 4.5000%  |  | $121086.29         | $110179.92         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H08 FC      | 2062-04-20      | 4.3533%  |  | $1214.25           | $1216.99           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL036DB R11F036  | 2026-05-25      | 3.0000%  |  | $6.21              | $6.21              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-056 V       | 2039-05-16      | 4.2500%  |  | $2857142.86        | $2600801.90        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-056 C       | 2067-09-16      | 4.5000%  |  | $855486.71         | $750690.45         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-056 AN      | 2063-01-16      | 4.5000%  |  | $724867.71         | $682100.52         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-183 BC      | 2065-02-16      | 4.5000%  |  | $25327.29          | $21687.20          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-197 B       | 2065-09-16      | 4.2500%  |  | $160000.00         | $138717.23         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-119 BA      | 2064-03-16      | 4.0000%  |  | $158571.43         | $138318.42         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0051A2C R24M0  | 2034-08-25      | 4.4500%  |  | $132714.29         | $131052.48         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB3 | 2037-06-25      | 4.4834%  |  | $221543.09         | $221557.30         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC0011AR23M001   | 2032-04-25      | 3.4345%  |  | $209936.22         | $203667.45         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL005A3 R22M005  | 2034-01-25      | 2.3353%  |  | $213571.43         | $183731.83         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G  | 2031-01-25      | 1.1810%  |  | $492.37            | $491.14            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-023 D       | 2067-04-16      | 4.5000%  |  | $375533.57         | $329238.92         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-023 CB      | 2066-07-16      | 4.5000%  |  | $165025.57         | $153866.38         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0213A1 R19M02  | 2034-06-25      | 2.1000%  |  | $41814.08          | $41615.88          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-144 VL      | 2039-12-16      | 5.0000%  |  | $242988.94         | $245296.53         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-082 LD      | 2066-02-16      | 5.2500%  |  | $33571.43          | $33076.65          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-070 LA      | 2060-02-16      | 4.5000%  |  | $342857.14         | $302898.17         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-017 BH      | 2065-06-16      | 4.5000%  |  | $212857.14         | $194397.32         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2022-003 B       | 2061-02-16      | 1.8500%  |  | $100000.00         | $50479.27          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2022-007 AT      | 2064-02-16      | 4.0000%  |  | $919506.92         | $889765.78         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-11-25      | 4.0920%  |  | $6714285.71        | $6678760.43        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES Q- | 2054-06-25      | 2.7760%  |  | $1424201.74        | $1362807.69        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES    | 2032-01-25      | 4.8000%  |  | $2142857.14        | $2193833.57        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2029-11-25      | 4.7000%  |  | $6285714.29        | $6400112.19        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2029-10-25      | 4.6300%  |  | $5717857.14        | $5807955.32        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-12-25      | 4.6740%  |  | $1626676.26        | $1644459.09        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-09-25      | 4.4890%  |  | $1517857.14        | $1513977.25        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R16M012  | 2026-09-25      | 2.4356%  |  | $24394.11          | $24269.60          | Agency Mortgage-Backed Securities         |
| FNMA FNRA RC0061A R13M006  | 2043-02-25      | 3.3839%  |  | $12720.23          | $12388.29          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-021 AH      | 2063-06-16      | 1.4000%  |  | $11747.79          | $8892.25           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2020-010 AG      | 2060-05-16      | 2.2500%  |  | $4427.42           | $3769.25           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2016-11 AD       | 2043-11-16      | 2.2500%  |  | $833.42            | $819.63            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2013-107 AD      | 2047-11-16      | 2.7750%  |  | $49516.06          | $45202.34          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-12-25      | 4.5720%  |  | $137285.71         | $138904.04         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-09-25      | 4.8500%  |  | $767344.57         | $781438.90         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES    | 2033-08-25      | 4.5000%  |  | $461695.29         | $462620.06         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES    | 2028-08-25      | 5.2720%  |  | $3840.15           | $3889.52           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-09-25      | 3.1870%  |  | $37313.43          | $36925.84          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-08-25      | 3.0380%  |  | $46337.86          | $46077.84          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-03-25      | 3.2240%  |  | $160714.29         | $159937.82         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2021-SB8 | 2041-03-25      | 1.7500%  |  | $427192.92         | $377134.17         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB8 | 2030-10-25      | 1.1100%  |  | $611511.34         | $534645.59         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB7 | 2040-03-25      | 1.1900%  |  | $712935.22         | $691916.94         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2018-SB4 | 2037-12-25      | 4.4834%  |  | $271679.46         | $271266.55         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2018-SB5 | 2038-07-25      | 3.7500%  |  | $1156827.71        | $1132463.76        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL007A1 R21M007  | 2031-03-25      | 1.7085%  |  | $57637.11          | $55506.17          | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2021-SB9 | 2031-10-25      | 1.8100%  |  | $100145.66         | $89100.53          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-191 E       | 2065-05-16      | 4.0000%  |  | $112142.86         | $89572.24          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SEREIES K | 2029-05-25      | 2.1840%  |  | $36603.87          | $35590.78          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0491A1 R20M04  | 2030-11-25      | 1.2554%  |  | $133220.71         | $126439.89         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-06-25      | 3.9260%  |  | $1237285.71        | $1234359.12        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-090 AC      | 2066-07-16      | 2.0000%  |  | $56660.41          | $43391.31          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL020A1 R21M020  | 2031-10-25      | 1.8401%  |  | $1333711.11        | $1259141.10        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB3 | 2037-02-25      | 3.0800%  |  | $37820.41          | $37256.04          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-023 C       | 2066-12-16      | 4.5000%  |  | $169177.71         | $155580.73         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-023 E       | 2067-11-16      | 4.5000%  |  | $104314.86         | $84442.15          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-07-25      | 4.2900%  |  | $2352285.71        | $2361643.11        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL02GA1 R21M02G  | 2031-03-25      | 1.1980%  |  | $128231.47         | $119355.71         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MORTGAGE TRUST  | 2031-06-25      | 1.4100%  |  | $454375.68         | $395123.73         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-144 VE      | 2039-07-16      | 5.0000%  |  | $459530.58         | $466628.34         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES Q- | 2046-08-25      | 5.9688%  |  | $56031.40          | $56092.53          | Agency Mortgage-Backed Securities         |
| FMAC FRESB MORTGAGE TRUST  | 2031-07-25      | 1.6000%  |  | $126053.57         | $110635.12         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2021-SB8 | 2041-05-25      | 1.5900%  |  | $158842.32         | $139809.36         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-016 G       | 2068-02-16      | 4.5000%  |  | $84438.43          | $71390.07          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-06-25      | 3.2000%  |  | $12142.86          | $12036.31          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-056 AM      | 2067-01-16      | 4.5000%  |  | $513205.86         | $465702.50         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-056 D       | 2068-11-16      | 4.5000%  |  | $206183.00         | $171129.83         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2021-SB8 | 2041-01-25      | 1.6600%  |  | $276928.39         | $244368.35         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-03-25      | 3.5420%  |  | $24285.71          | $22726.81          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023AB R21M023  | 2031-11-25      | 0.5000%  |  | $596018.90         | $500728.99         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-217 BH      | 2068-02-16      | 4.5000%  |  | $1344946.43        | $1218950.50        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2022-037 B       | 2062-01-16      | 1.9000%  |  | $125714.29         | $66926.05          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL005A1 R21M005  | 2033-01-25      | 1.4624%  |  | $816277.98         | $779292.69         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-03-25      | 4.4120%  |  | $527142.86         | $531683.49         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-067 LD      | 2065-10-16      | 4.2500%  |  | $1035714.29        | $917234.44         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC008ADP R19M00  | 2029-04-25      | 4.0044%  |  | $7392.63           | $7304.47           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-091 AC      | 2055-02-16      | 4.0000%  |  | $3979.36           | $3880.52           | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2021-SB8 | 2041-01-25      | 1.3200%  |  | $903418.81         | $792584.68         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-10-25      | 2.8590%  |  | $717857.14         | $631864.68         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020  | 2029-10-25      | 1.0860%  |  | $21982.72          | $21613.63          | Agency Mortgage-Backed Securities         |

### Security 193: BMO Bank, N.A.

- **C.1 - Title:** BMO Bank, N.A., REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 932CQA007, C.3 - LEI: 3Y4U8VZURTYWI1W2K376
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2020-032 MA     | 2048-11-16      | 2.0000%  |  | $3798599.52        | $3295420.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  |  | $17554740.72       | $16233974.69       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099KC R20F099 | 2035-11-25      | 1.0000%  |  | $26592571.06       | $23642080.97       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AB R20F081 | 2035-11-25      | 1.0000%  |  | $41725443.56       | $37002679.71       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-117 MD     | 2042-05-20      | 1.2500%  |  | $1113136.31        | $947976.56         | Agency Collateralized Mortgage Obligation |
| GNMA GNII JP 786156 M     | 2037-03-20      | 1.5000%  |  | $22466958.36       | $20334799.08       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1522 M     | 2043-12-20      | 4.0000%  |  | $14682930.45       | $14114397.59       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CKMA4453 | 2051-09-01      | 2.0000%  |  | $29032184.05       | $22772080.66       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL9630 | 2028-01-01      | 1.0800%  |  | $86214.60          | $81923.61          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  |  | $308212.89         | $294070.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  |  | $16399934.96       | $14632317.17       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  |  | $55881355.57       | $52920239.81       | Agency Mortgage-Backed Securities         |

### Security 194: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.680%, 4/30/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **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 03.000 CIMA3695 | 2034-07-01      | 3.0000%  |  | $295201.11         | $284966.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  |  | $401.88            | $393.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  |  | $10928.46          | $9262.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3385 | 2048-06-01      | 4.5000%  |  | $70.50             | $69.11             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CNMA3345 | 2028-04-01      | 3.5000%  |  | $34610.43          | $34504.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CNMA3366 | 2028-05-01      | 3.5000%  |  | $660.04            | $653.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD7997 | 2055-05-01      | 7.0000%  |  | $560025.31         | $596334.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD7144 | 2055-10-01      | 6.0000%  |  | $894607.44         | $917815.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CNQS0347 | 2036-02-01      | 5.5000%  |  | $953939.78         | $978836.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN6384 | 2036-05-01      | 1.5000%  |  | $477590.70         | $428842.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN4142 | 2035-11-01      | 1.5000%  |  | $12656.92          | $11439.67          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIQN3917 | 2035-10-01      | 2.0000%  |  | $516261.14         | $474406.13         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN3131 | 2035-08-01      | 1.5000%  |  | $945119.28         | $854246.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQJ8290 | 2054-10-01      | 7.5000%  |  | $810771.06         | $866745.89         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQJ4194 | 2054-09-01      | 7.5000%  |  | $1462124.55        | $1579202.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ3300 | 2054-08-01      | 5.0000%  |  | $955347.24         | $949710.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8893 | 2055-09-01      | 6.5000%  |  | $1557090.80        | $1668347.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ2966 | 2054-07-01      | 7.0000%  |  | $1942422.48        | $2078755.93        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQH9563 | 2054-01-01      | 7.5000%  |  | $555973.08         | $598825.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH0619 | 2053-09-01      | 6.5000%  |  | $769131.95         | $818599.95         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH0481 | 2053-09-01      | 5.5000%  |  | $16492.61          | $16791.27          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG9472 | 2053-08-01      | 6.5000%  |  | $50478.62          | $52792.74          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG7977 | 2053-07-01      | 5.5000%  |  | $1122331.46        | $1139982.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  |  | $1106027.41        | $1148461.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL190363 | 2035-11-01      | 5.5000%  |  | $19885.66          | $20566.81          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 ZL310104 | 2037-08-01      | 5.5000%  |  | $306.40            | $313.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIQO4181 | 2040-09-01      | 6.5000%  |  | $459532.18         | $480306.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO4009 | 2040-08-01      | 3.5000%  |  | $310593.93         | $299333.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO2341 | 2039-07-01      | 5.0000%  |  | $353902.73         | $359480.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO2681 | 2039-11-01      | 3.5000%  |  | $83978.36          | $80935.63          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO1222 | 2038-03-01      | 4.0000%  |  | $13110.79          | $12827.75          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI9074 | 2054-06-01      | 6.0000%  |  | $36092.95          | $37135.31          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI7729 | 2054-06-01      | 7.5000%  |  | $1076171.63        | $1155825.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI6911 | 2054-06-01      | 6.0000%  |  | $205787.07         | $210767.12         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PRE6145 | 2054-05-01      | 7.0000%  |  | $307398.02         | $319948.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PRE6168 | 2055-12-01      | 6.0000%  |  | $835940.94         | $846445.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CNRD5251 | 2035-07-01      | 5.0000%  |  | $63965.27          | $64831.79          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CNRD5241 | 2035-04-01      | 5.5000%  |  | $649839.01         | $665073.41         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9371 | 2056-02-01      | 5.5000%  |  | $1309140.00        | $1329826.16        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIQO5225 | 2041-03-01      | 5.5000%  |  | $943004.22         | $975839.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA5490 | 2056-01-01      | 6.5000%  |  | $424515.38         | $445345.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CNRD5288 | 2036-03-01      | 4.5000%  |  | $95431.29          | $95697.54          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA7155 | 2056-02-01      | 5.5000%  |  | $969758.21         | $993138.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA1110 | 2054-09-01      | 4.5000%  |  | $347984.42         | $338260.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4529 | 2055-05-01      | 6.0000%  |  | $285107.92         | $291764.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8272 | 2052-12-01      | 3.0000%  |  | $2352398.48        | $2070557.62        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD2282 | 2052-01-01      | 3.5000%  |  | $508771.12         | $470807.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2198 | 2053-01-01      | 6.0000%  |  | $4202.19           | $4381.96           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD1605 | 2051-12-01      | 2.5000%  |  | $3910.36           | $3290.76           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1015 | 2048-05-01      | 4.5000%  |  | $69494.87          | $68741.34          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0959 | 2052-04-01      | 3.5000%  |  | $1052.63           | $980.32            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  |  | $650072.80         | $649271.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1739 | 2052-10-01      | 4.5000%  |  | $86154.00          | $83911.40          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD1708 | 2050-08-01      | 2.5000%  |  | $399893.65         | $342385.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0498 | 2044-06-01      | 3.0000%  |  | $221030.04         | $202580.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD0294 | 2050-03-01      | 4.5000%  |  | $148430.08         | $145565.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTSC0484 | 2044-02-01      | 5.0000%  |  | $1069226.93        | $1075066.69        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTSC0447 | 2042-05-01      | 2.0000%  |  | $63923.30          | $55426.97          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTSC0111 | 2038-06-01      | 3.0000%  |  | $422388.29         | $397415.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8503 | 2035-08-01      | 2.0000%  |  | $159770.49         | $147513.96         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8500 | 2035-07-01      | 2.5000%  |  | $131249.68         | $124776.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB8374 | 2040-03-01      | 3.5000%  |  | $777778.33         | $749449.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CISB8347 | 2040-01-01      | 4.0000%  |  | $32924.47          | $32212.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBU1350 | 2052-02-01      | 3.0000%  |  | $473703.45         | $417091.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR7647 | 2051-04-01      | 2.0000%  |  | $420220.34         | $343171.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBR4700 | 2036-03-01      | 1.5000%  |  | $10627.80          | $9572.74           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBR1069 | 2036-05-01      | 1.5000%  |  | $11262.65          | $10140.78          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBO4672 | 2049-11-01      | 2.5000%  |  | $772719.49         | $661707.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO4671 | 2049-11-01      | 3.0000%  |  | $249642.54         | $226192.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTBM5461 | 2039-01-01      | 4.0000%  |  | $40622.32          | $39797.78          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  |  | $2098981.92        | $1848342.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFS2989 | 2037-08-01      | 2.0000%  |  | $162522.74         | $149253.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  |  | $1991421.42        | $1681971.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3575 | 2052-09-01      | 4.5000%  |  | $3623.26           | $3533.61           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZA5213 | 2047-12-01      | 3.5000%  |  | $319615.78         | $298687.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3960 | 2053-10-01      | 6.0000%  |  | $580327.37         | $594829.75         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB0463 | 2036-01-01      | 2.5000%  |  | $389221.80         | $368181.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  |  | $196287.35         | $190494.91         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD6203 | 2052-06-01      | 3.0000%  |  | $11252.24          | $9898.10           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3042 | 2055-09-01      | 6.5000%  |  | $605180.55         | $641834.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8850 | 2055-09-01      | 6.5000%  |  | $974858.46         | $1022183.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1713 | 2055-10-01      | 6.5000%  |  | $464332.22         | $486372.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9375 | 2055-08-01      | 6.5000%  |  | $832356.92         | $875684.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9812 | 2055-01-01      | 6.0000%  |  | $506755.89         | $526822.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5277 | 2055-09-01      | 6.5000%  |  | $327520.09         | $344546.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS6233 | 2045-11-01      | 4.5000%  |  | $444.13            | $437.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CNMA2915 | 2027-02-01      | 3.0000%  |  | $10903.66          | $10866.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA8955 | 2051-02-01      | 2.5000%  |  | $1149773.15        | $980391.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3PQU7401 | 2050-02-01      | 4.0000%  |  | $368569.38         | $342435.36         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD1900 | 2052-06-01      | 3.5000%  |  | $14135.82          | $12965.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFM3522 | 2035-02-01      | 3.0000%  |  | $1025270.64        | $1001345.96        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQD9124 | 2052-02-01      | 2.0000%  |  | $18433.72          | $14826.69          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 3PQU7331 | 2049-12-01      | 4.5000%  |  | $646311.30         | $622393.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5037 | 2053-06-01      | 4.5000%  |  | $772624.36         | $748591.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLRQ0031 | 2055-07-01      | 7.5000%  |  | $42368.79          | $45272.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFA3278 | 2038-03-01      | 2.0000%  |  | $198185.84         | $182004.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLFA2861 | 2052-04-01      | 1.5000%  |  | $387089.64         | $299030.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFA2482 | 2036-09-01      | 2.5000%  |  | $637313.22         | $601806.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ0828 | 2054-02-01      | 5.0000%  |  | $558928.81         | $553397.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIFA2392 | 2035-03-01      | 4.0000%  |  | $556315.50         | $551778.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFA1591 | 2051-10-01      | 2.0000%  |  | $90240.51          | $72582.67          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFA1546 | 2037-03-01      | 2.5000%  |  | $70603.75          | $66691.12          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA1354 | 2052-06-01      | 3.0000%  |  | $715413.32         | $634879.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  |  | $219382.59         | $212700.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  |  | $3962.99           | $4125.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF9834 | 2055-11-01      | 5.5000%  |  | $991647.20         | $1003769.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL9031 | 2046-08-01      | 3.0000%  |  | $750.40            | $684.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTAL5861 | 2031-01-01      | 4.5000%  |  | $7944.87           | $7957.09           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL5213 | 2044-04-01      | 4.5000%  |  | $233.24            | $230.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTAL4707 | 2032-05-01      | 4.5000%  |  | $16885.30          | $16930.99          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL4010 | 2043-07-01      | 3.5000%  |  | $13800.95          | $12993.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL2482 | 2042-09-01      | 4.5000%  |  | $6714.57           | $6648.68           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL1472 | 2039-05-01      | 4.5000%  |  | $8952.01           | $8864.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIAL0300 | 2026-06-01      | 4.5000%  |  | $594.51            | $595.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 I4BF0174 | 2057-02-01      | 3.0000%  |  | $1145.90           | $979.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ7679 | 2041-12-01      | 3.5000%  |  | $1270.12           | $1201.55           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAJ3120 | 2041-10-01      | 4.5000%  |  | $2030.02           | $2010.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI2614 | 2041-05-01      | 4.5000%  |  | $166808.60         | $165171.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI1191 | 2041-04-01      | 4.5000%  |  | $8001.59           | $7923.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI0127 | 2041-04-01      | 4.5000%  |  | $68915.01          | $68488.16          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAH5943 | 2041-02-01      | 4.5000%  |  | $47042.61          | $46581.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIAH5195 | 2026-04-01      | 4.5000%  |  | $138.18            | $138.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 ZL310151 | 2034-11-01      | 5.5000%  |  | $67.49             | $69.01             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF2839 | 2055-10-01      | 5.5000%  |  | $408661.13         | $411735.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIDF2746 | 2041-02-01      | 4.5000%  |  | $387249.35         | $385963.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF2322 | 2055-10-01      | 6.5000%  |  | $795263.14         | $845299.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF2129 | 2055-10-01      | 6.5000%  |  | $913977.34         | $965505.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF2098 | 2055-11-01      | 6.5000%  |  | $1528938.11        | $1634396.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF2097 | 2055-11-01      | 6.5000%  |  | $1544643.84        | $1653503.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS6605 | 2052-06-01      | 2.0000%  |  | $358553.42         | $288393.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFS7514 | 2037-06-01      | 2.0000%  |  | $106119.22         | $97515.78          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4359 | 2036-06-01      | 1.5000%  |  | $213950.62         | $192241.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG7676 | 2053-06-01      | 5.5000%  |  | $2108042.05        | $2144159.83        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7557 | 2052-06-01      | 4.5000%  |  | $111309.75         | $107971.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4128 | 2052-07-01      | 4.5000%  |  | $123009.09         | $119598.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8204 | 2052-04-01      | 2.0000%  |  | $672330.92         | $542676.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA8155 | 2054-02-01      | 7.5000%  |  | $470845.60         | $509693.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7999 | 2046-09-01      | 3.0000%  |  | $8586.05           | $7807.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4570 | 2042-03-01      | 2.0000%  |  | $55581.87          | $48183.19          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1484 | 2055-10-01      | 6.5000%  |  | $1151165.29        | $1211921.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5909 | 2055-12-01      | 5.0000%  |  | $3059.18           | $3021.99           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0367 | 2055-07-01      | 6.5000%  |  | $504913.42         | $529742.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5165 | 2055-09-01      | 6.5000%  |  | $714160.69         | $759084.73         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE8517 | 2052-08-01      | 4.5000%  |  | $265157.27         | $258650.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE7533 | 2052-08-01      | 4.5000%  |  | $123058.33         | $119587.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA9443 | 2054-01-01      | 7.5000%  |  | $384035.87         | $413464.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA9241 | 2054-01-01      | 7.5000%  |  | $594292.44         | $639812.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA9221 | 2054-01-01      | 7.5000%  |  | $785813.73         | $846224.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA8156 | 2054-02-01      | 7.5000%  |  | $399511.19         | $428429.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CICC1893 | 2040-11-01      | 4.5000%  |  | $206114.86         | $205044.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1014 | 2055-09-01      | 5.5000%  |  | $1249758.54        | $1272981.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0500 | 2055-03-01      | 6.5000%  |  | $2036554.27        | $2114700.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9456 | 2054-11-01      | 5.5000%  |  | $282344.96         | $284973.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFS8236 | 2031-03-01      | 2.5000%  |  | $833947.20         | $819714.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS8962 | 2054-09-01      | 5.5000%  |  | $183588.52         | $185016.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS8874 | 2052-06-01      | 3.0000%  |  | $82423.14          | $72518.93          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS7645 | 2054-01-01      | 4.5000%  |  | $507257.29         | $491293.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS8016 | 2054-05-01      | 5.5000%  |  | $49492.73          | $50540.66          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA4603 | 2056-01-01      | 6.5000%  |  | $402216.71         | $421953.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA4343 | 2055-11-01      | 6.5000%  |  | $1040058.24        | $1108329.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA4493 | 2056-01-01      | 6.5000%  |  | $734738.77         | $771246.23         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA4484 | 2056-01-01      | 6.0000%  |  | $780847.14         | $802726.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA3427 | 2056-01-01      | 5.5000%  |  | $1142358.38        | $1169899.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA2964 | 2056-01-01      | 6.5000%  |  | $484360.00         | $509923.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA1884 | 2055-12-01      | 6.5000%  |  | $682667.49         | $720335.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA2577 | 2056-01-01      | 6.0000%  |  | $883939.47         | $922848.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA1217 | 2055-11-01      | 6.5000%  |  | $425375.95         | $448591.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS4815 | 2052-05-01      | 3.0000%  |  | $21314.37          | $18749.31          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4776 | 2053-03-01      | 5.5000%  |  | $47932.65          | $48630.23          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFS4760 | 2036-04-01      | 2.5000%  |  | $111678.37         | $106686.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0102 | 2056-03-01      | 5.0000%  |  | $619555.51         | $612038.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF4699 | 2055-11-01      | 6.5000%  |  | $1914340.18        | $2008481.05        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PRE6172 | 2056-03-01      | 6.0000%  |  | $730296.78         | $739473.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG4171 | 2056-03-01      | 6.0000%  |  | $1073193.33        | $1109390.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG1155 | 2056-03-01      | 6.5000%  |  | $789391.08         | $833752.23         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIRR0063 | 2041-02-01      | 5.5000%  |  | $2092508.61        | $2141563.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4868 | 2041-01-01      | 4.0000%  |  | $827666.43         | $809766.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG2894 | 2056-01-01      | 6.0000%  |  | $1055195.59        | $1095249.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG0410 | 2056-03-01      | 5.5000%  |  | $836836.78         | $850059.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG2813 | 2056-03-01      | 5.5000%  |  | $1004658.67        | $1023451.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF3854 | 2055-10-01      | 6.5000%  |  | $794480.78         | $834407.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA3343 | 2052-09-01      | 3.5000%  |  | $50385.28          | $46670.76          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7652 | 2056-03-01      | 5.0000%  |  | $1667289.82        | $1657749.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CTZT2115 | 2029-01-01      | 6.0000%  |  | $188918.41         | $193232.36         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT0523 | 2048-09-01      | 4.5000%  |  | $37885.54          | $37282.75          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZT0488 | 2041-06-01      | 5.5000%  |  | $370.62            | $383.33            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT0076 | 2047-07-01      | 4.5000%  |  | $14870.76          | $14654.08          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $592787.81         | $583415.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS9370 | 2043-12-01      | 4.5000%  |  | $10621.29          | $10406.66          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTZS9032 | 2033-12-01      | 4.5000%  |  | $13581.12          | $13660.10          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZS8606 | 2031-04-01      | 3.0000%  |  | $948532.43         | $927958.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CNRD5290 | 2036-04-01      | 4.0000%  |  | $271649.78         | $268838.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIRC2071 | 2036-06-01      | 2.0000%  |  | $196048.98         | $180936.28         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CTRB5157 | 2042-05-01      | 2.5000%  |  | $859498.32         | $772090.20         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTRB5145 | 2042-02-01      | 2.0000%  |  | $446432.80         | $387388.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTRB5095 | 2041-01-01      | 2.0000%  |  | $36297.36          | $32010.38          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTRB5090 | 2040-12-01      | 2.0000%  |  | $60193.40          | $53126.50          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CTRB5106 | 2041-03-01      | 2.5000%  |  | $130147.31         | $117677.02         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTRB5017 | 2039-11-01      | 3.0000%  |  | $229300.83         | $214286.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9304 | 2053-06-01      | 5.5000%  |  | $1047301.51        | $1065523.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9036 | 2053-04-01      | 5.5000%  |  | $1190210.47        | $1211268.07        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8754 | 2053-03-01      | 5.5000%  |  | $427773.65         | $433759.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA8327 | 2052-12-01      | 4.5000%  |  | $163822.23         | $158901.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA8285 | 2047-10-01      | 4.5000%  |  | $415580.80         | $405764.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7506 | 2052-07-01      | 4.5000%  |  | $246125.31         | $238660.33         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA6605 | 2052-01-01      | 3.0000%  |  | $555.75            | $488.87            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA6503 | 2051-12-01      | 2.0000%  |  | $572939.49         | $465250.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6436 | 2051-12-01      | 2.5000%  |  | $270258.18         | $231763.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA6188 | 2051-11-01      | 2.0000%  |  | $430687.61         | $350642.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA5287 | 2051-05-01      | 2.0000%  |  | $1621174.98        | $1320863.13        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA2977 | 2050-07-01      | 2.5000%  |  | $902975.17         | $775067.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8367 | 2056-01-01      | 6.0000%  |  | $824853.14         | $833595.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PQU8200 | 2054-08-01      | 7.0000%  |  | $1476272.36        | $1539860.33        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3PQU7915 | 2051-06-01      | 4.0000%  |  | $585165.98         | $545137.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3PQU7425 | 2050-02-01      | 3.5000%  |  | $830514.78         | $743471.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 3PQU7407 | 2050-03-01      | 4.5000%  |  | $1236618.38        | $1190864.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3PQU7372 | 2050-02-01      | 3.5000%  |  | $1257219.63        | $1129363.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS4665 | 2046-05-01      | 4.5000%  |  | $167.37            | $165.21            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZS3729 | 2040-08-01      | 5.5000%  |  | $192.75            | $198.75            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB0328 | 2034-06-01      | 3.0000%  |  | $150453.97         | $146548.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 3PZA3243 | 2047-08-01      | 4.5000%  |  | $969123.87         | $933249.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTZA2415 | 2036-06-01      | 3.0000%  |  | $87334.95          | $83099.20          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN2876 | 2049-01-01      | 4.5000%  |  | $18260.39          | $17922.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA0740 | 2055-03-01      | 4.5000%  |  | $732488.00         | $707626.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0369 | 2055-01-01      | 5.5000%  |  | $77481.67          | $78826.62          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5333 | 2055-10-01      | 6.5000%  |  | $344176.81         | $362588.09         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5331 | 2055-10-01      | 6.5000%  |  | $423587.24         | $446476.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ4354 | 2055-08-01      | 6.0000%  |  | $1983595.02        | $2049410.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ4296 | 2055-09-01      | 6.0000%  |  | $990318.39         | $1027728.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ4234 | 2055-10-01      | 5.5000%  |  | $387009.84         | $390782.54         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3708 | 2055-09-01      | 6.5000%  |  | $1001751.62        | $1051061.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3678 | 2055-09-01      | 6.5000%  |  | $475550.12         | $500847.33         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ3633 | 2055-08-01      | 5.5000%  |  | $1032052.32        | $1039625.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6413 | 2056-04-01      | 5.5000%  |  | $1669488.33        | $1695077.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5760 | 2056-04-01      | 6.0000%  |  | $1176276.89        | $1233229.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5734 | 2056-03-01      | 6.0000%  |  | $1763827.33        | $1823315.94        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5334 | 2055-09-01      | 6.5000%  |  | $418746.07         | $440694.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5535 | 2056-03-01      | 6.5000%  |  | $1234967.22        | $1293587.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5527 | 2056-03-01      | 6.5000%  |  | $844385.11         | $880968.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5525 | 2056-03-01      | 6.5000%  |  | $824908.78         | $860772.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIDG5415 | 2041-03-01      | 4.0000%  |  | $2174889.89        | $2127845.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBM4864 | 2033-05-01      | 3.5000%  |  | $358098.35         | $353957.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CWBM3809 | 2032-03-01      | 3.0000%  |  | $112240.86         | $109776.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM3053 | 2046-07-01      | 4.5000%  |  | $19832.81          | $19637.82          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM3052 | 2047-10-01      | 4.5000%  |  | $9376.35           | $9194.83           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM1920 | 2046-07-01      | 4.5000%  |  | $17298.44          | $17099.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM1879 | 2044-01-01      | 3.5000%  |  | $19438.26          | $18300.08          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBM1099 | 2032-03-01      | 3.0000%  |  | $1638135.49        | $1596523.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBK9890 | 2048-08-01      | 5.0000%  |  | $3189.63           | $3265.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBH7067 | 2047-12-01      | 4.5000%  |  | $10640.81          | $10476.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBH1172 | 2047-05-01      | 4.5000%  |  | $296.59            | $291.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  |  | $717727.27         | $693366.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5554 | 2054-12-01      | 6.0000%  |  | $8542.43           | $8738.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $1445087.15        | $1428041.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5499 | 2054-10-01      | 6.5000%  |  | $1648687.81        | $1712939.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  |  | $424156.79         | $427392.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5419 | 2054-07-01      | 5.0000%  |  | $702.66            | $694.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5188 | 2053-11-01      | 4.5000%  |  | $677.48            | $655.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBC0853 | 2031-04-01      | 3.0000%  |  | $67676.95          | $66136.96          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDF7443 | 2040-12-01      | 5.0000%  |  | $705238.61         | $712400.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF7207 | 2055-12-01      | 5.5000%  |  | $775592.50         | $802604.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF6824 | 2055-12-01      | 6.5000%  |  | $804896.72         | $847472.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF6569 | 2055-12-01      | 6.5000%  |  | $962335.63         | $1003640.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTAB3000 | 2031-05-01      | 4.5000%  |  | $3019.67           | $3037.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIAL3912 | 2027-01-01      | 4.5000%  |  | $44.30             | $44.42             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CKCB2597 | 2051-11-01      | 4.0000%  |  | $1217849.92        | $1121721.77        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G18575 G | 2030-11-01      | 3.0000%  |  | $303399.09         | $297360.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB8291 | 2039-02-01      | 4.5000%  |  | $50074.56          | $49931.74          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  |  | $148982.71         | $144203.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7859 | 2054-01-01      | 5.5000%  |  | $812778.40         | $821793.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFM4368 | 2035-11-01      | 1.5000%  |  | $8895.87           | $8040.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTMA4233 | 2041-01-01      | 2.5000%  |  | $155426.50         | $140855.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ7748 | 2054-11-01      | 6.0000%  |  | $1807795.87        | $1865484.44        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8253 | 2052-12-01      | 5.5000%  |  | $1121704.15        | $1139453.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CL890738 | 2043-09-01      | 3.5000%  |  | $11308.48          | $10669.73          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTZA2261 | 2032-05-01      | 3.0000%  |  | $9172.26           | $8881.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA0382 | 2055-01-01      | 5.0000%  |  | $18033.90          | $17936.82          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKDG4912 | 2056-01-01      | 6.0000%  |  | $883800.56         | $894905.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6260 | 2055-06-01      | 6.0000%  |  | $1647300.09        | $1685660.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY2167 | 2055-04-01      | 7.0000%  |  | $11330.81          | $12104.59          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY1948 | 2055-04-01      | 7.0000%  |  | $286984.92         | $304681.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX9296 | 2055-03-01      | 6.5000%  |  | $98055.20          | $101823.53         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQX9795 | 2055-03-01      | 7.5000%  |  | $21053.54          | $22903.22          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6977 | 2055-02-01      | 7.0000%  |  | $429461.21         | $456577.96         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6654 | 2055-02-01      | 7.0000%  |  | $796018.87         | $851303.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX6050 | 2055-02-01      | 6.0000%  |  | $1165161.77        | $1211182.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8725 | 2054-06-01      | 6.5000%  |  | $1144520.80        | $1196672.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8315 | 2054-04-01      | 5.0000%  |  | $272655.98         | $269677.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7725 | 2053-10-01      | 6.0000%  |  | $317147.50         | $326056.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB7513 | 2053-11-01      | 7.0000%  |  | $172527.32         | $183279.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6872 | 2053-08-01      | 6.0000%  |  | $150063.12         | $154338.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5542 | 2053-01-01      | 5.5000%  |  | $185319.84         | $187680.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5156 | 2052-11-01      | 6.5000%  |  | $630734.88         | $666281.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  |  | $599.31            | $585.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4971 | 2052-10-01      | 4.5000%  |  | $557451.79         | $540314.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTCA5593 | 2040-04-01      | 3.0000%  |  | $35252.04          | $33260.66          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  |  | $101206.56         | $101952.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  |  | $48667.72          | $48094.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA3090 | 2032-08-01      | 3.0000%  |  | $15304.06          | $14886.99          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CNMA3079 | 2027-07-01      | 2.5000%  |  | $34327.18          | $34035.51          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5759 | 2055-07-01      | 5.5000%  |  | $1443593.67        | $1462002.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1962 | 2055-10-01      | 6.5000%  |  | $944947.23         | $994477.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1990 | 2055-10-01      | 6.5000%  |  | $840748.71         | $885488.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA2121 | 2055-12-01      | 6.5000%  |  | $439285.58         | $464658.13         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA7464 | 2056-02-01      | 5.5000%  |  | $2090063.72        | $2144364.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5899 | 2055-10-01      | 6.5000%  |  | $738614.46         | $758092.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF0274 | 2055-09-01      | 5.0000%  |  | $1255646.55        | $1242110.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1597 | 2055-08-01      | 6.5000%  |  | $639749.41         | $673972.59         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0517 | 2055-08-01      | 6.5000%  |  | $962226.30         | $1012892.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD3692 | 2055-03-01      | 6.5000%  |  | $585136.93         | $615988.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9790 | 2055-07-01      | 6.5000%  |  | $609394.38         | $642849.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA2575 | 2055-02-01      | 4.5000%  |  | $381752.57         | $369738.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  |  | $1539463.49        | $1550760.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1146 | 2055-08-01      | 6.5000%  |  | $786916.34         | $827879.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5673 | 2055-04-01      | 5.5000%  |  | $288374.90         | $290491.09         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE5296 | 2052-05-01      | 3.0000%  |  | $68756.47          | $60529.07          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC9779 | 2051-09-01      | 2.0000%  |  | $95668.55          | $76948.57          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLQC7455 | 2051-09-01      | 1.5000%  |  | $305621.47         | $235948.33         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQG1227 | 2053-04-01      | 3.0000%  |  | $783701.44         | $689915.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA2931 | 2032-03-01      | 3.0000%  |  | $70610.74          | $68737.16          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  |  | $2879.27           | $2823.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA0634 | 2031-01-01      | 4.5000%  |  | $10993.78          | $11043.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA0232 | 2029-11-01      | 4.5000%  |  | $15439.22          | $15501.21          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA0776 | 2031-06-01      | 4.5000%  |  | $1688.27           | $1693.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAC2861 | 2039-08-01      | 4.5000%  |  | $56928.60          | $56370.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAB8550 | 2028-03-01      | 2.5000%  |  | $137242.56         | $135587.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAB3314 | 2041-07-01      | 4.5000%  |  | $1068.27           | $1057.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAB1226 | 2040-07-01      | 4.5000%  |  | $1325.67           | $1312.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAB0532 | 2038-12-01      | 5.5000%  |  | $1779.78           | $1840.74           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAA9356 | 2039-08-01      | 4.0000%  |  | $17418.48          | $16885.88          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAA5224 | 2039-03-01      | 4.5000%  |  | $1749.95           | $1732.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAA4666 | 2039-05-01      | 4.5000%  |  | $70029.43          | $69342.44          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CL971031 | 2039-01-01      | 4.0000%  |  | $337055.84         | $326958.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL943986 | 2037-08-01      | 6.5000%  |  | $20251.40          | $21485.57          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL932511 | 2040-02-01      | 5.5000%  |  | $3618.33           | $3706.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL932474 | 2040-02-01      | 4.5000%  |  | $140.94            | $139.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL892551 | 2036-07-01      | 6.5000%  |  | $118.86            | $123.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA9668 | 2054-02-01      | 7.5000%  |  | $663372.81         | $712612.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD2765 | 2055-05-01      | 6.0000%  |  | $663621.73         | $678983.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD1033 | 2055-02-01      | 5.0000%  |  | $859532.99         | $851069.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD0600 | 2055-07-01      | 7.0000%  |  | $1039940.64        | $1113050.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4531 | 2052-11-01      | 5.5000%  |  | $1535.25           | $1587.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  |  | $1064694.45        | $984317.12         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN1256 | 2048-11-01      | 4.5000%  |  | $109.84            | $107.29            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7548 | 2048-08-01      | 4.5000%  |  | $60801.65          | $59865.67          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM2712 | 2047-02-01      | 3.5000%  |  | $71878.39          | $67110.10          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZM2278 | 2046-12-01      | 3.0000%  |  | $2732.43           | $2492.17           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZM2277 | 2046-12-01      | 3.0000%  |  | $5816.83           | $5289.18           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL8134 | 2044-05-01      | 3.5000%  |  | $86807.51          | $81692.70          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZL2026 | 2041-09-01      | 4.5000%  |  | $24039.04          | $23802.90          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZL1354 | 2041-05-01      | 4.5000%  |  | $3993.97           | $3954.76           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTZJ9328 | 2030-12-01      | 4.5000%  |  | $13018.86          | $13070.41          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLZA0883 | 2033-03-01      | 6.0000%  |  | $12590.96          | $13018.80          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLZI5160 | 2036-08-01      | 6.5000%  |  | $101053.56         | $106085.99         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZI3982 | 2035-12-01      | 5.5000%  |  | $4566.36           | $4722.84           | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC J38722 G | 2033-03-01      | 3.0000%  |  | $627612.26         | $610482.84         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC J36318 G | 2032-02-01      | 3.0000%  |  | $899086.70         | $876467.48         | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC J32364 G | 2028-11-01      | 2.5000%  |  | $314377.72         | $310410.69         | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC J21208 G | 2027-11-01      | 2.5000%  |  | $58017.42          | $57475.16          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6918 | 2056-04-01      | 6.0000%  |  | $898977.33         | $928319.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6801 | 2056-04-01      | 5.5000%  |  | $1626477.22        | $1647353.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6717 | 2056-04-01      | 5.5000%  |  | $1724236.11        | $1749451.92        | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC A97016 G | 2041-02-01      | 4.5000%  |  | $148117.85         | $146845.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3PQU7317 | 2049-09-01      | 4.0000%  |  | $422544.70         | $409600.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3PQU7216 | 2049-06-01      | 4.0000%  |  | $350736.28         | $332163.15         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 3PQU8079 | 2052-06-01      | 4.5000%  |  | $1196930.52        | $1152623.75        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $476826.44         | $419443.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  |  | $193762.12         | $188634.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBR2059 | 2036-06-01      | 1.5000%  |  | $11089.03          | $9984.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS4703 | 2053-05-01      | 4.5000%  |  | $187852.41         | $182990.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7108 | 2053-09-01      | 5.5000%  |  | $751734.60         | $760244.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW0035 | 2052-07-01      | 4.5000%  |  | $941.99            | $918.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS4096 | 2044-12-01      | 4.5000%  |  | $112063.16         | $110753.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8325 | 2053-05-01      | 6.0000%  |  | $160350.33         | $165110.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  |  | $341287.94         | $349185.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0013 | 2055-06-01      | 5.5000%  |  | $6630.90           | $6679.96           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3151 | 2055-08-01      | 6.5000%  |  | $426673.08         | $449857.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO3709 | 2040-06-01      | 3.5000%  |  | $259430.17         | $250027.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5797 | 2040-08-01      | 3.5000%  |  | $247394.45         | $238428.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1659 | 2055-08-01      | 6.5000%  |  | $354526.89         | $375149.95         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7011 | 2055-06-01      | 6.5000%  |  | $1504174.62        | $1579045.91        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX4568 | 2055-01-01      | 7.0000%  |  | $618413.17         | $664183.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0751 | 2055-06-01      | 6.0000%  |  | $201282.53         | $205880.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF5907 | 2055-12-01      | 6.5000%  |  | $1319074.66        | $1394270.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF5600 | 2055-12-01      | 6.5000%  |  | $983927.63         | $1035502.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6171 | 2056-03-01      | 5.5000%  |  | $1043066.89        | $1054223.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF4316 | 2056-03-01      | 6.5000%  |  | $786943.11         | $833198.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB4881 | 2055-01-01      | 6.5000%  |  | $800194.06         | $836408.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE7497 | 2055-09-01      | 6.0000%  |  | $1382443.06        | $1453305.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD2766 | 2055-05-01      | 6.5000%  |  | $949451.61         | $986078.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CNMA5718 | 2035-05-01      | 6.0000%  |  | $70058.38          | $72576.28          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX6390 | 2055-02-01      | 6.5000%  |  | $1012736.54        | $1056504.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6636 | 2055-08-01      | 6.5000%  |  | $1240677.35        | $1311662.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC5097 | 2054-10-01      | 6.5000%  |  | $1306957.49        | $1366992.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8510 | 2036-02-01      | 2.0000%  |  | $351971.74         | $324093.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  |  | $542871.51         | $440169.27         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI3269 | 2054-04-01      | 6.0000%  |  | $895637.13         | $936720.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $452643.15         | $457268.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBM3196 | 2044-05-01      | 5.5000%  |  | $306.11            | $316.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5389 | 2054-06-01      | 6.0000%  |  | $10342.03          | $10590.62          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTRB5163 | 2042-05-01      | 3.0000%  |  | $224789.55         | $208528.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5201 | 2038-11-01      | 5.5000%  |  | $182192.72         | $186575.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIRC2103 | 2036-07-01      | 2.0000%  |  | $427777.88         | $393079.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZI9507 | 2039-12-01      | 4.5000%  |  | $1763.08           | $1745.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA3764 | 2034-09-01      | 2.5000%  |  | $668668.81         | $634120.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLMA5547 | 2054-11-01      | 7.0000%  |  | $703229.44         | $742225.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4100 | 2045-03-01      | 3.5000%  |  | $101.17            | $94.97             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0253 | 2055-08-01      | 6.5000%  |  | $476124.52         | $501852.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5878 | 2055-11-01      | 5.0000%  |  | $4580.33           | $4526.06           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX7091 | 2055-02-01      | 6.0000%  |  | $1307066.01        | $1359753.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2504 | 2055-09-01      | 6.5000%  |  | $745120.92         | $786077.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE7304 | 2055-07-01      | 7.0000%  |  | $412363.50         | $442889.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CKDG5402 | 2056-03-01      | 5.5000%  |  | $971444.44         | $965442.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5104 | 2056-03-01      | 6.0000%  |  | $1318441.44        | $1360278.23        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2792 | 2055-08-01      | 6.5000%  |  | $208242.16         | $221167.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3575 | 2055-09-01      | 6.5000%  |  | $261335.08         | $274513.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2068 | 2055-08-01      | 6.5000%  |  | $402668.72         | $424427.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1897 | 2055-08-01      | 6.5000%  |  | $1064337.82        | $1134206.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1871 | 2055-08-01      | 6.5000%  |  | $125860.85         | $131774.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2639 | 2055-08-01      | 6.5000%  |  | $780472.68         | $821099.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ1593 | 2055-08-01      | 5.5000%  |  | $887185.48         | $900227.40         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1238 | 2055-08-01      | 6.5000%  |  | $486064.03         | $511920.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1147 | 2055-08-01      | 6.5000%  |  | $519872.45         | $546933.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1987 | 2055-10-01      | 6.5000%  |  | $1323395.60        | $1412046.78        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO5239 | 2041-03-01      | 5.0000%  |  | $1598663.11        | $1616978.46        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO5134 | 2041-03-01      | 4.0000%  |  | $389044.44         | $380617.09         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO5094 | 2041-03-01      | 4.0000%  |  | $1382726.33        | $1352772.80        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO5017 | 2041-03-01      | 5.0000%  |  | $899287.74         | $908439.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4764 | 2041-01-01      | 4.0000%  |  | $723039.07         | $707331.28         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIQO4733 | 2041-01-01      | 5.5000%  |  | $83588.24          | $85556.77          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4511 | 2040-11-01      | 4.0000%  |  | $26187.17          | $25618.21          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO4340 | 2040-10-01      | 3.5000%  |  | $70639.75          | $68078.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0183 | 2055-08-01      | 6.0000%  |  | $1843525.54        | $1891989.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0182 | 2055-08-01      | 6.0000%  |  | $987500.78         | $1021969.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0175 | 2055-09-01      | 6.5000%  |  | $1418759.12        | $1498359.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0173 | 2055-08-01      | 6.5000%  |  | $820690.38         | $867622.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0170 | 2055-09-01      | 6.5000%  |  | $1149366.06        | $1219351.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0186 | 2055-08-01      | 6.0000%  |  | $1461603.05        | $1495741.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDF0139 | 2055-09-01      | 7.0000%  |  | $984259.11         | $1053347.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9070 | 2055-08-01      | 6.0000%  |  | $2032407.50        | $2100767.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9069 | 2055-09-01      | 6.0000%  |  | $2032557.01        | $2079600.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9802 | 2055-08-01      | 6.5000%  |  | $410094.74         | $435549.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8849 | 2055-09-01      | 6.5000%  |  | $973674.08         | $1026226.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8652 | 2055-09-01      | 6.0000%  |  | $895647.16         | $931809.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI2253 | 2054-03-01      | 7.5000%  |  | $899094.53         | $961846.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI1742 | 2054-03-01      | 7.5000%  |  | $1656746.87        | $1772077.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM3362 | 2044-01-01      | 4.5000%  |  | $21048.75          | $20842.26          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL4764 | 2043-01-01      | 3.0000%  |  | $15422.54          | $14139.15          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  |  | $470.39            | $483.26            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQJ0285 | 2054-07-01      | 7.5000%  |  | $1195198.12        | $1283743.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD8165 | 2051-09-01      | 1.5000%  |  | $179471.23         | $138314.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7232 | 2055-08-01      | 6.5000%  |  | $1809989.51        | $1904207.91        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0049 | 2055-09-01      | 5.5000%  |  | $140255.24         | $141284.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY8130 | 2055-07-01      | 5.0000%  |  | $291677.95         | $288671.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5760 | 2055-07-01      | 5.5000%  |  | $840315.69         | $854988.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRQ0038 | 2055-08-01      | 4.5000%  |  | $783079.01         | $756497.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF6056 | 2055-12-01      | 4.5000%  |  | $1115495.01        | $1080051.27        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4756 | 2041-01-01      | 4.0000%  |  | $1236816.40        | $1210036.02        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7202 | 2056-02-01      | 6.0000%  |  | $779757.02         | $809873.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7154 | 2055-10-01      | 6.5000%  |  | $1523896.83        | $1643159.53        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CIRR0086 | 2041-04-01      | 6.0000%  |  | $311111.11         | $322578.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5757 | 2056-03-01      | 6.0000%  |  | $1570858.33        | $1631436.92        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTSC0860 | 2039-11-01      | 3.5000%  |  | $1788489.89        | $1767193.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CNFS4291 | 2031-02-01      | 2.5000%  |  | $11371.82          | $11309.43          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS4480 | 2050-03-01      | 4.5000%  |  | $66686.74          | $65825.82          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  |  | $178651.89         | $157204.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA0040 | 2055-11-01      | 6.0000%  |  | $1449466.73        | $1496774.42        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIRR0077 | 2041-04-01      | 5.5000%  |  | $816083.33         | $835215.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIRR0064 | 2041-03-01      | 3.5000%  |  | $1714144.18        | $1651709.34        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIRR0041 | 2040-10-01      | 6.5000%  |  | $1317746.89        | $1377129.40        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIRR0035 | 2040-11-01      | 3.5000%  |  | $1111158.32        | $1070686.23        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIRR0020 | 2040-07-01      | 6.5000%  |  | $250010.88         | $261074.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0016 | 2040-08-01      | 4.5000%  |  | $895.84            | $891.61            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0031 | 2040-10-01      | 4.5000%  |  | $207987.18         | $206907.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIRR0028 | 2040-09-01      | 6.5000%  |  | $621360.76         | $648857.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0114 | 2055-10-01      | 6.5000%  |  | $645081.88         | $670223.73         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0113 | 2056-04-01      | 6.5000%  |  | $77777.78          | $80762.48          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRQ0107 | 2056-04-01      | 3.5000%  |  | $1168811.00        | $1072048.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0076 | 2055-12-01      | 5.5000%  |  | $5238.31           | $5277.98           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0094 | 2056-02-01      | 5.0000%  |  | $459307.37         | $453747.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS0219 | 2052-01-01      | 3.0000%  |  | $294804.92         | $259485.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTFS0803 | 2038-11-01      | 4.5000%  |  | $33762.52          | $33926.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLFM8630 | 2051-07-01      | 1.5000%  |  | $588275.87         | $454384.28         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0051 | 2055-09-01      | 6.5000%  |  | $840839.81         | $873105.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0048 | 2055-09-01      | 5.0000%  |  | $19110.12          | $18882.65          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLRQ0044 | 2055-08-01      | 7.5000%  |  | $5602.93           | $5975.03           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PQU8366 | 2056-02-01      | 6.5000%  |  | $1655106.21        | $1693295.57        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7476 | 2056-02-01      | 6.0000%  |  | $819910.97         | $846671.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG4207 | 2056-03-01      | 5.5000%  |  | $909938.56         | $923315.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5530 | 2056-03-01      | 6.5000%  |  | $1304827.22        | $1361007.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFA3294 | 2037-05-01      | 3.5000%  |  | $580964.04         | $567028.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7217 | 2056-02-01      | 6.0000%  |  | $1590601.11        | $1651169.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF9203 | 2056-02-01      | 6.0000%  |  | $1215185.62        | $1263515.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1324 | 2056-03-01      | 5.5000%  |  | $1154024.88        | $1170037.36        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9912 | 2056-04-01      | 6.0000%  |  | $851852.56         | $875561.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL4395 | 2056-03-01      | 5.0000%  |  | $393555.56         | $390102.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1084 | 2056-02-01      | 6.0000%  |  | $887686.72         | $918248.89         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5536 | 2055-12-01      | 6.0000%  |  | $94819.90          | $98361.43          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1212 | 2056-02-01      | 6.0000%  |  | $885282.51         | $914177.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8742 | 2056-03-01      | 6.0000%  |  | $1187873.56        | $1228583.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA5931 | 2055-11-01      | 6.0000%  |  | $604379.97         | $611974.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA4436 | 2056-01-01      | 6.5000%  |  | $1127747.74        | $1185374.14        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA6030 | 2056-01-01      | 6.5000%  |  | $574478.93         | $605500.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI4333 | 2041-06-01      | 4.5000%  |  | $56392.45          | $55822.66          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0968 | 2052-04-01      | 3.5000%  |  | $11011.67          | $10171.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $2789.27           | $2823.47           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA3988 | 2050-11-01      | 2.5000%  |  | $465908.54         | $397276.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CISB8189 | 2037-11-01      | 4.0000%  |  | $29568.47          | $28957.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CNMA3286 | 2028-02-01      | 3.0000%  |  | $592.01            | $587.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA6585 | 2054-02-01      | 7.5000%  |  | $889896.80         | $953091.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA6451 | 2054-02-01      | 7.5000%  |  | $145022.33         | $156107.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL843901 | 2035-09-01      | 4.5000%  |  | $6956.54           | $6883.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL838936 | 2035-09-01      | 4.5000%  |  | $8238.53           | $8105.32           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL835804 | 2035-10-01      | 4.5000%  |  | $1365.20           | $1356.55           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL797662 | 2035-09-01      | 4.5000%  |  | $912.27            | $896.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL689662 | 2033-04-01      | 5.5000%  |  | $924.18            | $957.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL688612 | 2033-03-01      | 5.5000%  |  | $16981.56          | $17286.08          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ2667 | 2045-10-01      | 3.5000%  |  | $6016.65           | $5649.49           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAX0884 | 2044-10-01      | 4.5000%  |  | $256871.76         | $253552.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAT7856 | 2028-06-01      | 2.5000%  |  | $24587.04          | $24249.91          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8792 | 2047-02-01      | 3.0000%  |  | $27503.19          | $25008.10          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAS8348 | 2036-11-01      | 3.0000%  |  | $32277.82          | $30565.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7365 | 2046-06-01      | 3.0000%  |  | $651.23            | $590.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS0910 | 2043-11-01      | 4.5000%  |  | $14649.19          | $14467.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLFS6868 | 2052-04-01      | 1.5000%  |  | $654682.39         | $504359.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS6601 | 2053-12-01      | 3.5000%  |  | $16981.17          | $15575.34          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTFS7180 | 2042-05-01      | 2.0000%  |  | $193436.58         | $167699.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS7152 | 2054-02-01      | 5.5000%  |  | $192919.57         | $196757.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  |  | $11690.77          | $11392.14          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS5427 | 2053-08-01      | 5.5000%  |  | $706285.11         | $713498.64         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC C91335 G | 2030-09-01      | 4.0000%  |  | $9700.89           | $9666.74           | Agency Mortgage-Backed Securities |
| FMAC 02.000 FGPC G18618 G | 2031-11-01      | 2.0000%  |  | $728250.78         | $695739.24         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G18527 G | 2029-10-01      | 3.0000%  |  | $255098.69         | $251532.41         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G16589 G | 2032-09-01      | 3.5000%  |  | $47206.46          | $46844.09          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G16153 G | 2031-10-01      | 3.5000%  |  | $1141220.37        | $1129530.47        | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G07445 G | 2043-07-01      | 2.5000%  |  | $80459.75          | $71434.84          | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC T40118 G | 2027-11-01      | 2.5000%  |  | $3451.10           | $3414.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0866 | 2055-02-01      | 5.5000%  |  | $8152.55           | $8326.23           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5383 | 2056-03-01      | 6.0000%  |  | $987486.11         | $1024373.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5375 | 2056-03-01      | 6.0000%  |  | $1126255.67        | $1172407.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG4208 | 2056-03-01      | 6.0000%  |  | $844666.67         | $872235.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG4160 | 2056-03-01      | 5.5000%  |  | $821432.89         | $833711.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG4168 | 2056-03-01      | 5.5000%  |  | $802277.78         | $814270.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3044 | 2055-09-01      | 6.5000%  |  | $1082272.79        | $1138612.30        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1145 | 2055-08-01      | 6.5000%  |  | $292749.09         | $308338.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1123 | 2055-08-01      | 6.5000%  |  | $554400.37         | $584520.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1674 | 2055-08-01      | 6.5000%  |  | $838449.76         | $883705.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0650 | 2055-07-01      | 6.5000%  |  | $437687.95         | $461467.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG4484 | 2056-03-01      | 6.5000%  |  | $779372.22         | $813139.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG4469 | 2056-03-01      | 6.0000%  |  | $1112109.04        | $1143059.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG2903 | 2056-03-01      | 6.5000%  |  | $893998.00         | $953731.96         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0493 | 2055-08-01      | 6.5000%  |  | $1250833.62        | $1324340.94        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0376 | 2055-08-01      | 6.5000%  |  | $520226.76         | $547306.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0249 | 2055-08-01      | 6.5000%  |  | $553753.80         | $583376.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ0004 | 2055-08-01      | 5.5000%  |  | $1491864.94        | $1503907.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9708 | 2055-07-01      | 6.5000%  |  | $507864.08         | $536169.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9707 | 2055-07-01      | 6.5000%  |  | $262104.35         | $275389.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF3986 | 2055-11-01      | 6.5000%  |  | $821252.40         | $859663.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  |  | $92986.29          | $94022.28          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  |  | $1511.95           | $1560.41           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  |  | $18786.55          | $19043.20          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  |  | $305876.90         | $296568.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA4789 | 2037-09-01      | 4.5000%  |  | $806.10            | $803.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4768 | 2052-09-01      | 2.5000%  |  | $1230334.39        | $1040682.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4786 | 2052-10-01      | 5.5000%  |  | $93100.02          | $94146.78          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  |  | $315701.32         | $313419.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4701 | 2052-08-01      | 4.5000%  |  | $573565.67         | $556052.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CNMA4637 | 2032-06-01      | 3.0000%  |  | $1805016.95        | $1745514.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  |  | $206937.47         | $200447.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1192 | 2055-08-01      | 6.0000%  |  | $958395.79         | $991847.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1004 | 2055-10-01      | 6.5000%  |  | $781746.64         | $815510.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0640 | 2055-09-01      | 6.0000%  |  | $805240.52         | $833346.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0582 | 2055-09-01      | 6.5000%  |  | $633533.60         | $666753.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0471 | 2055-10-01      | 6.5000%  |  | $1069365.19        | $1128358.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0470 | 2055-09-01      | 6.5000%  |  | $840948.17         | $883209.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  |  | $26363.69          | $24185.17          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  |  | $2522748.06        | $2134654.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4586 | 2042-04-01      | 2.0000%  |  | $172638.63         | $149709.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4581 | 2037-04-01      | 1.5000%  |  | $213339.13         | $191613.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  |  | $4470.28           | $4101.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4568 | 2037-03-01      | 2.5000%  |  | $11750.14          | $11095.46          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4564 | 2052-03-01      | 3.0000%  |  | $42006.12          | $37006.51          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9420 | 2055-07-01      | 6.5000%  |  | $459923.21         | $484912.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG3685 | 2056-03-01      | 6.5000%  |  | $828891.89         | $864580.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1104 | 2056-02-01      | 6.0000%  |  | $855860.88         | $883794.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7847 | 2056-02-01      | 6.0000%  |  | $870212.02         | $897762.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA5983 | 2056-02-01      | 6.5000%  |  | $409617.16         | $433693.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG2883 | 2056-01-01      | 6.5000%  |  | $700275.17         | $742990.32         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0146 | 2055-12-01      | 6.5000%  |  | $1534596.21        | $1613885.22        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7607 | 2056-03-01      | 6.0000%  |  | $1329583.63        | $1382865.36        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTQK1825 | 2046-01-01      | 5.0000%  |  | $1079942.04        | $1079450.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE5340 | 2055-10-01      | 6.5000%  |  | $794731.42         | $841430.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE4206 | 2055-08-01      | 6.5000%  |  | $693930.03         | $730301.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE4133 | 2055-08-01      | 6.5000%  |  | $974851.72         | $1027469.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE4103 | 2055-08-01      | 6.5000%  |  | $852389.16         | $899420.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDE3879 | 2040-11-01      | 5.0000%  |  | $1628095.36        | $1644660.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE3519 | 2055-07-01      | 6.5000%  |  | $943182.46         | $992619.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE2364 | 2055-06-01      | 6.5000%  |  | $1019635.46        | $1087098.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE1790 | 2055-06-01      | 6.5000%  |  | $476924.59         | $501587.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  |  | $579698.08         | $575180.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE1783 | 2055-07-01      | 6.5000%  |  | $1147997.73        | $1211027.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD9681 | 2055-07-01      | 5.5000%  |  | $1327303.21        | $1338066.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9528 | 2055-08-01      | 6.0000%  |  | $814215.50         | $846596.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8951 | 2055-09-01      | 5.5000%  |  | $915329.56         | $923909.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8932 | 2055-09-01      | 6.5000%  |  | $774984.57         | $816900.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4302 | 2036-04-01      | 1.5000%  |  | $81498.72          | $73406.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4236 | 2051-01-01      | 1.5000%  |  | $222324.89         | $171830.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4232 | 2041-01-01      | 2.0000%  |  | $228202.83         | $200424.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4205 | 2035-12-01      | 1.5000%  |  | $379236.59         | $342768.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4095 | 2035-08-01      | 2.0000%  |  | $501657.15         | $461939.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTMA4054 | 2040-06-01      | 2.5000%  |  | $38935.92          | $35407.25          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA3970 | 2035-03-01      | 2.0000%  |  | $1854886.35        | $1708084.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA3983 | 2035-04-01      | 2.0000%  |  | $143349.16         | $132002.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA3828 | 2034-11-01      | 3.0000%  |  | $687407.18         | $662919.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA3797 | 2034-10-01      | 2.5000%  |  | $732695.77         | $694170.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA3768 | 2034-09-01      | 3.0000%  |  | $161396.73         | $155694.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI0880 | 2054-01-01      | 7.5000%  |  | $535457.56         | $581060.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 ZLSI2134 | 2055-01-01      | 6.5000%  |  | $1398.58           | $1452.24           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PRE6153 | 2054-10-01      | 7.0000%  |  | $690601.63         | $718797.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8341 | 2055-08-01      | 6.5000%  |  | $1081172.69        | $1144070.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8227 | 2055-08-01      | 6.5000%  |  | $610183.77         | $642199.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7525 | 2055-08-01      | 6.5000%  |  | $1024168.21        | $1083749.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7515 | 2055-08-01      | 6.5000%  |  | $878014.19         | $929620.94         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO5033 | 2041-01-01      | 4.0000%  |  | $1034022.49        | $1011657.96        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIRR0057 | 2040-11-01      | 6.5000%  |  | $746046.50         | $779064.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDF9016 | 2041-01-01      | 5.0000%  |  | $114749.94         | $115915.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF8103 | 2055-12-01      | 5.5000%  |  | $2071677.25        | $2125500.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG2731 | 2056-01-01      | 6.0000%  |  | $483252.81         | $503492.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA3354 | 2042-01-01      | 6.0000%  |  | $411306.99         | $431351.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9091 | 2056-03-01      | 6.0000%  |  | $1495958.33        | $1568391.14        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6010 | 2055-02-01      | 7.0000%  |  | $679980.34         | $724796.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD7027 | 2055-04-01      | 6.0000%  |  | $696809.20         | $728778.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC4995 | 2054-10-01      | 5.0000%  |  | $591062.30         | $585238.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC4369 | 2054-09-01      | 6.0000%  |  | $663927.74         | $687762.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC3492 | 2054-10-01      | 6.0000%  |  | $711680.49         | $731912.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC2002 | 2054-09-01      | 6.5000%  |  | $421523.16         | $437753.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIDC0813 | 2040-01-01      | 3.5000%  |  | $368172.00         | $354819.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB9370 | 2054-09-01      | 6.0000%  |  | $1160596.01        | $1198326.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB9872 | 2054-10-01      | 6.5000%  |  | $169728.84         | $176458.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB9768 | 2054-08-01      | 7.5000%  |  | $462055.92         | $494098.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB8290 | 2054-12-01      | 5.0000%  |  | $65125.98          | $64359.23          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB8899 | 2054-07-01      | 7.5000%  |  | $215341.31         | $231304.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB5112 | 2054-07-01      | 7.0000%  |  | $638166.37         | $681812.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB1945 | 2054-08-01      | 7.5000%  |  | $682275.42         | $735681.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB0354 | 2054-03-01      | 7.5000%  |  | $1395135.44        | $1491876.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB0003 | 2054-03-01      | 7.5000%  |  | $1044116.86        | $1117999.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA8028 | 2054-02-01      | 7.5000%  |  | $132216.29         | $141208.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC0306 | 2051-04-01      | 2.0000%  |  | $444253.63         | $358943.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQB5443 | 2050-11-01      | 2.5000%  |  | $168373.64         | $143277.27         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G61671 G | 2047-03-01      | 3.0000%  |  | $470705.71         | $432585.14         | Agency Mortgage-Backed Securities |
| FMAC FKAR 02.460 WNWN0046 | 2036-10-01      | 2.4600%  |  | $59351468.56       | $49636642.13       | Agency Mortgage-Backed Securities |
| FMAC FKPC 03.830 WAWA0503 | 2044-03-01      | 3.8300%  |  | $158660.86         | $145541.14         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC V61755 G | 2032-09-01      | 3.0000%  |  | $311031.65         | $302885.73         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Z40117 G | 2045-04-01      | 3.0000%  |  | $469977.29         | $430217.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8535 | 2055-05-01      | 6.5000%  |  | $240965.17         | $250211.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  |  | $199112.83         | $196753.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8526 | 2055-04-01      | 6.5000%  |  | $412358.19         | $428181.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  |  | $86866.78          | $87504.24          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  |  | $126679.73         | $129573.09         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0040 | 2055-08-01      | 5.5000%  |  | $62129.72          | $62585.65          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRQ0062 | 2055-11-01      | 4.5000%  |  | $767747.09         | $741682.08         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0058 | 2055-10-01      | 6.5000%  |  | $599531.76         | $622537.99         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0029 | 2055-07-01      | 6.5000%  |  | $2062848.33        | $2142252.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG3999 | 2056-03-01      | 6.5000%  |  | $1745947.78        | $1845789.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG3925 | 2056-03-01      | 5.0000%  |  | $1124151.29        | $1115157.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG4852 | 2056-03-01      | 6.5000%  |  | $1090732.22        | $1154190.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG2835 | 2056-02-01      | 5.0000%  |  | $1036332.11        | $1032635.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG2819 | 2056-03-01      | 6.0000%  |  | $997775.33         | $1031337.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG2800 | 2056-03-01      | 5.5000%  |  | $851687.67         | $872388.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG2229 | 2056-02-01      | 6.5000%  |  | $784856.23         | $828161.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIDG1928 | 2041-03-01      | 4.0000%  |  | $2013347.78        | $1969735.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1621 | 2056-01-01      | 6.0000%  |  | $1208810.85        | $1248921.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1382 | 2056-03-01      | 6.0000%  |  | $1409471.78        | $1452023.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1359 | 2056-03-01      | 6.0000%  |  | $821059.56         | $850538.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1339 | 2056-03-01      | 5.5000%  |  | $1176809.86        | $1196160.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG1331 | 2056-03-01      | 5.0000%  |  | $1134245.08        | $1124641.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW0955 | 2052-07-01      | 4.5000%  |  | $1488611.43        | $1448642.21        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD2105 | 2051-05-01      | 1.5000%  |  | $328303.75         | $253597.91         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9186 | 2055-07-01      | 6.5000%  |  | $734924.50         | $773445.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1467 | 2055-09-01      | 6.5000%  |  | $1190651.49        | $1256095.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAJ7696 | 2041-12-01      | 4.5000%  |  | $93.24             | $92.32             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CKBU7166 | 2051-12-01      | 3.5000%  |  | $1495116.07        | $1333518.95        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM2306 | 2046-12-01      | 3.5000%  |  | $144713.66         | $135925.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1507 | 2052-02-01      | 3.0000%  |  | $9059.32           | $7978.90           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  |  | $92695.77          | $89764.64          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI7638 | 2054-06-01      | 7.5000%  |  | $713033.77         | $763973.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4675 | 2052-09-01      | 4.5000%  |  | $99194.66          | $96382.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM1963 | 2045-02-01      | 3.5000%  |  | $193209.89         | $182117.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA0838 | 2053-10-01      | 6.0000%  |  | $335510.73         | $345960.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8990 | 2055-07-01      | 6.5000%  |  | $545236.58         | $575482.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE3518 | 2055-07-01      | 6.5000%  |  | $1050921.02        | $1107139.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0185 | 2055-08-01      | 6.0000%  |  | $1010246.67        | $1033790.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD2994 | 2055-02-01      | 7.0000%  |  | $945949.49         | $1006111.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0251 | 2055-10-01      | 6.5000%  |  | $1129787.00        | $1196970.53        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3443 | 2055-09-01      | 6.5000%  |  | $742645.27         | $787184.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIRR0052 | 2041-01-01      | 4.0000%  |  | $1177442.81        | $1151860.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL845853 | 2035-10-01      | 4.5000%  |  | $7540.29           | $7339.87           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC0307 | 2054-07-01      | 6.5000%  |  | $418625.79         | $439978.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA2251 | 2048-08-01      | 5.0000%  |  | $2070475.37        | $2083988.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS3411 | 2053-01-01      | 6.0000%  |  | $50634.69          | $52058.89          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA8157 | 2054-02-01      | 7.5000%  |  | $481135.50         | $515507.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTFS5191 | 2042-08-01      | 2.0000%  |  | $558701.46         | $483397.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS5127 | 2052-01-01      | 3.0000%  |  | $39133.62          | $34424.13          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0661 | 2055-03-01      | 5.5000%  |  | $329645.75         | $334965.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1481 | 2055-04-01      | 5.5000%  |  | $375920.85         | $379353.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8884 | 2055-07-01      | 6.5000%  |  | $1957338.97        | $2056291.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAA7706 | 2039-07-01      | 4.0000%  |  | $20633.19          | $19989.50          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8279 | 2052-11-01      | 6.0000%  |  | $9763.63           | $10057.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4436 | 2051-10-01      | 1.5000%  |  | $366753.60         | $282564.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBK5150 | 2033-05-01      | 3.5000%  |  | $48811.38          | $48052.21          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIAL6841 | 2029-02-01      | 4.0000%  |  | $3.69              | $3.69              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIDA9988 | 2039-03-01      | 6.5000%  |  | $204668.03         | $214562.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4268 | 2041-02-01      | 2.0000%  |  | $46599.24          | $40889.75          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CISB8346 | 2039-12-01      | 4.0000%  |  | $714320.07         | $698878.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLZS0886 | 2035-07-01      | 5.0000%  |  | $400581.91         | $404334.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFM3387 | 2035-03-01      | 3.5000%  |  | $214818.03         | $211247.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA3798 | 2034-10-01      | 3.0000%  |  | $310920.61         | $299837.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLQC1683 | 2051-05-01      | 1.5000%  |  | $387019.94         | $298952.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS2966 | 2040-08-01      | 4.5000%  |  | $9360.30           | $9268.40           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  |  | $260259.67         | $210137.99         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8119 | 2036-09-01      | 2.0000%  |  | $137871.60         | $126686.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLZI9174 | 2039-09-01      | 6.0000%  |  | $9719.88           | $10130.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE5578 | 2055-07-01      | 6.5000%  |  | $920788.04         | $969044.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIRR0043 | 2040-11-01      | 6.5000%  |  | $244836.00         | $255670.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5691 | 2040-04-01      | 6.5000%  |  | $172171.28         | $179944.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3959 | 2055-09-01      | 6.5000%  |  | $409204.79         | $431672.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0075 | 2055-12-01      | 5.0000%  |  | $141060.46         | $139345.69         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9705 | 2055-07-01      | 6.5000%  |  | $442265.57         | $464788.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9704 | 2055-07-01      | 6.5000%  |  | $443906.30         | $468026.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9679 | 2055-07-01      | 6.5000%  |  | $267315.78         | $281452.69         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9703 | 2055-08-01      | 6.5000%  |  | $430557.57         | $455423.41         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9649 | 2055-07-01      | 6.5000%  |  | $893265.82         | $940733.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY9584 | 2055-07-01      | 5.5000%  |  | $854428.82         | $867433.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY9600 | 2055-07-01      | 5.5000%  |  | $872886.45         | $880902.45         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9413 | 2055-07-01      | 6.5000%  |  | $646777.15         | $680443.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9412 | 2055-07-01      | 6.5000%  |  | $403461.30         | $425613.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9350 | 2055-07-01      | 6.5000%  |  | $1098014.88        | $1157280.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8862 | 2055-07-01      | 6.5000%  |  | $523488.86         | $555779.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY8488 | 2055-07-01      | 7.0000%  |  | $1115352.05        | $1193757.21        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8983 | 2055-07-01      | 6.5000%  |  | $384917.75         | $402918.69         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8886 | 2055-07-01      | 6.5000%  |  | $1461159.02        | $1534415.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8099 | 2055-06-01      | 6.5000%  |  | $130431.16         | $136560.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8087 | 2055-06-01      | 6.5000%  |  | $765274.23         | $805979.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7414 | 2055-08-01      | 6.5000%  |  | $1801760.64        | $1903332.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7317 | 2055-07-01      | 6.5000%  |  | $455945.06         | $482278.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7202 | 2055-08-01      | 6.5000%  |  | $1405860.16        | $1480643.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8015 | 2055-09-01      | 6.5000%  |  | $1314579.19        | $1383799.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8006 | 2055-09-01      | 6.5000%  |  | $1639623.09        | $1728026.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8005 | 2055-09-01      | 6.5000%  |  | $1306475.17        | $1379659.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6751 | 2055-06-01      | 6.5000%  |  | $1960900.37        | $2067445.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6565 | 2055-08-01      | 6.5000%  |  | $651442.25         | $684788.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6443 | 2055-08-01      | 6.5000%  |  | $911800.61         | $963202.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6301 | 2055-11-01      | 6.5000%  |  | $850057.46         | $890838.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7176 | 2055-08-01      | 6.5000%  |  | $920337.99         | $970012.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6146 | 2055-08-01      | 6.5000%  |  | $1428072.44        | $1507724.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5926 | 2055-07-01      | 5.5000%  |  | $1892302.05        | $1909717.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5925 | 2055-07-01      | 5.5000%  |  | $951622.07         | $967428.82         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7608 | 2056-03-01      | 6.0000%  |  | $1011886.89        | $1051267.51        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7512 | 2056-02-01      | 6.0000%  |  | $2064083.11        | $2137440.62        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7220 | 2056-02-01      | 6.0000%  |  | $826959.49         | $859349.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7211 | 2056-02-01      | 6.0000%  |  | $1497928.05        | $1570454.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1242 | 2056-02-01      | 6.0000%  |  | $786429.08         | $818182.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG4178 | 2056-03-01      | 6.0000%  |  | $783486.67         | $815453.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 ZLSI2125 | 2051-01-01      | 3.0000%  |  | $128192.24         | $112835.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF3735 | 2055-10-01      | 6.5000%  |  | $807903.36         | $857662.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBW2583 | 2041-01-01      | 4.0000%  |  | $1114177.84        | $1090079.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG4204 | 2056-03-01      | 5.5000%  |  | $825999.22         | $841096.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG3252 | 2056-02-01      | 6.0000%  |  | $798878.16         | $825343.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO4963 | 2041-02-01      | 3.5000%  |  | $564623.20         | $544127.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6538 | 2056-04-01      | 5.5000%  |  | $1965771.11        | $2002301.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIDF2784 | 2041-03-01      | 3.5000%  |  | $139461.00         | $134398.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO4657 | 2040-12-01      | 3.5000%  |  | $858396.98         | $827132.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9247 | 2055-08-01      | 6.5000%  |  | $879634.38         | $927429.90         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  |  | $693310.95         | $698422.96         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  |  | $204528.52         | $209199.95         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1906 | 2055-08-01      | 6.5000%  |  | $413382.45         | $436079.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5845 | 2040-08-01      | 6.5000%  |  | $475400.73         | $496433.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8082 | 2055-06-01      | 6.5000%  |  | $448516.13         | $472886.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5734 | 2055-06-01      | 5.0000%  |  | $72900.29          | $72027.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6917 | 2056-04-01      | 6.0000%  |  | $1640604.78        | $1697920.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5945 | 2056-01-01      | 5.5000%  |  | $128478.80         | $129445.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF7544 | 2056-01-01      | 6.0000%  |  | $890818.17         | $917384.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5510 | 2056-03-01      | 6.0000%  |  | $858902.33         | $882804.73         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ6088 | 2056-02-01      | 6.5000%  |  | $1962182.73        | $2065814.76        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5966 | 2055-09-01      | 6.0000%  |  | $27833.13          | $28468.84          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4816 | 2055-09-01      | 6.0000%  |  | $730.16            | $748.32            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4585 | 2055-08-01      | 6.0000%  |  | $1783455.68        | $1826881.05        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ0528 | 2053-12-01      | 6.5000%  |  | $43513.47          | $45496.23          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ0429 | 2053-11-01      | 5.5000%  |  | $914819.02         | $927773.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ0194 | 2053-11-01      | 6.0000%  |  | $188219.69         | $193920.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL2657 | 2055-05-01      | 5.0000%  |  | $2032317.49        | $2023567.69        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSL2634 | 2052-04-01      | 1.5000%  |  | $1030087.13        | $795630.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL2622 | 2053-03-01      | 3.0000%  |  | $1785413.49        | $1572431.51        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1136 | 2055-04-01      | 5.5000%  |  | $384980.32         | $388504.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSL0764 | 2054-12-01      | 4.5000%  |  | $118871.13         | $115282.41         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ9681 | 2055-10-01      | 6.5000%  |  | $1392992.22        | $1463918.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ8504 | 2055-10-01      | 6.5000%  |  | $1150284.52        | $1222660.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7009 | 2055-10-01      | 6.5000%  |  | $488487.00         | $514090.89         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ6491 | 2055-08-01      | 6.5000%  |  | $427543.22         | $449952.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ4939 | 2055-10-01      | 6.5000%  |  | $1767531.39        | $1850624.22        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ4888 | 2055-10-01      | 5.5000%  |  | $1006735.01        | $1020943.40        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3335 | 2055-09-01      | 6.5000%  |  | $368960.27         | $387901.09         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3222 | 2055-09-01      | 6.5000%  |  | $585372.89         | $616511.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2550 | 2055-07-01      | 5.5000%  |  | $1808627.55        | $1831722.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6516 | 2055-09-01      | 6.5000%  |  | $1127599.72        | $1189815.79        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX7646 | 2055-03-01      | 7.0000%  |  | $913764.78         | $979303.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX4337 | 2055-01-01      | 6.5000%  |  | $177962.03         | $185328.89         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB1476 | 2040-02-01      | 4.5000%  |  | $34262.27          | $34164.45          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKDB8302 | 2054-11-01      | 6.0000%  |  | $724396.16         | $736125.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2855 | 2055-06-01      | 5.5000%  |  | $76765.02          | $78050.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  |  | $9172.57           | $9061.27           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA6183 | 2056-01-01      | 6.0000%  |  | $932107.18         | $978561.53         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8877 | 2056-03-01      | 6.0000%  |  | $847365.56         | $870946.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5936 | 2055-12-01      | 6.5000%  |  | $1391093.39        | $1415990.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBV6483 | 2040-12-01      | 4.0000%  |  | $33213.12          | $32491.57          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7550 | 2055-11-01      | 6.5000%  |  | $1451653.92        | $1553919.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA5249 | 2056-02-01      | 5.5000%  |  | $827723.66         | $848380.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3926 | 2056-03-01      | 5.5000%  |  | $828390.57         | $845962.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKDF2737 | 2056-02-01      | 6.5000%  |  | $1692521.89        | $1731574.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA6005 | 2041-03-01      | 5.5000%  |  | $504401.20         | $516226.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA7159 | 2056-03-01      | 6.5000%  |  | $1662354.40        | $1747099.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5635 | 2056-04-01      | 6.0000%  |  | $834338.56         | $861568.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5979 | 2041-02-01      | 5.5000%  |  | $309339.61         | $316591.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  |  | $408845.51         | $360129.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD8139 | 2051-04-01      | 1.5000%  |  | $339798.27         | $262493.82         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  |  | $2284957.94        | $1767049.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5778 | 2054-07-01      | 6.0000%  |  | $951261.55         | $975823.12         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5691 | 2054-06-01      | 6.0000%  |  | $553468.16         | $567060.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD5196 | 2052-06-01      | 3.5000%  |  | $104392.60         | $96563.86          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD4812 | 2054-02-01      | 5.5000%  |  | $938728.54         | $949616.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3394 | 2053-07-01      | 5.5000%  |  | $4876.93           | $4955.55           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD3019 | 2052-07-01      | 3.0000%  |  | $1637975.03        | $1440854.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFS3000 | 2035-02-01      | 2.5000%  |  | $312641.91         | $302237.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIFS2930 | 2037-09-01      | 4.0000%  |  | $44118.13          | $43206.35          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS2463 | 2052-02-01      | 3.0000%  |  | $1549154.93        | $1374782.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS2232 | 2052-04-01      | 3.5000%  |  | $11508.64          | $10644.53          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS2126 | 2052-06-01      | 3.5000%  |  | $8463.88           | $7832.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS2058 | 2052-06-01      | 4.0000%  |  | $389315.84         | $368861.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS2045 | 2043-12-01      | 4.5000%  |  | $10292.76          | $10182.11          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1372 | 2052-03-01      | 3.0000%  |  | $41468.23          | $36478.35          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1169 | 2052-03-01      | 3.0000%  |  | $8211.90           | $7223.65           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS1107 | 2051-12-01      | 2.5000%  |  | $305117.74         | $261840.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS1069 | 2051-12-01      | 2.0000%  |  | $219716.58         | $176723.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1782 | 2052-05-01      | 3.0000%  |  | $1940062.02        | $1738508.98        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8097 | 2036-04-01      | 1.5000%  |  | $100442.88         | $90469.91          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8088 | 2036-02-01      | 1.5000%  |  | $10522.99          | $9478.37           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8074 | 2035-11-01      | 2.0000%  |  | $321837.79         | $296347.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1345 | 2056-03-01      | 5.5000%  |  | $1032538.89        | $1050148.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1297 | 2056-02-01      | 6.0000%  |  | $793555.72         | $820319.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1310 | 2056-02-01      | 6.0000%  |  | $793064.62         | $825086.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1211 | 2056-02-01      | 6.0000%  |  | $780267.00         | $812243.90         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9185 | 2055-07-01      | 6.5000%  |  | $445484.37         | $469315.40         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9836 | 2055-08-01      | 6.5000%  |  | $525922.39         | $551701.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9835 | 2055-08-01      | 6.5000%  |  | $1449362.30        | $1521286.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1145 | 2056-02-01      | 6.0000%  |  | $952110.43         | $995773.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1153 | 2056-02-01      | 6.0000%  |  | $899144.57         | $927609.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1098 | 2056-02-01      | 6.0000%  |  | $589038.71         | $609579.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1072 | 2056-02-01      | 6.0000%  |  | $866478.02         | $894758.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1091 | 2056-02-01      | 5.5000%  |  | $1563371.29        | $1603988.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1086 | 2056-02-01      | 6.0000%  |  | $783561.84         | $809518.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1722 | 2055-12-01      | 5.5000%  |  | $1745762.42        | $1768063.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG0638 | 2055-12-01      | 6.0000%  |  | $224731.51         | $233212.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG0205 | 2056-02-01      | 6.0000%  |  | $778897.30         | $804319.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8076 | 2055-06-01      | 6.5000%  |  | $313638.33         | $330340.41         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8070 | 2055-06-01      | 6.5000%  |  | $453750.71         | $478922.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY8017 | 2055-07-01      | 6.0000%  |  | $714609.06         | $750850.46         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX4462 | 2055-01-01      | 7.0000%  |  | $1120656.36        | $1186052.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAE0826 | 2041-01-01      | 4.5000%  |  | $102.08            | $101.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAD7992 | 2040-07-01      | 4.5000%  |  | $4868.77           | $4820.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAD6939 | 2040-07-01      | 4.5000%  |  | $115242.30         | $114110.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAD1655 | 2040-03-01      | 4.5000%  |  | $13373.86          | $13242.61          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA6072 | 2056-02-01      | 6.5000%  |  | $912568.22         | $933624.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4547 | 2052-02-01      | 2.0000%  |  | $686741.23         | $554668.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4546 | 2052-02-01      | 1.5000%  |  | $128582.42         | $99115.06          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  |  | $59395.07          | $59863.25          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5295 | 2054-03-01      | 6.0000%  |  | $31083.88          | $31793.84          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  |  | $299353.66         | $301850.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4343 | 2051-05-01      | 1.5000%  |  | $2255147.54        | $1742144.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CNMA4367 | 2031-06-01      | 1.5000%  |  | $554555.97         | $524745.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CNMA4309 | 2031-04-01      | 2.0000%  |  | $64855.66          | $62181.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4278 | 2036-03-01      | 1.5000%  |  | $10953.95          | $9866.54           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4303 | 2036-04-01      | 2.0000%  |  | $228507.43         | $209978.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8624 | 2055-09-01      | 6.5000%  |  | $834376.95         | $882917.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  |  | $2389.00           | $2376.26           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  |  | $1892.51           | $1735.84           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8262 | 2052-09-01      | 2.5000%  |  | $290287.99         | $245359.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  |  | $1722662.99        | $1517166.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9390 | 2056-02-01      | 6.0000%  |  | $2022534.11        | $2120459.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9389 | 2056-03-01      | 5.5000%  |  | $823454.33         | $844847.95         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9296 | 2056-03-01      | 6.0000%  |  | $941948.78         | $979412.91         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9087 | 2056-04-01      | 6.0000%  |  | $1220411.11        | $1270427.22        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9038 | 2056-03-01      | 5.5000%  |  | $1472327.11        | $1512109.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8763 | 2056-03-01      | 6.0000%  |  | $969927.78         | $997785.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA8495 | 2056-03-01      | 6.5000%  |  | $1319938.67        | $1389444.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8268 | 2052-11-01      | 5.5000%  |  | $19431.00          | $19669.09          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA8395 | 2056-03-01      | 6.5000%  |  | $1155001.56        | $1221054.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8355 | 2056-02-01      | 6.0000%  |  | $1481189.11        | $1552905.32        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA8260 | 2056-02-01      | 5.5000%  |  | $889192.89         | $902998.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO4327 | 2040-07-01      | 3.5000%  |  | $63123.25          | $60824.15          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX7595 | 2055-03-01      | 6.0000%  |  | $883447.21         | $918731.20         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  |  | $1673466.71        | $1711688.69        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIQO3878 | 2040-07-01      | 6.5000%  |  | $939151.39         | $981608.23         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5153 | 2055-08-01      | 6.0000%  |  | $388888.77         | $397770.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1381 | 2056-03-01      | 5.5000%  |  | $862244.44         | $874919.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF9169 | 2056-01-01      | 6.0000%  |  | $1075185.63        | $1102803.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIMA6036 | 2041-04-01      | 4.0000%  |  | $661946.44         | $647564.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA3342 | 2056-01-01      | 6.0000%  |  | $755002.64         | $776900.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIDE6935 | 2040-12-01      | 3.5000%  |  | $910744.54         | $877696.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1335 | 2056-03-01      | 5.5000%  |  | $1899021.95        | $1926765.40        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0067 | 2041-03-01      | 5.0000%  |  | $774430.09         | $782357.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6170 | 2056-02-01      | 5.5000%  |  | $1217394.89        | $1231458.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA5097 | 2052-01-01      | 3.0000%  |  | $1835032.89        | $1627580.59        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSD8501 | 2055-01-01      | 7.0000%  |  | $18350.61          | $19369.31          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8493 | 2054-12-01      | 5.5000%  |  | $1356467.92        | $1366469.61        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  |  | $6539.11           | $6317.15           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSD8509 | 2055-02-01      | 7.0000%  |  | $6770.57           | $7144.36           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  |  | $22912.04          | $23083.27          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8467 | 2054-10-01      | 4.5000%  |  | $72568.88          | $70105.75          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  |  | $778977.61         | $809024.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8439 | 2054-06-01      | 6.0000%  |  | $494919.45         | $506678.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTB0261 | 2056-03-01      | 6.5000%  |  | $896777.78         | $939910.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL8310 | 2044-03-01      | 3.5000%  |  | $5453.95           | $5136.61           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  |  | $20675.13          | $20837.05          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8432 | 2054-05-01      | 6.0000%  |  | $3865.16           | $3954.63           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  |  | $383330.39         | $386332.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  |  | $334681.36         | $337268.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8420 | 2054-04-01      | 5.5000%  |  | $46910.17          | $47279.93          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8365 | 2053-10-01      | 4.5000%  |  | $146222.15         | $141485.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8344 | 2053-07-01      | 6.5000%  |  | $863.58            | $897.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  |  | $707817.83         | $685981.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.490 MIAN7724 | 2032-12-01      | 3.4900%  |  | $321598.96         | $314849.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $52824.49          | $53349.74          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  |  | $138532.86         | $140005.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  |  | $57628.00          | $58252.30          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $557293.20         | $552977.89         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $18607.55          | $18805.39          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  |  | $133180.91         | $137076.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3041 | 2055-09-01      | 6.5000%  |  | $429868.54         | $455133.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3051 | 2055-09-01      | 6.5000%  |  | $818782.87         | $864451.02         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3048 | 2055-09-01      | 6.5000%  |  | $394347.33         | $414591.80         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6012 | 2055-02-01      | 7.0000%  |  | $840777.19         | $897715.75         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5664 | 2055-02-01      | 7.0000%  |  | $1710586.67        | $1826551.33        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5446 | 2055-02-01      | 7.0000%  |  | $1420704.01        | $1517873.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX4785 | 2055-02-01      | 7.0000%  |  | $414627.17         | $438430.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CT257125 | 2028-03-01      | 5.5000%  |  | $136871.15         | $138501.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CT257373 | 2028-09-01      | 6.5000%  |  | $3639.61           | $3778.90           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL256078 | 2035-12-01      | 4.5000%  |  | $759.65            | $755.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG0182 | 2056-01-01      | 5.5000%  |  | $1036328.34        | $1059383.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG0083 | 2056-01-01      | 5.5000%  |  | $1038246.85        | $1051623.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIDF9576 | 2041-01-01      | 4.0000%  |  | $314803.64         | $307970.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF9269 | 2056-02-01      | 6.0000%  |  | $324611.12         | $338205.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF9208 | 2056-02-01      | 6.5000%  |  | $684880.01         | $727395.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4339 | 2052-08-01      | 4.5000%  |  | $64674.21          | $63163.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4211 | 2052-07-01      | 4.5000%  |  | $1750996.40        | $1699690.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4160 | 2052-07-01      | 4.5000%  |  | $206098.46         | $199889.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4030 | 2052-06-01      | 4.5000%  |  | $44181.82          | $43041.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB9053 | 2054-08-01      | 7.0000%  |  | $570024.96         | $602452.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  |  | $6610.88           | $6417.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS8819 | 2052-06-01      | 3.0000%  |  | $256047.93         | $227257.90         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G15814 G | 2031-03-01      | 3.5000%  |  | $1084552.81        | $1075411.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM2725 | 2050-02-01      | 3.0000%  |  | $43135.95          | $38008.16          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5683 | 2040-04-01      | 5.0000%  |  | $95466.50          | $96435.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIDE0633 | 2040-05-01      | 6.5000%  |  | $144364.79         | $151417.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD6150 | 2055-04-01      | 6.5000%  |  | $561679.63         | $587297.64         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB1582 | 2037-06-01      | 1.5000%  |  | $848375.69         | $761998.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8933 | 2055-09-01      | 6.5000%  |  | $679128.68         | $715438.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLZI5174 | 2036-08-01      | 6.5000%  |  | $142118.51         | $151307.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA3737 | 2034-08-01      | 2.5000%  |  | $684807.08         | $649418.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLBU1429 | 2052-01-01      | 1.5000%  |  | $121061.50         | $93322.68          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4311 | 2041-04-01      | 2.0000%  |  | $29848.36          | $26227.65          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  |  | $558929.99         | $540824.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4183 | 2050-11-01      | 2.5000%  |  | $504001.94         | $428257.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS9822 | 2046-09-01      | 3.0000%  |  | $10595.62          | $9575.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  |  | $186.68            | $183.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAL9227 | 2036-10-01      | 3.0000%  |  | $4151.61           | $3905.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  |  | $6362.03           | $6409.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFM4427 | 2034-07-01      | 3.0000%  |  | $22249.06          | $21737.12          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD2355 | 2052-12-01      | 4.5000%  |  | $102567.62         | $99562.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTBE1896 | 2036-12-01      | 3.0000%  |  | $31746.87          | $30137.85          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9706 | 2055-08-01      | 6.5000%  |  | $396550.06         | $418156.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA1144 | 2027-08-01      | 2.5000%  |  | $27727.70          | $27485.73          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS7062 | 2052-06-01      | 3.0000%  |  | $15545.28          | $13674.50          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB1313 | 2039-09-01      | 4.5000%  |  | $48334.19          | $48196.24          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB1691 | 2038-07-01      | 2.0000%  |  | $346129.91         | $318040.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM7293 | 2051-05-01      | 2.5000%  |  | $402290.70         | $345017.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM6733 | 2035-02-01      | 2.5000%  |  | $1220038.83        | $1177303.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFM6482 | 2036-02-01      | 1.5000%  |  | $181120.57         | $163929.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8792 | 2055-09-01      | 6.5000%  |  | $2024313.39        | $2130906.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6518 | 2055-09-01      | 6.5000%  |  | $1100144.99        | $1162162.00        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD5514 | 2053-07-01      | 4.5000%  |  | $313249.84         | $306413.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFM6177 | 2034-07-01      | 3.5000%  |  | $36164.31          | $35877.84          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZL1395 | 2041-05-01      | 4.5000%  |  | $4084.21           | $4024.45           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTRB5049 | 2040-05-01      | 3.0000%  |  | $394925.16         | $367875.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG6308 | 2053-07-01      | 6.0000%  |  | $609521.39         | $632622.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  |  | $1218083.97        | $1072944.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIFM3464 | 2027-03-01      | 5.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  |  | $600477.78         | $606034.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  |  | $229017.15         | $231521.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8251 | 2052-08-01      | 5.5000%  |  | $72693.57          | $73499.98          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  |  | $184350.22         | $182913.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ3868 | 2054-09-01      | 6.5000%  |  | $50984.36          | $52940.77          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  |  | $269766.46         | $272634.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  |  | $962279.44         | $984257.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL3657 | 2043-06-01      | 3.5000%  |  | $3451.98           | $3250.61           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM1756 | 2045-12-01      | 4.5000%  |  | $13731.60          | $13554.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  |  | $302623.69         | $300295.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIMA4994 | 2038-04-01      | 4.0000%  |  | $4183.24           | $4096.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5998 | 2056-03-01      | 5.5000%  |  | $593009.78         | $597427.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTMA5983 | 2046-02-01      | 5.5000%  |  | $2280.79           | $2309.43           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5978 | 2041-02-01      | 5.0000%  |  | $92785.80          | $93728.01          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5977 | 2041-02-01      | 4.5000%  |  | $274867.91         | $273441.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA6003 | 2041-03-01      | 4.5000%  |  | $1502475.43        | $1494676.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5951 | 2041-01-01      | 5.0000%  |  | $172649.15         | $174402.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5950 | 2041-01-01      | 4.5000%  |  | $1597007.40        | $1588717.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5917 | 2040-12-01      | 5.5000%  |  | $56299.27          | $57619.12          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2436 | 2051-12-01      | 3.0000%  |  | $172107.26         | $151800.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  |  | $597772.72         | $513344.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA8460 | 2051-01-01      | 2.5000%  |  | $1702786.42        | $1451949.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5895 | 2040-09-01      | 6.5000%  |  | $298149.71         | $311614.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5883 | 2040-11-01      | 3.5000%  |  | $204772.70         | $197314.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5880 | 2055-11-01      | 6.0000%  |  | $170644.67         | $174641.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CKMA5905 | 2055-10-01      | 7.0000%  |  | $1492529.61        | $1539159.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5857 | 2040-10-01      | 3.5000%  |  | $763490.97         | $735817.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5873 | 2055-09-01      | 6.5000%  |  | $1162284.07        | $1193286.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5826 | 2040-09-01      | 3.5000%  |  | $530383.92         | $511065.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5818 | 2055-09-01      | 3.5000%  |  | $18371.45          | $16850.52          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CTMA5841 | 2045-07-01      | 7.0000%  |  | $656703.77         | $693164.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTFM6161 | 2041-03-01      | 2.0000%  |  | $723619.19         | $634828.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFM6100 | 2036-04-01      | 1.5000%  |  | $10775.60          | $9689.80           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM5779 | 2036-02-01      | 2.5000%  |  | $225228.16         | $213422.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM5704 | 2036-01-01      | 2.0000%  |  | $895211.12         | $828317.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM5537 | 2036-01-01      | 2.0000%  |  | $95408.77          | $87850.17          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTFM5506 | 2038-06-01      | 4.5000%  |  | $26660.38          | $26797.86          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM5413 | 2036-01-01      | 2.0000%  |  | $578498.49         | $535093.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFM5367 | 2036-02-01      | 1.5000%  |  | $9762.53           | $8781.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM3796 | 2048-10-01      | 4.5000%  |  | $11117.17          | $10985.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM7646 | 2048-05-01      | 4.5000%  |  | $10301.67          | $10172.99          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM3333 | 2035-06-01      | 2.0000%  |  | $340650.28         | $313681.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFM1488 | 2033-04-01      | 3.0000%  |  | $352480.63         | $344232.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIFM1507 | 2028-12-01      | 4.5000%  |  | $2.38              | $2.38              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTZA2327 | 2033-12-01      | 4.5000%  |  | $28965.27          | $29133.88          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL4113 | 2047-01-01      | 3.5000%  |  | $1531734.97        | $1435671.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL4394 | 2056-01-01      | 5.5000%  |  | $420777.78         | $426596.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL2027 | 2055-08-01      | 5.5000%  |  | $594446.05         | $602853.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTFA5103 | 2038-03-01      | 4.0000%  |  | $1068770.89        | $1049022.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA4183 | 2053-03-01      | 3.0000%  |  | $2226498.40        | $1962384.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA4472 | 2051-02-01      | 4.5000%  |  | $1407949.79        | $1377880.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA4466 | 2048-03-01      | 3.0000%  |  | $1539239.89        | $1391094.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3874 | 2047-06-01      | 3.0000%  |  | $32271.80          | $28682.17          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3669 | 2052-05-01      | 3.0000%  |  | $47571.04          | $41846.16          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4421 | 2052-08-01      | 5.5000%  |  | $358573.96         | $364620.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB3110 | 2047-03-01      | 2.5000%  |  | $260441.93         | $221855.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2556 | 2052-01-01      | 3.0000%  |  | $17634.07          | $15537.20          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2545 | 2052-01-01      | 3.0000%  |  | $117876.19         | $103690.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CKCA4120 | 2048-07-01      | 3.5000%  |  | $386307.65         | $351816.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CICA3163 | 2034-02-01      | 4.5000%  |  | $702.22            | $705.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2480 | 2048-10-01      | 4.5000%  |  | $1871418.41        | $1842598.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2208 | 2048-08-01      | 4.5000%  |  | $14097.49          | $13787.90          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2044 | 2048-07-01      | 4.5000%  |  | $60670.22          | $59701.80          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA1711 | 2048-05-01      | 4.5000%  |  | $28496.44          | $27957.72          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA1704 | 2048-05-01      | 4.5000%  |  | $11251.98          | $11082.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLBY8101 | 2054-03-01      | 7.5000%  |  | $606939.65         | $650491.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBY7959 | 2054-08-01      | 4.5000%  |  | $396654.26         | $384134.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW2609 | 2056-01-01      | 5.5000%  |  | $2095593.11        | $2131332.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW1626 | 2052-05-01      | 4.5000%  |  | $1051652.09        | $1019618.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CKBV9502 | 2052-04-01      | 4.0000%  |  | $1189396.48        | $1095433.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIBV5446 | 2041-01-01      | 4.5000%  |  | $20007.06          | $19904.68          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5803 | 2040-08-01      | 6.5000%  |  | $242069.69         | $252780.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $1123265.57        | $1109957.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5784 | 2040-07-01      | 6.5000%  |  | $683600.84         | $713851.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5772 | 2040-07-01      | 5.5000%  |  | $9317.85           | $9536.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  |  | $1702819.83        | $1741712.23        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8986 | 2056-03-01      | 6.0000%  |  | $1020143.44        | $1055783.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8879 | 2056-03-01      | 6.0000%  |  | $1300841.11        | $1334097.12        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7654 | 2056-03-01      | 5.0000%  |  | $792749.33         | $787810.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB8355 | 2039-12-01      | 3.5000%  |  | $76226.44          | $73450.02          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CISB8350 | 2039-12-01      | 5.0000%  |  | $251879.63         | $254458.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB8349 | 2040-01-01      | 4.5000%  |  | $93890.03          | $93621.97          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB8264 | 2038-11-01      | 4.5000%  |  | $797196.63         | $794923.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB8216 | 2038-03-01      | 4.5000%  |  | $4343.47           | $4331.09           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB8177 | 2037-09-01      | 3.5000%  |  | $125672.34         | $121128.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CISB8173 | 2037-08-01      | 4.0000%  |  | $6493.07           | $6358.88           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8115 | 2036-08-01      | 2.0000%  |  | $43358.83          | $39818.78          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8106 | 2036-06-01      | 1.5000%  |  | $11520.75          | $10363.03          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7203 | 2056-02-01      | 6.0000%  |  | $960459.33         | $994942.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA7034 | 2056-02-01      | 6.5000%  |  | $786969.98         | $830178.30         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CISB8337 | 2039-11-01      | 4.0000%  |  | $28552.25          | $27935.05          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA6838 | 2056-02-01      | 6.5000%  |  | $870553.79         | $913835.70         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA6587 | 2056-02-01      | 6.5000%  |  | $1499566.90        | $1580600.00        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA5646 | 2056-02-01      | 5.5000%  |  | $957783.11         | $969491.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA5586 | 2056-02-01      | 5.5000%  |  | $992952.70         | $1019516.49        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA5483 | 2056-02-01      | 6.5000%  |  | $400842.49         | $422286.64         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0996 | 2055-12-01      | 6.5000%  |  | $353132.91         | $371642.96         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA0947 | 2055-12-01      | 5.5000%  |  | $840727.05         | $862569.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA0577 | 2055-11-01      | 5.5000%  |  | $1071044.03        | $1099982.93        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0148 | 2055-12-01      | 6.5000%  |  | $1162991.00        | $1227895.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF8282 | 2056-01-01      | 5.5000%  |  | $1987217.54        | $2015033.28        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  |  | $1119.23           | $955.92            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  |  | $6778.58           | $6598.34           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4623 | 2052-06-01      | 2.5000%  |  | $121978.61         | $103215.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3846 | 2053-09-01      | 6.0000%  |  | $965316.26         | $993098.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA4894 | 2053-01-01      | 6.0000%  |  | $352208.79         | $361954.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS5133 | 2051-09-01      | 3.0000%  |  | $19777.52          | $17397.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBU2630 | 2052-02-01      | 2.0000%  |  | $18114.78          | $14570.17          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTRB5189 | 2042-10-01      | 4.5000%  |  | $1449723.64        | $1446686.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8692 | 2055-09-01      | 6.0000%  |  | $1226019.70        | $1266301.80        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0375 | 2055-07-01      | 6.5000%  |  | $893301.13         | $939798.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6753 | 2055-06-01      | 6.5000%  |  | $1437387.07        | $1513849.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  |  | $52206.82          | $52589.93          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA0534 | 2030-10-01      | 4.0000%  |  | $10927.19          | $10876.97          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAU1292 | 2043-07-01      | 3.0000%  |  | $600650.56         | $549907.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBD5055 | 2047-02-01      | 3.0000%  |  | $8120.69           | $7406.61           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL9501 | 2045-11-01      | 4.5000%  |  | $3976.14           | $3929.69           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.990 MLAN1154 | 2046-03-01      | 3.9900%  |  | $276070.23         | $255059.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAS8349 | 2036-11-01      | 3.0000%  |  | $12682.71          | $12002.54          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZI5611 | 2037-01-01      | 5.5000%  |  | $6204.94           | $6354.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB8454 | 2054-07-01      | 7.5000%  |  | $529005.47         | $565521.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM7391 | 2036-05-01      | 2.5000%  |  | $297997.79         | $284055.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3259 | 2052-04-01      | 3.5000%  |  | $1020214.97        | $937550.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CKBO2889 | 2049-08-01      | 4.0000%  |  | $380214.19         | $360077.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7365 | 2048-07-01      | 4.5000%  |  | $126.49            | $122.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8487 | 2054-12-01      | 4.0000%  |  | $1976438.62        | $1865578.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5722 | 2040-04-01      | 3.5000%  |  | $313575.53         | $302213.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5710 | 2040-05-01      | 4.5000%  |  | $23430.45          | $23354.91          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5701 | 2055-05-01      | 6.0000%  |  | $314003.97         | $321175.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5675 | 2055-04-01      | 6.5000%  |  | $26948.58          | $27982.67          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIMA5641 | 2040-01-01      | 4.0000%  |  | $30245.35          | $29591.73          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5624 | 2040-01-01      | 3.5000%  |  | $1125371.58        | $1084381.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5614 | 2055-02-01      | 5.5000%  |  | $190030.58         | $191425.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  |  | $34556.49          | $33383.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  |  | $220703.91         | $208324.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLMA5599 | 2054-12-01      | 7.5000%  |  | $98228.68          | $105069.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA5571 | 2054-11-01      | 6.0000%  |  | $1169117.74        | $1181159.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5589 | 2040-01-01      | 4.5000%  |  | $49656.08          | $49514.31          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5551 | 2054-12-01      | 4.5000%  |  | $2178.28           | $2104.35           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  |  | $30046.56          | $30338.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  |  | $99125.48          | $100133.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIMA5041 | 2038-06-01      | 4.0000%  |  | $152060.48         | $148777.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  |  | $1283535.86        | $1273468.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  |  | $137668.42         | $139132.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  |  | $45882.40          | $46374.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  |  | $438676.40         | $402451.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4606 | 2042-05-01      | 2.0000%  |  | $58232.90          | $50491.81          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CNQS0342 | 2036-01-01      | 4.5000%  |  | $838470.23         | $841516.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRAP2109 | 2032-08-01      | 4.0000%  |  | $6824.76           | $6734.97           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD2954 | 2053-04-01      | 4.5000%  |  | $1679208.88        | $1636741.69        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB0361 | 2035-07-01      | 3.0000%  |  | $106872.95         | $102637.58         | Agency Mortgage-Backed Securities |

### Security 195: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.680%, 4/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **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 06.500 CKMA5817 | 2055-07-01      | 6.5000%  |  | $6669513.43        | $6815393.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5847 | 2055-09-01      | 6.5000%  |  | $8465844.08        | $8620537.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  |  | $6942244.50        | $6879185.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  |  | $6734079.86        | $5931687.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4622 | 2052-06-01      | 2.0000%  |  | $8601174.49        | $6944817.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4413 | 2051-09-01      | 2.0000%  |  | $10002408.42       | $8094415.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA9197 | 2054-07-01      | 6.0000%  |  | $6939180.30        | $7182578.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFS6235 | 2053-11-01      | 7.0000%  |  | $6185897.84        | $6568194.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS5012 | 2053-03-01      | 4.0000%  |  | $7801378.58        | $7391520.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM9038 | 2035-02-01      | 2.5000%  |  | $6767429.30        | $6536059.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM8422 | 2051-08-01      | 2.5000%  |  | $8980318.07        | $7568965.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA5100 | 2054-11-01      | 3.5000%  |  | $8612137.71        | $7903295.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA2883 | 2053-08-01      | 3.5000%  |  | $8754613.88        | $8074526.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA0879 | 2051-11-01      | 2.5000%  |  | $9103612.48        | $7721896.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6924 | 2056-04-01      | 5.5000%  |  | $8227310.57        | $8449607.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG3042 | 2056-02-01      | 6.0000%  |  | $6131843.01        | $6294441.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG2725 | 2056-02-01      | 5.5000%  |  | $6190107.70        | $6313540.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG2261 | 2056-03-01      | 5.0000%  |  | $5850360.00        | $5826763.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG2080 | 2056-02-01      | 5.5000%  |  | $7040411.55        | $7230645.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1693 | 2056-02-01      | 5.5000%  |  | $7661516.34        | $7860572.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5525 | 2053-01-01      | 6.0000%  |  | $5594429.24        | $5763655.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA4511 | 2034-11-01      | 2.5000%  |  | $9309381.59        | $8816015.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM3504 | 2031-03-01      | 2.5000%  |  | $7353928.27        | $7202682.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF2099 | 2055-11-01      | 6.5000%  |  | $6290155.29        | $6637206.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1708 | 2055-10-01      | 6.5000%  |  | $8361401.07        | $8716306.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1691 | 2055-10-01      | 6.0000%  |  | $5592896.96        | $5749397.40        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA9859 | 2056-04-01      | 5.0000%  |  | $7262056.29        | $7198038.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA8932 | 2056-03-01      | 5.5000%  |  | $8651177.14        | $8875937.61        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7886 | 2056-03-01      | 5.0000%  |  | $7419539.14        | $7389873.35        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7658 | 2056-03-01      | 5.0000%  |  | $7384035.68        | $7317237.23        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA7055 | 2056-02-01      | 5.5000%  |  | $7530863.82        | $7742174.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA5621 | 2056-02-01      | 5.5000%  |  | $8178303.77        | $8374283.19        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIRR0060 | 2041-02-01      | 4.0000%  |  | $6354963.05        | $6216890.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5509 | 2055-12-01      | 5.0000%  |  | $6102327.89        | $6052512.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL4684 | 2055-02-01      | 5.0000%  |  | $8062653.43        | $8049290.92        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1663 | 2055-06-01      | 6.0000%  |  | $8527853.76        | $8815412.98        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0456 | 2055-02-01      | 5.5000%  |  | $7581620.74        | $7701640.32        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2723 | 2055-09-01      | 6.5000%  |  | $5860130.26        | $6138806.80        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6335 | 2055-06-01      | 6.0000%  |  | $6878712.88        | $7102477.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4625 | 2052-06-01      | 3.5000%  |  | $7463225.43        | $6846939.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $7561479.00        | $7499827.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  |  | $8673026.78        | $7011853.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9489 | 2054-11-01      | 5.5000%  |  | $6574442.27        | $6660392.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8948 | 2055-09-01      | 6.0000%  |  | $7140422.32        | $7397855.97        | Agency Mortgage-Backed Securities |
| FMAC 02.000 FGPC G18628 G | 2031-12-01      | 2.0000%  |  | $6119972.42        | $5842778.48        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8218 | 2052-06-01      | 2.0000%  |  | $7279252.44        | $5873604.53        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTRB5114 | 2041-06-01      | 2.0000%  |  | $7410909.38        | $6477406.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA1278 | 2052-08-01      | 3.0000%  |  | $7030479.32        | $6301643.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD2835 | 2055-06-01      | 6.5000%  |  | $7003128.82        | $7328603.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4466 | 2051-11-01      | 2.5000%  |  | $8562065.35        | $7255608.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4646 | 2055-07-01      | 6.0000%  |  | $6897654.69        | $7058018.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5885 | 2040-11-01      | 4.5000%  |  | $5863747.97        | $5833309.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3550 | 2056-02-01      | 5.5000%  |  | $6259774.41        | $6435419.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9004 | 2056-03-01      | 5.5000%  |  | $6430778.57        | $6538882.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF2663 | 2055-11-01      | 5.5000%  |  | $8477848.06        | $8569097.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB1695 | 2037-06-01      | 2.0000%  |  | $6329175.53        | $5828086.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CTFA2708 | 2042-03-01      | 1.5000%  |  | $9307336.99        | $7872787.83        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL4681 | 2052-07-01      | 4.0000%  |  | $8576879.14        | $8172207.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKBM7872 | 2055-10-01      | 6.5000%  |  | $7174381.10        | $7339913.21        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA9858 | 2056-04-01      | 5.0000%  |  | $8133702.86        | $8060244.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF6546 | 2055-12-01      | 6.0000%  |  | $6506424.00        | $6688480.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA6031 | 2056-04-01      | 6.0000%  |  | $7910118.86        | $8095595.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG4140 | 2056-03-01      | 5.0000%  |  | $6918744.00        | $6847381.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFA4088 | 2051-01-01      | 2.0000%  |  | $9034119.80        | $7346154.75        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7657 | 2056-03-01      | 5.0000%  |  | $5949780.61        | $5896046.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA3385 | 2056-01-01      | 5.5000%  |  | $5693719.13        | $5841643.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5764 | 2056-03-01      | 5.5000%  |  | $6711869.14        | $6800689.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6170 | 2055-09-01      | 6.5000%  |  | $6995028.67        | $7267237.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE2956 | 2055-07-01      | 6.0000%  |  | $8090253.97        | $8354279.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8515 | 2055-05-01      | 6.5000%  |  | $6717524.60        | $7070004.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD8894 | 2055-09-01      | 6.0000%  |  | $7595540.99        | $7858263.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD7156 | 2055-10-01      | 6.0000%  |  | $6892182.99        | $7053790.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC7781 | 2054-12-01      | 6.5000%  |  | $6982135.00        | $7253821.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB3868 | 2054-05-01      | 6.0000%  |  | $8674982.18        | $8890624.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE5913 | 2055-08-01      | 7.0000%  |  | $6426224.91        | $6809634.91        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8421 | 2053-01-01      | 6.0000%  |  | $5982814.15        | $6202616.76        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA3089 | 2050-07-01      | 2.5000%  |  | $8920044.58        | $7638531.51        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD3828 | 2053-05-01      | 6.5000%  |  | $6579998.14        | $6837267.30        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  |  | $8283315.93        | $7295240.59        | Agency Mortgage-Backed Securities |
| FMAC 02.000 FGPC G18629 G | 2032-01-01      | 2.0000%  |  | $7004088.42        | $6677184.27        | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G16087 G | 2032-02-01      | 2.5000%  |  | $7690646.82        | $7418577.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8146 | 2051-05-01      | 2.0000%  |  | $1775332.72        | $1439819.10        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB0246 | 2056-04-01      | 6.0000%  |  | $6034435.71        | $6326592.92        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9909 | 2056-04-01      | 6.0000%  |  | $8469142.29        | $8693337.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA6001 | 2041-03-01      | 3.5000%  |  | $7468129.83        | $7196115.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CTMA5833 | 2045-09-01      | 5.0000%  |  | $8908795.90        | $8866502.87        | Agency Mortgage-Backed Securities |

### Security 196: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.680%, 4/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $699500000.00
- **C.18.a - Value (excl. sponsor support):** $699500000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.000 CLQZ3402 | 2055-09-01      | 5.0000%  |  | $5071764.50        | $5013432.44        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ3401 | 2055-09-01      | 5.0000%  |  | $3577843.09        | $3536553.60        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3184 | 2055-09-01      | 6.0000%  |  | $3174565.59        | $3248555.19        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3474 | 2055-08-01      | 6.0000%  |  | $2635827.40        | $2697563.76        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ2667 | 2055-09-01      | 6.0000%  |  | $4198756.66        | $4297204.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  |  | $5052731.73        | $5089810.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5009 | 2053-05-01      | 5.0000%  |  | $2872655.82        | $2850124.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  |  | $4254698.69        | $3902680.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  |  | $2973424.56        | $2618754.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5526 | 2056-03-01      | 6.5000%  |  | $4395616.85        | $4586710.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5524 | 2056-03-01      | 6.5000%  |  | $5099018.42        | $5322986.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5522 | 2056-03-01      | 6.5000%  |  | $2646563.19        | $2764199.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5485 | 2056-03-01      | 5.5000%  |  | $4971099.62        | $5105415.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6223 | 2056-04-01      | 6.0000%  |  | $3867699.27        | $4002813.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3812 | 2056-03-01      | 5.5000%  |  | $3211482.13        | $3253977.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG3820 | 2056-03-01      | 5.0000%  |  | $3767152.97        | $3731563.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3763 | 2056-03-01      | 5.5000%  |  | $4998004.94        | $5066134.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3230 | 2056-03-01      | 5.5000%  |  | $5309375.93        | $5394731.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1853 | 2056-02-01      | 5.5000%  |  | $2369124.32        | $2433136.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5528 | 2056-03-01      | 6.5000%  |  | $3183543.83        | $3321476.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1584 | 2056-02-01      | 6.0000%  |  | $2515512.71        | $2585524.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1756 | 2056-02-01      | 6.0000%  |  | $2564485.86        | $2677507.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLCB8906 | 2054-07-01      | 7.5000%  |  | $4730653.97        | $5081819.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6781 | 2053-07-01      | 5.5000%  |  | $2736170.14        | $2768326.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA7752 | 2050-11-01      | 3.0000%  |  | $5993905.00        | $5403205.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY8354 | 2053-08-01      | 6.0000%  |  | $2385901.57        | $2450344.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBW2577 | 2041-02-01      | 4.0000%  |  | $2518457.88        | $2463984.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV8515 | 2052-05-01      | 3.0000%  |  | $4292611.46        | $3781704.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV6290 | 2055-09-01      | 5.0000%  |  | $3453980.05        | $3435386.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBV6189 | 2040-09-01      | 3.5000%  |  | $2832153.25        | $2728999.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTBR1092 | 2041-06-01      | 2.0000%  |  | $6201228.48        | $5418612.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM1010 | 2032-03-01      | 2.5000%  |  | $5617342.56        | $5409946.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF6568 | 2055-12-01      | 6.5000%  |  | $3335005.56        | $3483992.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF6566 | 2055-12-01      | 6.5000%  |  | $4098573.32        | $4280142.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF6556 | 2055-12-01      | 6.0000%  |  | $4998488.59        | $5138731.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF6547 | 2055-12-01      | 6.0000%  |  | $4167491.73        | $4283477.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF6361 | 2055-12-01      | 6.0000%  |  | $2783479.69        | $2867429.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF7168 | 2055-12-01      | 5.5000%  |  | $3188053.23        | $3305365.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF5908 | 2055-12-01      | 6.5000%  |  | $2601652.53        | $2747237.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1878 | 2055-10-01      | 6.5000%  |  | $3761026.35        | $3937857.27        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL1232 | 2055-04-01      | 5.0000%  |  | $2818937.62        | $2788074.95        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL0795 | 2055-03-01      | 6.5000%  |  | $2468578.31        | $2563304.25        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ9545 | 2055-11-01      | 5.5000%  |  | $2317053.92        | $2357489.60        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4707 | 2055-08-01      | 6.5000%  |  | $3885041.47        | $4090065.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLFS2766 | 2051-09-01      | 1.5000%  |  | $4213461.37        | $3254498.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD4115 | 2055-03-01      | 6.0000%  |  | $3591921.05        | $3694434.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC8212 | 2055-06-01      | 5.5000%  |  | $5118561.16        | $5158789.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC0832 | 2055-02-01      | 7.0000%  |  | $2750517.11        | $2936821.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PQU8202 | 2054-09-01      | 7.0000%  |  | $2442505.55        | $2539305.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7300 | 2055-08-01      | 6.5000%  |  | $3046878.74        | $3214992.31        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  |  | $2493577.60        | $2519519.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4354 | 2051-06-01      | 1.5000%  |  | $6814748.34        | $5263370.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4217 | 2053-09-01      | 6.5000%  |  | $3771925.30        | $3926456.06        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD8120 | 2051-01-01      | 1.5000%  |  | $4360035.06        | $3370424.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  |  | $5688064.29        | $4597131.48        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5683 | 2055-10-01      | 6.5000%  |  | $5087055.41        | $5337458.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8895 | 2055-09-01      | 6.5000%  |  | $3833035.27        | $4082660.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1711 | 2055-10-01      | 6.5000%  |  | $2946620.85        | $3076109.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4648 | 2055-07-01      | 6.0000%  |  | $3753793.70        | $3850754.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  |  | $3478229.42        | $2946384.95        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PQU8323 | 2055-08-01      | 7.0000%  |  | $2461993.75        | $2541856.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1713 | 2055-10-01      | 6.5000%  |  | $1690211.07        | $1770438.06        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ5997 | 2055-10-01      | 6.0000%  |  | $3390898.53        | $3491730.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5333 | 2055-02-01      | 7.0000%  |  | $2739647.51        | $2914698.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE5208 | 2055-07-01      | 6.5000%  |  | $2446878.18        | $2575519.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5915 | 2040-12-01      | 4.5000%  |  | $3927552.42        | $3907164.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB7851 | 2054-07-01      | 7.5000%  |  | $2486470.21        | $2668285.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0995 | 2055-10-01      | 6.0000%  |  | $3473558.13        | $3565683.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7107 | 2055-07-01      | 6.5000%  |  | $2807585.22        | $2953735.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6149 | 2055-08-01      | 6.5000%  |  | $3062924.72        | $3224569.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0988 | 2055-10-01      | 6.0000%  |  | $4511440.29        | $4636998.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS9762 | 2050-07-01      | 3.0000%  |  | $5926454.60        | $5303086.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9454 | 2054-11-01      | 4.5000%  |  | $2380131.62        | $2311821.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF5937 | 2055-12-01      | 6.0000%  |  | $2571221.02        | $2657282.36        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7489 | 2056-03-01      | 5.0000%  |  | $5170500.48        | $5136295.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA6035 | 2041-04-01      | 3.5000%  |  | $4041427.09        | $3894224.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF7619 | 2055-12-01      | 5.0000%  |  | $4968008.37        | $4939276.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6236 | 2056-04-01      | 6.0000%  |  | $3322332.86        | $3444013.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5824 | 2055-09-01      | 6.5000%  |  | $3291436.54        | $3417741.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1712 | 2055-10-01      | 6.5000%  |  | $3384970.38        | $3531941.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1707 | 2055-10-01      | 6.5000%  |  | $2232061.12        | $2328478.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1703 | 2055-10-01      | 6.0000%  |  | $5094441.05        | $5227003.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1690 | 2055-10-01      | 6.0000%  |  | $2404534.58        | $2467833.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0254 | 2055-10-01      | 6.5000%  |  | $2984055.56        | $3142791.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0166 | 2055-09-01      | 6.0000%  |  | $4931715.33        | $5112344.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9760 | 2055-09-01      | 6.5000%  |  | $2795109.44        | $2953185.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE9413 | 2055-09-01      | 5.0000%  |  | $3869963.01        | $3825604.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8791 | 2055-09-01      | 6.5000%  |  | $2342722.85        | $2469032.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9737 | 2055-06-01      | 6.0000%  |  | $4020666.30        | $4120217.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8353 | 2055-05-01      | 5.5000%  |  | $5366480.82        | $5406597.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD1912 | 2055-01-01      | 7.0000%  |  | $2142081.32        | $2297736.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA0820 | 2053-10-01      | 6.0000%  |  | $4552005.71        | $4688975.57        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9601 | 2056-04-01      | 6.0000%  |  | $2923262.35        | $3020264.96        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9053 | 2056-03-01      | 5.5000%  |  | $2382208.97        | $2420980.21        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8866 | 2056-03-01      | 6.0000%  |  | $4668504.97        | $4799143.75        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA8987 | 2056-03-01      | 5.5000%  |  | $3789129.78        | $3851435.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7655 | 2056-03-01      | 5.0000%  |  | $2525889.59        | $2508520.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7598 | 2056-03-01      | 5.0000%  |  | $2484715.02        | $2466213.00        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7227 | 2056-02-01      | 6.0000%  |  | $2567145.15        | $2650931.63        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7225 | 2056-03-01      | 6.0000%  |  | $3289858.31        | $3400815.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA6892 | 2056-03-01      | 5.5000%  |  | $5145695.34        | $5284733.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA5476 | 2056-02-01      | 6.0000%  |  | $3942106.14        | $4132975.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA1115 | 2055-12-01      | 5.0000%  |  | $5062826.14        | $5033546.13        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0053 | 2041-01-01      | 4.5000%  |  | $3475659.31        | $3457617.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0017 | 2040-08-01      | 5.0000%  |  | $4768573.24        | $4816996.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRQ0108 | 2056-04-01      | 4.0000%  |  | $5741063.96        | $5419043.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX3541 | 2055-01-01      | 6.0000%  |  | $4769201.83        | $4921387.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA6048 | 2056-02-01      | 6.0000%  |  | $3977820.32        | $4027805.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA6023 | 2056-02-01      | 6.0000%  |  | $3179040.77        | $3218988.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CKMA6022 | 2056-02-01      | 5.5000%  |  | $2322469.92        | $2342200.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA6012 | 2056-02-01      | 6.0000%  |  | $4424018.27        | $4494311.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CKMA5987 | 2056-01-01      | 7.0000%  |  | $2463297.09        | $2552067.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5948 | 2041-01-01      | 3.5000%  |  | $2533429.43        | $2441153.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5708 | 2040-05-01      | 3.5000%  |  | $2374725.39        | $2288681.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY0782 | 2055-04-01      | 6.0000%  |  | $4845136.59        | $4958851.95        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  |  | $2627765.59        | $2314323.08        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  |  | $3963627.81        | $3205491.51        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8146 | 2051-05-01      | 2.0000%  |  | $5063561.66        | $4106617.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTSC0705 | 2045-02-01      | 4.5000%  |  | $3067266.10        | $3061146.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO4813 | 2041-01-01      | 3.5000%  |  | $3291767.57        | $3172397.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF8269 | 2056-01-01      | 6.0000%  |  | $2273760.36        | $2344260.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CNMA6019 | 2036-02-01      | 5.0000%  |  | $2712850.46        | $2750278.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF2741 | 2056-02-01      | 6.5000%  |  | $2528857.44        | $2671420.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE7181 | 2055-08-01      | 5.5000%  |  | $3085621.25        | $3110294.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA8494 | 2056-03-01      | 6.5000%  |  | $2561015.16        | $2680810.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6544 | 2056-04-01      | 5.5000%  |  | $3680365.76        | $3779806.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBW2426 | 2041-01-01      | 4.0000%  |  | $3387871.80        | $3314600.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIQO4871 | 2041-01-01      | 5.5000%  |  | $3012877.73        | $3085615.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG2895 | 2056-02-01      | 6.0000%  |  | $5195935.65        | $5393168.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA5096 | 2048-05-01      | 3.0000%  |  | $2702357.78        | $2471368.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG3882 | 2056-03-01      | 6.0000%  |  | $2359846.37        | $2440862.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5611 | 2056-04-01      | 6.0000%  |  | $5110062.29        | $5357471.06        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7653 | 2056-03-01      | 5.0000%  |  | $3807308.40        | $3778459.16        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSL3788 | 2051-09-01      | 2.0000%  |  | $3674969.97        | $2999678.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6224 | 2056-04-01      | 6.0000%  |  | $3861363.44        | $3991591.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0582 | 2046-11-01      | 3.5000%  |  | $4758361.16        | $4486290.76        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8239 | 2054-12-01      | 6.0000%  |  | $2717745.53        | $2748608.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CKMA6014 | 2056-01-01      | 5.5000%  |  | $3436935.70        | $3488188.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG3062 | 2056-02-01      | 6.0000%  |  | $4910217.68        | $5092151.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKDG1820 | 2056-01-01      | 6.0000%  |  | $2694185.17        | $2728040.31        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA2608 | 2056-01-01      | 5.0000%  |  | $3467885.11        | $3444038.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA6024 | 2056-02-01      | 6.5000%  |  | $3353597.32        | $3430977.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDF5697 | 2040-12-01      | 5.0000%  |  | $5143829.78        | $5196063.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ9539 | 2055-12-01      | 5.0000%  |  | $2615229.33        | $2599372.33        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA5295 | 2056-02-01      | 5.5000%  |  | $3059330.14        | $3097477.95        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA1752 | 2055-12-01      | 5.5000%  |  | $4695346.87        | $4822216.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBV6363 | 2055-12-01      | 5.5000%  |  | $4569148.27        | $4633099.59        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0026 | 2055-07-01      | 5.0000%  |  | $4703513.51        | $4647789.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8959 | 2055-09-01      | 6.5000%  |  | $5111877.78        | $5455143.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6061 | 2056-04-01      | 5.5000%  |  | $4785774.91        | $4859128.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5763 | 2056-04-01      | 5.5000%  |  | $4156138.50        | $4225177.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5749 | 2056-04-01      | 5.5000%  |  | $4805941.08        | $4884966.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5748 | 2056-04-01      | 5.5000%  |  | $5336326.67        | $5425706.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5607 | 2056-04-01      | 6.0000%  |  | $2369979.24        | $2449904.42        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7667 | 2055-11-01      | 6.5000%  |  | $4405262.18        | $4599951.28        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5146 | 2055-10-01      | 6.5000%  |  | $4996149.94        | $5242078.76        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTSC0482 | 2042-04-01      | 2.0000%  |  | $6245636.23        | $5409006.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CISB8303 | 2039-05-01      | 5.0000%  |  | $5100764.20        | $5152968.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  |  | $3703083.40        | $2989949.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4540 | 2042-02-01      | 2.0000%  |  | $4491447.86        | $3896899.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  |  | $5882842.51        | $4765288.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4497 | 2036-12-01      | 2.0000%  |  | $3752436.28        | $3447973.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC1174 | 2055-10-01      | 6.5000%  |  | $2692828.75        | $2906043.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIFS7787 | 2039-04-01      | 6.0000%  |  | $3593327.16        | $3752630.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  |  | $2752395.84        | $2421161.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS6122 | 2053-09-01      | 3.0000%  |  | $3771191.66        | $3319893.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS3838 | 2049-05-01      | 4.0000%  |  | $5342600.85        | $5141630.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM4099 | 2042-10-01      | 3.5000%  |  | $4329815.04        | $4082745.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  |  | $4903988.60        | $4404566.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA3337 | 2052-04-01      | 2.5000%  |  | $3210923.86        | $2728345.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0981 | 2052-07-01      | 3.5000%  |  | $4822558.52        | $4454629.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA0961 | 2049-07-01      | 3.0000%  |  | $4065454.14        | $3667007.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6914 | 2056-04-01      | 5.5000%  |  | $4142555.03        | $4219533.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6671 | 2056-04-01      | 5.5000%  |  | $5045571.68        | $5121589.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKDF2773 | 2056-03-01      | 6.0000%  |  | $2923180.05        | $2959909.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF5018 | 2055-11-01      | 5.5000%  |  | $4530166.11        | $4652568.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7040 | 2055-07-01      | 6.5000%  |  | $2302742.74        | $2403912.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE6609 | 2055-08-01      | 5.5000%  |  | $4473661.41        | $4539533.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE5113 | 2055-07-01      | 5.0000%  |  | $2435489.48        | $2406077.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4093 | 2055-08-01      | 6.0000%  |  | $2212435.16        | $2287051.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4370 | 2055-09-01      | 6.0000%  |  | $3432690.63        | $3512970.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7201 | 2055-08-01      | 6.5000%  |  | $2213836.22        | $2335386.16        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4982 | 2041-02-01      | 4.0000%  |  | $2597514.08        | $2541330.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIQO4869 | 2041-01-01      | 4.5000%  |  | $4160461.64        | $4148575.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 3PRE6090 | 2051-03-01      | 1.5000%  |  | $3126211.74        | $2345309.05        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8348 | 2055-10-01      | 6.0000%  |  | $3390688.65        | $3433296.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTQK1826 | 2046-01-01      | 5.5000%  |  | $2454788.76        | $2485862.30        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE6375 | 2052-07-01      | 4.5000%  |  | $3993046.17        | $3913249.14        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD3890 | 2052-08-01      | 3.0000%  |  | $3140247.86        | $2766897.51        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8464 | 2054-09-01      | 6.5000%  |  | $4644832.76        | $4823062.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8395 | 2054-01-01      | 5.5000%  |  | $2841030.91        | $2866680.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL2860 | 2042-12-01      | 3.0000%  |  | $2904564.32        | $2662861.00        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8286 | 2053-01-01      | 4.0000%  |  | $2597553.28        | $2456795.32        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  |  | $3748631.76        | $3166706.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL3110 | 2055-11-01      | 5.0000%  |  | $3018359.84        | $2992557.89        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL2621 | 2052-07-01      | 2.5000%  |  | $2787698.78        | $2362834.90        | Agency Mortgage-Backed Securities |

### Security 197: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CLTA8526 | 2056-03-01      | 5.5000%  |  | $2092012.60        | $2124493.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7659 | 2056-03-01      | 5.0000%  |  | $2385464.05        | $2359025.16        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA5627 | 2056-02-01      | 5.5000%  |  | $2270218.37        | $2299218.89        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA1512 | 2055-12-01      | 5.0000%  |  | $2373062.65        | $2349036.98        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIRR0060 | 2041-02-01      | 4.0000%  |  | $645434.71         | $631411.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY7252 | 2055-07-01      | 6.0000%  |  | $2386227.89        | $2470600.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5860 | 2040-10-01      | 5.0000%  |  | $2596415.18        | $2622780.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  |  | $2593470.69        | $2284977.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA5102 | 2055-02-01      | 5.0000%  |  | $2132466.40        | $2114427.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA4571 | 2052-04-01      | 2.5000%  |  | $3006641.58        | $2581055.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA1503 | 2053-09-01      | 6.0000%  |  | $2501423.78        | $2574032.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1669 | 2048-07-01      | 3.5000%  |  | $2600434.92        | $2439329.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG6172 | 2056-04-01      | 5.0000%  |  | $2293163.80        | $2271834.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG0899 | 2056-01-01      | 5.0000%  |  | $2289531.32        | $2264872.31        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0027 | 2055-07-01      | 5.5000%  |  | $2572998.00        | $2591879.51        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4784 | 2055-09-01      | 6.5000%  |  | $2080647.72        | $2185559.53        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3114 | 2053-11-01      | 5.5000%  |  | $2376719.82        | $2414455.79        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL2163 | 2055-07-01      | 6.5000%  |  | $2019593.45        | $2123446.33        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1310 | 2055-06-01      | 5.5000%  |  | $2344393.55        | $2370742.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ1319 | 2055-07-01      | 5.5000%  |  | $2144343.22        | $2160154.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0012 | 2055-06-01      | 5.0000%  |  | $2330176.57        | $2302570.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM1422 | 2032-03-01      | 2.5000%  |  | $2465468.70        | $2374451.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDF5643 | 2040-11-01      | 5.0000%  |  | $2194393.25        | $2216676.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8923 | 2055-09-01      | 5.5000%  |  | $2390150.51        | $2417262.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC9206 | 2054-12-01      | 5.0000%  |  | $2713103.97        | $2699136.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL8687 | 2045-03-01      | 4.5000%  |  | $2648302.10        | $2609470.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAL4051 | 2033-08-01      | 3.5000%  |  | $2372382.60        | $2319589.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI8447 | 2054-06-01      | 6.0000%  |  | $2264980.92        | $2321166.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8997 | 2054-11-01      | 5.0000%  |  | $2675373.98        | $2646139.28        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC1803 | 2051-05-01      | 2.0000%  |  | $2531704.28        | $2068482.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  |  | $2243131.65        | $2260007.47        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB0325 | 2035-04-01      | 2.5000%  |  | $2519560.76        | $2390932.98        | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G16067 G | 2031-11-01      | 2.5000%  |  | $2585194.31        | $2497714.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8493 | 2054-05-01      | 6.0000%  |  | $2347086.59        | $2418118.82        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0064 | 2055-11-01      | 5.5000%  |  | $2213133.59        | $2229894.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1314 | 2052-11-01      | 5.5000%  |  | $2217221.68        | $2292610.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD7524 | 2050-08-01      | 3.0000%  |  | $2415416.15        | $2164381.95        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL4680 | 2054-01-01      | 4.0000%  |  | $2498372.40        | $2360635.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3021 | 2056-02-01      | 5.5000%  |  | $2168311.16        | $2189648.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA4574 | 2052-03-01      | 2.5000%  |  | $3081032.56        | $2627138.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6071 | 2056-01-01      | 5.5000%  |  | $2078015.20        | $2132002.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7773 | 2056-03-01      | 5.0000%  |  | $2694975.53        | $2662629.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIRR0059 | 2041-02-01      | 3.5000%  |  | $2310517.17        | $2226362.75        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA5165 | 2056-02-01      | 6.5000%  |  | $2255416.21        | $2350041.45        | Agency Mortgage-Backed Securities |

### Security 198: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.660%, 5/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $2850000000.00
- **C.18.a - Value (excl. sponsor support):** $2850000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **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 HYAM8507 | 2027-04-01      | 2.9600%  |  | $166163.39         | $164740.48         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS356648 | 2036-06-01      | 4.4800%  |  | $2355.70           | $2320.17           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS303532 | 2029-03-01      | 4.4050%  |  | $79.67             | $79.37             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS295541 | 2032-10-01      | 4.5990%  |  | $31204.28          | $31065.57          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS289517 | 2034-04-01      | 4.0830%  |  | $39137.63          | $38446.09          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS054844 | 2027-09-01      | 4.2400%  |  | $144.31            | $143.64            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 840357 G        | 2046-07-01      | 6.3330%  |  | $26517.76          | $27596.97          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.000 WNWN5090 | 2029-09-01      | 4.0000%  |  | $9672668.92        | $9611618.25        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.810 WNWN5031 | 2029-07-01      | 3.8100%  |  | $154054.05         | $152431.71         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.350 WNWN4122 | 2035-07-01      | 4.3500%  |  | $3855202.70        | $3768930.98        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.430 WNWN4109 | 2035-04-01      | 4.4300%  |  | $10335486.49       | $10168761.31       | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.050 WNWN1667 | 2032-07-01      | 4.0500%  |  | $7194324.32        | $7040941.33        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.000 WAWA4488 | 2030-07-01      | 4.0000%  |  | $5009664.38        | $4978966.82        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.900 WAWA3197 | 2037-07-01      | 3.9000%  |  | $152231.18         | $143248.02         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.700 WAWA2225 | 2037-05-01      | 3.7000%  |  | $123178.53         | $114468.99         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841649 G        | 2049-01-01      | 6.2520%  |  | $29636.83          | $30829.35          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841485 G        | 2052-09-01      | 4.1690%  |  | $799345.17         | $794160.76         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841375 G        | 2046-01-01      | 6.2090%  |  | $26779.07          | $27866.68          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841337 G        | 2051-08-01      | 1.8520%  |  | $1299411.37        | $1249257.12        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841319 G        | 2046-05-01      | 6.2480%  |  | $33821.88          | $35207.11          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841318 G        | 2046-05-01      | 6.2480%  |  | $27103.99          | $28214.29          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841315 G        | 2046-05-01      | 6.2480%  |  | $32524.78          | $33857.15          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.900 WAWA3194 | 2037-07-01      | 3.9000%  |  | $151280.74         | $142279.53         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG5248 | 2056-03-01      | 4.9820%  |  | $6999255.69        | $7071933.63        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG2315 | 2056-02-01      | 4.2900%  |  | $2365844.31        | $2334059.19        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG2313 | 2056-02-01      | 4.7560%  |  | $6496139.45        | $6543942.38        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG1479 | 2056-02-01      | 4.5310%  |  | $5469988.40        | $5441882.69        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF8846 | 2056-01-01      | 4.2810%  |  | $1025735.05        | $1020642.79        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF8901 | 2056-01-01      | 4.7940%  |  | $5918860.20        | $5969087.64        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ6653 | 2033-03-01      | 4.4800%  |  | $6158310.81        | $6159624.58        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ6453 | 2036-02-01      | 4.6000%  |  | $2070486.49        | $2067143.34        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4759 | 2030-08-01      | 4.2700%  |  | $61621.62          | $61847.55          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG2750 | 2056-02-01      | 4.4910%  |  | $867337.42         | $868237.13         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ2413 | 2034-06-01      | 4.5750%  |  | $385135.14         | $387812.79         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2043 | 2029-11-01      | 3.8100%  |  | $9852439.99        | $9755038.76        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1398 | 2029-07-01      | 4.7900%  |  | $8091689.19        | $8254564.11        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0932 | 2029-06-01      | 4.6400%  |  | $9532864.86        | $9686884.19        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0693 | 2029-04-01      | 4.7500%  |  | $10352432.43       | $10529917.98       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0677 | 2029-03-01      | 5.0400%  |  | $7524357.64        | $7710284.51        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0615 | 2029-03-01      | 4.8900%  |  | $7364554.05        | $7527428.53        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0593 | 2029-03-01      | 4.3900%  |  | $9301783.78        | $9380591.59        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0538 | 2029-02-01      | 4.7100%  |  | $3966891.89        | $4035523.09        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0164 | 2041-06-01      | 2.8000%  |  | $18836.17          | $15238.80          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0147 | 2029-01-01      | 4.8150%  |  | $7887567.57        | $8040124.96        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0140 | 2028-12-01      | 4.8700%  |  | $8226486.49        | $8392861.69        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0082 | 2029-01-01      | 5.2800%  |  | $500675.68         | $515964.81         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9592 | 2028-09-01      | 4.8150%  |  | $5647621.62        | $5742877.23        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9065 | 2028-07-01      | 4.6200%  |  | $385135.14         | $387190.60         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9818 | 2028-10-01      | 5.3100%  |  | $770270.27         | $790067.76         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS8451 | 2028-05-01      | 4.4500%  |  | $55801.76          | $55899.32          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS7273 | 2032-12-01      | 5.2900%  |  | $1553635.14        | $1631531.81        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6767 | 2032-10-01      | 4.2700%  |  | $146008.41         | $145429.38         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HLBS5685 | 2052-05-01      | 4.2000%  |  | $5077482.37        | $4629668.74        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM7392 | 2049-04-01      | 6.1460%  |  | $31526.57          | $32896.06          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM7306 | 2050-04-01      | 6.2150%  |  | $35747.59          | $37202.72          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1BM5375 | 2036-08-01      | 6.1950%  |  | $1090421.92        | $1128574.69        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3871 | 2029-09-01      | 2.7100%  |  | $7323729.73        | $7020830.03        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL2631 | 2029-06-01      | 3.1400%  |  | $71980.87          | $70127.12          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0722 | 2039-01-01      | 4.6900%  |  | $1123351.50        | $1116435.40        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0840 | 2039-02-01      | 4.7000%  |  | $1075218.88        | $1064702.88        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF6742 | 2056-01-01      | 4.9920%  |  | $5960964.40        | $6040096.21        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF5354 | 2055-12-01      | 4.0670%  |  | $783489.75         | $769404.30         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS544861 | 2036-12-01      | 4.7140%  |  | $1530.54           | $1555.62           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462209 | 2036-04-01      | 5.6920%  |  | $59838.81          | $59899.98          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9235 | 2028-08-01      | 4.7600%  |  | $7664189.19        | $7770090.41        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.450 WAWA2224 | 2037-05-01      | 3.4500%  |  | $367185.34         | $332792.19         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6168 | 2032-07-01      | 3.1300%  |  | $1136297.05        | $1060885.94        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS1519 | 2051-03-01      | 2.3900%  |  | $1925675.68        | $1257844.94        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3742 | 2035-05-01      | 4.3200%  |  | $10414054.05       | $10236910.99       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9125 | 2030-07-01      | 4.7750%  |  | $4989810.81        | $5078006.55        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.500 WAWA4456 | 2029-12-01      | 4.5000%  |  | $7616239.56        | $7674077.28        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.250 WNWN1577 | 2032-06-01      | 4.2500%  |  | $8969027.03        | $8881558.09        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS7085 | 2029-11-01      | 4.5700%  |  | $154054.05         | $155916.93         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAM8349 | 2027-04-01      | 2.9800%  |  | $339332.62         | $336653.02         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS5591 | 2037-09-01      | 3.8500%  |  | $550743.24         | $511430.27         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0146 | 2028-12-01      | 5.0000%  |  | $8842247.26        | $9038480.31        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.400 WAWA2535 | 2054-05-01      | 4.4000%  |  | $2640261.95        | $2392554.34        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841475 G        | 2052-08-01      | 3.4050%  |  | $1501700.54        | $1464717.41        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0380 | 2034-01-01      | 4.2600%  |  | $154054.05         | $152320.95         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841386 G        | 2049-05-01      | 6.2880%  |  | $32202.45          | $33498.59          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2014-099 EB     | 2029-07-20      | 1.7500%  |  | $708474.49         | $691326.10         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O FC      | 2066-06-20      | 4.8274%  |  | $2065788.80        | $2084779.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA      | 2065-08-20      | 4.6833%  |  | $2035659.56        | $2048691.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-1O FA      | 2066-01-20      | 4.6833%  |  | $8327359.33        | $8376290.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-1O FD      | 2066-12-20      | 4.6833%  |  | $2663011.50        | $2680371.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-26O FD     | 2065-10-20      | 4.4433%  |  | $4541291.15        | $4553700.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F       | 2066-10-20      | 4.5333%  |  | $1581090.06        | $1587466.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-7O FB      | 2065-03-20      | 4.3833%  |  | $4554135.54        | $4562880.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FB      | 2065-02-20      | 4.4233%  |  | $3177040.23        | $3184606.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-3O FD      | 2065-01-20      | 4.4233%  |  | $3142612.62        | $3149584.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FQ      | 2067-11-20      | 4.5271%  |  | $1228102.89        | $1234739.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 KF     | 2056-02-20      | 4.5229%  |  | $19235561.61       | $19096469.44       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 HT     | 2056-02-20      | 5.0000%  |  | $61513947.08       | $60938894.22       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 FS     | 2056-02-20      | 4.4729%  |  | $14217677.58       | $14164513.87       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 DF     | 2066-02-20      | 4.3729%  |  | $254521.09         | $254063.00         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-003 EY     | 2056-01-20      | 4.7500%  |  | $2090230.82        | $1896642.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-211 HT     | 2055-09-20      | 5.0000%  |  | $10368930.21       | $10404098.16       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FC     | 2055-04-20      | 4.7229%  |  | $22698410.13       | $22761945.71       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-066 FD     | 2055-04-20      | 4.8729%  |  | $13655119.50       | $13743344.59       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 MF     | 2066-02-20      | 4.4729%  |  | $53449646.21       | $53320978.59       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FQ     | 2054-12-20      | 4.7729%  |  | $27047852.83       | $27141368.04       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 DF     | 2054-12-20      | 4.8729%  |  | $29605910.53       | $29767675.86       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 BF     | 2054-11-20      | 4.7229%  |  | $15430429.64       | $15483357.88       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FB     | 2054-06-20      | 4.9229%  |  | $16801738.26       | $16905946.53       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FA     | 2054-06-20      | 4.7729%  |  | $16801738.26       | $16849529.09       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 GF     | 2054-05-20      | 4.8729%  |  | $18435547.74       | $18536297.16       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-104 FD     | 2054-06-20      | 4.8729%  |  | $16671063.45       | $16756235.13       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FA     | 2053-09-20      | 5.0729%  |  | $10485731.94       | $10598632.49       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-140 FA     | 2053-09-20      | 4.9229%  |  | $10300242.77       | $10377610.28       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-066 A      | 2052-07-20      | 4.5000%  |  | $59775354.26       | $59628964.42       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-068 GF     | 2053-05-20      | 4.6729%  |  | $13608703.78       | $13633551.14       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-112 YA     | 2052-06-20      | 2.0000%  |  | $9243243.06        | $6314915.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-128 BA     | 2049-10-20      | 3.7500%  |  | $5466774.28        | $5385958.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-078 HY     | 2052-01-20      | 2.5000%  |  | $15677310.81       | $12498208.24       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 G      | 2047-11-20      | 4.0000%  |  | $17603081.92       | $17271128.88       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-078 VL     | 2052-04-20      | 1.5000%  |  | $4912783.78        | $3268381.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 HA     | 2052-05-20      | 5.2500%  |  | $2864018.99        | $2901572.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-26O FH     | 2072-11-20      | 4.8729%  |  | $20495141.46       | $20813430.07       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-116 KF     | 2051-07-20      | 3.5000%  |  | $31706177.31       | $28215848.56       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 UF     | 2051-06-20      | 3.5000%  |  | $31774739.47       | $28439168.52       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 FM     | 2051-06-20      | 3.5000%  |  | $1345314.04        | $1184119.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-114 FB     | 2051-06-20      | 3.0000%  |  | $22874971.56       | $19585474.41       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FL     | 2069-11-20      | 4.2833%  |  | $3566338.42        | $3570617.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-43 F       | 2049-04-20      | 4.1895%  |  | $16849002.14       | $16532411.60       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-023 FH     | 2049-02-20      | 4.2395%  |  | $23325226.63       | $22889847.48       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-006 FH     | 2049-01-20      | 4.2395%  |  | $11693810.39       | $11507778.35       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-03O FA     | 2070-04-20      | 4.0529%  |  | $16285868.23       | $16259833.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF     | 2070-04-20      | 5.0333%  |  | $3586165.12        | $3640025.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O EF      | 2069-07-20      | 5.1307%  |  | $5846649.41        | $5906768.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FD     | 2070-01-20      | 4.6108%  |  | $4071134.72        | $4099139.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O FE      | 2069-01-20      | 4.3333%  |  | $6452445.95        | $6458789.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG      | 2068-10-20      | 4.7317%  |  | $817457.56         | $823103.56         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FA      | 2068-09-20      | 4.9166%  |  | $5332570.79        | $5369457.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O KF      | 2069-09-20      | 5.1266%  |  | $5187967.92        | $5240301.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-001 AE     | 2030-01-20      | 1.7500%  |  | $1393032.09        | $1349032.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-100 JA     | 2029-07-16      | 1.7500%  |  | $1490001.57        | $1458272.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-020 CA     | 2030-02-20      | 1.7500%  |  | $2603452.12        | $2515284.48        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650PL 04/25/56 | 2056-04-25      | 4.7500%  |  | $107046.00         | $96550.71          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650PK 04/25/56 | 2056-04-25      | 4.5000%  |  | $44453.07          | $38486.05          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650HA 05/25/54 | 2055-06-25      | 5.0000%  |  | $17797094.59       | $17805631.27       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5650FH 04/25/56 | 2056-04-25      | 5.4686%  |  | $38513513.51       | $40437434.19       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5650FE 04/25/56 | 2056-04-25      | 5.1686%  |  | $57770270.27       | $60054936.08       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650DL 04/25/56 | 2056-04-25      | 5.0000%  |  | $4367465.55        | $4168194.12        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650AT 04/25/56 | 2056-04-25      | 4.5000%  |  | $23570013.00       | $22719441.94       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GC 02/15/33 | 2033-02-15      | 4.1000%  |  | $97812744.35       | $96335641.43       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GA 01/15/31 | 2031-01-15      | 4.2500%  |  | $48309807.39       | $47879689.03       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5623DA 06/25/50 | 2050-06-25      | 4.5000%  |  | $37034294.42       | $36723984.07       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5623AH 08/25/48 | 2048-08-25      | 4.2500%  |  | $145331.29         | $143974.87         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616PT 01/25/56 | 2056-01-25      | 4.5000%  |  | $22550623.91       | $21884478.48       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5650CF 04/25/56 | 2056-04-25      | 4.9106%  |  | $38513513.51       | $39477523.26       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616PL 01/25/56 | 2056-01-25      | 4.5000%  |  | $793989.20         | $662471.25         | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616GL 01/15/33 | 2033-01-15      | 4.0500%  |  | $135059411.54      | $131402002.68      | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5607CB 12/25/55 | 2055-12-25      | 4.5000%  |  | $1803338.27        | $1627123.27        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607KT 11/15/32 | 2032-11-15      | 4.2500%  |  | $19368873.75       | $19170162.03       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GH 04/15/31 | 2031-04-15      | 4.2500%  |  | $24453228.53       | $23979292.36       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GC 06/15/31 | 2031-06-15      | 4.2500%  |  | $77909757.90       | $77514807.38       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5397FA 04/25/54 | 2054-04-25      | 4.6119%  |  | $33289076.84       | $33488866.23       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5250AY 01/25/55 | 2055-01-25      | 2.0000%  |  | $3504604.82        | $2130374.51        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5200KP 11/25/49 | 2049-11-25      | 3.0000%  |  | $488823.02         | $453535.37         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5200KD 03/25/52 | 2052-03-25      | 3.0000%  |  | $1538908.79        | $1401248.79        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4815AL 08/15/48 | 2048-08-15      | 3.5000%  |  | $1577155.80        | $1486976.66        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4170PE 01/15/33 | 2033-01-15      | 2.2500%  |  | $27033.50          | $26289.67          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC027PF R26F027 | 2056-04-25      | 4.9722%  |  | $73450989.53       | $73396687.58       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC027ED R26F027 | 2056-04-25      | 4.5000%  |  | $23108108.11       | $22284280.95       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC027DY R26F027 | 2056-04-25      | 5.0000%  |  | $1110384.65        | $1042267.73        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL027DL R26F027 | 2056-04-25      | 5.0000%  |  | $20480.72          | $19081.53          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL027GA R26F027 | 2031-04-25      | 4.0000%  |  | $77409634.14       | $78474429.45       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC113AE R25F113 | 2052-11-25      | 4.2500%  |  | $831594.57         | $815315.00         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC106PY R25F106 | 2055-12-25      | 5.0000%  |  | $1274852.76        | $1184299.54        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL091PL R25F091 | 2055-08-25      | 5.0000%  |  | $92826.81          | $85312.17          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL106PL R25F106 | 2055-12-25      | 5.0000%  |  | $2142273.36        | $1920510.94        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FH R24F060 | 2054-09-25      | 4.9119%  |  | $36765497.95       | $36874531.55       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL065FC R24F065 | 2054-09-25      | 4.8619%  |  | $26134680.24       | $26185154.57       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC024A R23F024  | 2054-07-25      | 4.5000%  |  | $20461926.78       | $20241797.37       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC043QJ R22F043 | 2047-03-25      | 4.0000%  |  | $3284138.44        | $3184781.21        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL043CW R22F043 | 2052-07-25      | 2.0000%  |  | $5322377.31        | $3884412.88        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC022B R22F022  | 2054-07-25      | 2.0000%  |  | $4621621.62        | $2757941.92        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC029AY R22F029 | 2054-07-25      | 2.0000%  |  | $3620270.27        | $2185132.38        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054TA R20F054 | 2043-05-25      | 2.0000%  |  | $356310.96         | $341350.42         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FD 05/25/55 | 2055-05-25      | 4.9119%  |  | $328147.52         | $329121.67         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5051CB 12/25/35 | 2035-12-25      | 1.2500%  |  | $5315977.52        | $4914045.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FC      | 2065-08-20      | 4.1333%  |  | $216826.40         | $216554.27         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 HF     | 2051-06-20      | 3.5000%  |  | $8673067.60        | $7738348.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 VF     | 2051-06-20      | 3.5000%  |  | $23181222.48       | $20586442.66       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5650FD 04/25/56 | 2056-04-25      | 4.6722%  |  | $35718033.24       | $35520966.32       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5607CL 12/25/55 | 2055-12-25      | 4.5000%  |  | $1805221.58        | $1531262.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA      | 2066-12-20      | 4.5508%  |  | $588758.25         | $592575.47         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FD      | 2066-03-20      | 4.7333%  |  | $5588952.45        | $5624209.07        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL007FC R26F007 | 2056-02-25      | 4.4619%  |  | $41375626.81       | $41326995.96       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL014EL R23F014 | 2053-04-25      | 6.0000%  |  | $5391891.89        | $5593187.39        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC027DT R26F027 | 2056-03-25      | 4.5000%  |  | $77027.80          | $74598.65          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC027P R26F027  | 2056-04-25      | 5.0000%  |  | $5699024.84        | $5643554.33        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GB 02/15/31 | 2031-02-15      | 4.2500%  |  | $35984900.37       | $35655842.46       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 F      | 2065-09-20      | 4.7729%  |  | $35625347.78       | $35752259.45       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-200 DA     | 2034-12-20      | 4.0000%  |  | $8063745.13        | $8023308.14        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05315A 01/25/55 | 2055-01-25      | 4.5000%  |  | $16036554.06       | $15948369.05       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-196 YF     | 2054-12-20      | 4.8729%  |  | $18845522.17       | $18945440.26       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5623DY 02/25/56 | 2056-02-25      | 4.5000%  |  | $1761608.11        | $1477039.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 QY     | 2056-02-20      | 4.5000%  |  | $3852121.62        | $3246013.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-099 FA     | 2054-06-20      | 4.9729%  |  | $15202841.27       | $15305954.69       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FH      | 2066-02-20      | 4.7833%  |  | $2093590.66        | $2109685.24        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC074AY R25F074 | 2055-09-25      | 5.0000%  |  | $1064333.27        | $1008832.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FJ      | 2068-06-20      | 4.8607%  |  | $8274457.46        | $8324081.15        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL146KA R12F146 | 2042-11-25      | 1.5000%  |  | $225103.44         | $197216.05         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-18O FE     | 2069-11-20      | 4.6742%  |  | $5465935.08        | $5510521.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-178 GA     | 2046-02-20      | 3.0000%  |  | $8218526.21        | $7879002.45        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081BT R25F081 | 2055-10-25      | 4.5000%  |  | $2726559.36        | $2668437.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC      | 2066-02-20      | 4.7033%  |  | $2906329.19        | $2924148.19        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062LB R13F062 | 2028-06-25      | 1.2500%  |  | $15280.11          | $14985.80          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-026 FA     | 2055-02-20      | 4.9229%  |  | $16323588.12       | $16427344.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-006 DA     | 2043-09-20      | 3.0000%  |  | $8597669.81        | $8301583.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FD      | 2066-01-20      | 4.6933%  |  | $2333453.68        | $2347582.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-16O FH     | 2070-09-20      | 4.7833%  |  | $8820184.26        | $8893696.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 VF     | 2054-05-20      | 4.8729%  |  | $17247254.49       | $17341578.92       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O HF      | 2069-09-20      | 5.1266%  |  | $4649433.45        | $4702267.03        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FM      | 2066-02-20      | 4.7333%  |  | $5786658.75        | $5836182.54        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616NG 01/15/31 | 2031-01-15      | 4.2500%  |  | $29477354.66       | $29113270.01       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616PM 01/25/56 | 2056-01-25      | 4.5000%  |  | $733812.61         | $626000.13         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650PM 04/25/56 | 2056-04-25      | 4.5000%  |  | $42326661.77       | $41666069.56       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC091AB R25F091 | 2055-05-25      | 4.7500%  |  | $490738.90         | $485696.23         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 LF     | 2054-10-20      | 4.3229%  |  | $21234268.39       | $21181944.99       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GL 12/15/32 | 2032-12-15      | 4.0000%  |  | $10184759.08       | $9684405.64        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL029AL R22F029 | 2054-07-25      | 2.0000%  |  | $7702702.70        | $5506636.48        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL007PA R26F007 | 2051-08-25      | 4.5000%  |  | $26169667.96       | $25977033.03       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 ET     | 2055-03-20      | 4.5000%  |  | $29894730.20       | $29163744.26       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-24O FC     | 2072-11-20      | 4.6729%  |  | $61236162.78       | $61801485.42       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 K      | 2055-07-20      | 4.5000%  |  | $6687466.34        | $6439421.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-011 AG     | 2030-01-20      | 1.7500%  |  | $2624316.97        | $2536017.46        | Agency Collateralized Mortgage Obligation |
| FMAC FKAR 04.850 WSWS4021 | 2041-05-01      | 4.8500%  |  | $661047.96         | $647291.33         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0575 G        | 2056-02-01      | 4.5500%  |  | $5778599.88        | $5778233.91        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0574 G        | 2056-03-01      | 4.6350%  |  | $5088603.31        | $5096879.93        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0573 G        | 2056-02-01      | 4.9650%  |  | $2616236.03        | $2648270.53        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.500 WAWA4879 | 2040-12-01      | 4.5000%  |  | $3534636.24        | $3380215.06        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.000 WAWA4839 | 2054-01-01      | 4.0000%  |  | $3016107.98        | $2538058.89        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.100 WAWA4814 | 2039-06-01      | 3.1000%  |  | $480487.38         | $408142.00         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6188 | 2032-07-01      | 4.3400%  |  | $152926.86         | $153115.98         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6177 | 2034-07-01      | 4.4650%  |  | $3451702.01        | $3442927.21        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS4959 | 2029-03-01      | 2.3000%  |  | $38513.51          | $36664.70          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BS4290 | 2029-10-01      | 1.9500%  |  | $308108.11         | $284869.05         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS3121 | 2031-09-01      | 1.7100%  |  | $3926837.84        | $3433972.56        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS1977 | 2031-05-01      | 1.8500%  |  | $41690.31          | $37366.26          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6197 | 2038-07-01      | 4.2400%  |  | $299572.01         | $287427.76         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF3897 | 2055-11-01      | 4.6910%  |  | $5725786.73        | $5724482.21        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF3606 | 2055-12-01      | 4.9380%  |  | $1685793.45        | $1706014.54        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF3125 | 2056-01-01      | 4.8720%  |  | $6624570.78        | $6678679.17        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN7630 | 2032-12-01      | 3.1600%  |  | $34662.16          | $32269.79          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HIAN7185 | 2032-11-01      | 3.3500%  |  | $207342.84         | $201781.83         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN5517 | 2027-05-01      | 2.8600%  |  | $142500.00         | $140961.33         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN2495 | 2028-09-01      | 2.5500%  |  | $144788.32         | $140300.32         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN1835 | 2028-07-01      | 2.5350%  |  | $50190.50          | $48679.09          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN1243 | 2026-06-01      | 2.6400%  |  | $200270.27         | $199754.97         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN0026 | 2035-11-01      | 3.4800%  |  | $162110.95         | $150482.25         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7091 | 2052-10-01      | 3.9350%  |  | $848877.19         | $840461.27         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841680 G        | 2049-12-01      | 5.9570%  |  | $31421.90          | $32701.49          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8589 | 2028-04-01      | 3.4900%  |  | $17401.47          | $17230.52          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.150 WNWN2732 | 2032-07-01      | 4.1500%  |  | $8691729.73        | $8546380.83        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS8635 | 2028-05-01      | 4.4220%  |  | $763789.19         | $764531.59         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1BM5066 | 2036-11-01      | 6.5330%  |  | $1151808.23        | $1204691.59        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1258 | 2029-07-01      | 4.7200%  |  | $8383621.62        | $8505346.22        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XYAL9089 | 2028-09-01      | 2.7910%  |  | $582088.14         | $568989.31         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6512 | 2032-09-01      | 3.7500%  |  | $308108.11         | $295421.76         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG3116 | 2056-03-01      | 4.5340%  |  | $6320196.69        | $6325040.06        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8C1267 G        | 2055-12-01      | 4.9700%  |  | $8028921.89        | $8084029.74        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF3251 | 2055-11-01      | 4.9360%  |  | $2839896.66        | $2865206.77        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF3948 | 2055-12-01      | 4.7190%  |  | $6721253.66        | $6723528.81        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF3949 | 2055-12-01      | 4.9090%  |  | $5850529.29        | $5916563.24        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF8101 | 2055-12-01      | 3.0200%  |  | $781537.90         | $726695.57         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF9006 | 2056-01-01      | 4.6670%  |  | $4095584.75        | $4108752.74        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0541 G        | 2055-12-01      | 4.8050%  |  | $6912330.18        | $6955574.87        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF9007 | 2055-12-01      | 4.3210%  |  | $4952475.14        | $4933783.67        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF8951 | 2056-02-01      | 4.4540%  |  | $7867953.19        | $7866795.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0997 M     | 2056-03-20      | 5.5000%  |  | $7513556.68        | $7600701.41        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 05.000 WNWN0196 | 2040-06-01      | 5.0000%  |  | $5191621.62        | $5223268.02        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ6452 | 2036-02-01      | 4.8200%  |  | $5757770.27        | $5868225.42        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF9894 | 2056-01-01      | 4.7490%  |  | $6042811.00        | $6038745.20        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8C1222 G        | 2055-11-01      | 4.9200%  |  | $7763693.98        | $7805245.26        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-007 FA     | 2064-02-16      | 4.0000%  |  | $65235288.36       | $59290961.93       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL002A1 R26M002 | 2033-01-25      | 3.9500%  |  | $38460337.91       | $37971071.10       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0052A2 R26M00 | 2036-01-25      | 4.3000%  |  | $46216216.22       | $45707067.60       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0051A2 R26M00 | 2036-01-25      | 4.3000%  |  | $83240954.43       | $80994308.88       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA1 R22M01S | 2032-04-25      | 2.0835%  |  | $10199266.54       | $9748783.63        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A1 R22M003 | 2031-11-25      | 1.7073%  |  | $3233182.58        | $3018277.78        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC010A1 R21M010 | 2033-04-25      | 1.5170%  |  | $6364393.12        | $6114025.32        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-178 FA     | 2061-10-16      | 4.0000%  |  | $3513599.85        | $3191457.79        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL005A1 R26M005 | 2035-08-25      | 4.0000%  |  | $22983662.16       | $22600233.39       | Agency Mortgage-Backed Securities         |

### Security 199: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce, REPO,  3.680%, 4/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXT007, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **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 06.000 CLDC3001 | 2054-09-01      | 6.0000%  |  | $848278.57         | $887195.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB8859 | 2054-07-01      | 6.5000%  |  | $1007216.49        | $1051978.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA2972 | 2053-11-01      | 7.0000%  |  | $446732.89         | $478622.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9587 | 2047-05-01      | 4.0000%  |  | $2584863.46        | $2477396.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.400 MYAM1508 | 2030-12-01      | 3.4000%  |  | $378910.48         | $364799.23         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI8375 | 2054-06-01      | 6.0000%  |  | $1037386.25        | $1076221.84        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA5855 | 2051-09-01      | 2.5000%  |  | $31138925.65       | $26319657.91       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQJ8448 | 2054-11-01      | 4.5000%  |  | $1131742.12        | $1104072.16        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ1587 | 2054-08-01      | 6.0000%  |  | $1085867.19        | $1136923.58        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ1586 | 2054-08-01      | 6.0000%  |  | $914620.70         | $952828.97         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ1725 | 2054-08-01      | 5.5000%  |  | $926904.00         | $952081.80         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH5889 | 2053-11-01      | 7.0000%  |  | $1173895.81        | $1255655.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE2847 | 2052-05-01      | 4.5000%  |  | $706210.90         | $686514.68         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8410 | 2054-03-01      | 6.5000%  |  | $404.43            | $419.94            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6605 | 2053-09-01      | 5.5000%  |  | $2794875.52        | $2829988.47        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1569 | 2052-09-01      | 4.5000%  |  | $17568272.14       | $17133281.72       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0704 | 2051-10-01      | 2.5000%  |  | $22495747.03       | $19502470.42       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6410 M     | 2050-01-20      | 3.5000%  |  | $7298987.88        | $6809770.78        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA6584 | 2056-02-01      | 5.0000%  |  | $1251134.64        | $1247638.55        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ4178 | 2055-05-01      | 6.5000%  |  | $26462464.58       | $27803732.25       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL4156 | 2055-10-01      | 5.5000%  |  | $1272.72           | $1300.64           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1842 | 2055-07-01      | 6.0000%  |  | $49414162.39       | $51439055.94       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX8570 | 2055-02-01      | 6.0000%  |  | $1172875.93        | $1232992.86        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX0131 | 2054-12-01      | 6.0000%  |  | $1394693.42        | $1451845.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5073 | 2053-07-01      | 6.0000%  |  | $37098573.18       | $38159221.39       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CL890769 | 2046-11-01      | 3.5000%  |  | $19750293.98       | $18478427.72       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLFS6959 | 2054-01-01      | 7.0000%  |  | $17032870.48       | $18267146.08       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5741 | 2053-07-01      | 6.5000%  |  | $30698981.52       | $32245125.50       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4824 | 2053-06-01      | 5.0000%  |  | $11083882.13       | $11065423.78       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA4805 | 2056-03-01      | 5.5000%  |  | $20305657.65       | $20614574.38       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3881 | 2055-10-01      | 6.0000%  |  | $2765299.70        | $2828464.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA2192 | 2052-04-01      | 2.0000%  |  | $39632032.29       | $32601613.62       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF9900 | 2056-01-01      | 5.5000%  |  | $2202533.79        | $2250723.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9452 | 2054-11-01      | 4.5000%  |  | $1366913.23        | $1330968.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8326 | 2054-04-01      | 5.5000%  |  | $18817223.38       | $19219748.87       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7658 | 2053-12-01      | 7.0000%  |  | $23276150.31       | $25021310.70       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7635 | 2053-12-01      | 7.0000%  |  | $25415140.29       | $27457788.99       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7511 | 2053-11-01      | 6.5000%  |  | $12826310.48       | $13399219.02       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB4205 | 2052-04-01      | 2.0000%  |  | $353605.87         | $285060.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3273 | 2052-04-01      | 4.0000%  |  | $6837757.61        | $6483003.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2837 | 2053-06-01      | 5.5000%  |  | $1216266.47        | $1254293.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY1814 | 2053-05-01      | 5.5000%  |  | $604915.23         | $613854.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX9551 | 2053-03-01      | 6.5000%  |  | $797035.90         | $849704.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX9507 | 2053-03-01      | 5.5000%  |  | $989022.42         | $1003891.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX9310 | 2053-03-01      | 5.5000%  |  | $1229710.46        | $1262214.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6880 | 2053-02-01      | 5.5000%  |  | $676735.60         | $696784.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW9574 | 2052-11-01      | 4.5000%  |  | $662858.82         | $642298.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBV5323 | 2052-03-01      | 2.0000%  |  | $15316481.42       | $12331968.02       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLBU4773 | 2054-06-01      | 7.0000%  |  | $1621949.74        | $1743418.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ1844 | 2050-09-01      | 2.5000%  |  | $17778926.08       | $15004157.23       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDF3886 | 2055-11-01      | 7.0000%  |  | $1499205.13        | $1606421.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD0180 | 2055-04-01      | 7.0000%  |  | $880809.41         | $942730.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC9228 | 2054-12-01      | 5.5000%  |  | $746.16            | $764.52            | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CJ9358 C     | 2041-06-20      | 5.0000%  |  | $163153.23         | $162958.21         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7937 M     | 2052-03-20      | 3.0000%  |  | $12463071.57       | $11119776.79       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4688 | 2054-02-01      | 6.5000%  |  | $15183554.80       | $16025341.21       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3615 | 2054-10-01      | 5.5000%  |  | $876661.67         | $901744.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3906 | 2054-10-01      | 5.5000%  |  | $1016406.24        | $1045319.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM4257 | 2050-09-01      | 2.5000%  |  | $1053497.34        | $903081.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBW7047 | 2052-10-01      | 6.0000%  |  | $873478.74         | $913486.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4775 | 2055-06-01      | 5.5000%  |  | $17084427.05       | $17242275.76       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  |  | $860.45            | $859.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB9797 | 2054-08-01      | 7.0000%  |  | $549.76            | $589.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8374 | 2053-11-01      | 6.5000%  |  | $392.38            | $407.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD0106 | 2055-03-01      | 7.0000%  |  | $441996.70         | $469426.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX5310 | 2053-02-01      | 5.5000%  |  | $911985.91         | $937084.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4208 | 2050-12-01      | 2.0000%  |  | $8544643.33        | $6942810.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1994 | 2055-04-01      | 6.5000%  |  | $44354696.46       | $46934750.02       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7912 | 2046-09-01      | 3.0000%  |  | $68403.42          | $61679.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2495 | 2054-10-01      | 5.5000%  |  | $952747.29         | $976735.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS6942 | 2053-12-01      | 6.5000%  |  | $50756854.20       | $52950903.84       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBM5915 | 2046-11-01      | 3.0000%  |  | $2710067.70        | $2459269.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5865 | 2052-08-01      | 4.5000%  |  | $1281100.33        | $1241367.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  |  | $115660719.11      | $89445060.52       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7935 M     | 2052-03-20      | 2.0000%  |  | $12030615.95       | $9920622.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC7117 | 2054-10-01      | 6.5000%  |  | $35816.28          | $37946.01          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ2578 | 2055-09-01      | 6.0000%  |  | $1078397.01        | $1124399.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB0581 | 2051-05-01      | 2.0000%  |  | $8836559.80        | $7207581.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD4682 | 2055-03-01      | 6.5000%  |  | $1574002.16        | $1659051.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA4940 | 2056-04-01      | 5.0000%  |  | $3131251.25        | $3098888.72        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA5399 | 2056-02-01      | 5.0000%  |  | $1857865.66        | $1841887.39        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL3650 | 2055-12-01      | 6.0000%  |  | $31288856.43       | $32571073.77       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA6603 | 2056-01-01      | 5.5000%  |  | $1712759.63        | $1757521.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF5722 | 2055-11-01      | 6.0000%  |  | $568003.65         | $591744.50         | Agency Mortgage-Backed Securities  |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $38744445.00       | $39281585.36       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  |  | $21918950.00       | $22650557.33       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $85.00             | $82.01             | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $85.00             | $84.18             | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $85.00             | $74.32             | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  |  | $17827815.00       | $12366442.25       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  |  | $85.00             | $60.34             | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  |  | $85.00             | $66.09             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE H 33      | 2033-02-28      | 3.7500%  |  | $6766680.00        | $6623151.73        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $357680.00         | $343373.35         | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN AE 30     | 2030-10-15      | 1.1250%  |  | $1930886.53        | $1922072.81        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $242675.00         | $246091.42         | U.S. Treasuries (including strips) |

### Security 200: MUFG Securities Americas Inc.

- **C.1 - Title:** MUFG Securities Americas Inc., REPO,  3.680%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933DPF004, C.3 - LEI: K5HU16E3LMSVCCJJJ255
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 2022-024 FB     | 2052-02-20      | 3.0000%  |  | $1007060.52        | $868851.20         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 KF     | 2051-11-20      | 3.0000%  |  | $397589.33         | $341809.01         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-160 DF     | 2051-09-20      | 3.5000%  |  | $786769.29         | $700380.02         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-166 CA     | 2050-11-20      | 1.0000%  |  | $396736.38         | $299212.76         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-005 CF     | 2050-01-20      | 3.5000%  |  | $2503677.59        | $2260191.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-001 YF     | 2050-01-20      | 3.5000%  |  | $742361.68         | $670908.96         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 FE     | 2054-05-20      | 4.7729%  |  | $1002498.66        | $1006018.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 VF     | 2055-07-20      | 4.6729%  |  | $692564.10         | $693647.16         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 QF     | 2053-12-20      | 4.7729%  |  | $973918.50         | $978191.47         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-72 YF      | 2048-12-20      | 4.4895%  |  | $2149674.91        | $2036655.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-48 CF      | 2048-04-20      | 4.3895%  |  | $1446267.03        | $1366630.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-32 AF      | 2048-02-20      | 4.0895%  |  | $1193935.77        | $1158433.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-161 FA     | 2046-11-20      | 4.1895%  |  | $1229149.83        | $1208566.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-061 FG     | 2054-04-20      | 4.8229%  |  | $3614397.78        | $3625272.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-173 AX     | 2053-11-20      | 6.0000%  |  | $195652.17         | $202831.24         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-170 FA     | 2053-11-20      | 4.9229%  |  | $2628464.22        | $2658547.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-165 DY     | 2053-11-20      | 6.0000%  |  | $1304347.83        | $1343587.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-164 EL     | 2053-11-20      | 6.0000%  |  | $652173.91         | $675995.87         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 FA     | 2053-08-20      | 4.7529%  |  | $2269587.84        | $2277888.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 MF     | 2053-08-20      | 4.7229%  |  | $693005.31         | $694914.62         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-100 AY     | 2053-07-20      | 6.0000%  |  | $260869.57         | $269905.30         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 MF     | 2053-05-20      | 4.8229%  |  | $3342839.28        | $3356677.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 FG     | 2053-05-20      | 4.7229%  |  | $2304448.70        | $2309698.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-040 MF     | 2053-03-20      | 4.6729%  |  | $2530131.73        | $2532557.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-018 FA     | 2053-02-20      | 4.6229%  |  | $119215.91         | $118617.75         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-023 FB     | 2053-02-20      | 5.0229%  |  | $1158925.17        | $1152256.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-022 YF     | 2052-02-20      | 3.0000%  |  | $8837429.09        | $7636622.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-013 FC     | 2053-01-20      | 4.7329%  |  | $79677.31          | $79522.75          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-205 EC     | 2052-10-20      | 5.0000%  |  | $523814.93         | $532246.60         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-032 FL     | 2053-01-20      | 4.5229%  |  | $405113.77         | $401496.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-034 FE     | 2052-02-20      | 3.0000%  |  | $307895.58         | $263899.97         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-101 TF     | 2053-07-20      | 4.7229%  |  | $179328.36         | $179926.08         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-009 FE     | 2052-01-20      | 2.5000%  |  | $1834055.72        | $1553322.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-192 FB     | 2055-11-20      | 4.8229%  |  | $6442546.96        | $6427379.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-044 FH     | 2054-03-20      | 4.6729%  |  | $836292.54         | $837081.04         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 DF     | 2053-05-20      | 4.6729%  |  | $3293946.65        | $3292908.54        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-038 FE     | 2053-03-20      | 4.5729%  |  | $3020126.74        | $3018291.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-183 FB     | 2054-11-20      | 4.8229%  |  | $4203334.70        | $4215808.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-104 FA     | 2052-06-20      | 4.5000%  |  | $1000355.86        | $943429.61         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 FH     | 2055-04-20      | 4.7229%  |  | $2762240.09        | $2770477.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-53 FE      | 2047-10-20      | 4.0895%  |  | $820460.86         | $800840.83         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-22O FB     | 2072-10-20      | 4.7729%  |  | $1435698.92        | $1460960.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-18O AF     | 2069-10-20      | 4.4333%  |  | $1378032.80        | $1377373.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FA     | 2052-02-20      | 3.0000%  |  | $2082064.09        | $1801651.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-059 LG     | 2054-04-20      | 6.0000%  |  | $260869.57         | $267576.52         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-055 FC     | 2050-04-20      | 3.5000%  |  | $4010857.96        | $3576848.81        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-164 LD     | 2053-11-20      | 6.5000%  |  | $623238.26         | $651109.27         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2014-131 KF     | 2044-09-16      | 4.0870%  |  | $232862.08         | $228989.56         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-70 FM      | 2049-06-20      | 4.1895%  |  | $678855.91         | $664011.46         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-084 FE     | 2055-05-20      | 5.0729%  |  | $1078912.29        | $1089231.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 FE     | 2055-05-20      | 4.8229%  |  | $3944753.15        | $3967947.02        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FN     | 2055-05-20      | 4.7229%  |  | $5367723.92        | $5405491.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FE     | 2055-05-20      | 4.6729%  |  | $4697314.30        | $4723637.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-004 FD     | 2055-01-20      | 4.7729%  |  | $7993953.69        | $8030193.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-004 FA     | 2055-01-20      | 4.7229%  |  | $6282339.69        | $6302513.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 FC     | 2055-02-20      | 4.7829%  |  | $4284126.29        | $4304554.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 BF     | 2055-02-20      | 4.7729%  |  | $4701147.59        | $4721152.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-151 GF     | 2054-09-20      | 4.7729%  |  | $5390628.39        | $5409373.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-127 FC     | 2054-08-20      | 4.9229%  |  | $3835972.24        | $3855317.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 FB     | 2054-05-20      | 4.9729%  |  | $2654446.37        | $2672577.59        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.000 CLFS7361 | 2050-06-01      | 5.0000%  |  | $292968.64         | $293990.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS7262 | 2053-11-01      | 4.0000%  |  | $886373.13         | $845957.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6855 | 2054-02-01      | 6.5000%  |  | $85629.41          | $89453.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIFS6523 | 2038-12-01      | 5.5000%  |  | $23595.31          | $24162.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP7229 | 2050-07-01      | 2.0000%  |  | $3353204.13        | $2728517.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP3574 | 2051-07-01      | 2.5000%  |  | $2566.50           | $2204.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO2325 | 2049-09-01      | 3.5000%  |  | $979.41            | $904.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBM5466 | 2043-10-01      | 2.5000%  |  | $29875.31          | $26493.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR0015 | 2043-02-01      | 3.0000%  |  | $5450.04           | $4992.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL7696 | 2043-12-01      | 3.0000%  |  | $262.34            | $240.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTAL5145 | 2033-10-01      | 4.0000%  |  | $2705.16           | $2666.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL4898 | 2027-01-01      | 4.5000%  |  | $2.16              | $2.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL4324 | 2040-05-01      | 6.5000%  |  | $5970.54           | $6355.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL0909 | 2040-06-01      | 5.5000%  |  | $1843.14           | $1893.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555531 | 2033-06-01      | 5.5000%  |  | $4512.16           | $4652.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL256022 | 2035-12-01      | 5.5000%  |  | $15.83             | $16.37             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q45735 G | 2047-01-01      | 3.0000%  |  | $1758103.81        | $1586333.56        | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC H09197 G | 2038-10-01      | 6.5000%  |  | $460.62            | $473.97            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC C68093 G | 2032-06-01      | 6.0000%  |  | $2698.98           | $2763.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS5930 | 2053-07-01      | 4.5000%  |  | $2217.61           | $2153.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4524 | 2053-05-01      | 5.0000%  |  | $10087.55          | $10071.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1873 | 2052-05-01      | 3.0000%  |  | $5887.87           | $5260.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFS1861 | 2037-05-01      | 3.0000%  |  | $1060.62           | $1016.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1485 | 2046-11-01      | 3.0000%  |  | $8328.87           | $7628.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1169 | 2052-03-01      | 3.0000%  |  | $5826.41           | $5125.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1082 | 2052-03-01      | 2.5000%  |  | $1307.85           | $1129.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL725948 | 2034-10-01      | 5.5000%  |  | $11.42             | $11.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU3735 | 2043-08-01      | 3.0000%  |  | $6014.47           | $5500.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAS8740 | 2037-02-01      | 3.5000%  |  | $1421.02           | $1374.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS7943 | 2046-09-01      | 4.0000%  |  | $80716.39          | $77938.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS7638 | 2031-07-01      | 2.5000%  |  | $2834.09           | $2737.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6515 | 2046-01-01      | 4.0000%  |  | $453.05            | $435.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS5952 | 2045-10-01      | 4.5000%  |  | $1539.35           | $1521.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4415 | 2051-09-01      | 3.0000%  |  | $772910.35         | $682425.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4383 | 2036-07-01      | 2.0000%  |  | $49081.31          | $45100.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  |  | $946030.87         | $802417.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFM6315 | 2040-06-01      | 6.5000%  |  | $12767.61          | $13400.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4158 | 2050-10-01      | 2.0000%  |  | $39920.19          | $32444.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM9679 | 2046-09-01      | 4.5000%  |  | $4248.44           | $4206.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3120 | 2047-09-01      | 3.5000%  |  | $5383.34           | $5022.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTAL4778 | 2032-10-01      | 4.0000%  |  | $1279.52           | $1270.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2310 | 2048-09-01      | 5.0000%  |  | $162297.34         | $163421.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3570 | 2046-03-01      | 4.5000%  |  | $256.48            | $253.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG0416 | 2056-03-01      | 5.0000%  |  | $1989483.13        | $1982931.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  |  | $9568.69           | $8581.96           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY8960 | 2055-07-01      | 6.0000%  |  | $70925.19          | $73274.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE0517 | 2035-11-01      | 5.5000%  |  | $13986.81          | $14446.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD0727 | 2039-08-01      | 6.0000%  |  | $402.45            | $420.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  |  | $7877.86           | $7935.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5507 | 2039-10-01      | 5.0000%  |  | $1865.67           | $1884.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  |  | $26966.65          | $27596.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5246 | 2054-01-01      | 5.5000%  |  | $306.05            | $308.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5266 | 2039-02-01      | 5.0000%  |  | $897.99            | $907.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5217 | 2053-12-01      | 6.5000%  |  | $19043.27          | $19773.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFS0527 | 2034-10-01      | 4.0000%  |  | $1227.14           | $1224.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0332 | 2052-01-01      | 3.0000%  |  | $238507.53         | $213285.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM8543 | 2044-11-01      | 5.0000%  |  | $5445.19           | $5509.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8404 | 2051-08-01      | 3.5000%  |  | $34107.86          | $31740.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8196 | 2048-12-01      | 3.5000%  |  | $864.08            | $806.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM7290 | 2051-05-01      | 3.0000%  |  | $24858.42          | $22284.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM6818 | 2050-08-01      | 3.5000%  |  | $10242.12          | $9489.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM5608 | 2051-01-01      | 2.5000%  |  | $118941.75         | $100168.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM5024 | 2050-12-01      | 2.5000%  |  | $87069.65          | $74452.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5233 | 2053-12-01      | 4.5000%  |  | $17251.35          | $16683.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5087 | 2038-07-01      | 5.5000%  |  | $11193.62          | $11463.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  |  | $652097.06         | $659030.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  |  | $557093.05         | $563299.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA4797 | 2037-11-01      | 4.0000%  |  | $10025.02          | $9817.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIFM4674 | 2028-10-01      | 4.5000%  |  | $7.00              | $7.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3182 | 2047-11-01      | 3.5000%  |  | $17515.49          | $16267.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CNMA2883 | 2027-01-01      | 3.0000%  |  | $347.55            | $346.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3592 | 2049-02-01      | 4.0000%  |  | $719.68            | $688.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA1239 | 2032-11-01      | 3.5000%  |  | $1060.86           | $1040.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0939 | 2031-12-01      | 4.5000%  |  | $31074.09          | $31234.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0792 | 2031-07-01      | 4.5000%  |  | $31364.44          | $31546.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB8719 | 2043-03-01      | 3.0000%  |  | $9784.55           | $8967.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB5463 | 2042-06-01      | 3.0000%  |  | $289.76            | $265.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995838 | 2039-05-01      | 5.5000%  |  | $3260.96           | $3366.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995655 | 2038-07-01      | 5.5000%  |  | $2695.40           | $2796.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL929155 | 2038-01-01      | 5.5000%  |  | $1124.71           | $1159.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL889641 | 2037-08-01      | 5.5000%  |  | $536.11            | $548.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS8868 | 2053-02-01      | 5.0000%  |  | $1412729.78        | $1402084.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4573 | 2052-09-01      | 5.0000%  |  | $50201.83          | $49804.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5294 | 2052-11-01      | 5.5000%  |  | $13508.74          | $13722.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5278 | 2052-11-01      | 5.0000%  |  | $77831.33          | $77460.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  |  | $9066.40           | $9133.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  |  | $101.07            | $89.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2664 | 2052-01-01      | 3.0000%  |  | $36404.23          | $32252.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA9038 | 2051-02-01      | 2.5000%  |  | $19708.40          | $16925.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA5216 | 2050-02-01      | 3.0000%  |  | $1432.18           | $1283.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA4182 | 2049-09-01      | 4.5000%  |  | $1554.50           | $1522.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2417 | 2048-10-01      | 4.5000%  |  | $311.34            | $306.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2580 | 2048-11-01      | 4.5000%  |  | $4373.65           | $4306.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2575 | 2048-11-01      | 4.5000%  |  | $2135.95           | $2099.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1354 | 2048-03-01      | 3.5000%  |  | $11799.85          | $11008.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5760 | 2055-07-01      | 5.5000%  |  | $2436.92           | $2454.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM2001 | 2049-09-01      | 5.0000%  |  | $3668.79           | $3685.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4699 | 2052-08-01      | 3.5000%  |  | $19234.22          | $17641.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  |  | $52877.24          | $46563.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4686 | 2052-06-01      | 5.0000%  |  | $124564.44         | $123625.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4684 | 2052-06-01      | 4.5000%  |  | $1031.83           | $1000.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4623 | 2052-06-01      | 2.5000%  |  | $186927.72         | $158173.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5300 | 2039-03-01      | 5.5000%  |  | $26871.86          | $27518.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4282 | 2051-03-01      | 2.5000%  |  | $46090.77          | $39163.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4210 | 2050-12-01      | 2.5000%  |  | $98424.30          | $83632.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4170 | 2050-10-01      | 4.5000%  |  | $22703.60          | $22305.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4078 | 2050-07-01      | 2.5000%  |  | $26020.39          | $22139.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  |  | $9931.60           | $9109.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3802 | 2049-10-01      | 3.0000%  |  | $14366.74          | $12805.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3685 | 2049-06-01      | 3.0000%  |  | $121.29            | $108.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM0036 | 2049-08-01      | 5.0000%  |  | $436.88            | $439.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA5177 | 2050-11-01      | 4.0000%  |  | $446820.00         | $428133.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU7835 | 2051-12-01      | 2.5000%  |  | $258578.98         | $221264.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS7557 | 2046-07-01      | 4.0000%  |  | $346.44            | $334.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3902 | 2050-01-01      | 2.5000%  |  | $36742.56          | $31274.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL0848 | 2026-09-01      | 4.0000%  |  | $65.15             | $65.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  |  | $568080.47         | $561875.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM2574 | 2035-02-01      | 2.5000%  |  | $12647.61          | $12085.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0968 | 2031-12-01      | 4.5000%  |  | $11875.83          | $11887.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL7359 | 2029-05-01      | 4.0000%  |  | $2266.14           | $2265.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB2785 | 2054-05-01      | 5.5000%  |  | $4219.83           | $4313.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5471 | 2045-06-01      | 3.5000%  |  | $2164.90           | $2034.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4055 | 2050-06-01      | 2.5000%  |  | $74954.86          | $63776.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIBM5490 | 2031-11-01      | 3.5000%  |  | $1602.69           | $1593.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR1001 | 2051-05-01      | 2.5000%  |  | $8612.74           | $7418.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT2415 | 2051-07-01      | 2.5000%  |  | $315928.23         | $267446.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS3930 | 2053-02-01      | 5.5000%  |  | $47131.55          | $48269.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1645 | 2055-05-01      | 5.5000%  |  | $64646.54          | $65245.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5117 | 2055-07-01      | 6.0000%  |  | $54736.04          | $56017.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3008 | 2047-05-01      | 4.5000%  |  | $307.97            | $300.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIBM1382 | 2031-03-01      | 4.0000%  |  | $5.56              | $5.55              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8551 | 2052-06-01      | 3.0000%  |  | $1029432.84        | $918470.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS0516 | 2038-08-01      | 3.0000%  |  | $418.48            | $397.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  |  | $695.09            | $664.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM2899 | 2046-11-01      | 4.5000%  |  | $7091.95           | $7022.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB6212 | 2042-09-01      | 3.0000%  |  | $8507.64           | $7799.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  |  | $27.03             | $26.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4184 | 2050-11-01      | 3.0000%  |  | $97.62             | $86.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA5161 | 2052-04-01      | 2.5000%  |  | $755320.70         | $653031.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA5170 | 2052-08-01      | 3.0000%  |  | $774543.65         | $687162.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIFA1399 | 2040-04-01      | 5.5000%  |  | $355.95            | $367.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0445 | 2055-01-01      | 5.5000%  |  | $10511.28          | $10589.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9216 | 2054-09-01      | 6.0000%  |  | $245053.31         | $251223.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9061 | 2054-08-01      | 6.0000%  |  | $277246.75         | $284326.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9793 | 2055-01-01      | 5.5000%  |  | $92656.74          | $94847.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7612 | 2053-12-01      | 6.0000%  |  | $7296.72           | $7505.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7459 | 2053-11-01      | 5.0000%  |  | $8807.91           | $8721.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM1727 | 2049-09-01      | 5.0000%  |  | $51191.38          | $51493.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6322 | 2053-05-01      | 5.5000%  |  | $10232.45          | $10369.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5732 | 2053-02-01      | 5.5000%  |  | $4093.64           | $4179.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6248 | 2053-05-01      | 5.0000%  |  | $18476.94          | $18434.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB4639 | 2052-09-01      | 6.0000%  |  | $41166.92          | $42594.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM5021 | 2044-05-01      | 5.5000%  |  | $400.66            | $414.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBM3054 | 2031-11-01      | 2.0000%  |  | $7976.54           | $7608.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ9256 | 2048-06-01      | 4.0000%  |  | $14860.76          | $14101.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH9314 | 2047-09-01      | 3.5000%  |  | $1523.91           | $1425.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1696 | 2055-10-01      | 6.0000%  |  | $853500.18         | $873513.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6231 | 2055-10-01      | 6.0000%  |  | $1043086.84        | $1068996.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA7307 | 2054-01-01      | 6.5000%  |  | $3564.74           | $3703.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL881250 | 2036-09-01      | 5.5000%  |  | $448.44            | $462.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL824601 | 2034-12-01      | 5.5000%  |  | $383.39            | $393.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL825392 | 2035-06-01      | 5.5000%  |  | $4261.17           | $4292.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL782335 | 2034-05-01      | 5.5000%  |  | $792.17            | $797.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735227 | 2035-02-01      | 5.5000%  |  | $3755.35           | $3849.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA4847 | 2052-11-01      | 6.0000%  |  | $8670.20           | $8931.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTFM0071 | 2040-02-01      | 3.5000%  |  | $4009.62           | $3838.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU1114 | 2051-10-01      | 2.5000%  |  | $3704578.19        | $3186972.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7968 | 2054-02-01      | 5.0000%  |  | $391266.53         | $386802.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 ZLFP0012 | 2051-08-01      | 3.0000%  |  | $1384.49           | $1240.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8524 | 2052-09-01      | 5.0000%  |  | $166580.74         | $165170.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8253 | 2052-08-01      | 5.0000%  |  | $240281.08         | $238352.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB4921 | 2052-10-01      | 6.0000%  |  | $107224.21         | $111690.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS5346 | 2036-04-01      | 2.5000%  |  | $20980.36          | $20216.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK4689 | 2048-07-01      | 4.5000%  |  | $5910.42           | $5849.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6762 | 2053-07-01      | 6.0000%  |  | $2283.82           | $2352.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6934 | 2053-09-01      | 5.5000%  |  | $8607.61           | $8759.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6402 | 2053-11-01      | 6.0000%  |  | $580575.26         | $603519.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5389 | 2054-06-01      | 6.0000%  |  | $85727.77          | $87788.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAR6002 | 2028-03-01      | 3.0000%  |  | $1075.36           | $1063.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2127 | 2043-04-01      | 3.0000%  |  | $51711.63          | $47367.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL8113 | 2042-02-01      | 5.5000%  |  | $16.09             | $16.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4977 | 2053-04-01      | 4.5000%  |  | $64784.78          | $62786.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2317 | 2052-04-01      | 2.5000%  |  | $2483.74           | $2125.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM1339 | 2049-08-01      | 3.0000%  |  | $89674.59          | $80851.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV4145 | 2052-03-01      | 3.0000%  |  | $357919.32         | $318786.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8320 | 2051-08-01      | 2.5000%  |  | $198424.14         | $167082.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5651 | 2040-03-01      | 5.0000%  |  | $1077.32           | $1088.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS5469 | 2045-07-01      | 4.0000%  |  | $7292.92           | $7020.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTFS4542 | 2042-09-01      | 3.5000%  |  | $3034.21           | $2887.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CICB4243 | 2037-07-01      | 3.5000%  |  | $79.68             | $77.09             | Agency Mortgage-Backed Securities         |

### Security 201: Prudential Insurance Co. of America

- **C.1 - Title:** Prudential Insurance Co. of America, REPO,  3.690%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933DQX004, C.3 - LEI: X574KRZ6V5A7UBU45C31
- **C.18 - Value (incl. sponsor support):** $291500000.00
- **C.18.a - Value (excl. sponsor support):** $291500000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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       | $42407000.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42407000.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42407000.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42407000.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42407000.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42407000.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 01/15/2030 | 2030-01-15      | 0.0000%  |  | $50000000.00       | $43150000.00       | Agency Debentures and Agency Strips |

### Security 202: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.660%, 4/30/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $4247000000.00
- **C.18.a - Value (excl. sponsor support):** $4247000000.00
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF CC0198 C     | 2051-04-20      | 3.0000%  |  | $4613465.14        | $4115709.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU5005 C     | 2050-05-20      | 3.5000%  |  | $1102228.17        | $1021872.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3391 C     | 2050-05-20      | 5.0000%  |  | $390885.71         | $391521.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3326 C     | 2050-05-20      | 3.0000%  |  | $1091210.19        | $983540.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CJ2186 C     | 2052-06-20      | 6.0000%  |  | $937542.71         | $1011247.62        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSL3225 | 2052-03-01      | 2.0000%  |  | $7460207.90        | $6094218.97        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1474 | 2055-05-01      | 6.5000%  |  | $6691820.40        | $7006427.42        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY8608 | 2055-07-01      | 6.0000%  |  | $817652.48         | $854616.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQY8232 | 2055-06-01      | 7.0000%  |  | $559010.67         | $591641.42         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY8133 | 2055-07-01      | 6.0000%  |  | $761360.78         | $782723.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY7388 | 2055-07-01      | 6.5000%  |  | $875273.77         | $918315.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQY6690 | 2055-07-01      | 4.5000%  |  | $826404.85         | $806347.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6714 M     | 2050-06-20      | 5.0000%  |  | $286841.97         | $290202.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3787 C     | 2050-04-20      | 4.0000%  |  | $561658.83         | $535435.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3780 C     | 2050-04-20      | 4.0000%  |  | $388283.70         | $365846.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3284 C     | 2050-04-20      | 4.0000%  |  | $4417234.79        | $4214423.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6157 M     | 2049-09-20      | 5.0000%  |  | $104501.77         | $105728.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7381 C     | 2054-01-20      | 8.0000%  |  | $930604.15         | $968675.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7481 M     | 2038-12-20      | 7.0000%  |  | $59869.81          | $62517.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA5799 | 2040-08-01      | 4.5000%  |  | $786.14            | $783.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY7570 | 2055-07-01      | 6.5000%  |  | $864957.19         | $908424.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7624 C     | 2054-01-20      | 8.0000%  |  | $1794755.23        | $1890506.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1540 C     | 2053-09-20      | 7.5000%  |  | $1090774.98        | $1161330.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7627 C     | 2054-01-20      | 7.5000%  |  | $1331542.63        | $1418869.19        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY6711 | 2055-06-01      | 6.5000%  |  | $602383.64         | $632005.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7090 C     | 2055-01-20      | 7.0000%  |  | $1728856.75        | $1861994.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8320 | 2054-06-01      | 5.5000%  |  | $7781723.57        | $7976245.90        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW9306 C     | 2050-08-20      | 2.0000%  |  | $327032.41         | $267083.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7383 C     | 2054-01-20      | 8.0000%  |  | $5228834.00        | $5442827.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4013 | 2035-05-01      | 2.5000%  |  | $501738.26         | $474289.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6716 M     | 2050-06-20      | 6.0000%  |  | $230892.09         | $243410.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7813 C     | 2053-11-20      | 7.5000%  |  | $19087564.64       | $20112223.29       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3782 C     | 2050-04-20      | 4.0000%  |  | $459727.48         | $432885.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3996 C     | 2063-08-20      | 2.0000%  |  | $240754.57         | $187002.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9570 C     | 2052-07-20      | 4.5000%  |  | $737475.14         | $719982.23         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CR2394 X     | 2053-05-15      | 6.0000%  |  | $2990161.16        | $3221515.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8030 M     | 2051-08-20      | 3.0000%  |  | $205427.06         | $182158.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5373 C     | 2052-12-20      | 7.5000%  |  | $596546.10         | $622775.04         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ2900 | 2055-09-01      | 5.5000%  |  | $779307.15         | $785081.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR0057 C     | 2052-12-20      | 7.5000%  |  | $947205.53         | $1032431.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU9140 C     | 2053-06-20      | 6.0000%  |  | $772829.80         | $805735.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7816 C     | 2053-11-20      | 7.5000%  |  | $1612830.54        | $1718604.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7815 C     | 2053-11-20      | 7.5000%  |  | $2153297.46        | $2292579.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7790 C     | 2053-11-20      | 7.0000%  |  | $643621.36         | $674591.35         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD7084 X     | 2047-10-15      | 4.0000%  |  | $1032963.60        | $979041.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA9058 M     | 2050-08-20      | 3.0000%  |  | $294035.90         | $258298.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8411 M     | 2052-10-20      | 5.0000%  |  | $52747.23          | $52757.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8379 M     | 2052-06-20      | 5.0000%  |  | $61750.87          | $62214.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8304 M     | 2045-10-20      | 3.5000%  |  | $75610.22          | $68454.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CL8529 C     | 2039-07-20      | 5.5000%  |  | $497981.31         | $512577.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CT5358 C     | 2063-03-20      | 5.5000%  |  | $331669.18         | $334307.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7866 M     | 2052-01-20      | 2.5000%  |  | $487114.38         | $404876.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8381 M     | 2052-09-20      | 5.0000%  |  | $56455.53          | $56466.63          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7157 C     | 2055-01-20      | 6.0000%  |  | $899475.41         | $940728.05         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5353 | 2054-04-01      | 6.0000%  |  | $5645428.09        | $5864978.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3997 C     | 2063-05-20      | 1.5000%  |  | $114904.56         | $81640.84          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5602 C     | 2064-10-20      | 6.5000%  |  | $4282631.44        | $4494380.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5693 | 2049-03-01      | 4.0000%  |  | $6708479.92        | $6448736.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7811 M     | 2051-12-20      | 2.5000%  |  | $95382.47          | $79200.20          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CV4691 C     | 2063-07-20      | 6.0000%  |  | $287572.34         | $294655.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3444 C     | 2053-05-20      | 6.0000%  |  | $783312.21         | $811722.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9272 C     | 2050-05-20      | 4.0000%  |  | $441881.62         | $416611.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5420 C     | 2064-08-20      | 4.0000%  |  | $698253.54         | $657979.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1534 C     | 2053-09-20      | 7.5000%  |  | $5763003.52        | $6089212.58        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7724 C     | 2063-12-20      | 7.5000%  |  | $256439.28         | $267696.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3785 C     | 2050-04-20      | 4.0000%  |  | $784404.13         | $740234.59         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP7290 X     | 2045-10-15      | 4.5000%  |  | $325956.39         | $318585.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG6307 C     | 2054-11-20      | 5.5000%  |  | $867143.50         | $884090.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7807 C     | 2054-12-20      | 5.5000%  |  | $1965719.69        | $2005335.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4923 | 2045-05-01      | 3.5000%  |  | $6841678.80        | $6421050.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3122 C     | 2053-12-20      | 8.0000%  |  | $1119680.36        | $1178443.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6871 M     | 2050-09-20      | 5.5000%  |  | $210522.73         | $217742.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2938 C     | 2053-10-20      | 7.5000%  |  | $4439521.33        | $4807091.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1404 C     | 2054-05-20      | 6.5000%  |  | $1308106.24        | $1396427.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ4372 | 2055-06-01      | 5.5000%  |  | $49942574.44       | $50733231.97       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3325 C     | 2050-05-20      | 3.0000%  |  | $820005.96         | $731494.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8153 | 2054-06-01      | 6.0000%  |  | $669.42            | $694.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0433 C     | 2054-03-20      | 6.0000%  |  | $1198847.84        | $1257099.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU0673 C     | 2050-04-20      | 4.0000%  |  | $614858.36         | $577521.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CN3251 C     | 2052-04-20      | 5.0000%  |  | $956463.32         | $988797.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BY1855 C     | 2050-12-20      | 4.0000%  |  | $576963.72         | $543703.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0915 C     | 2064-08-20      | 2.5000%  |  | $518110.69         | $425484.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSL3842 | 2053-02-01      | 4.0000%  |  | $3798313.90        | $3620599.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG4174 | 2056-03-01      | 5.0000%  |  | $849.40            | $845.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL4385 | 2052-07-01      | 3.0000%  |  | $14126180.29       | $12559728.15       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG5878 | 2056-03-01      | 5.5000%  |  | $1758344.64        | $1774833.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF4407 C     | 2064-11-20      | 4.0000%  |  | $753691.76         | $710219.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY6943 | 2055-07-01      | 6.5000%  |  | $843972.85         | $887297.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA4127 | 2055-12-01      | 4.5000%  |  | $15841269.53       | $15421048.17       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3783 C     | 2050-04-20      | 4.0000%  |  | $410027.82         | $385841.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3781 C     | 2050-04-20      | 4.0000%  |  | $115071.12         | $108217.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3788 C     | 2050-04-20      | 4.0000%  |  | $172006.73         | $161561.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3786 C     | 2050-04-20      | 4.0000%  |  | $255666.40         | $240590.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT1002 C     | 2050-06-20      | 4.5000%  |  | $370560.19         | $373898.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9465 C     | 2050-04-20      | 4.0000%  |  | $949005.05         | $901741.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BM9834 C     | 2049-06-20      | 6.0000%  |  | $318991.78         | $337889.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5275 C     | 2053-01-20      | 7.5000%  |  | $558131.48         | $584289.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9534 C     | 2052-07-20      | 4.5000%  |  | $573202.71         | $559606.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785053 C     | 2050-06-20      | 4.5000%  |  | $55611360.26       | $53352593.65       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C     | 2050-06-20      | 5.5000%  |  | $3046046.25        | $3221813.27        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736644 X     | 2031-05-15      | 6.5000%  |  | $84758.48          | $87496.82          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736641 X     | 2032-05-15      | 6.5000%  |  | $136979.64         | $141724.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 736306 C     | 2031-02-20      | 7.0000%  |  | $96011.00          | $98004.21          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK3334 C     | 2065-05-20      | 7.0000%  |  | $10134414.53       | $10635970.08       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8875 C     | 2055-02-20      | 6.5000%  |  | $895503.86         | $953808.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6287 C     | 2055-02-20      | 6.5000%  |  | $1039043.28        | $1119595.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7806 C     | 2054-12-20      | 5.5000%  |  | $1736261.64        | $1774857.57        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY5669 | 2055-06-01      | 5.0000%  |  | $5490284.95        | $5453970.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY5310 | 2055-06-01      | 6.0000%  |  | $925067.83         | $968407.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3652 | 2055-05-01      | 5.5000%  |  | $20717602.83       | $20904461.79       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4413 | 2055-05-01      | 6.0000%  |  | $1076786.07        | $1104757.74        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX9235 | 2055-03-01      | 6.5000%  |  | $199154.70         | $211337.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX8777 | 2055-03-01      | 6.5000%  |  | $4533066.46        | $4707012.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  |  | $6933870.45        | $6227447.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7908 | 2046-09-01      | 3.0000%  |  | $6901673.03        | $6228621.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7470 | 2046-07-01      | 3.5000%  |  | $7076644.78        | $6626957.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8005 | 2046-09-01      | 3.0000%  |  | $7767452.31        | $7005939.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS6633 | 2046-02-01      | 3.0000%  |  | $7152044.14        | $6475310.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6100 | 2045-11-01      | 3.5000%  |  | $6528633.27        | $6143996.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5518 | 2045-07-01      | 3.5000%  |  | $6303857.85        | $5913003.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6262 | 2045-11-01      | 3.5000%  |  | $7452847.67        | $6981057.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2128 | 2042-08-01      | 3.5000%  |  | $26996956.71       | $25550747.74       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL9948 | 2047-03-01      | 3.5000%  |  | $7449645.38        | $6960774.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3314 | 2042-12-01      | 3.5000%  |  | $5877061.64        | $5541544.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2252 | 2042-08-01      | 3.5000%  |  | $6258557.33        | $5905134.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT7933 | 2043-07-01      | 3.0000%  |  | $2654080.93        | $2430713.47        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX4669 | 2055-01-01      | 7.0000%  |  | $862395.34         | $926748.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA6028 | 2056-04-01      | 4.5000%  |  | $849.40            | $820.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  |  | $554.57            | $567.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  |  | $574810.99         | $588995.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  |  | $565.50            | $479.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA1356 | 2043-02-01      | 3.5000%  |  | $10871365.37       | $10257379.64       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1850 | 2056-01-01      | 5.5000%  |  | $35281230.85       | $35656423.21       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0720 | 2055-07-01      | 6.0000%  |  | $16329987.23       | $16969485.86       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7889 | 2052-06-01      | 3.0000%  |  | $14920587.19       | $13263745.51       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6871 | 2054-01-01      | 6.5000%  |  | $134454427.94      | $140581471.45      | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX6633 | 2055-02-01      | 5.5000%  |  | $7011648.99        | $7120675.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM7936 | 2036-07-01      | 2.0000%  |  | $25587748.88       | $23498628.60       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4232 | 2055-04-01      | 5.5000%  |  | $7455661.12        | $7530376.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA3327 | 2055-07-01      | 4.5000%  |  | $10689254.24       | $10366053.95       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3121 C     | 2053-12-20      | 8.0000%  |  | $1030263.70        | $1084250.21        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5759 | 2051-09-01      | 2.5000%  |  | $775352.48         | $652499.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  |  | $179774705.19      | $178253212.00      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6018 C     | 2053-10-20      | 7.5000%  |  | $875239.53         | $947705.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2978 C     | 2053-10-20      | 7.5000%  |  | $2247242.82        | $2433307.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2937 C     | 2053-10-20      | 7.5000%  |  | $1185926.57        | $1284115.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2424 C     | 2053-11-20      | 7.5000%  |  | $1877598.06        | $1956607.38        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2423 C     | 2053-11-20      | 7.5000%  |  | $728475.76         | $766982.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX7264 C     | 2054-01-20      | 7.5000%  |  | $1391675.88        | $1466172.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7626 C     | 2054-01-20      | 8.0000%  |  | $2190130.21        | $2306918.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7625 C     | 2054-01-20      | 8.0000%  |  | $2149565.46        | $2264198.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7621 C     | 2054-01-20      | 7.5000%  |  | $1865088.57        | $1985729.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7620 C     | 2054-01-20      | 7.5000%  |  | $2660364.32        | $2831255.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6019 C     | 2053-10-20      | 7.5000%  |  | $1927790.45        | $2087403.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CW7531 C     | 2063-06-20      | 2.0000%  |  | $85632.45          | $66513.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW6047 C     | 2053-11-20      | 6.5000%  |  | $815885.58         | $863095.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8299 M     | 2052-05-20      | 4.0000%  |  | $47922.71          | $44393.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8997 M     | 2053-07-20      | 6.0000%  |  | $71789.11          | $72598.18          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7867 M     | 2051-08-20      | 3.0000%  |  | $91406.67          | $80976.99          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7691 M     | 2051-10-20      | 3.0000%  |  | $100379.55         | $88914.20          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7690 M     | 2051-10-20      | 2.5000%  |  | $235527.83         | $195606.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7612 M     | 2041-07-20      | 7.0000%  |  | $46278.47          | $46710.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7556 M     | 2051-08-20      | 3.0000%  |  | $117092.07         | $103720.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7461 M     | 2045-04-20      | 3.5000%  |  | $65704.10          | $59499.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7299 M     | 2051-03-20      | 2.5000%  |  | $167441.37         | $139043.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6873 M     | 2039-01-20      | 6.5000%  |  | $91043.42          | $98698.05          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6872 M     | 2050-09-20      | 6.0000%  |  | $107507.44         | $113340.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6870 M     | 2050-09-20      | 5.0000%  |  | $205052.30         | $208461.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3426 C     | 2053-05-20      | 6.0000%  |  | $755056.73         | $779889.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6584 M     | 2050-04-20      | 3.5000%  |  | $88488.16          | $80144.93          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6504 M     | 2050-01-20      | 3.5000%  |  | $233713.92         | $212295.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6481 M     | 2050-02-20      | 6.5000%  |  | $411770.44         | $441451.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1539 C     | 2053-09-20      | 7.5000%  |  | $1237119.85        | $1316582.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU0485 C     | 2053-04-20      | 7.5000%  |  | $687783.11         | $744719.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS5067 C     | 2053-01-20      | 7.5000%  |  | $673517.68         | $729278.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR9823 C     | 2053-01-20      | 7.5000%  |  | $1200851.34        | $1300267.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR2393 C     | 2053-05-20      | 6.0000%  |  | $6826657.69        | $7363362.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CQ3338 C     | 2062-09-20      | 4.5000%  |  | $438680.28         | $420988.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AF3174 C     | 2035-08-20      | 5.5000%  |  | $148626.18         | $150007.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AE2211 C     | 2036-04-20      | 5.5000%  |  | $89009.09          | $91388.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CL3171 C     | 2052-01-20      | 4.0000%  |  | $721483.12         | $680238.33         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2187 X     | 2052-06-15      | 5.5000%  |  | $1212318.55        | $1284647.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7180 M     | 2051-01-20      | 2.5000%  |  | $162910.38         | $135370.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5819 M     | 2049-03-20      | 5.0000%  |  | $87495.63          | $88397.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5266 M     | 2048-06-20      | 5.0000%  |  | $914207.52         | $921562.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA5177 M     | 2048-05-20      | 3.5000%  |  | $163395.61         | $148061.21         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 798441 X     | 2042-05-15      | 4.5000%  |  | $227149.13         | $228753.04         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ5843 | 2056-01-01      | 5.5000%  |  | $172380192.20      | $175082826.26      | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4387 | 2055-06-01      | 6.0000%  |  | $32908132.25       | $33809124.01       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1068 | 2054-03-01      | 5.5000%  |  | $13721539.37       | $13827597.72       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0855 | 2054-02-01      | 6.5000%  |  | $24441285.80       | $25555091.49       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4176 | 2056-03-01      | 5.0000%  |  | $18478328.48       | $18316211.95       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4139 | 2056-02-01      | 5.0000%  |  | $50261287.48       | $49882401.15       | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CG2269 C     | 2040-08-20      | 5.0000%  |  | $789514.79         | $788596.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7447 C     | 2051-08-20      | 4.0000%  |  | $377464.43         | $356940.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7063 C     | 2051-08-20      | 4.0000%  |  | $515249.96         | $485890.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CD0710 C     | 2051-05-20      | 2.5000%  |  | $587694.03         | $504719.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA3849 | 2052-04-01      | 2.5000%  |  | $18664464.30       | $15955734.14       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLTA7649 | 2056-03-01      | 4.5000%  |  | $1099428.07        | $1062615.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0214 | 2055-04-01      | 5.5000%  |  | $74310456.54       | $75310774.33       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7746 C     | 2056-03-20      | 3.0000%  |  | $89372.59          | $78839.13          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7736 C     | 2062-04-20      | 4.0000%  |  | $54650.80          | $51368.38          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7709 C     | 2064-10-20      | 4.0000%  |  | $123408.96         | $116290.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7706 C     | 2063-10-20      | 4.5000%  |  | $32472.94          | $31165.10          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0900 C     | 2064-08-20      | 3.0000%  |  | $731768.25         | $647263.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0896 C     | 2064-08-20      | 4.0000%  |  | $298893.32         | $281654.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0878 C     | 2063-08-20      | 4.0000%  |  | $251504.72         | $236998.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0871 C     | 2064-02-20      | 3.5000%  |  | $100143.02         | $91310.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0829 C     | 2064-07-20      | 3.5000%  |  | $518076.48         | $472383.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0808 C     | 2064-01-20      | 3.0000%  |  | $170884.49         | $151150.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0802 C     | 2064-08-20      | 3.0000%  |  | $141069.57         | $124778.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5359 C     | 2064-08-20      | 3.5000%  |  | $614127.77         | $559959.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3285 C     | 2050-04-20      | 4.0000%  |  | $5678708.98        | $5429358.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3283 C     | 2050-04-20      | 4.0000%  |  | $3108385.91        | $2954158.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9466 C     | 2050-04-20      | 4.0000%  |  | $646566.54         | $609502.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2613 C     | 2064-06-20      | 3.5000%  |  | $392416.98         | $357806.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2608 C     | 2064-06-20      | 2.5000%  |  | $676286.44         | $555380.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2577 C     | 2064-05-20      | 3.5000%  |  | $930180.87         | $848135.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB6276 C     | 2064-06-20      | 3.5000%  |  | $293560.22         | $267668.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DA9234 C     | 2063-06-20      | 2.0000%  |  | $126725.20         | $98433.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7380 C     | 2054-01-20      | 7.5000%  |  | $4885532.40        | $5290039.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3124 C     | 2053-12-20      | 8.0000%  |  | $7616720.65        | $8016436.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3123 C     | 2053-12-20      | 8.0000%  |  | $1063959.89        | $1119821.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG5277 | 2056-03-01      | 5.5000%  |  | $849.40            | $870.91            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2650 C     | 2064-05-20      | 3.5000%  |  | $827679.67         | $754675.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG2328 | 2056-03-01      | 5.0000%  |  | $486441.19         | $481336.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG2246 | 2056-03-01      | 5.0000%  |  | $849.40            | $839.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5464 | 2053-01-01      | 5.5000%  |  | $5161543.02        | $5240346.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBW2613 | 2056-03-01      | 6.5000%  |  | $849.40            | $882.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD4403 | 2055-03-01      | 6.5000%  |  | $16471929.77       | $17104001.65       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5663 | 2054-11-01      | 5.5000%  |  | $5485223.40        | $5604068.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ1068 | 2045-07-01      | 3.5000%  |  | $6275161.07        | $5889349.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT8379 | 2043-06-01      | 3.5000%  |  | $7280015.18        | $6847798.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9274 C     | 2050-05-20      | 4.0000%  |  | $602764.72         | $567655.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9273 C     | 2050-05-20      | 4.0000%  |  | $862441.57         | $812732.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9271 C     | 2050-05-20      | 4.0000%  |  | $808898.64         | $763271.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9270 C     | 2050-05-20      | 4.0000%  |  | $634108.87         | $598733.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3784 C     | 2050-04-20      | 4.0000%  |  | $425980.30         | $400854.00         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-205 FP     | 2055-11-20      | 4.7229%  |  | $305670619.10      | $307159883.35      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-169 HF     | 2055-10-20      | 4.7729%  |  | $40025992.69       | $40170462.44       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-104 FG     | 2055-06-20      | 5.0229%  |  | $94907638.35       | $95769569.30       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-080 FB     | 2055-05-20      | 5.1729%  |  | $23994281.32       | $24267951.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-060 JF     | 2055-04-20      | 4.8229%  |  | $31152531.76       | $31331742.18       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 VF     | 2055-04-20      | 4.8229%  |  | $41476227.48       | $41697987.43       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-044 FA     | 2055-03-20      | 4.8729%  |  | $74889004.78       | $75294899.75       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FG     | 2050-07-20      | 5.6729%  |  | $13506458.75       | $14352711.30       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FD     | 2051-05-20      | 4.9229%  |  | $31837645.55       | $32553968.10       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FN     | 2054-11-20      | 4.8729%  |  | $37485743.31       | $37691913.18       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FM     | 2054-11-20      | 4.9229%  |  | $23481415.40       | $23626066.37       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-057 FG     | 2054-04-20      | 4.8729%  |  | $64115.33          | $64454.05          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-051 NF     | 2054-03-20      | 4.9229%  |  | $16964750.01       | $17065490.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-152 FE     | 2053-10-20      | 4.9729%  |  | $11830471.23       | $11959796.13       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-154 FJ     | 2053-10-20      | 4.9729%  |  | $3607906.51        | $3642389.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FM     | 2053-08-20      | 4.8729%  |  | $24878421.88       | $25053539.95       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-112 FD     | 2053-08-20      | 4.9729%  |  | $38097891.39       | $38424295.42       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-084 UF     | 2053-06-20      | 4.6729%  |  | $77125612.28       | $77199023.68       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-001 JH     | 2052-01-20      | 1.5000%  |  | $41137166.15       | $32415346.46       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 GF     | 2054-01-20      | 4.9729%  |  | $24181705.47       | $24391058.83       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-095 F      | 2055-05-20      | 5.0429%  |  | $45264013.18       | $45671837.36       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5578FE 09/25/55 | 2055-09-25      | 4.8919%  |  | $39521283.69       | $39719653.50       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FE     | 2055-08-20      | 4.8229%  |  | $4781705.21        | $4810661.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FL     | 2053-08-20      | 4.7929%  |  | $17414895.02       | $17504573.18       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 FH     | 2055-09-20      | 4.8229%  |  | $62676500.61       | $62938092.08       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FC     | 2054-11-20      | 4.8729%  |  | $33303711.07       | $33597614.78       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-207 FM     | 2055-12-20      | 4.4729%  |  | $74814812.40       | $75005794.75       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FX     | 2054-11-20      | 4.9229%  |  | $80488521.39       | $81019603.33       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-189 FG     | 2055-11-20      | 4.4729%  |  | $143566368.78      | $143951949.43      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FK     | 2051-04-20      | 6.4229%  |  | $22975338.15       | $25200719.41       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513MF 11/25/54 | 2054-11-25      | 4.6019%  |  | $12267255.47       | $12319023.08       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-168 F      | 2055-10-20      | 4.4729%  |  | $28167828.34       | $28217170.80       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 FN     | 2051-03-20      | 4.5229%  |  | $5504591.68        | $5531151.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 FW     | 2065-06-20      | 4.5729%  |  | $33756154.78       | $33903645.11       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5526FK 12/25/54 | 2054-12-25      | 4.7119%  |  | $7110269.29        | $7121427.55        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5479FA 12/25/54 | 2054-12-25      | 4.8619%  |  | $3144109.75        | $3160041.95        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC093FA R24F093 | 2054-12-25      | 5.1619%  |  | $3310470.72        | $3346473.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 MF     | 2054-01-20      | 4.9229%  |  | $20384705.88       | $20554229.80       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF     | 2055-07-20      | 4.9929%  |  | $77774454.80       | $78425941.94       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5408LF 12/25/53 | 2053-12-25      | 5.0619%  |  | $32756170.71       | $33050244.15       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-183 XF     | 2053-12-20      | 4.8229%  |  | $17520136.78       | $17614529.60       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-210 MT     | 2055-12-20      | 8.0000%  |  | $17678416.89       | $19342158.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 NF     | 2051-05-20      | 4.5229%  |  | $7685027.37        | $7721408.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 MF     | 2051-05-20      | 4.5229%  |  | $7713596.86        | $7750113.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-154 FH     | 2055-09-20      | 4.8729%  |  | $42049578.23       | $42282068.41       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-154 FG     | 2055-09-20      | 4.5729%  |  | $25842240.78       | $25928638.81       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FH     | 2055-08-20      | 4.7429%  |  | $47994643.66       | $48187305.24       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 EF     | 2065-08-20      | 4.6729%  |  | $40052659.77       | $40145575.65       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF     | 2055-06-20      | 5.1729%  |  | $79127732.65       | $80264135.08       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 DF     | 2055-06-20      | 5.0729%  |  | $174403.33         | $174586.29         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FN 11/25/54 | 2054-11-25      | 4.2119%  |  | $46465348.21       | $45750524.51       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481AF 12/25/54 | 2054-12-25      | 4.8619%  |  | $4101308.15        | $4122742.88        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5445FH 08/25/54 | 2054-08-25      | 4.7619%  |  | $6246666.70        | $6266435.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-008 LF     | 2056-01-20      | 4.4729%  |  | $49751165.14       | $49523241.71       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-005 FC     | 2056-01-20      | 4.6229%  |  | $59472376.78       | $59485137.46       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05440F 08/25/54 | 2054-08-25      | 4.7119%  |  | $1583744.89        | $1588854.55        | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5342FA 01/15/47 | 2047-01-15      | 4.0867%  |  | $3347822.05        | $3280846.58        | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5338FG 08/15/45 | 2045-08-15      | 4.1367%  |  | $2201913.38        | $2164935.63        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL103FJ R24F103 | 2055-01-25      | 4.8619%  |  | $3391852.16        | $3410854.39        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FB R24F090 | 2053-11-25      | 4.9119%  |  | $3799059.90        | $3833736.39        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FB R24F064 | 2054-09-25      | 4.7619%  |  | $4913341.35        | $4928895.27        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5439FK 08/25/54 | 2054-08-25      | 4.6619%  |  | $8549823.76        | $8571437.56        | Agency Collateralized Mortgage Obligation |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5314%  |  | $385492.03         | $369029.91         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023A3 R20M023 | 2035-03-25      | 1.7400%  |  | $6710260.00        | $5421266.03        | Agency Mortgage-Backed Securities         |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $5105318.70        | $5111646.31        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $1584725.58        | $1606874.18        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  |  | $448483.20         | $439775.31         | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $152701479.58      | $147127808.08      | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $368724.54         | $259685.73         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 38        | 2038-02-15      | 4.3750%  |  | $73558.04          | $73620.32          | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  |  | $10480152.02       | $7269662.31        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $34803740.30       | $35586629.78       | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  |  | $43319.40          | $42473.09          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $316911.14         | $319533.01         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $75596005.42       | $76605301.39       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  |  | $78225153.24       | $79114970.84       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $224851129.44      | $228262630.41      | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  |  | $726831.58         | $735783.05         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $29952392.20       | $30250698.17       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  |  | $21150.06          | $21287.28          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $4448392.74        | $3924558.07        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $3850839.84        | $2833301.77        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $20473258.08       | $10803144.00       | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $10706007.48       | $7849413.53        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $82221.92          | $60555.08          | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $9814817.00        | $6411596.01        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $66943252.56       | $51932146.52       | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  |  | $4295076.04        | $3339443.54        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 42        | 2042-02-15      | 3.1250%  |  | $42408928.14       | $34634325.92       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $12787632.06       | $12373336.45       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 40        | 2040-08-15      | 3.8750%  |  | $40495569.70       | $37217046.14       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $10417891.00       | $10443212.17       | U.S. Treasuries (including strips)        |
| USTR BILL 06/02/26        | 2026-06-02      | 0.0000%  |  | $221268.70         | $219865.86         | U.S. Treasuries (including strips)        |
| USTR BILL 07/30/26        | 2026-07-30      | 0.0000%  |  | $7134.96           | $7048.48           | U.S. Treasuries (including strips)        |

### Security 203: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.660%, 4/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $899000000.00
- **C.18.a - Value (excl. sponsor support):** $899000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.000 CLRJ3059 | 2054-12-01      | 5.0000%  |  | $24745637.46       | $24635288.42       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1771 | 2054-06-01      | 5.5000%  |  | $33349211.30       | $33683448.20       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4291 | 2056-02-01      | 5.0000%  |  | $32614972.35       | $32369109.83       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5855 | 2055-10-01      | 6.5000%  |  | $25652093.51       | $26636458.41       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  |  | $28340086.88       | $28987374.47       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  |  | $5619850.90        | $5674438.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCC0307 | 2055-04-01      | 7.0000%  |  | $4474783.63        | $4743460.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS9540 | 2054-11-01      | 5.0000%  |  | $56312219.92       | $55716586.82       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3257 | 2055-11-01      | 5.5000%  |  | $37007523.46       | $37502696.45       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9428 | 2054-11-01      | 5.0000%  |  | $100280229.91      | $99187442.85       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5853 | 2055-10-01      | 5.5000%  |  | $39121789.35       | $39408878.07       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1412 | 2054-05-01      | 5.5000%  |  | $16671777.39       | $17029792.69       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4175 | 2055-05-01      | 6.5000%  |  | $30028163.03       | $31665919.07       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0839 | 2055-08-01      | 6.0000%  |  | $65401125.72       | $67491934.31       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM1924 | 2049-07-01      | 4.5000%  |  | $73987091.58       | $72806701.52       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1093 | 2052-04-01      | 3.5000%  |  | $60029580.65       | $55325822.81       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL4385 | 2052-07-01      | 3.0000%  |  | $11349634.07       | $10091073.15       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-027 GF     | 2055-08-20      | 4.3229%  |  | $44325254.78       | $43738871.47       | Agency Collateralized Mortgage Obligation |
| USTR 4 1/4 NOTE J 33      | 2033-03-31      | 4.2500%  |  | $217326327.70      | $218447731.55      | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AF 30     | 2030-10-31      | 3.6250%  |  | $92866.70          | $92944.51          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $3243681.90        | $2338818.25        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $8723266.70        | $6395710.79        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $11237859.60       | $11265173.75       | U.S. Treasuries (including strips)        |

### Security 204: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.650%, 5/14/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $4200000000.00
- **C.18.a - Value (excl. sponsor support):** $4200000000.00
- **C.19 - Percentage of Net Assets:** 2.2200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.500 CLDA8532 | 2054-02-01      | 5.5000%  |  | $721.23            | $728.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC0453 | 2054-10-01      | 4.5000%  |  | $636.57            | $620.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLRJ2235 | 2054-08-01      | 7.0000%  |  | $1393.89           | $1491.30           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1172 | 2055-05-01      | 5.5000%  |  | $796.53            | $811.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA4701 | 2034-11-01      | 2.5000%  |  | $248.90            | $236.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX5166 | 2053-03-01      | 5.5000%  |  | $1151097.14        | $1170640.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5737 | 2050-05-01      | 3.5000%  |  | $414.93            | $388.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3035 | 2052-03-01      | 2.0000%  |  | $665.95            | $544.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7913 | 2045-12-01      | 3.5000%  |  | $302.93            | $285.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5901 | 2053-03-01      | 5.0000%  |  | $5495.69           | $5470.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4468 | 2051-11-01      | 3.5000%  |  | $9421.68           | $8698.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8095 | 2050-08-01      | 2.0000%  |  | $859.23            | $698.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX8562 | 2053-04-01      | 5.5000%  |  | $561782.22         | $577455.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB5275 | 2054-06-01      | 5.5000%  |  | $14675.96          | $14798.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  |  | $472.79            | $405.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH2611 | 2053-10-01      | 6.0000%  |  | $739.73            | $764.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5788 | 2050-05-01      | 2.5000%  |  | $472.16            | $401.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4204 | 2040-12-01      | 2.0000%  |  | $738840.56         | $649423.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7011 | 2050-09-01      | 2.0000%  |  | $507.66            | $418.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  |  | $562.42            | $591.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0259 | 2055-04-01      | 6.0000%  |  | $94602.85          | $98596.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0145 | 2055-09-01      | 6.5000%  |  | $834.43            | $883.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  |  | $790.60            | $781.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0778 | 2055-10-01      | 6.0000%  |  | $6359.69           | $6551.11           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA4398 | 2056-01-01      | 6.0000%  |  | $8251050.25        | $8481931.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5952 | 2041-01-01      | 5.5000%  |  | $802.28            | $821.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA1417 | 2055-12-01      | 6.0000%  |  | $1676.67           | $1743.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4125 | 2055-11-01      | 5.0000%  |  | $1671.56           | $1655.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBV5448 | 2041-01-01      | 5.0000%  |  | $1360516.77        | $1384821.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8795 | 2056-01-01      | 5.0000%  |  | $967523.65         | $960051.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4138 | 2055-11-01      | 5.0000%  |  | $835.05            | $828.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF3445 | 2055-10-01      | 6.5000%  |  | $6241539.02        | $6545730.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3185 | 2055-10-01      | 6.0000%  |  | $836.25            | $866.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2432 | 2055-11-01      | 5.0000%  |  | $2501.94           | $2506.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF2377 | 2055-11-01      | 4.5000%  |  | $1075732.61        | $1044199.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF2184 | 2055-11-01      | 5.5000%  |  | $2965388.66        | $2987784.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2581 | 2055-10-01      | 5.0000%  |  | $1072.40           | $1059.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1557 | 2055-10-01      | 6.0000%  |  | $836.31            | $863.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7716 | 2054-12-01      | 6.0000%  |  | $680.60            | $698.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC7977 | 2055-01-01      | 6.5000%  |  | $657.88            | $685.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL3912 | 2056-01-01      | 5.0000%  |  | $844.66            | $845.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3778 | 2055-12-01      | 5.5000%  |  | $1767232.88        | $1803854.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL4401 | 2052-08-01      | 3.0000%  |  | $1720.32           | $1538.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  |  | $614.62            | $608.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX8729 | 2053-03-01      | 6.0000%  |  | $627.63            | $652.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX8278 | 2053-03-01      | 5.5000%  |  | $698.58            | $707.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX8968 | 2053-06-01      | 6.0000%  |  | $612.36            | $639.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX7863 | 2053-03-01      | 6.5000%  |  | $814.24            | $856.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX7862 | 2053-03-01      | 6.0000%  |  | $554.69            | $568.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX7833 | 2053-03-01      | 5.5000%  |  | $2234252.92        | $2287232.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX6752 | 2053-03-01      | 5.0000%  |  | $175126.64         | $173593.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX4945 | 2053-01-01      | 6.5000%  |  | $534.37            | $564.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7853 | 2052-09-01      | 4.5000%  |  | $684.30            | $668.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7198 | 2052-09-01      | 4.5000%  |  | $661.07            | $645.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBY0044 | 2053-05-01      | 4.5000%  |  | $773.33            | $750.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW1001 | 2052-07-01      | 4.5000%  |  | $1580.56           | $1532.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV8464 | 2052-04-01      | 3.0000%  |  | $1341.40           | $1181.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBV7887 | 2037-07-01      | 2.0000%  |  | $639.86            | $587.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV6432 | 2055-12-01      | 4.5000%  |  | $2230267.92        | $2162826.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV6408 | 2055-11-01      | 5.0000%  |  | $3142663.16        | $3116068.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV6086 | 2055-09-01      | 6.0000%  |  | $841.76            | $869.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0656 | 2062-06-01      | 4.0000%  |  | $622.27            | $579.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 I4BF0377 | 2059-04-01      | 3.0000%  |  | $21989748.62       | $19121955.55       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U4BF0247 | 2051-06-01      | 4.5000%  |  | $237.01            | $233.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U3BF0212 | 2041-02-01      | 4.5000%  |  | $26409.61          | $26302.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 R3BF0203 | 2047-02-01      | 3.0000%  |  | $107501.39         | $97383.90          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG2351 | 2053-05-01      | 5.0000%  |  | $645.64            | $640.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF7882 | 2053-02-01      | 5.5000%  |  | $616.46            | $632.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6778 | 2053-02-01      | 5.5000%  |  | $8869738.20        | $9001110.85        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  |  | $10671637.16       | $10986301.06       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF4931 | 2052-12-01      | 6.0000%  |  | $446.48            | $461.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF4134 | 2052-11-01      | 5.5000%  |  | $652.10            | $664.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF3421 | 2052-11-01      | 5.0000%  |  | $15239243.25       | $15213864.83       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0618 | 2052-10-01      | 4.5000%  |  | $227776.57         | $221622.05         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE7747 | 2052-08-01      | 4.5000%  |  | $629.12            | $612.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG5611 | 2053-06-01      | 5.5000%  |  | $443.70            | $451.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD5318 | 2054-04-01      | 6.5000%  |  | $16395533.54       | $17437660.98       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3425 | 2053-07-01      | 5.5000%  |  | $639.30            | $652.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3047 | 2053-01-01      | 6.0000%  |  | $660.87            | $692.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2707 | 2053-04-01      | 5.0000%  |  | $626.38            | $625.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC6924 | 2054-11-01      | 5.5000%  |  | $772.07            | $787.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6533 | 2054-11-01      | 5.0000%  |  | $780.85            | $773.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6387 | 2054-11-01      | 5.0000%  |  | $824.64            | $815.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5514 | 2054-11-01      | 5.0000%  |  | $823.46            | $815.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC4067 | 2054-10-01      | 6.0000%  |  | $797.09            | $817.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC3816 | 2054-10-01      | 7.0000%  |  | $658.92            | $707.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC4445 | 2054-11-01      | 4.5000%  |  | $751.73            | $730.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC3317 | 2054-09-01      | 5.0000%  |  | $710.51            | $704.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8370 | 2056-02-01      | 5.5000%  |  | $839.01            | $860.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9970 | 2055-02-01      | 5.5000%  |  | $786.85            | $806.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9614 | 2054-12-01      | 6.0000%  |  | $46724314.56       | $48279907.16       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9439 | 2054-11-01      | 5.5000%  |  | $758.31            | $774.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  |  | $6834716.75        | $6972315.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9317 | 2054-10-01      | 5.0000%  |  | $319441.37         | $316050.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CICB9257 | 2039-09-01      | 4.5000%  |  | $634.82            | $638.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9232 | 2054-08-01      | 7.0000%  |  | $828.28            | $905.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 ZL310167 | 2044-02-01      | 4.5000%  |  | $88.75             | $87.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CZ257280 | 2048-05-01      | 4.5000%  |  | $32178.40          | $31325.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 NP257135 | 2038-03-01      | 5.5000%  |  | $19283.09          | $19675.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 NQ256109 | 2036-01-01      | 6.5000%  |  | $7.12              | $7.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 K2255538 | 2034-11-01      | 5.5000%  |  | $25766.31          | $25768.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIQO4559 | 2040-11-01      | 4.5000%  |  | $1172470.42        | $1170560.47        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI9058 | 2054-07-01      | 6.0000%  |  | $7647732.35        | $7880208.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI7266 | 2054-06-01      | 5.5000%  |  | $11323975.28       | $11409950.67       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI4750 | 2054-05-01      | 6.5000%  |  | $650.72            | $687.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  |  | $2988.41           | $3055.21           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  |  | $7377.34           | $7510.13           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4961 | 2052-06-01      | 5.0000%  |  | $1254960.69        | $1259680.18        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD5776 | 2052-01-01      | 3.0000%  |  | $235433.64         | $210141.00         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD2148 | 2051-12-01      | 2.5000%  |  | $1209.03           | $1038.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0864 | 2031-10-01      | 4.5000%  |  | $38.50             | $38.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  |  | $182.66            | $170.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3SZN0134 | 2043-06-01      | 3.0000%  |  | $84.86             | $78.00             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0113 | 2053-10-01      | 6.5000%  |  | $8693283.78        | $9052035.33        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0625 | 2051-05-01      | 2.5000%  |  | $558.57            | $476.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI2239 | 2054-03-01      | 6.0000%  |  | $601.53            | $624.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2171 | 2052-06-01      | 4.5000%  |  | $207789.52         | $203036.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC7410 | 2051-09-01      | 2.5000%  |  | $597.33            | $512.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA7640 | 2054-04-01      | 6.5000%  |  | $1107605.56        | $1175036.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA2230 | 2035-04-01      | 3.0000%  |  | $80.36             | $76.47             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0665 | 2043-03-01      | 3.5000%  |  | $509.86            | $478.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0547 | 2042-12-01      | 4.0000%  |  | $112.87            | $109.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0451 | 2042-09-01      | 3.5000%  |  | $126.34            | $119.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3SZN0138 | 2043-07-01      | 3.0000%  |  | $107.81            | $98.40             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9924 | 2028-05-01      | 3.0000%  |  | $162.07            | $160.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3SZM9438 | 2046-12-01      | 3.0000%  |  | $282.17            | $253.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM5966 | 2048-03-01      | 3.5000%  |  | $243209.20         | $226797.12         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM3990 | 2047-08-01      | 4.0000%  |  | $875.77            | $836.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM3155 | 2047-05-01      | 4.5000%  |  | $235.76            | $232.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2525 | 2046-12-01      | 3.0000%  |  | $146193.82         | $131539.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  |  | $137.06            | $125.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  |  | $18.26             | $19.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK9431 | 2042-03-01      | 3.5000%  |  | $713549.49         | $671504.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6733 | 2042-03-01      | 3.5000%  |  | $8346843.57        | $7896236.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL9282 | 2046-06-01      | 4.0000%  |  | $122.06            | $117.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY4264 | 2045-06-01      | 3.5000%  |  | $282.70            | $265.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA6575 | 2054-04-01      | 5.5000%  |  | $486.68            | $499.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8618 | 2051-01-01      | 3.0000%  |  | $16384700.84       | $14765073.17       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8784 | 2047-02-01      | 3.0000%  |  | $154604.42         | $138812.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0120 | 2056-07-01      | 4.0000%  |  | $19907449.01       | $18865559.49       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ3793 | 2046-03-01      | 3.5000%  |  | $219.61            | $205.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  |  | $3266823.00        | $3297065.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2591 | 2052-08-01      | 5.0000%  |  | $1962073.34        | $1968051.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLSD5614 | 2051-02-01      | 1.5000%  |  | $752.27            | $580.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2483 | 2048-10-01      | 4.5000%  |  | $14836.37          | $14580.41          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8322 | 2053-05-01      | 4.5000%  |  | $688.56            | $666.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD5146 | 2048-08-01      | 3.0000%  |  | $219619.55         | $201249.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  |  | $4754.18           | $4200.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8819 | 2055-06-01      | 6.5000%  |  | $941524.61         | $995846.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0501 | 2055-01-01      | 5.5000%  |  | $1544.23           | $1581.18           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  |  | $7495248.53        | $7663931.60        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY7558 | 2055-07-01      | 6.0000%  |  | $1412.18           | $1460.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAA8438 | 2039-06-01      | 4.5000%  |  | $82802.47          | $81990.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 GLAB0459 | 2039-02-01      | 5.0000%  |  | $24.92             | $25.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAB8463 | 2043-02-01      | 2.5000%  |  | $136383.44         | $121054.26         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5829 | 2052-07-01      | 5.0000%  |  | $626.15            | $635.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN6265 | 2049-05-01      | 3.0000%  |  | $3393963.66        | $2990591.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8279 | 2052-11-01      | 6.0000%  |  | $34270.35          | $35301.51          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  |  | $19630110.97       | $19398017.64       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  |  | $666.90            | $693.12            | Agency Mortgage-Backed Securities         |
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 4.5119%  |  | $15212778.81       | $15191769.73       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 4.5119%  |  | $11844703.72       | $11849607.24       | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5342FA 01/15/47 | 2047-01-15      | 4.0867%  |  | $18689153.36       | $18315264.05       | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5338FG 08/15/45 | 2045-08-15      | 4.1367%  |  | $10972845.44       | $10788573.37       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5202GA 05/25/48 | 2048-05-25      | 3.0000%  |  | $13914815.54       | $12915008.22       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5069PC 02/25/51 | 2051-02-25      | 0.7500%  |  | $21739652.93       | $15778727.05       | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.1457%  |  | $434352.61         | $430328.42         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3827BL 03/15/41 | 2041-03-15      | 5.0000%  |  | $3694885.07        | $3697485.04        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05440F 08/25/54 | 2054-08-25      | 4.7119%  |  | $2266894.71        | $2274208.43        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL111EF R25F111 | 2056-01-25      | 4.6619%  |  | $9643045.52        | $9602911.01        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL136KB R13F136 | 2029-01-25      | 3.5000%  |  | $581915.93         | $580321.86         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC073KA R13F073 | 2042-10-25      | 3.0000%  |  | $12593809.12       | $12163491.26       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  |  | $8950992.10        | $8596923.67        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC072NA R13F072 | 2042-08-25      | 2.5000%  |  | $227536.71         | $226950.65         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC061BA R13F061 | 2043-01-25      | 3.0000%  |  | $17491188.83       | $16547136.89       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC133HC R12F133 | 2041-09-25      | 2.5000%  |  | $2548622.06        | $2512208.19        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5568FE 08/25/55 | 2055-08-25      | 4.8619%  |  | $27396393.26       | $27566807.48       | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 6.5422%  |  | $912068.21         | $938930.05         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508FC 02/25/55 | 2055-02-25      | 4.6619%  |  | $6473318.71        | $6514275.29        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL083FA R24F083 | 2054-10-25      | 4.8119%  |  | $20518302.37       | $20545817.07       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5560FB 06/25/55 | 2055-06-25      | 4.6619%  |  | $1473249.92        | $1482772.98        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 4.5119%  |  | $19657733.57       | $19648887.26       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5566DF 07/25/51 | 2051-07-25      | 4.6119%  |  | $3669946.07        | $3659980.88        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FB R25F034 | 2055-05-25      | 4.7119%  |  | $18133908.05       | $18161622.39       | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03607B 12/15/37 | 2037-12-15      | 6.2621%  |  | $471637.57         | $477191.81         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5480FD 03/25/54 | 2054-03-25      | 5.0119%  |  | $5625087.55        | $5663143.05        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.0819%  |  | $2082661.18        | $2102344.38        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL093FL R24F093 | 2054-12-25      | 5.1119%  |  | $11187837.50       | $11300577.15       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5479FA 12/25/54 | 2054-12-25      | 4.8619%  |  | $7819012.80        | $7858634.22        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC057FP R25F057 | 2055-07-25      | 4.8119%  |  | $34064182.06       | $34231709.13       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FJ 11/25/54 | 2054-11-25      | 4.8119%  |  | $26496938.54       | $26583371.13       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FB R24F064 | 2054-09-25      | 4.7619%  |  | $11497228.78       | $11533624.98       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 4.6619%  |  | $3007557.34        | $3023692.83        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL032F R24F032  | 2054-06-25      | 4.9619%  |  | $10818217.39       | $10914780.61       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.2119%  |  | $8961727.11        | $9121762.50        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FB R23F047 | 2053-10-25      | 5.0619%  |  | $21445348.85       | $21697388.53       | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  |  | $2188047.85        | $2138116.60        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FJ 12/25/54 | 2054-12-25      | 4.8119%  |  | $21370403.71       | $21470459.58       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 4.5119%  |  | $14323045.69       | $14314938.60       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC004D R25F004  | 2052-07-25      | 5.5000%  |  | $14995837.95       | $15209398.67       | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4313FM 03/15/44 | 2044-03-15      | 4.2367%  |  | $1752057.90        | $1731176.84        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  |  | $502255.49         | $491154.64         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FB R16F082 | 2046-11-25      | 4.1764%  |  | $4927739.26        | $4905993.46        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R23F004 | 2045-07-25      | 5.5000%  |  | $505289.64         | $510557.46         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FV R24F082 | 2054-11-25      | 4.2719%  |  | $50208474.78       | $49702874.59       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC025GA R21F025 | 2051-05-25      | 1.0000%  |  | $12433802.43       | $9484284.84        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5561LA 09/25/51 | 2051-09-25      | 5.5000%  |  | $11078663.11       | $11248801.84       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5557FM 07/25/55 | 2055-07-25      | 4.7619%  |  | $3139247.86        | $3150595.14        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549BF 02/25/55 | 2055-02-25      | 4.8619%  |  | $4550830.88        | $4580016.80        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5542CF 05/25/55 | 2055-05-25      | 5.2119%  |  | $11039885.39       | $11164996.55       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5535FB 05/25/55 | 2055-05-25      | 4.5119%  |  | $22365843.89       | $22393756.08       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5526FK 12/25/54 | 2054-12-25      | 4.7119%  |  | $25194114.06       | $25233651.61       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513MF 11/25/54 | 2054-11-25      | 4.6019%  |  | $3878318.67        | $3894685.11        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5499FW 02/25/55 | 2055-02-25      | 5.0619%  |  | $4120615.62        | $4151230.35        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508AF 02/25/55 | 2055-02-25      | 4.6619%  |  | $2834720.32        | $2852737.75        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 5505AF 03/15/50 | 2050-03-15      | 4.4813%  |  | $4946561.35        | $4898840.88        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5492CL 01/25/55 | 2055-01-25      | 4.5000%  |  | $1516593.50        | $1488944.48        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FE 02/25/54 | 2054-02-25      | 5.1119%  |  | $13717566.32       | $13831490.48       | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 6.4904%  |  | $360856.68         | $360748.99         | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 05.500 CLQJ1794 | 2054-08-01      | 5.5000%  |  | $1106457.23        | $1138208.49        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH9541 | 2054-02-01      | 5.5000%  |  | $728.00            | $734.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH9196 | 2054-01-01      | 7.0000%  |  | $1150603.64        | $1226993.75        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH5013 | 2053-11-01      | 6.0000%  |  | $1075.07           | $1107.42           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH0832 | 2053-08-01      | 6.5000%  |  | $685.81            | $729.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH0799 | 2053-08-01      | 6.0000%  |  | $418.65            | $429.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1122 | 2054-08-01      | 7.0000%  |  | $603.93            | $639.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC0728 | 2055-01-01      | 5.5000%  |  | $826.61            | $844.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB8615 | 2054-06-01      | 6.0000%  |  | $1651.51           | $1706.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB8365 | 2054-07-01      | 7.0000%  |  | $1002807.30        | $1077994.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB8887 | 2054-07-01      | 7.0000%  |  | $551.58            | $584.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8877 | 2054-07-01      | 6.5000%  |  | $826.77            | $869.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB7565 | 2054-08-01      | 6.5000%  |  | $1371.78           | $1450.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7356 | 2054-07-01      | 6.0000%  |  | $1479.78           | $1534.25           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0312 | 2046-01-01      | 4.5000%  |  | $100479.46         | $99181.77          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4646 | 2046-01-01      | 3.0000%  |  | $372238.98         | $337287.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6899 | 2049-04-01      | 4.5000%  |  | $37060.97          | $36433.39          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6340 | 2049-03-01      | 4.5000%  |  | $741.33            | $730.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY2427 | 2055-05-01      | 6.0000%  |  | $1443.60           | $1483.08           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY1656 | 2055-03-01      | 6.5000%  |  | $1205.77           | $1269.91           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY1646 | 2055-05-01      | 5.0000%  |  | $817.33            | $809.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY1039 | 2055-04-01      | 5.0000%  |  | $22961367.14       | $22718313.42       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0111 | 2055-04-01      | 6.5000%  |  | $554.26            | $577.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX9580 | 2055-04-01      | 6.5000%  |  | $1661.34           | $1732.05           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX7599 | 2055-03-01      | 6.5000%  |  | $694.91            | $739.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX6393 | 2055-02-01      | 7.0000%  |  | $1646.82           | $1777.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX3424 | 2055-01-01      | 6.0000%  |  | $717.90            | $738.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2653 | 2054-12-01      | 6.0000%  |  | $541.52            | $567.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY3462 | 2055-05-01      | 5.0000%  |  | $839.65            | $834.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX1512 | 2054-12-01      | 5.5000%  |  | $704.57            | $716.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA7751 | 2056-03-01      | 5.5000%  |  | $13937570.22       | $14138624.30       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA7602 | 2056-03-01      | 5.5000%  |  | $841.24            | $855.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA7596 | 2056-02-01      | 6.0000%  |  | $7853700.36        | $8120946.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA7447 | 2056-03-01      | 5.5000%  |  | $1679.52           | $1702.82           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA7003 | 2056-03-01      | 6.0000%  |  | $1679.77           | $1761.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB7301 | 2042-12-01      | 3.5000%  |  | $148.13            | $139.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAB5267 | 2042-05-01      | 4.0000%  |  | $39.66             | $38.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5172 | 2042-05-01      | 3.5000%  |  | $10650299.58       | $10039096.65       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4223 | 2042-01-01      | 3.5000%  |  | $960566.80         | $904552.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAB0133 | 2039-01-01      | 5.0000%  |  | $23.70             | $23.98             | Agency Mortgage-Backed Securities         |
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 6.4274%  |  | $253602.25         | $253338.46         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.3254%  |  | $897996.02         | $906837.11         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 5.8858%  |  | $404486.71         | $411935.27         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL105TB R09F105 | 2039-12-25      | 6.5064%  |  | $643463.27         | $650226.72         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062BA R25F062 | 2051-11-25      | 5.5000%  |  | $13147102.25       | $13250232.49       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL052FB R25F052 | 2055-07-25      | 4.8619%  |  | $1010438.58        | $1016607.63        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC055CF R25F055 | 2055-07-25      | 4.4619%  |  | $76090078.68       | $75907511.95       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL054FM R25F054 | 2055-07-25      | 4.7619%  |  | $1499689.28        | $1505095.13        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC019CA R25F019 | 2051-02-25      | 5.0000%  |  | $7629552.08        | $7679072.95        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL001FD R25F001 | 2055-02-25      | 4.8619%  |  | $2069367.01        | $2081992.87        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL004FB R25F004 | 2053-12-25      | 4.8619%  |  | $1108890.74        | $1114811.46        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC099FE R24F099 | 2055-01-25      | 5.1119%  |  | $3340689.30        | $3377503.64        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL100FD R24F100 | 2054-06-25      | 5.1119%  |  | $6998394.83        | $7068917.54        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.0119%  |  | $643.66            | $648.79            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL021FB R25F021 | 2053-07-25      | 4.9619%  |  | $19381060.96       | $19515468.29       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FB R24F090 | 2053-11-25      | 4.9119%  |  | $17374619.42       | $17533208.86       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FA R24F090 | 2054-12-25      | 5.1619%  |  | $2873004.29        | $2904116.96        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC077DF R24F077 | 2053-10-25      | 4.8619%  |  | $2296914.98        | $2318368.89        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC093FA R24F093 | 2054-12-25      | 5.1619%  |  | $10416747.57       | $10530033.00       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082CF R24F082 | 2054-11-25      | 5.0119%  |  | $2402388.51        | $2416073.28        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FG 12/25/54 | 2054-12-25      | 5.0119%  |  | $3895752.67        | $3920394.53        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481AF 12/25/54 | 2054-12-25      | 4.8619%  |  | $17012333.06       | $17101244.89       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5484FA 12/25/54 | 2054-12-25      | 4.8619%  |  | $5356751.65        | $5385679.81        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5471BF 11/25/54 | 2054-11-25      | 4.6119%  |  | $15711815.50       | $15688965.02       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5445FH 08/25/54 | 2054-08-25      | 4.7619%  |  | $14894728.40       | $14941865.00       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL092HF R24F092 | 2054-12-25      | 4.8619%  |  | $4943643.61        | $4975076.85        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC092JF R24F092 | 2054-12-25      | 4.8119%  |  | $13036679.32       | $13098433.85       | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  |  | $4342202.34        | $4034890.21        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6078 | 2049-01-01      | 4.5000%  |  | $1757548.35        | $1732722.99        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G16792 G | 2034-03-01      | 4.0000%  |  | $109305.25         | $108994.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI4959 | 2054-05-01      | 5.0000%  |  | $5334195.68        | $5331670.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3672 | 2053-10-01      | 7.5000%  |  | $442.45            | $475.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5935 | 2049-03-01      | 4.5000%  |  | $229.79            | $226.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5917 | 2053-03-01      | 6.0000%  |  | $681.23            | $716.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT1679 | 2049-01-01      | 4.5000%  |  | $23538251.83       | $23154225.25       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8623 | 2047-01-01      | 3.0000%  |  | $252.37            | $228.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0028 | 2047-01-01      | 3.0000%  |  | $770.90            | $703.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3511 | 2055-02-01      | 6.0000%  |  | $736.20            | $758.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1675 | 2055-05-01      | 5.5000%  |  | $788.30            | $808.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4855 | 2055-09-01      | 6.0000%  |  | $27593.17          | $28603.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3616 | 2055-07-01      | 6.0000%  |  | $830.17            | $859.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2103 | 2054-12-01      | 5.5000%  |  | $6581.69           | $6700.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB4914 | 2055-02-01      | 7.0000%  |  | $1435132.51        | $1578004.74        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA2728 | 2056-01-01      | 6.5000%  |  | $1519.07           | $1599.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE6941 | 2056-01-01      | 5.0000%  |  | $838.32            | $829.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0112 | 2056-04-01      | 6.0000%  |  | $31788126.72       | $32619704.12       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3539 | 2055-11-01      | 5.0000%  |  | $820.06            | $814.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLTA6782 | 2056-02-01      | 7.0000%  |  | $1678.83           | $1779.31           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL3427 | 2050-08-01      | 3.0000%  |  | $831.03            | $739.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU6016 | 2043-09-01      | 3.5000%  |  | $148559.99         | $139430.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU0100 | 2043-06-01      | 3.5000%  |  | $1398590.46        | $1314397.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT9223 | 2043-07-01      | 3.0000%  |  | $182.12            | $166.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT8615 | 2043-07-01      | 3.5000%  |  | $373.57            | $352.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT8393 | 2043-06-01      | 3.5000%  |  | $340.82            | $321.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT5901 | 2043-06-01      | 3.5000%  |  | $8452538.26        | $7982455.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT4192 | 2043-05-01      | 3.5000%  |  | $312.15            | $294.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CRAT3973 | 2033-04-01      | 3.0000%  |  | $97581.04          | $93206.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2118 | 2043-03-01      | 3.0000%  |  | $9161.77           | $8399.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9224 | 2051-01-01      | 2.0000%  |  | $589.20            | $478.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ2998 | 2050-10-01      | 2.0000%  |  | $10470677.11       | $8501202.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ1163 | 2050-08-01      | 2.0000%  |  | $256000.57         | $208007.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP7525 | 2050-11-01      | 2.0000%  |  | $560.78            | $460.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP7519 | 2050-11-01      | 2.0000%  |  | $521.42            | $423.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8087 | 2050-08-01      | 2.0000%  |  | $513.47            | $417.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP6618 | 2050-08-01      | 2.5000%  |  | $461.83            | $392.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP6345 | 2050-06-01      | 3.0000%  |  | $416.70            | $370.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB4847 | 2050-10-01      | 2.5000%  |  | $470.33            | $396.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC1675 | 2055-12-01      | 5.0000%  |  | $16800980.15       | $16757073.60       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA2347 | 2055-11-01      | 5.5000%  |  | $1732.67           | $1748.89           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA7549 | 2056-02-01      | 5.5000%  |  | $7426974.71        | $7546811.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE7942 | 2055-08-01      | 5.5000%  |  | $1361753.03        | $1390241.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4399 | 2055-03-01      | 5.5000%  |  | $1527372.88        | $1538581.25        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3974 | 2055-04-01      | 6.5000%  |  | $764.13            | $811.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE2204 | 2055-07-01      | 5.5000%  |  | $2611791.10        | $2668305.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0136 | 2055-09-01      | 5.5000%  |  | $815.39            | $832.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF2365 | 2055-10-01      | 6.5000%  |  | $836.82            | $881.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6448 | 2056-01-01      | 5.5000%  |  | $1008987.10        | $1031129.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA6030 | 2056-04-01      | 5.5000%  |  | $840.00            | $846.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8631 | 2056-01-01      | 5.0000%  |  | $1146939.47        | $1138999.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2392 | 2055-11-01      | 5.0000%  |  | $836.30            | $833.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA0004 | 2055-12-01      | 6.0000%  |  | $8878894.10        | $9110704.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA8564 | 2056-03-01      | 5.0000%  |  | $2520.00           | $2517.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF6758 | 2056-01-01      | 4.5000%  |  | $837.24            | $809.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3731 | 2055-10-01      | 6.0000%  |  | $793.70            | $813.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF7743 | 2055-11-01      | 6.0000%  |  | $993959.15         | $1032287.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8582 | 2056-01-01      | 5.5000%  |  | $7115009.66        | $7262890.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA4545 | 2052-01-01      | 2.5000%  |  | $833.98            | $711.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3077 | 2054-12-01      | 5.5000%  |  | $1504.33           | $1536.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7039 | 2054-07-01      | 6.0000%  |  | $33460.02          | $34411.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB6391 | 2054-07-01      | 7.0000%  |  | $664.48            | $703.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8085 | 2050-08-01      | 3.5000%  |  | $98452.90          | $91117.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC2489 | 2054-09-01      | 5.5000%  |  | $819.16            | $840.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8017 | 2049-10-01      | 3.5000%  |  | $115729.71         | $107183.27         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6638 | 2054-10-01      | 5.5000%  |  | $43813.66          | $44464.39          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6561 | 2054-10-01      | 6.0000%  |  | $762.86            | $801.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6031 | 2054-08-01      | 6.0000%  |  | $670.96            | $693.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6008 | 2054-08-01      | 5.5000%  |  | $7377513.58        | $7437355.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT2023 | 2043-04-01      | 3.5000%  |  | $38733.89          | $36458.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2665 | 2043-04-01      | 3.0000%  |  | $217.74            | $199.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT0998 | 2043-04-01      | 3.5000%  |  | $133.37            | $125.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS9560 | 2046-10-01      | 3.0000%  |  | $402.27            | $362.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CNAS8537 | 2026-12-01      | 2.0000%  |  | $11.33             | $11.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  |  | $245549.16         | $221413.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7882 | 2046-09-01      | 3.0000%  |  | $213.41            | $192.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7730 | 2046-08-01      | 3.0000%  |  | $207.56            | $187.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT2032 | 2043-04-01      | 3.5000%  |  | $121.92            | $114.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7580 | 2046-07-01      | 3.0000%  |  | $265.91            | $238.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2323 | 2053-02-01      | 6.0000%  |  | $7303576.70        | $7510107.24        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1868 | 2052-11-01      | 5.5000%  |  | $55488783.82       | $56722872.85       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1844 | 2052-06-01      | 3.0000%  |  | $652.90            | $577.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2612 | 2052-10-01      | 4.5000%  |  | $391835.23         | $380313.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1628 | 2052-09-01      | 5.0000%  |  | $610.36            | $607.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1501 | 2052-08-01      | 4.0000%  |  | $635.05            | $601.98            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC L10214 G | 2033-03-01      | 5.5000%  |  | $38765.54          | $39062.43          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  |  | $142.82            | $147.66            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  |  | $13449.92          | $13542.22          | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  |  | $34.74             | $35.64             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $2581.43           | $2598.82           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  |  | $1513.37           | $1530.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U3BF0199 | 2041-02-01      | 4.5000%  |  | $68195.06          | $67569.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  |  | $535.87            | $487.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  |  | $41175.75          | $37687.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I3BF0157 | 2046-08-01      | 4.0000%  |  | $173607.53         | $168625.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0092 | 2056-06-01      | 3.5000%  |  | $7255.42           | $6660.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBE7197 | 2047-03-01      | 4.5000%  |  | $75097.34          | $74049.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD9654 | 2046-11-01      | 3.0000%  |  | $205.35            | $185.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2849 | 2046-09-01      | 3.0000%  |  | $160.00            | $143.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2856 | 2046-09-01      | 3.0000%  |  | $241.89            | $219.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF7763 | 2056-01-01      | 5.0000%  |  | $853.01            | $847.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7410 | 2055-12-01      | 5.5000%  |  | $823.01            | $834.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6916 | 2055-12-01      | 5.5000%  |  | $843.20            | $857.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8609 | 2055-05-01      | 6.0000%  |  | $4492890.01        | $4626755.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8973 | 2055-09-01      | 6.5000%  |  | $1105539.77        | $1153161.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8970 | 2055-09-01      | 6.0000%  |  | $5563.38           | $5701.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8931 | 2055-09-01      | 6.0000%  |  | $4169.88           | $4320.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7587 | 2055-04-01      | 6.0000%  |  | $832.12            | $856.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD7227 | 2055-05-01      | 5.5000%  |  | $651.82            | $656.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7136 | 2055-10-01      | 6.0000%  |  | $836.07            | $864.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6149 | 2055-04-01      | 6.5000%  |  | $1785.79           | $1879.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6009 | 2055-04-01      | 6.5000%  |  | $661.70            | $698.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD5795 | 2055-04-01      | 7.0000%  |  | $1098582.39        | $1176119.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD5546 | 2055-06-01      | 5.5000%  |  | $12199279.15       | $12422322.64       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6221 | 2055-04-01      | 5.5000%  |  | $734.51            | $741.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3975 | 2055-03-01      | 6.5000%  |  | $727952.48         | $769338.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDD3905 | 2055-02-01      | 7.5000%  |  | $832.90            | $896.56            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  |  | $183.48            | $183.85            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  |  | $1222.38           | $1258.03           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQB1382 | 2050-07-01      | 3.0000%  |  | $79590.88          | $70644.87          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA7234 | 2050-02-01      | 3.0000%  |  | $383063.27         | $340841.27         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQA6444 | 2050-01-01      | 4.5000%  |  | $966.71            | $952.18            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC V80167 G | 2043-07-01      | 3.0000%  |  | $167.91            | $153.97            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC U90879 G | 2043-02-01      | 3.5000%  |  | $200.01            | $188.09            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC U90828 G | 2043-02-01      | 3.5000%  |  | $160.46            | $150.89            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC U70677 G | 2028-10-01      | 3.5000%  |  | $82.66             | $82.24             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Z40266 G | 2043-12-01      | 3.5000%  |  | $7763945.39        | $7344029.82        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4264 | 2053-11-01      | 6.0000%  |  | $21185280.81       | $22040467.04       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3997 | 2053-09-01      | 6.0000%  |  | $1150608.83        | $1195720.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3957 | 2053-10-01      | 6.0000%  |  | $624.90            | $650.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  |  | $42704664.46       | $43019540.17       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8526 | 2055-04-01      | 6.5000%  |  | $516.21            | $536.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0094 | 2049-09-01      | 3.5000%  |  | $71491.12          | $66256.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0837 | 2052-01-01      | 3.0000%  |  | $548.45            | $490.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTSC0188 | 2041-09-01      | 2.0000%  |  | $535.45            | $467.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8354 | 2039-11-01      | 3.5000%  |  | $111342.57         | $107287.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8165 | 2037-05-01      | 3.5000%  |  | $467.81            | $450.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1859 | 2049-03-01      | 5.0000%  |  | $155.13            | $156.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0713 | 2048-10-01      | 4.5000%  |  | $135263.72         | $132930.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0536 | 2048-03-01      | 3.5000%  |  | $777374.67         | $725574.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  |  | $4707753.33        | $4406577.95        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  |  | $222.74            | $219.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0538 | 2048-03-01      | 3.5000%  |  | $1237701.87        | $1153667.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0387 | 2047-11-01      | 3.0000%  |  | $1218944.08        | $1104096.39        | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $4915.38           | $5026.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA5219 | 2050-02-01      | 3.0000%  |  | $196.22            | $174.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  |  | $62617.53          | $61250.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  |  | $97342.27          | $91176.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4338 | 2045-01-01      | 3.5000%  |  | $12147533.78       | $11431930.67       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CNMA4226 | 2031-01-01      | 2.0000%  |  | $58431.00          | $56017.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  |  | $5354.50           | $5525.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  |  | $655.51            | $666.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL5779 | 2043-09-01      | 3.0000%  |  | $8558423.19        | $7845044.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9666 | 2046-04-01      | 3.5000%  |  | $152.32            | $142.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA5132 | 2053-12-01      | 6.5000%  |  | $662.08            | $696.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC1067 | 2054-06-01      | 6.0000%  |  | $194254.94         | $201040.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $86531.11          | $87391.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8140 | 2054-03-01      | 5.5000%  |  | $682.83            | $698.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ8983 | 2054-11-01      | 5.0000%  |  | $95962.78          | $94800.35          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18552 G | 2030-05-01      | 3.0000%  |  | $53072.93          | $52198.19          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08622 G | 2045-01-01      | 3.0000%  |  | $56287.44          | $51187.12          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  |  | $460141.98         | $443606.01         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08541 G | 2043-08-01      | 3.5000%  |  | $55104.20          | $51873.81          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G16234 G | 2031-09-01      | 3.5000%  |  | $86484.16          | $85655.35          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G16136 G | 2032-02-01      | 3.0000%  |  | $52217.70          | $51000.50          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  |  | $991.29            | $959.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAA7383 | 2037-02-01      | 4.5000%  |  | $22.75             | $22.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 NP995783 | 2037-11-01      | 8.0000%  |  | $22850.12          | $23741.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL995228 | 2038-11-01      | 6.5000%  |  | $12.47             | $13.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995076 | 2038-11-01      | 6.0000%  |  | $15.91             | $16.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL990834 | 2038-09-01      | 6.0000%  |  | $11.49             | $12.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CRAB7668 | 2043-01-01      | 3.0000%  |  | $109.61            | $100.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.600 CA908287 | 2036-12-01      | 5.6000%  |  | $102.90            | $105.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.900 CA906944 | 2036-12-01      | 5.9000%  |  | $22965.92          | $22963.52          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA6568 | 2056-02-01      | 5.0000%  |  | $838.54            | $831.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA5089 | 2056-02-01      | 6.0000%  |  | $1677.57           | $1740.24           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA4384 | 2056-01-01      | 6.0000%  |  | $9030355.88        | $9277588.96        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA3114 | 2056-01-01      | 5.0000%  |  | $9170320.82        | $9114745.63        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA2947 | 2055-12-01      | 6.5000%  |  | $838.10            | $885.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA2511 | 2056-01-01      | 6.5000%  |  | $838.93            | $887.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA2161 | 2055-12-01      | 5.5000%  |  | $1377.44           | $1400.08           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2137 | 2056-01-01      | 5.0000%  |  | $2512.61           | $2488.25           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA1916 | 2056-01-01      | 5.0000%  |  | $1664.31           | $1648.18           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA0998 | 2055-12-01      | 6.5000%  |  | $1673.00           | $1766.31           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA0638 | 2055-12-01      | 5.5000%  |  | $838.34            | $856.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY0716 | 2053-04-01      | 6.0000%  |  | $504.82            | $525.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2615 | 2050-03-01      | 3.0000%  |  | $56638.32          | $50395.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4692 | 2052-09-01      | 3.5000%  |  | $841.30            | $779.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA4118 | 2050-04-01      | 4.0000%  |  | $836.34            | $800.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA3262 | 2054-01-01      | 2.5000%  |  | $59736402.20       | $50493587.79       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3185 | 2055-10-01      | 5.5000%  |  | $2426431.48        | $2466327.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA2926 | 2053-04-01      | 4.5000%  |  | $837.44            | $811.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ2366 | 2055-09-01      | 5.5000%  |  | $803.59            | $819.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLFA1000 | 2055-02-01      | 7.0000%  |  | $53294655.82       | $56236964.93       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6618 | 2055-09-01      | 6.0000%  |  | $795.33            | $823.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0889 | 2055-04-01      | 6.0000%  |  | $767.32            | $800.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9841 | 2054-12-01      | 6.5000%  |  | $4706569.91        | $4929513.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9995 | 2056-01-01      | 5.0000%  |  | $837.56            | $830.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3600 | 2055-11-01      | 5.5000%  |  | $3666286.00        | $3723118.32        | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  |  | $55.54             | $57.36             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ3472 | 2055-09-01      | 5.0000%  |  | $827.32            | $818.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ1024 | 2055-08-01      | 6.5000%  |  | $1142798.25        | $1186883.59        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ0904 | 2055-08-01      | 5.0000%  |  | $10132712.71       | $10012667.10       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY9384 | 2055-08-01      | 5.5000%  |  | $810.26            | $817.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CJMA3367 | 2033-03-01      | 3.5000%  |  | $292.80            | $288.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CNMA3286 | 2028-02-01      | 3.0000%  |  | $67234.32          | $66720.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD3396 | 2055-03-01      | 5.5000%  |  | $1092739.50        | $1116718.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2711 | 2055-06-01      | 5.5000%  |  | $686.40            | $701.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA0354 | 2052-03-01      | 2.0000%  |  | $150332.77         | $123340.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG6081 | 2056-04-01      | 5.0000%  |  | $840.00            | $831.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL745140 | 2035-11-01      | 5.0000%  |  | $9.09              | $9.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL725690 | 2034-08-01      | 6.0000%  |  | $7.26              | $7.54              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ2903 | 2045-09-01      | 3.5000%  |  | $169.55            | $159.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ2108 | 2045-10-01      | 3.5000%  |  | $236.14            | $221.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6103 | 2045-06-01      | 3.0000%  |  | $252.88            | $230.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAY4708 | 2031-05-01      | 4.0000%  |  | $237999.71         | $236515.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAX9600 | 2045-03-01      | 3.0000%  |  | $2676544.39        | $2445684.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  |  | $173.44            | $167.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAW7421 | 2042-01-01      | 4.0000%  |  | $341.56            | $329.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAW0937 | 2029-04-01      | 3.0000%  |  | $25800.44          | $25477.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAV9185 | 2034-03-01      | 3.5000%  |  | $46487.06          | $45083.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4785 | 2052-10-01      | 5.0000%  |  | $19214934.63       | $19191274.65       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4619 | 2052-09-01      | 4.5000%  |  | $643.45            | $624.86            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAM8703 | 2030-04-01      | 3.0400%  |  | $1939575.25        | $1865951.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  |  | $123320.50         | $115738.34         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XMAL9759 | 2036-09-01      | 6.1780%  |  | $192.77            | $198.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9865 | 2047-02-01      | 3.0000%  |  | $10422499.12       | $9372619.94        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF4428 | 2052-12-01      | 6.0000%  |  | $505.03            | $527.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5847 | 2049-12-01      | 3.5000%  |  | $695.90            | $651.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  |  | $4961.10           | $4872.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA3229 | 2049-03-01      | 5.0000%  |  | $205.09            | $207.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  |  | $718.57            | $715.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7122 | 2052-04-01      | 3.5000%  |  | $583.72            | $537.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  |  | $112.01            | $103.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CJMA2874 | 2032-01-01      | 2.5000%  |  | $103.33            | $99.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA1373 | 2043-03-01      | 3.5000%  |  | $139.49            | $131.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  |  | $76177.12          | $77206.98          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2220 | 2054-08-01      | 6.5000%  |  | $7988034.75        | $8433532.78        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2201 | 2054-08-01      | 5.5000%  |  | $791.37            | $803.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQY3101 | 2055-05-01      | 7.0000%  |  | $721.24            | $772.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1234 | 2055-04-01      | 5.0000%  |  | $194872.52         | $193670.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5602 | 2054-10-01      | 5.0000%  |  | $808.98            | $799.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0830 | 2055-03-01      | 6.0000%  |  | $2277.23           | $2329.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6727 | 2042-03-01      | 3.5000%  |  | $2306634.64        | $2170720.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAB4986 | 2032-04-01      | 3.5000%  |  | $50497.87          | $49608.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT0139 | 2051-06-01      | 2.5000%  |  | $1917966.09        | $1641837.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3000 | 2051-12-01      | 2.0000%  |  | $53610.46          | $43210.93          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1185 | 2051-10-01      | 3.0000%  |  | $4312226.20        | $3799394.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CKMA3811 | 2049-10-01      | 3.0000%  |  | $75.32             | $65.88             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE1063 | 2052-04-01      | 3.0000%  |  | $1246.34           | $1108.12           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4840 | 2055-06-01      | 6.0000%  |  | $3353.64           | $3448.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9820 | 2055-01-01      | 6.0000%  |  | $700.66            | $724.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQJ9078 | 2054-11-01      | 4.5000%  |  | $739.72            | $725.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5924 | 2055-04-01      | 6.0000%  |  | $832.00            | $856.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4454 | 2055-09-01      | 6.5000%  |  | $3342.52           | $3514.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9053 | 2056-01-01      | 5.5000%  |  | $842.50            | $853.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA0984 | 2055-12-01      | 6.5000%  |  | $837.80            | $877.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9069 | 2056-01-01      | 5.5000%  |  | $838.92            | $850.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSL4383 | 2052-04-01      | 2.5000%  |  | $840.00            | $722.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9092 | 2056-01-01      | 6.0000%  |  | $821.35            | $845.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA9115 | 2056-04-01      | 5.0000%  |  | $2520.00           | $2517.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA6002 | 2041-03-01      | 4.0000%  |  | $7592887.77        | $7427919.63        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0103 | 2056-03-01      | 5.5000%  |  | $38768223.47       | $39057059.65       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA7104 | 2056-03-01      | 6.0000%  |  | $1679.62           | $1732.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1646 | 2055-12-01      | 5.5000%  |  | $6030665.23        | $6131656.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF6363 | 2055-12-01      | 6.5000%  |  | $837.68            | $890.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4518 | 2056-03-01      | 5.5000%  |  | $1680.00           | $1717.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0885 | 2055-10-01      | 6.0000%  |  | $837.73            | $857.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0595 | 2055-09-01      | 5.5000%  |  | $803.83            | $810.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0601 | 2055-09-01      | 6.0000%  |  | $833.84            | $867.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0427 | 2055-10-01      | 5.5000%  |  | $834.81            | $842.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF0405 | 2055-10-01      | 4.5000%  |  | $835.17            | $810.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF0402 | 2055-10-01      | 4.5000%  |  | $2205099.88        | $2134333.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF0011 | 2055-10-01      | 5.0000%  |  | $1516648.82        | $1505215.82        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3034 | 2054-09-01      | 6.5000%  |  | $653.62            | $695.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ3006 | 2054-09-01      | 5.0000%  |  | $22228.25          | $22191.39          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ1814 | 2054-08-01      | 7.0000%  |  | $828.50            | $878.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1341 | 2055-10-01      | 5.5000%  |  | $835.60            | $848.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ1383 | 2054-08-01      | 7.0000%  |  | $839514.01         | $899720.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3670 | 2055-08-01      | 6.0000%  |  | $742.30            | $759.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA8081 | 2056-03-01      | 5.5000%  |  | $840.00            | $858.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4462 | 2053-10-01      | 5.5000%  |  | $1693.44           | $1735.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4071 | 2056-01-01      | 5.5000%  |  | $9364050.52        | $9558095.49        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ7925 | 2055-11-01      | 6.5000%  |  | $836.61            | $877.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3428 | 2055-12-01      | 5.5000%  |  | $47797126.51       | $48729138.60       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA3806 | 2056-01-01      | 5.0000%  |  | $1693.36           | $1672.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0833 | 2055-08-01      | 5.0000%  |  | $797.21            | $792.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  |  | $694.60            | $699.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE0217 | 2055-06-01      | 7.0000%  |  | $1911571.05        | $2036848.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3241 | 2052-04-01      | 3.0000%  |  | $669.65            | $589.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3013 | 2052-03-01      | 2.0000%  |  | $40767.59          | $33204.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2285 | 2051-12-01      | 2.5000%  |  | $25342449.34       | $21764560.10       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2160 | 2051-11-01      | 3.0000%  |  | $3165809.11        | $2841149.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1630 | 2051-09-01      | 2.5000%  |  | $577.10            | $490.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1113 | 2051-07-01      | 2.0000%  |  | $634.29            | $513.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0498 | 2051-05-01      | 2.0000%  |  | $11909.35          | $9647.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0455 | 2051-05-01      | 2.5000%  |  | $155066.93         | $131503.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB0867 | 2051-06-01      | 3.5000%  |  | $18754.95          | $17314.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAJ7715 | 2026-12-01      | 3.0000%  |  | $32047.71          | $31952.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1863 | 2041-05-01      | 5.0000%  |  | $51.32             | $51.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI2626 | 2041-06-01      | 4.5000%  |  | $59.82             | $59.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH6283 | 2041-04-01      | 5.0000%  |  | $64.57             | $65.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CKAH2705 | 2041-01-01      | 4.5000%  |  | $24.00             | $23.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL629291 | 2032-02-01      | 6.5000%  |  | $24104.57          | $25297.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545189 | 2031-08-01      | 7.5000%  |  | $2.07              | $2.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL539079 | 2030-02-01      | 7.5000%  |  | $39543.73          | $40335.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0671 | 2055-03-01      | 5.5000%  |  | $714.08            | $726.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  |  | $794.71            | $803.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0497 | 2055-02-01      | 6.0000%  |  | $684.21            | $704.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0199 | 2054-12-01      | 5.5000%  |  | $1547.97           | $1572.47           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ9648 | 2055-12-01      | 5.0000%  |  | $4941234.90        | $4900621.24        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5181 | 2055-10-01      | 5.5000%  |  | $1568.40           | $1583.69           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4856 | 2055-10-01      | 6.0000%  |  | $2508.65           | $2596.21           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4779 | 2055-10-01      | 6.5000%  |  | $2410.98           | $2550.21           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ4636 | 2055-10-01      | 5.0000%  |  | $836.36            | $826.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3567 | 2055-11-01      | 5.5000%  |  | $23548221.50       | $24036195.58       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA3548 | 2055-02-01      | 4.0000%  |  | $828.44            | $784.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA2434 | 2055-07-01      | 5.5000%  |  | $793.51            | $807.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  |  | $163166167.33      | $167633493.82      | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1515 | 2054-05-01      | 5.5000%  |  | $1329.46           | $1342.00           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1511 | 2054-05-01      | 5.5000%  |  | $1520.28           | $1553.38           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ1536 | 2054-05-01      | 6.5000%  |  | $974.25            | $1014.26           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ1366 | 2054-04-01      | 5.0000%  |  | $742.29            | $733.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  |  | $2758183.68        | $2828956.84        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ1227 | 2054-04-01      | 6.0000%  |  | $538.17            | $552.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1213 | 2054-04-01      | 5.5000%  |  | $769.96            | $789.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ1055 | 2054-03-01      | 5.0000%  |  | $639.86            | $633.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0947 | 2054-02-01      | 6.5000%  |  | $1171.96           | $1233.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CNFS7971 | 2031-07-01      | 1.5000%  |  | $266209.97         | $251527.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS6623 | 2038-03-01      | 2.0000%  |  | $637.07            | $585.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7130 | 2054-01-01      | 5.0000%  |  | $904996.89         | $900867.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIFS7113 | 2039-02-01      | 4.5000%  |  | $301332.02         | $300472.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9033 | 2054-08-01      | 6.5000%  |  | $1387.18           | $1478.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9017 | 2054-08-01      | 6.0000%  |  | $8321671.78        | $8554720.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9003 | 2054-08-01      | 6.0000%  |  | $5287.91           | $5526.95           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTB0021 | 2056-03-01      | 5.0000%  |  | $1576615.32        | $1573466.29        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA9630 | 2056-04-01      | 5.5000%  |  | $9267807.36        | $9386206.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7285 | 2045-09-01      | 3.5000%  |  | $262.59            | $247.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  |  | $23948.07          | $22537.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7013 | 2045-07-01      | 3.5000%  |  | $8527750.76        | $8025335.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  |  | $24017274.59       | $23839995.09       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6954 | 2045-06-01      | 3.5000%  |  | $142.59            | $134.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  |  | $69577.57          | $68470.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CQAL6513 | 2044-07-01      | 5.0000%  |  | $121.62            | $123.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  |  | $130.00            | $126.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CWAL5852 | 2029-09-01      | 4.0000%  |  | $8647.33           | $8621.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CRAL4741 | 2044-01-01      | 4.5000%  |  | $20917.47          | $20673.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL4708 | 2043-03-01      | 4.0000%  |  | $1424133.21        | $1381406.84        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3402 | 2055-11-01      | 5.5000%  |  | $1687.45           | $1718.81           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3531 | 2054-08-01      | 6.5000%  |  | $805.99            | $843.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2519 | 2055-09-01      | 6.0000%  |  | $775.67            | $798.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2338 | 2055-08-01      | 5.5000%  |  | $15304494.25       | $15418900.44       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL2240 | 2055-07-01      | 5.0000%  |  | $835.82            | $827.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2072 | 2055-08-01      | 6.0000%  |  | $735.28            | $752.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2053 | 2055-08-01      | 6.0000%  |  | $706.36            | $722.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1984 | 2055-07-01      | 6.0000%  |  | $5205363.74        | $5336715.89        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1880 | 2053-11-01      | 6.5000%  |  | $622.14            | $647.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1441 | 2054-01-01      | 5.5000%  |  | $764.27            | $773.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL4385 | 2052-07-01      | 3.0000%  |  | $1681.68           | $1495.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CKBM6623 | 2050-10-01      | 2.5000%  |  | $68307.09          | $56892.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5137 | 2044-06-01      | 4.5000%  |  | $4864417.56        | $4801613.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4857 | 2048-03-01      | 4.0000%  |  | $154696.03         | $149107.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3719 | 2045-12-01      | 4.5000%  |  | $447592.79         | $443009.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM1100 | 2045-02-01      | 3.5000%  |  | $175.32            | $164.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1778 | 2047-02-01      | 4.0000%  |  | $17748.06          | $17090.02          | Agency Mortgage-Backed Securities         |
| FNMA MNMS 02.940 MTBL5079 | 2040-02-01      | 2.9400%  |  | $1296.28           | $1171.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 REBK7908 | 2048-11-01      | 4.0000%  |  | $150967.40         | $142232.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK7616 | 2048-09-01      | 5.0000%  |  | $23356.12          | $23475.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $211841.44         | $181563.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 RIBJ9151 | 2033-01-01      | 2.5000%  |  | $53084.44          | $50750.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4287 | 2038-01-01      | 4.0000%  |  | $144.81            | $140.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ3775 | 2048-01-01      | 3.5000%  |  | $130.18            | $121.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0697 | 2062-12-01      | 2.5000%  |  | $1341.97           | $1109.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE8773 | 2055-09-01      | 5.0000%  |  | $2411130.96        | $2393104.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8611 | 2055-10-01      | 5.5000%  |  | $835.86            | $854.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8495 | 2055-09-01      | 6.0000%  |  | $5844.39           | $5993.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE7252 | 2055-09-01      | 6.5000%  |  | $747.89            | $783.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7258 | 2055-09-01      | 6.0000%  |  | $697.55            | $718.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDE6938 | 2056-01-01      | 4.5000%  |  | $2075901.85        | $2027304.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7192 | 2055-08-01      | 6.0000%  |  | $100273.17         | $104694.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6731 | 2042-03-01      | 3.5000%  |  | $1267.40           | $1197.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAL3797 | 2028-06-01      | 2.5000%  |  | $24.90             | $24.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA9323 | 2054-02-01      | 5.5000%  |  | $636.27            | $641.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1881 | 2056-01-01      | 6.0000%  |  | $823.19            | $845.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1214 | 2055-10-01      | 5.5000%  |  | $2945552.81        | $3020998.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC1686 | 2055-12-01      | 5.0000%  |  | $232720.73         | $231119.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0731 | 2055-07-01      | 6.0000%  |  | $478571.97         | $491824.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCC0307 | 2055-04-01      | 7.0000%  |  | $121341.35         | $128626.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 ZLFP0129 | 2054-12-01      | 6.5000%  |  | $625.29            | $649.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS9944 | 2054-08-01      | 5.0000%  |  | $738.66            | $737.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA9724 | 2054-03-01      | 5.5000%  |  | $620.56            | $629.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS9508 | 2054-03-01      | 4.5000%  |  | $755.65            | $731.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9401 | 2054-10-01      | 6.0000%  |  | $642.52            | $666.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFS9157 | 2042-05-01      | 2.0000%  |  | $7243213.18        | $6289837.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9783 | 2054-11-01      | 5.5000%  |  | $149577.70         | $152969.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8483 | 2054-02-01      | 5.5000%  |  | $706.15            | $715.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS8339 | 2053-07-01      | 3.5000%  |  | $783.76            | $718.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7280 | 2053-03-01      | 5.0000%  |  | $689.95            | $685.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 REAE5424 | 2040-10-01      | 3.5000%  |  | $29.93             | $28.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA1352 | 2052-02-01      | 2.0000%  |  | $775.68            | $635.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA1163 | 2055-04-01      | 6.5000%  |  | $648.25            | $673.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0721 | 2042-01-01      | 2.0000%  |  | $13653846.84       | $11932501.82       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0633 | 2055-02-01      | 5.5000%  |  | $62045346.99       | $63331009.28       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0583 | 2042-08-01      | 2.0000%  |  | $4812490.02        | $4206249.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0546 | 2054-12-01      | 5.5000%  |  | $22353578.77       | $22762209.63       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6946 | 2053-06-01      | 5.5000%  |  | $680.97            | $688.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6618 | 2053-06-01      | 5.5000%  |  | $719.60            | $730.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6481 | 2053-06-01      | 5.5000%  |  | $758.81            | $770.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  |  | $1431.91           | $1421.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6310 | 2053-05-01      | 5.0000%  |  | $675.43            | $671.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6135 | 2053-04-01      | 4.5000%  |  | $57120.62          | $55329.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6078 | 2053-04-01      | 5.5000%  |  | $18838524.66       | $19098295.35       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5910 | 2053-03-01      | 5.5000%  |  | $39262648.09       | $39746494.77       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5854 | 2053-03-01      | 6.0000%  |  | $562.19            | $586.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5796 | 2053-02-01      | 5.5000%  |  | $638.80            | $646.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  |  | $673.76            | $653.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  |  | $1287.82           | $1250.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5448 | 2053-01-01      | 5.0000%  |  | $682.19            | $682.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6266 | 2053-05-01      | 6.0000%  |  | $23090404.74       | $23903648.79       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6238 | 2053-05-01      | 4.5000%  |  | $599.46            | $586.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4066 | 2056-02-01      | 5.5000%  |  | $33357968.22       | $33772185.22       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ4632 | 2055-10-01      | 5.5000%  |  | $8340908.46        | $8443204.14        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4457 | 2055-09-01      | 6.5000%  |  | $3344.42           | $3480.46           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ2945 | 2055-09-01      | 5.5000%  |  | $835.29            | $848.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4184 | 2050-11-01      | 3.0000%  |  | $314.33            | $278.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4154 | 2035-10-01      | 1.5000%  |  | $381.01            | $344.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4146 | 2050-09-01      | 5.0000%  |  | $148.10            | $147.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLMA4138 | 2050-09-01      | 1.5000%  |  | $141335.40         | $108949.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CKMA4136 | 2050-09-01      | 2.0000%  |  | $166024.55         | $130230.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4049 | 2050-06-01      | 3.5000%  |  | $191.68            | $177.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA4076 | 2035-07-01      | 3.0000%  |  | $192.83            | $184.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CKMA3974 | 2050-03-01      | 3.5000%  |  | $191606.25         | $173776.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3872 | 2049-12-01      | 3.5000%  |  | $22191.05          | $20547.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA3827 | 2034-11-01      | 2.5000%  |  | $130.61            | $123.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CKMA3753 | 2049-08-01      | 3.5000%  |  | $41.66             | $37.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3695 | 2034-07-01      | 3.0000%  |  | $79.70             | $76.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $207107.77         | $167708.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3466 | 2048-09-01      | 3.5000%  |  | $73487.52          | $68193.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG5569 | 2053-06-01      | 5.5000%  |  | $657.03            | $668.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1314 | 2055-06-01      | 5.5000%  |  | $2139.84           | $2157.29           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1115 | 2055-05-01      | 6.0000%  |  | $6114199.38        | $6257400.05        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0711 | 2053-07-01      | 5.0000%  |  | $765.03            | $764.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CW890725 | 2030-12-01      | 3.5000%  |  | $66906.55          | $66208.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6631 | 2050-08-01      | 2.0000%  |  | $1287.17           | $1055.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CKBM6968 | 2051-10-01      | 2.5000%  |  | $4616674.89        | $3850871.62        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2680 | 2054-10-01      | 5.5000%  |  | $5288662.30        | $5337071.19        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLSD5043 | 2054-02-01      | 7.0000%  |  | $578.91            | $625.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6076 | 2052-04-01      | 3.5000%  |  | $673.35            | $622.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  |  | $1625452.66        | $1641241.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG0752 | 2053-04-01      | 5.5000%  |  | $8277515.53        | $8369738.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4714 | 2053-06-01      | 5.0000%  |  | $15490.32          | $15345.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2735 | 2051-02-01      | 3.5000%  |  | $4422119.51        | $4102805.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0147 | 2055-09-01      | 5.5000%  |  | $1418110.08        | $1442710.51        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ1629 | 2055-09-01      | 5.5000%  |  | $2506081.67        | $2562151.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQY7353 | 2055-07-01      | 7.0000%  |  | $671.96            | $719.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD4441 | 2055-03-01      | 6.5000%  |  | $665.94            | $702.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3230 | 2055-09-01      | 6.0000%  |  | $807.07            | $828.85            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $1631.80           | $1694.67           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  |  | $135.51            | $137.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9206 | 2054-09-01      | 5.0000%  |  | $43193484.33       | $42897853.74       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9823 | 2047-06-01      | 3.5000%  |  | $303.49            | $283.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5179 | 2053-06-01      | 5.0000%  |  | $569.56            | $566.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ4467 | 2054-09-01      | 7.0000%  |  | $725.01            | $776.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAS6715 | 2031-02-01      | 2.5000%  |  | $111.41            | $107.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9380 | 2053-07-01      | 5.5000%  |  | $127495.89         | $129436.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 U4BF0241 | 2052-05-01      | 3.5000%  |  | $62515.33          | $57936.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR0909 | 2051-04-01      | 2.0000%  |  | $586.07            | $481.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2054 | 2051-11-01      | 2.0000%  |  | $1219.10           | $1000.56           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI1993 | 2054-03-01      | 5.5000%  |  | $741.12            | $751.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA9571 | 2056-04-01      | 5.0000%  |  | $4873229.76        | $4834242.30        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA9116 | 2056-03-01      | 5.0000%  |  | $2520.00           | $2489.63           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA8618 | 2056-03-01      | 5.5000%  |  | $10278495.36       | $10449389.04       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1771 | 2054-06-01      | 5.5000%  |  | $2168996.88        | $2190735.29        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ1752 | 2054-05-01      | 4.5000%  |  | $712.00            | $691.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ0096 | 2053-10-01      | 6.0000%  |  | $14260212.14       | $14720931.08       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0009 | 2053-10-01      | 6.5000%  |  | $655.71            | $700.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL4298 | 2048-11-01      | 3.5000%  |  | $833.06            | $784.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4139 | 2056-02-01      | 5.0000%  |  | $16709952.10       | $16583986.91       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ0917 | 2054-02-01      | 5.0000%  |  | $165128.14         | $163377.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAE2611 | 2040-09-01      | 3.5000%  |  | $45.17             | $42.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAE0755 | 2040-01-01      | 7.0000%  |  | $43.24             | $45.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA6035 | 2041-04-01      | 3.5000%  |  | $5766432.00        | $5556399.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5997 | 2056-03-01      | 5.0000%  |  | $859.09            | $848.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5956 | 2046-01-01      | 5.5000%  |  | $428583.27         | $434053.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CNMA5901 | 2035-11-01      | 5.5000%  |  | $54681.84          | $55963.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5911 | 2055-12-01      | 6.0000%  |  | $797.88            | $816.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5820 | 2045-09-01      | 3.5000%  |  | $145.44            | $136.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZN6161 | 2049-05-01      | 3.5000%  |  | $1255884.74        | $1163141.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  |  | $705.86            | $700.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CNRD5042 | 2030-12-01      | 1.5000%  |  | $247.52            | $235.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1356 | 2055-05-01      | 6.0000%  |  | $801.37            | $829.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5879 | 2055-11-01      | 5.5000%  |  | $801.89            | $807.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0724 | 2055-07-01      | 6.0000%  |  | $1520.96           | $1555.71           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5973 | 2055-10-01      | 5.5000%  |  | $835.59            | $841.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2194 | 2054-12-01      | 6.0000%  |  | $828.78            | $866.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9795 | 2055-01-01      | 5.5000%  |  | $785.52            | $802.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  |  | $701.23            | $706.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB9339 | 2043-05-01      | 3.0000%  |  | $186.86            | $171.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  |  | $820.54            | $831.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5312 | 2052-12-01      | 6.0000%  |  | $592.35            | $611.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6041 | 2054-08-01      | 5.0000%  |  | $738.68            | $735.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6524 | 2053-12-01      | 6.5000%  |  | $618.86            | $658.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV3042 | 2052-02-01      | 2.5000%  |  | $637.67            | $540.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3239 | 2048-01-01      | 4.0000%  |  | $106.79            | $101.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIBM4706 | 2033-09-01      | 4.0000%  |  | $26530.19          | $26286.20          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM3940 | 2047-08-01      | 3.5000%  |  | $225243.33         | $210042.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX0433 | 2052-11-01      | 6.0000%  |  | $965.73            | $1003.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ9374 | 2051-01-01      | 2.5000%  |  | $609.46            | $517.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $3568.83           | $3512.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4371 | 2052-02-01      | 3.5000%  |  | $679.37            | $624.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  |  | $1653461.60        | $1680941.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9133 | 2055-05-01      | 5.5000%  |  | $767.26            | $787.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5930 | 2055-08-01      | 6.0000%  |  | $708.86            | $727.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE5856 | 2055-08-01      | 5.0000%  |  | $838.04            | $829.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4375 | 2055-09-01      | 6.5000%  |  | $836.01            | $885.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8789 | 2055-09-01      | 6.0000%  |  | $11793857.94       | $12066484.76       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE3186 | 2055-07-01      | 5.5000%  |  | $832.47            | $848.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE2710 | 2055-07-01      | 5.5000%  |  | $827.68            | $844.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0273 | 2055-06-01      | 5.5000%  |  | $809.44            | $827.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  |  | $85.65             | $79.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3336 | 2049-04-01      | 4.0000%  |  | $394.94            | $375.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTCA2985 | 2039-01-01      | 4.5000%  |  | $65426.76          | $65545.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CICA2527 | 2033-10-01      | 4.0000%  |  | $152.80            | $152.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBO2994 | 2049-09-01      | 4.0000%  |  | $91710.08          | $87931.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO2201 | 2049-09-01      | 3.0000%  |  | $164.92            | $146.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBN6701 | 2049-06-01      | 5.5000%  |  | $79.09             | $81.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN6711 | 2049-06-01      | 4.5000%  |  | $194.93            | $191.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN5409 | 2049-04-01      | 3.5000%  |  | $165.40            | $153.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN4303 | 2048-12-01      | 5.0000%  |  | $131.65            | $131.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9091 | 2055-10-01      | 6.5000%  |  | $1437.15           | $1521.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9010 | 2055-10-01      | 5.5000%  |  | $835.06            | $843.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9793 | 2055-09-01      | 6.0000%  |  | $678.63            | $696.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5708 | 2053-06-01      | 5.0000%  |  | $180767.85         | $180726.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5565 | 2052-11-01      | 5.0000%  |  | $692.87            | $689.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CV890615 | 2029-06-01      | 4.0000%  |  | $35149.32          | $34944.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL887398 | 2036-07-01      | 6.0000%  |  | $29110.20          | $30092.26          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX0008 | 2054-11-01      | 5.5000%  |  | $2158.50           | $2205.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5952 | 2055-12-01      | 5.5000%  |  | $959985.10         | $982578.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 ZLSI2120 | 2054-07-01      | 6.5000%  |  | $589.35            | $611.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3LSE5000 | 2045-08-01      | 3.0000%  |  | $108.36            | $98.33             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB5153 | 2042-04-01      | 2.0000%  |  | $4359786.74        | $3780426.31        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTRB5384 | 2046-01-01      | 5.0000%  |  | $840.19            | $840.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ3761 | 2055-09-01      | 5.5000%  |  | $835.39            | $854.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1389 | 2055-04-01      | 6.0000%  |  | $759.03            | $785.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ3473 | 2055-09-01      | 5.5000%  |  | $1683.76           | $1712.45           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ2900 | 2055-09-01      | 5.5000%  |  | $2279.08           | $2295.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF3264 | 2055-11-01      | 5.0000%  |  | $834.79            | $826.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5423 | 2055-05-01      | 6.5000%  |  | $462.32            | $486.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX4489 | 2054-12-01      | 6.0000%  |  | $1193180.92        | $1238247.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8692 | 2054-06-01      | 5.5000%  |  | $746.42            | $767.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAX9517 | 2045-02-01      | 3.5000%  |  | $8407671.07        | $7891672.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  |  | $1292.23           | $1306.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICA1427 | 2033-03-01      | 3.0000%  |  | $310.52            | $302.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD8064 | 2046-10-01      | 3.0000%  |  | $184.05            | $166.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6307 | 2054-09-01      | 5.0000%  |  | $698.41            | $694.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4258 | 2051-02-01      | 3.5000%  |  | $334.46            | $308.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  |  | $11306.04          | $10831.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1490 | 2052-08-01      | 4.5000%  |  | $20911896.41       | $20527828.52       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9887 | 2054-08-01      | 6.5000%  |  | $566.12            | $598.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  |  | $41557142.81       | $41246115.31       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6385 | 2052-07-01      | 4.5000%  |  | $589.93            | $574.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  |  | $662.32            | $644.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB1369 | 2054-03-01      | 6.0000%  |  | $2720336.81        | $2792988.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0491 | 2054-06-01      | 6.5000%  |  | $533.49            | $554.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0455 | 2054-04-01      | 6.5000%  |  | $825.25            | $862.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB0804 | 2054-04-01      | 5.0000%  |  | $789.13            | $784.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDA6334 | 2054-04-01      | 5.0000%  |  | $1262260.35        | $1258103.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA5972 | 2054-01-01      | 5.5000%  |  | $58595.64          | $59043.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3671 | 2053-10-01      | 7.5000%  |  | $438.53            | $471.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA2570 | 2053-09-01      | 6.5000%  |  | $494.55            | $521.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1855 | 2054-04-01      | 6.5000%  |  | $657.00            | $693.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA1637 | 2053-10-01      | 6.0000%  |  | $7445516.97        | $7679015.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA1098 | 2053-12-01      | 6.5000%  |  | $303252.60         | $315087.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA0007 | 2053-09-01      | 5.5000%  |  | $2823441.53        | $2852730.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 KL835052 | 2035-05-01      | 5.5000%  |  | $26.41             | $27.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.490 CA824295 | 2035-06-01      | 4.4900%  |  | $39148.73          | $38828.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL759153 | 2034-01-01      | 5.5000%  |  | $122548.52         | $124282.99         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  |  | $605.86            | $519.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  |  | $762.03            | $752.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5590 | 2040-01-01      | 5.0000%  |  | $603.86            | $610.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE8359 | 2040-11-01      | 4.0000%  |  | $2456841.47        | $2375616.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5446 | 2054-08-01      | 6.5000%  |  | $473.63            | $491.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  |  | $619.02            | $625.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA4928 | 2053-02-01      | 6.5000%  |  | $7934988.23        | $8257669.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  |  | $16545467.47       | $16418177.68       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $15543098.18       | $15425183.06       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  |  | $640.61            | $621.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ8919 | 2054-11-01      | 7.0000%  |  | $991725.94         | $1060667.09        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5552 | 2054-09-01      | 6.5000%  |  | $4814754.14        | $5003206.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  |  | $690.91            | $708.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  |  | $1414681.99        | $1216856.16        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7509 | 2049-11-01      | 3.0000%  |  | $307.95            | $276.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3321 | 2042-07-01      | 3.5000%  |  | $107.23            | $101.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  |  | $91.46             | $86.23             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1534 | 2041-06-01      | 4.5000%  |  | $1154816.46        | $1144630.98        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3LZL0755 | 2037-02-01      | 4.5000%  |  | $136.26            | $133.61            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC J37648 G | 2032-09-01      | 3.0000%  |  | $464266.51         | $452179.32         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC J31435 G | 2030-04-01      | 3.0000%  |  | $381704.71         | $375692.86         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC J22426 G | 2028-02-01      | 3.0000%  |  | $43777.54          | $43410.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1701 | 2052-05-01      | 2.5000%  |  | $221799.29         | $190466.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5884 | 2045-09-01      | 3.5000%  |  | $8545035.04        | $8019640.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5712 | 2045-08-01      | 3.5000%  |  | $265181.01         | $248876.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4996 | 2045-05-01      | 3.5000%  |  | $76.67             | $71.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4336 | 2045-01-01      | 3.5000%  |  | $146.38            | $138.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS3898 | 2044-11-01      | 3.5000%  |  | $19737.03          | $18523.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS2676 | 2029-06-01      | 3.0000%  |  | $38838.72          | $38335.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  |  | $49.13             | $48.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  |  | $117.07            | $109.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CVAR1938 | 2027-12-01      | 2.5000%  |  | $34539.45          | $34116.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6623 | 2046-02-01      | 4.0000%  |  | $129.96            | $124.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR2574 | 2043-02-01      | 3.5000%  |  | $262880.82         | $247667.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAQ5323 | 2042-11-01      | 3.5000%  |  | $38251.71          | $36091.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAQ0527 | 2042-11-01      | 3.5000%  |  | $11804003.19       | $11086268.65       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP4793 | 2042-09-01      | 3.5000%  |  | $253.34            | $239.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2126 | 2042-08-01      | 3.5000%  |  | $137.21            | $129.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8030 | 2054-02-01      | 7.0000%  |  | $527.88            | $564.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6729 | 2049-05-01      | 4.5000%  |  | $185.63            | $182.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDC6767 | 2039-12-01      | 4.5000%  |  | $785.48            | $782.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0586 | 2055-06-01      | 6.0000%  |  | $210821.24         | $218567.87         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7384 | 2055-01-01      | 6.0000%  |  | $665363.36         | $692031.13         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL2948 | 2055-10-01      | 5.0000%  |  | $851.75            | $846.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4826 | 2055-06-01      | 6.5000%  |  | $730.77            | $772.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0775 | 2055-10-01      | 5.5000%  |  | $832.16            | $844.10            | Agency Mortgage-Backed Securities         |
| FMAC 06.050 FGPC T30454 G | 2038-02-01      | 6.0500%  |  | $78536.13          | $81526.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5302 | 2053-07-01      | 5.0000%  |  | $667.84            | $666.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3458 | 2050-08-01      | 3.5000%  |  | $9089703.41        | $8474027.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3508 | 2048-02-01      | 3.5000%  |  | $38468.58          | $36246.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2009 | 2052-05-01      | 3.0000%  |  | $45855.79          | $40812.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1851 | 2052-05-01      | 4.0000%  |  | $548.10            | $521.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1107 | 2051-12-01      | 2.5000%  |  | $575.20            | $493.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS0599 | 2051-04-01      | 2.0000%  |  | $54286.94          | $44671.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6269 | 2051-02-01      | 2.0000%  |  | $558.75            | $460.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6048 | 2053-02-01      | 5.0000%  |  | $1979707.41        | $1964688.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4595 | 2050-09-01      | 3.0000%  |  | $182151.63         | $162013.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  |  | $6160065.77        | $5532724.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM2745 | 2050-03-01      | 4.5000%  |  | $156.61            | $152.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDB4897 | 2054-12-01      | 4.5000%  |  | $826.20            | $802.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3858 | 2054-04-01      | 5.5000%  |  | $485362.48         | $493559.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3724 | 2054-05-01      | 5.5000%  |  | $1148731.01        | $1163147.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9804 | 2055-01-01      | 5.5000%  |  | $755.21            | $766.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  |  | $18945001.10       | $19789967.10       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8847 | 2054-07-01      | 6.0000%  |  | $683.18            | $714.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  |  | $784.13            | $793.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8756 | 2054-06-01      | 6.0000%  |  | $688.65            | $705.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8722 | 2054-06-01      | 6.5000%  |  | $617.83            | $652.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB8465 | 2054-05-01      | 4.5000%  |  | $761.24            | $735.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8383 | 2054-04-01      | 5.5000%  |  | $715.56            | $724.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  |  | $302204.11         | $305094.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7950 | 2054-02-01      | 4.5000%  |  | $8294626.81        | $8106388.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7907 | 2053-11-01      | 6.5000%  |  | $372.88            | $387.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTRB5368 | 2045-10-01      | 5.0000%  |  | $777.54            | $778.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9575 | 2053-08-01      | 5.5000%  |  | $1305.03           | $1323.29           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA8721 | 2053-04-01      | 4.5000%  |  | $751.18            | $727.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8417 | 2053-01-01      | 6.0000%  |  | $224534.13         | $234139.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  |  | $42906471.89       | $43387467.72       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA0836 | 2055-12-01      | 6.5000%  |  | $838.60            | $885.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0104 | 2056-03-01      | 6.0000%  |  | $1262580.96        | $1292185.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8530 | 2055-09-01      | 6.5000%  |  | $562.76            | $590.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1664 | 2055-05-01      | 5.5000%  |  | $783.74            | $802.86            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  |  | $228.82            | $235.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAB9703 | 2043-06-01      | 3.5000%  |  | $3176506.44        | $2983322.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA4105 | 2053-12-01      | 6.5000%  |  | $1455.11           | $1541.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8361 | 2054-04-01      | 6.5000%  |  | $509.90            | $530.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  |  | $518.65            | $534.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6748 | 2053-07-01      | 5.5000%  |  | $6862339.35        | $7033852.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBO9370 | 2034-11-01      | 5.0000%  |  | $326.07            | $331.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM3305 | 2049-06-01      | 5.5000%  |  | $225528.83         | $230451.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ2131 | 2054-08-01      | 6.5000%  |  | $457.31            | $474.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  |  | $19003.94          | $19423.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  |  | $942.28            | $970.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ0918 | 2054-02-01      | 5.0000%  |  | $640.23            | $637.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBW1977 | 2052-07-01      | 3.5000%  |  | $563589.82         | $519427.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6903 | 2053-08-01      | 5.0000%  |  | $719.69            | $718.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAX4277 | 2045-01-01      | 3.0000%  |  | $1699681.26        | $1550959.15        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ0095 | 2053-10-01      | 6.0000%  |  | $588.11            | $604.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6033 | 2055-04-01      | 6.5000%  |  | $1585106.35        | $1675983.14        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6909 | 2054-12-01      | 5.0000%  |  | $818.65            | $812.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB1457 | 2040-03-01      | 5.5000%  |  | $671999.65         | $687753.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIFA3110 | 2040-10-01      | 4.5000%  |  | $795.44            | $793.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ2863 | 2054-11-01      | 5.0000%  |  | $978.92            | $968.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT9636 | 2043-07-01      | 3.5000%  |  | $8431965.83        | $7934864.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS0023 | 2043-07-01      | 3.5000%  |  | $154502.74         | $145233.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAU1307 | 2033-07-01      | 3.5000%  |  | $85.22             | $83.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $115234.43         | $105645.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAO9775 | 2042-08-01      | 3.5000%  |  | $160.66            | $150.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $502.80            | $410.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  |  | $40387025.10       | $34963545.72       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6929 | 2050-09-01      | 2.0000%  |  | $490.02            | $398.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6908 | 2050-09-01      | 2.0000%  |  | $590.71            | $480.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  |  | $11406542.09       | $9350782.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6698 | 2050-08-01      | 2.0000%  |  | $65692588.20       | $53370016.32       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6578 | 2050-08-01      | 2.5000%  |  | $119003600.92      | $101143699.12      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6582 | 2050-08-01      | 2.5000%  |  | $447.13            | $382.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0084 | 2056-01-01      | 5.0000%  |  | $1655.78           | $1635.65           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  |  | $690.33            | $706.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLRQ0016 | 2055-06-01      | 7.0000%  |  | $540.84            | $570.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ5214 | 2055-11-01      | 4.5000%  |  | $2533.29           | $2454.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4651 | 2055-08-01      | 6.0000%  |  | $1034068.50        | $1072067.41        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4131 | 2055-05-01      | 6.5000%  |  | $35260940.66       | $36931521.77       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4421 | 2055-04-01      | 6.5000%  |  | $597.06            | $619.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3245 | 2055-01-01      | 5.0000%  |  | $895676.37         | $891743.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4260 | 2036-02-01      | 1.5000%  |  | $424.38            | $382.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3093 | 2054-12-01      | 6.0000%  |  | $8464006.41        | $8718739.14        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3080 | 2054-12-01      | 5.5000%  |  | $4248.86           | $4322.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3048 | 2054-12-01      | 6.0000%  |  | $731.25            | $761.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2909 | 2054-12-01      | 5.5000%  |  | $748.86            | $764.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2919 | 2054-12-01      | 6.0000%  |  | $736.45            | $765.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2700 | 2054-07-01      | 6.5000%  |  | $1054.47           | $1094.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG5737 | 2056-04-01      | 5.5000%  |  | $840.00            | $862.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG5519 | 2056-03-01      | 6.0000%  |  | $4149888.96        | $4280062.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG5122 | 2056-03-01      | 5.5000%  |  | $5085788.40        | $5131658.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG1673 | 2056-02-01      | 5.0000%  |  | $9043713.15        | $9003935.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9992 | 2056-01-01      | 5.0000%  |  | $1702554.76        | $1690767.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9747 | 2056-01-01      | 6.0000%  |  | $7784122.08        | $8166937.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9733 | 2056-01-01      | 5.5000%  |  | $830.57            | $843.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9093 | 2056-01-01      | 6.0000%  |  | $837.01            | $860.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9871 | 2056-01-01      | 5.0000%  |  | $11745058.36       | $11631209.60       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4563 | 2052-09-01      | 5.0000%  |  | $79205.55          | $78730.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5300 | 2052-12-01      | 5.5000%  |  | $6336.78           | $6416.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS0225 | 2043-08-01      | 4.0000%  |  | $75.12             | $72.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7385 | 2045-09-01      | 3.5000%  |  | $297.54            | $280.01            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q50241 G | 2047-08-01      | 3.5000%  |  | $833545.55         | $778261.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9365 | 2054-10-01      | 5.5000%  |  | $769.76            | $776.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  |  | $682573.38         | $665311.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $75178460.95       | $75232038.16       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7788 | 2052-08-01      | 5.0000%  |  | $59851646.60       | $59495688.93       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4662 | 2051-02-01      | 2.5000%  |  | $223740.40         | $191755.22         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3723 | 2050-10-01      | 2.0000%  |  | $491.12            | $401.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA3592 | 2050-09-01      | 3.5000%  |  | $361.21            | $335.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA1729 | 2049-11-01      | 3.5000%  |  | $2667751.59        | $2489720.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD1697 | 2055-03-01      | 6.5000%  |  | $1013471.46        | $1058353.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD0827 | 2055-01-01      | 6.0000%  |  | $562.84            | $577.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  |  | $1360.49           | $1370.48           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  |  | $653.29            | $658.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  |  | $419.01            | $435.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  |  | $621.19            | $626.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  |  | $545.26            | $558.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $9514.45           | $9614.83           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  |  | $1678345.49        | $1727433.74        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  |  | $155339.12         | $157243.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIDD2613 | 2040-02-01      | 6.0000%  |  | $669.76            | $698.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8273 | 2052-11-01      | 3.5000%  |  | $7680.05           | $7044.24           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8262 | 2052-09-01      | 2.5000%  |  | $699.80            | $591.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB6513 | 2042-10-01      | 3.5000%  |  | $5415833.85        | $5106680.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAQ6290 | 2032-12-01      | 3.0000%  |  | $35579.57          | $34498.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9610 | 2047-05-01      | 4.5000%  |  | $72478.08          | $71392.14          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0660 | 2043-03-01      | 3.5000%  |  | $144.15            | $140.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8263 | 2052-09-01      | 5.0000%  |  | $1223751.34        | $1213399.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7988 | 2050-12-01      | 2.0000%  |  | $25402.68          | $20621.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  |  | $58678948.44       | $58611800.18       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAS8553 | 2036-12-01      | 3.0000%  |  | $216.22            | $205.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CWCA2522 | 2033-09-01      | 3.5000%  |  | $405875.97         | $402336.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7274 | 2054-02-01      | 5.0000%  |  | $12396.71          | $12254.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTBJ2544 | 2037-12-01      | 3.0000%  |  | $141.82            | $133.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4860 | 2049-12-01      | 3.0000%  |  | $15724.95          | $14069.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3168 | 2055-03-01      | 5.0000%  |  | $795.08            | $789.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ8604 | 2054-11-01      | 5.0000%  |  | $787.00            | $781.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC7771 | 2054-12-01      | 5.0000%  |  | $120001.99         | $119355.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9661 | 2055-06-01      | 5.5000%  |  | $755.17            | $762.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0976 | 2055-01-01      | 6.5000%  |  | $2127417.77        | $2238144.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0658 | 2055-03-01      | 6.5000%  |  | $1404.30           | $1475.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB7302 | 2042-12-01      | 3.5000%  |  | $1998347.90        | $1883022.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY0909 | 2053-03-01      | 6.0000%  |  | $1141.37           | $1175.71           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM2287 | 2046-12-01      | 3.5000%  |  | $290499.11         | $268886.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6977 | 2050-09-01      | 2.0000%  |  | $1029.45           | $836.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CKBM6148 | 2049-10-01      | 3.5000%  |  | $160846.56         | $145884.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  |  | $607.86            | $593.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA4904 | 2053-10-01      | 6.0000%  |  | $583.57            | $597.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3259 | 2052-04-01      | 3.5000%  |  | $645.10            | $592.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6155 | 2054-08-01      | 5.5000%  |  | $132482.03         | $134376.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9373 | 2054-10-01      | 5.0000%  |  | $799.26            | $793.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $3240569.23        | $3278322.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $39853018.27       | $39382938.65       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQA8776 | 2050-04-01      | 4.0000%  |  | $210.65            | $201.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2469 | 2054-09-01      | 6.5000%  |  | $581.05            | $608.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 RIAL6425 | 2029-10-01      | 2.5000%  |  | $10560.67          | $10314.65          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC2197 | 2036-08-01      | 2.0000%  |  | $14235205.84       | $13084911.06       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  |  | $18827.76          | $18311.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAS8740 | 2037-02-01      | 3.5000%  |  | $24482.43          | $23679.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9644 | 2055-09-01      | 6.5000%  |  | $2911.49           | $3075.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC7350 | 2054-11-01      | 7.0000%  |  | $733.48            | $780.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4403 | 2055-06-01      | 6.5000%  |  | $603.04            | $627.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1892 | 2041-05-01      | 5.0000%  |  | $47.61             | $48.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL4434 | 2043-02-01      | 3.5000%  |  | $5795629.73        | $5505539.15        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2570 | 2052-11-01      | 5.0000%  |  | $633.83            | $630.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3586 | 2055-02-01      | 6.0000%  |  | $707.84            | $733.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2451 | 2054-10-01      | 5.5000%  |  | $778.75            | $791.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1727 | 2055-06-01      | 5.5000%  |  | $801.21            | $816.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU5890 | 2051-12-01      | 2.5000%  |  | $550.83            | $466.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5758 | 2055-03-01      | 6.0000%  |  | $725.07            | $756.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5473 | 2055-01-01      | 6.0000%  |  | $1095385.67        | $1144239.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBU5195 | 2039-11-01      | 5.0000%  |  | $748.89            | $762.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU4913 | 2054-08-01      | 5.0000%  |  | $692.48            | $691.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4850 | 2054-08-01      | 5.5000%  |  | $9909961.53        | $10034523.14       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CKBU4849 | 2054-07-01      | 6.5000%  |  | $586.33            | $601.09            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  |  | $20292940.08       | $20131820.89       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  |  | $4421254.32        | $4386151.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR2227 | 2051-08-01      | 2.5000%  |  | $605.48            | $519.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5496 | 2055-12-01      | 5.5000%  |  | $837.10            | $851.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF4952 | 2055-11-01      | 5.5000%  |  | $836.57            | $853.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF5352 | 2055-12-01      | 6.0000%  |  | $870649.93         | $904224.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  |  | $382.51            | $326.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7240 | 2050-10-01      | 2.5000%  |  | $1895258.68        | $1628353.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB2979 | 2037-02-01      | 2.5000%  |  | $40711.35          | $38447.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CQAL7846 | 2045-08-01      | 4.5000%  |  | $146.89            | $145.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7218 | 2050-10-01      | 2.0000%  |  | $17053386.40       | $13847463.45       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5309 | 2045-07-01      | 3.5000%  |  | $12988381.69       | $12309942.24       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4095 | 2052-07-01      | 4.5000%  |  | $85072449.48       | $83228078.77       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $644.14            | $650.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB7816 | 2054-01-01      | 7.0000%  |  | $452.86            | $484.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB7534 | 2053-11-01      | 7.0000%  |  | $541.11            | $583.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  |  | $64178052.10       | $66729963.98       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7474 | 2053-11-01      | 5.5000%  |  | $789.78            | $802.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7306 | 2053-10-01      | 6.0000%  |  | $19096544.12       | $19930891.23       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7234 | 2046-05-01      | 3.0000%  |  | $1467906.81        | $1322760.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  |  | $579.81            | $521.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8779 | 2051-02-01      | 2.0000%  |  | $566.04            | $459.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7331 | 2050-10-01      | 2.0000%  |  | $513.76            | $421.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTCA2239 | 2038-08-01      | 4.5000%  |  | $178.53            | $179.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2184 | 2048-08-01      | 4.0000%  |  | $180.83            | $173.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2039 | 2048-07-01      | 4.0000%  |  | $9455994.15        | $9057417.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2640 | 2048-11-01      | 4.5000%  |  | $30168926.37       | $29835801.08       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2626 | 2048-11-01      | 4.0000%  |  | $1521.14           | $1458.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1545 | 2048-04-01      | 4.0000%  |  | $295.12            | $282.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1537 | 2048-04-01      | 4.0000%  |  | $231.69            | $222.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1056 | 2048-01-01      | 4.0000%  |  | $88.09             | $84.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1774 | 2047-12-01      | 4.0000%  |  | $7211.27           | $6926.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY8504 | 2053-08-01      | 5.5000%  |  | $42205.98          | $42702.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  |  | $670.18            | $675.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY5839 | 2053-07-01      | 6.0000%  |  | $531.74            | $548.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2799 | 2053-04-01      | 6.0000%  |  | $773.41            | $799.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  |  | $1298.14           | $1259.71           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8156 | 2051-07-01      | 2.5000%  |  | $73937.13          | $62712.91          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  |  | $3618290.10        | $3069577.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8106 | 2050-11-01      | 2.0000%  |  | $9546582.34        | $7756919.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 RIAV5665 | 2028-12-01      | 2.5000%  |  | $28241.99          | $27691.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV1360 | 2028-11-01      | 3.5000%  |  | $18035.60          | $17904.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV0198 | 2028-10-01      | 3.5000%  |  | $27.97             | $27.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAU7484 | 2043-09-01      | 4.5000%  |  | $542530.77         | $537468.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CVAU7218 | 2028-09-01      | 3.5000%  |  | $55.67             | $55.47             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZA3611 | 2043-11-01      | 3.5000%  |  | $273.33            | $256.02            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC T65103 G | 2042-11-01      | 3.0000%  |  | $346551.53         | $314668.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN6074 | 2049-05-01      | 4.5000%  |  | $158.67            | $154.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  |  | $29406474.56       | $25074940.05       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA6432 | 2050-07-01      | 3.5000%  |  | $6422491.26        | $5991873.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7131 | 2050-09-01      | 2.5000%  |  | $429.70            | $366.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7115 | 2050-09-01      | 2.0000%  |  | $502.44            | $407.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6017 | 2050-06-01      | 2.5000%  |  | $395.64            | $336.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY8627 | 2055-07-01      | 6.0000%  |  | $1948.84           | $1996.79           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY7959 | 2055-07-01      | 6.5000%  |  | $834.22            | $886.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQY7124 | 2055-07-01      | 7.0000%  |  | $722.99            | $776.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY6150 | 2055-06-01      | 5.5000%  |  | $550089.16         | $561588.40         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4745 | 2055-06-01      | 6.0000%  |  | $2634245.15        | $2695017.18        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3995 | 2055-05-01      | 5.5000%  |  | $768.66            | $781.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3465 | 2055-05-01      | 5.5000%  |  | $10997770.59       | $11226329.92       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRMA1217 | 2042-10-01      | 4.0000%  |  | $90.24             | $87.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0353 | 2030-03-01      | 4.5000%  |  | $56097.76          | $56477.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0318 | 2030-02-01      | 4.5000%  |  | $48745.73          | $49075.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0200 | 2029-10-01      | 4.5000%  |  | $9.40              | $9.43              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CZAB9638 | 2053-06-01      | 3.5000%  |  | $195.26            | $177.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB8231 | 2042-06-01      | 3.5000%  |  | $95.91             | $90.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4305 | 2052-08-01      | 5.0000%  |  | $28750049.15       | $28902041.09       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4334 | 2052-08-01      | 4.0000%  |  | $27672590.47       | $26366813.16       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4097 | 2052-07-01      | 4.5000%  |  | $65762747.26       | $64142681.98       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4039 | 2052-07-01      | 5.0000%  |  | $24297234.19       | $24121629.99       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  |  | $14195770.93       | $13593874.97       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4409 | 2052-08-01      | 5.0000%  |  | $673.70            | $674.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4407 | 2052-08-01      | 5.0000%  |  | $30132627.74       | $29910208.78       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3426 | 2052-04-01      | 3.5000%  |  | $600.53            | $551.01            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P00029 G | 2033-03-01      | 6.0000%  |  | $5.39              | $5.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS3220 | 2029-09-01      | 3.0000%  |  | $28464.38          | $28076.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3211 | 2047-12-01      | 4.0000%  |  | $105.49            | $101.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA5022 | 2050-01-01      | 4.0000%  |  | $68438.58          | $65441.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $33575907.24       | $33321189.22       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6177 | 2053-05-01      | 5.0000%  |  | $700.81            | $701.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5105 | 2053-08-01      | 4.5000%  |  | $729.06            | $706.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  |  | $641.67            | $641.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9919 | 2028-04-01      | 3.0000%  |  | $20.30             | $20.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT6813 | 2051-10-01      | 3.0000%  |  | $460.04            | $405.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4455 | 2053-07-01      | 5.0000%  |  | $668.49            | $669.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  |  | $484.68            | $468.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3650 | 2053-08-01      | 6.0000%  |  | $66897597.53       | $69921435.84       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO0988 | 2049-07-01      | 3.5000%  |  | $112.17            | $103.91            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.0835%  |  | $13192200.00       | $11669804.72       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0183A2 R19M01 | 2031-09-25      | 2.5770%  |  | $1947065.93        | $1780172.20        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC01SA1X R23M01 | 2033-07-25      | 4.4995%  |  | $21658.09          | $21688.83          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.4759%  |  | $2325938.12        | $2349688.27        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A1 R22M013 | 2032-05-25      | 2.5865%  |  | $12782099.86       | $12256193.15       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A2 R22M003 | 2031-11-25      | 1.7073%  |  | $25788000.00       | $22420770.58       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5314%  |  | $2948782.55        | $2822857.25        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.4574%  |  | $5751355.20        | $5492067.95        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A1 R20M001 | 2029-10-25      | 2.1510%  |  | $2929648.01        | $2882769.25        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023AB R21M023 | 2031-11-25      | 0.5000%  |  | $2335371.16        | $1961998.25        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL009A2 R19M009 | 2029-06-25      | 2.9370%  |  | $1236510.78        | $1199941.59        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G | 2031-01-25      | 1.1810%  |  | $21398.91          | $21345.22          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL001A1 R22M001 | 2031-10-25      | 1.6685%  |  | $3930821.09        | $3679896.47        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  |  | $1514463.68        | $1452927.99        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC006A1 R21M006 | 2033-03-25      | 1.4947%  |  | $17430271.05       | $16799564.28       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL053A2 R20M053 | 2032-11-25      | 1.6838%  |  | $2440200.00        | $2087748.09        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.4681%  |  | $21567000.00       | $19100885.43       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0061A2 R21M00 | 2031-03-25      | 1.4606%  |  | $4200000.00        | $3642909.90        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL051A1 R20M051 | 2030-12-25      | 0.8500%  |  | $3159574.35        | $3012907.97        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0491A1 R20M04 | 2030-11-25      | 1.2554%  |  | $5640031.94        | $5352959.02        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3244%  |  | $5264884.46        | $4679499.50        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL041A1 R20M041 | 2029-03-25      | 1.2900%  |  | $222129.68         | $220510.80         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  |  | $362106.93         | $356027.15         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A1 R26M004 | 2030-11-25      | 2.8864%  |  | $12667763.40       | $12334347.87       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004AV R26M004 | 2039-01-25      | 2.8864%  |  | $16100241.51       | $14862615.94       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  |  | $3442379.19        | $3165703.13        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL025AV2 R19M02 | 2026-12-25      | 2.2660%  |  | $752611.66         | $750121.52         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  |  | $17053680.00       | $16121093.83       | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.0946%  |  | $1485843.11        | $1386964.94        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL012A2 R18M012 | 2030-08-25      | 3.6538%  |  | $3779110.15        | $3706233.79        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL003A2 R18M003 | 2030-02-25      | 3.0746%  |  | $11090742.97       | $10715559.77       | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.0730%  |  | $5173358.79        | $5125706.12        | Agency Mortgage-Backed Securities         |
| USTR 3 7/8 NOTE P 32      | 2032-08-31      | 3.8750%  |  | $24899364.00       | $24628017.36       | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  |  | $8154132.00        | $8151307.97        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $26456388.00       | $26809612.03       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $93951732.00       | $95377192.60       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  |  | $233940.00         | $208654.35         | U.S. Treasuries (including strips)        |
| USTR BILL 07/02/26        | 2026-07-02      | 0.0000%  |  | $840.00            | $832.16            | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $6636.00           | $6572.03           | U.S. Treasuries (including strips)        |

### Security 205: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FRW000, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $181325000.00
- **C.18.a - Value (excl. sponsor support):** $181325000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.000 CLFS8868 | 2053-02-01      | 5.0000%  |  | $1932990.23        | $1918424.51        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7668 | 2052-07-01      | 4.0000%  |  | $1415483.91        | $1338074.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0813 M     | 2055-12-20      | 5.0000%  |  | $55568.07          | $55212.58          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6995 M     | 2050-11-20      | 2.5000%  |  | $6638540.36        | $5715460.17        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6409 M     | 2050-01-20      | 3.0000%  |  | $9174533.05        | $8212647.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5818 M     | 2049-03-20      | 4.5000%  |  | $5510607.53        | $5420927.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5467 M     | 2048-09-20      | 4.5000%  |  | $3231519.85        | $3182885.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6283 M     | 2049-11-20      | 3.0000%  |  | $2424285.51        | $2167834.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5076 M     | 2048-03-20      | 3.0000%  |  | $6214480.50        | $5603659.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5020 M     | 2048-02-20      | 4.0000%  |  | $4423164.05        | $4223154.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4963 M     | 2048-01-20      | 4.0000%  |  | $4803392.47        | $4586189.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4778 M     | 2047-10-20      | 3.5000%  |  | $5636753.72        | $5250053.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  |  | $1412323.16        | $1350256.27        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4509 M     | 2047-06-20      | 3.0000%  |  | $5892045.44        | $5329119.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5330 M     | 2048-07-20      | 4.0000%  |  | $3044716.45        | $2901067.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4262 M     | 2047-02-20      | 3.5000%  |  | $2456577.50        | $2309076.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4196 M     | 2047-01-20      | 3.5000%  |  | $5083000.64        | $4770257.17        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3803 M     | 2046-07-20      | 3.5000%  |  | $3542895.04        | $3310540.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  |  | $52319414.95       | $44385245.41       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4119 | 2050-09-01      | 2.0000%  |  | $13129804.67       | $10682102.72       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL932045 | 2039-09-01      | 4.5000%  |  | $66197.37          | $65547.84          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4652 M     | 2047-08-20      | 3.5000%  |  | $6057236.41        | $5705351.36        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ0662 | 2054-01-01      | 6.5000%  |  | $236521.68         | $245687.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3936 M     | 2046-09-20      | 3.0000%  |  | $4581736.23        | $4147923.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5193 M     | 2048-05-20      | 4.5000%  |  | $2848134.31        | $2798178.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4321 M     | 2047-03-20      | 3.5000%  |  | $6515117.31        | $6123269.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  |  | $20138147.92       | $17074739.56       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6994 M     | 2050-11-20      | 2.0000%  |  | $31648075.33       | $26097467.10       | Agency Mortgage-Backed Securities |

### Security 206: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., REPO,  3.660%, 4/1/2026
- **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):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 3 3/4 NOTE AM 26 | 2026-04-15      | 3.7500%  |  | $5000.00           | $5085.64           | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $282873950.00      | $253590548.01      | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $1273650.00        | $1117033.17        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $318200.00         | $313270.43         | U.S. Treasuries (including strips) |

### Security 207: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co., REPO,  3.660%, 4/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935TKW005, C.3 - LEI: 549300H7EXFMRS487544
- **C.18 - Value (incl. sponsor support):** $450004800.00
- **C.18.a - Value (excl. sponsor support):** $450004800.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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       | $51285564.67       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 10/15/2026 | 2026-10-15      | 4.6250%  |  | $50000000.00       | $51285564.67       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 10/15/2026 | 2026-10-15      | 4.6250%  |  | $40000000.00       | $41028451.74       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50892297.86       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50892297.86       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50892297.86       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50892297.86       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50892297.86       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50892297.86       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $10080000.00       | $10259887.25       | U.S. Treasuries (including strips) |

### Security 208: Truist Bank

- **C.1 - Title:** Truist Bank, REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 937LKK006, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SP 787604 C | 2054-10-20      | 5.0000%  |  | $187476784.77      | $187278934.34      | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787605 C | 2054-10-20      | 5.0000%  |  | $15671395.88       | $15654857.34       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2020-167 AC | 2050-11-20      | 1.2500%  |  | $416089.53         | $318041.22         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-151 MA | 2050-10-20      | 1.0000%  |  | $999638.38         | $758620.90         | Agency Collateralized Mortgage Obligation |

### Security 209: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd., REPO,  3.680%, 4/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942MLS009, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 - 3.5000 - 02/15/2039 | 2039-02-15      | 3.5000%  |  | $31962000.00       | $28905516.89       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $44139360.61       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $44139360.61       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $44139360.61       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $44139360.61       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $44139360.61       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $44139360.61       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $44139360.61       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $44139360.61       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $40000000.00       | $35311488.49       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  |  | $50000000.00       | $50128905.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  |  | $50000000.00       | $50128905.00       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2034 | 2034-05-15      | 4.3750%  |  | $50000000.00       | $51280808.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2034 | 2034-05-15      | 4.3750%  |  | $10000000.00       | $10256161.64       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $50376955.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $50376955.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $50376955.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 11/15/2055 | 2055-11-15      | 4.6250%  |  | $50000000.00       | $48720344.53       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 11/15/2055 | 2055-11-15      | 4.6250%  |  | $50000000.00       | $48720344.53       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 11/15/2055 | 2055-11-15      | 4.6250%  |  | $50000000.00       | $48720344.53       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 11/15/2055 | 2055-11-15      | 4.6250%  |  | $50000000.00       | $48720344.53       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 11/15/2055 | 2055-11-15      | 4.6250%  |  | $50000000.00       | $48720344.53       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $50000000.00       | $51572036.52       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $50000000.00       | $51572036.52       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $48000000.00       | $49509155.06       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $51336823.59       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $51336823.59       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $51336823.59       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $25000000.00       | $25668411.80       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $49913567.38       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $49913567.38       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $49913567.38       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $427000.00         | $426261.87         | U.S. Treasuries (including strips) |
| UST - 0.7500 - 08/31/2026 | 2026-08-31      | 0.7500%  |  | $15000000.00       | $14823734.90       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 11/30/2028 | 2028-11-30      | 4.3750%  |  | $50000000.00       | $51379508.46       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 11/30/2028 | 2028-11-30      | 4.3750%  |  | $30000000.00       | $30827705.08       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 02/15/2036 | 2036-02-15      | 4.5000%  |  | $50000000.00       | $51123090.66       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 02/15/2036 | 2036-02-15      | 4.5000%  |  | $2000000.00        | $2044923.63        | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  |  | $50000000.00       | $49067969.03       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  |  | $50000000.00       | $49067969.03       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 02/29/2028 | 2028-02-29      | 1.1250%  |  | $50000000.00       | $47549339.51       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 02/29/2028 | 2028-02-29      | 1.1250%  |  | $50000000.00       | $47549339.51       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 02/29/2028 | 2028-02-29      | 1.1250%  |  | $50000000.00       | $47549339.51       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51673420.33       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51673420.33       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51673420.33       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $51325966.85       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $20000000.00       | $20530386.74       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 11/15/2030 | 2030-11-15      | 0.8750%  |  | $50000000.00       | $44914364.64       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 11/15/2030 | 2030-11-15      | 0.8750%  |  | $50000000.00       | $44914364.64       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/15/2043 | 2043-08-15      | 4.3750%  |  | $50000000.00       | $49265883.98       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52345303.87       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52345303.87       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52345303.87       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $421000.00         | $440747.46         | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $10000000.00       | $9384267.34        | U.S. Treasuries (including strips) |
| UST - 4.7500 - 05/15/2055 | 2055-05-15      | 4.7500%  |  | $50000000.00       | $49640310.19       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 05/15/2045 | 2045-05-15      | 3.0000%  |  | $25000000.00       | $19287627.96       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $35500000.00       | $34847491.37       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 08/15/2054 | 2054-08-15      | 4.2500%  |  | $50000000.00       | $45090317.29       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 08/15/2054 | 2054-08-15      | 4.2500%  |  | $50000000.00       | $45090317.29       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 08/15/2054 | 2054-08-15      | 4.2500%  |  | $20000000.00       | $18036126.92       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $50000000.00       | $49751350.72       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $50000000.00       | $49751350.72       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $20000000.00       | $19900540.29       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50700687.54       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50700687.54       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $7830000.00        | $7939727.67        | U.S. Treasuries (including strips) |
| UST - 2.0000 - 11/15/2026 | 2026-11-15      | 2.0000%  |  | $42000000.00       | $41857847.31       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $44375670.28       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $44375670.28       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $15000000.00       | $13312701.08       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50607187.03       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50607187.03       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50607187.03       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50607187.03       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50607187.03       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $40000000.00       | $40485749.63       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/15/2043 | 2043-11-15      | 3.7500%  |  | $50000000.00       | $44001294.89       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/15/2043 | 2043-11-15      | 3.7500%  |  | $50000000.00       | $44001294.89       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/15/2043 | 2043-11-15      | 3.7500%  |  | $50000000.00       | $44001294.89       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/15/2043 | 2043-11-15      | 3.7500%  |  | $5274000.00        | $4641256.58        | U.S. Treasuries (including strips) |
| UST - 2.3750 - 02/15/2042 | 2042-02-15      | 2.3750%  |  | $50000000.00       | $36538867.02       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 02/15/2042 | 2042-02-15      | 2.3750%  |  | $20700000.00       | $15127090.94       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2043 | 2043-11-15      | 4.7500%  |  | $43000000.00       | $43233206.37       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2031 | 2031-07-31      | 4.1250%  |  | $50000000.00       | $50578343.31       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2031 | 2031-07-31      | 4.1250%  |  | $30000000.00       | $30347005.99       | U.S. Treasuries (including strips) |

### Security 210: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO,  3.670%, 4/7/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 94999J005, 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:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **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 FARGO BANK

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  |  | $895414200.00      | $902907645.93      | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $375656700.00      | $372222400.79      | U.S. Treasuries (including strips) |

### Security 211: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO,  3.670%, 4/2/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 94999J005, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **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?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/8 NOTE C 33 | 2033-05-15      | 3.3750%  |  | $693914600.00      | $669571769.13      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33 | 2033-02-15      | 3.5000%  |  | $6261900.00        | $6048889.85        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29 | 2029-02-28      | 4.2500%  |  | $138381300.00      | $140462577.31      | U.S. Treasuries (including strips) |

### Security 212: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 94999J005, 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:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 FARGO BANK

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  |  | $508937500.00      | $510052000.02      | U.S. Treasuries (including strips) |

### Security 213: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO,  3.660%, 4/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 94999J005, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3200000000.00
- **C.18.a - Value (excl. sponsor support):** $3200000000.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 FARGO BANK

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 3/4 BOND 45 | 2045-02-15      | 4.7500%  |  | $349931100.00      | $345600170.97      | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43 | 2043-11-15      | 4.7500%  |  | $27435700.00       | $27577496.03       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49 | 2049-05-15      | 2.8750%  |  | $434850000.00      | $313481236.40      | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53 | 2053-02-15      | 3.6250%  |  | $451445000.00      | $364009618.76      | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54 | 2054-02-15      | 4.2500%  |  | $332240600.00      | $299114466.54      | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43 | 2043-08-15      | 4.3750%  |  | $343032000.00      | $325381864.58      | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41 | 2041-08-15      | 1.7500%  |  | $487527900.00      | $326719294.84      | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40 | 2040-11-15      | 1.3750%  |  | $399602600.00      | $259222904.27      | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41 | 2041-02-15      | 4.7500%  |  | $331729600.00      | $335096814.89      | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40 | 2040-11-15      | 4.2500%  |  | $324857300.00      | $314589486.86      | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51 | 2051-05-15      | 2.3750%  |  | $557728800.00      | $353538514.91      | U.S. Treasuries (including strips) |

### Security 214: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.710%, 9/28/2026
- **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):** $823700000.00
- **C.18.a - Value (excl. sponsor support):** $823700000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  |  | $494034597.69      | $486777229.45      | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  |  | $38149794.22       | $38797667.65       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  |  | $33227220.34       | $34584091.33       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  |  | $27929796.22       | $28681582.55       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  |  | $14240237.29       | $14379177.35       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  |  | $27922033.90       | $28239624.18       | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  |  | $111.69            | $111.13            | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  |  | $14163730.92       | $12413836.00       | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  |  | $4464174.78        | $3898654.43        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $2822079.97        | $2449417.73        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  |  | $7153275.69        | $6805719.33        | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  |  | $558440.68         | $538969.89         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 56    | 2056-02-15      | 4.7500%  |  | $16483493.49       | $16176957.89       | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/26 | 2026-07-31      | 3.8354%  |  | $625453.56         | $629663.28         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $40044552.45       | $41377186.75       | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  |  | $323181.24         | $330616.14         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  |  | $12955.82          | $12830.59          | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  |  | $21138096.54       | $20781124.89       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  |  | $101713044.83      | $106534561.22      | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  |  | $13960961.11       | $12783133.52       | U.S. Treasuries (including strips) |

### Security 215: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.670%, 6/16/2026
- **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):** $499500000.00
- **C.18.a - Value (excl. sponsor support):** $499500000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  |  | $4407482.84        | $4444586.42        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  |  | $99638945.53       | $101154919.24      | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  |  | $162.53            | $165.68            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  |  | $101871710.53      | $102616392.73      | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $17064181.89       | $17831130.60       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  |  | $97311538.42       | $92163415.86       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  |  | $157.74            | $150.50            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  |  | $104749461.47      | $103813850.28      | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  |  | $9876166.58        | $6612469.53        | U.S. Treasuries (including strips) |
| USTR BILL 01/21/27    | 2027-01-21      | 0.0000%  |  | $1614173.68        | $1567104.38        | U.S. Treasuries (including strips) |
| USTR BILL 10/29/26    | 2026-10-29      | 0.0000%  |  | $52.58             | $51.47             | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 34  | 2034-07-15      | 1.8750%  |  | $54.49             | $54.89             | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  |  | $210.32            | $176.29            | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/26 | 2026-07-31      | 3.8354%  |  | $52.58             | $52.93             | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  |  | $52.58             | $49.33             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  |  | $289657.42         | $294119.66         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  |  | $79953650.53       | $82149119.34       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  |  | $1545400.42        | $1568674.40        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  |  | $61.42             | $31.92             | U.S. Treasuries (including strips) |

### Security 216: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $203000000.00
- **C.18.a - Value (excl. sponsor support):** $203000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 2023-120 FB      | 2053-08-20      | 4.7829%  |  | $1156350.60        | $1162007.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-123 MF      | 2053-08-20      | 4.6729%  |  | $1379190.79        | $1380987.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-098 FA      | 2053-07-20      | 4.6729%  |  | $87006.83          | $87204.14          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-082 KF      | 2053-06-20      | 4.8229%  |  | $2599434.05        | $2610015.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-082 FE      | 2053-06-20      | 4.6229%  |  | $114.27            | $114.20            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 CF      | 2053-05-20      | 4.6729%  |  | $585722.45         | $585537.85         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 FA      | 2053-05-20      | 4.6729%  |  | $56817.32          | $56878.56          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-022 KF      | 2053-02-20      | 4.5729%  |  | $2819923.93        | $2802945.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-021 FB      | 2053-02-20      | 4.5529%  |  | $83.64             | $83.40             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 KF      | 2053-09-20      | 5.0729%  |  | $1563803.46        | $1580667.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FC      | 2052-10-20      | 4.9729%  |  | $303.50            | $304.02            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FA      | 2052-10-20      | 4.7729%  |  | $191.91            | $191.36            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-081 YF      | 2052-05-20      | 4.5000%  |  | $564.23            | $533.98            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-075 FA      | 2052-04-20      | 4.0000%  |  | $232762.23         | $217122.06         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5605ET 12/25/55  | 2055-12-25      | 4.5000%  |  | $2493141.34        | $2389551.32        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5516FB 03/25/55  | 2055-03-25      | 4.5619%  |  | $446151.09         | $446596.93         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-89 FH       | 2049-07-20      | 4.1895%  |  | $480541.83         | $473281.87         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-170 FA      | 2052-09-20      | 4.6729%  |  | $147.98            | $145.67            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 KF      | 2055-07-20      | 4.7229%  |  | $5227116.94        | $5241492.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-099 FE      | 2055-06-20      | 4.7729%  |  | $1986731.07        | $2002961.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 FM      | 2054-10-20      | 4.6229%  |  | $355.93            | $356.40            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-186 FA      | 2054-11-20      | 5.2729%  |  | $8579.50           | $8653.60           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-172 FA      | 2054-10-20      | 4.7729%  |  | $1802912.10        | $1800590.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-181 DF      | 2054-11-20      | 4.7729%  |  | $1446261.25        | $1451510.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FC      | 2054-08-20      | 4.7329%  |  | $6666572.22        | $6690539.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FA      | 2054-08-20      | 4.7829%  |  | $1761317.05        | $1769564.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-132 FE      | 2054-08-20      | 4.9229%  |  | $3258318.02        | $3276451.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FG      | 2054-07-20      | 4.9229%  |  | $5054.26           | $5087.21           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-213 FA      | 2052-12-20      | 4.5729%  |  | $1052279.43        | $1044249.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-066 FB      | 2054-04-20      | 4.7029%  |  | $858647.41         | $860850.70         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 4.9119%  |  | $503.13            | $505.90            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4680BQ 05/15/47  | 2047-05-15      | 3.5000%  |  | $26808.10          | $24497.10          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-22O F       | 2075-10-20      | 4.4529%  |  | $571250.74         | $576176.99         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FE      | 2053-12-20      | 4.9229%  |  | $3473878.27        | $3496535.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FD      | 2053-12-20      | 4.9729%  |  | $143074.47         | $144312.85         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-010 FB      | 2052-01-20      | 3.0000%  |  | $13340245.36       | $11444258.55       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-188 PA      | 2051-10-20      | 2.0000%  |  | $150098.51         | $124682.58         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-132 FD      | 2054-08-20      | 4.7729%  |  | $264683.36         | $265903.13         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-139 FB      | 2052-08-20      | 4.6729%  |  | $97.06             | $94.73             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-176 FB      | 2053-11-20      | 5.1729%  |  | $38.02             | $38.49             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-101 TF      | 2053-07-20      | 4.7229%  |  | $205876.29         | $206562.50         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4253PB 08/15/41  | 2041-08-15      | 3.5000%  |  | $17380.05          | $16452.33          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 FA      | 2053-05-20      | 4.6729%  |  | $236481.91         | $236629.67         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC008PB R16F008  | 2046-03-25      | 3.0000%  |  | $138.30            | $117.20            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-068 FA      | 2053-05-20      | 4.6729%  |  | $2474663.64        | $2477457.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FB      | 2055-05-20      | 5.4229%  |  | $47225.45          | $47787.62          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-137 FA      | 2053-09-20      | 4.9229%  |  | $619707.92         | $624929.72         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-140 FB      | 2055-08-20      | 4.7529%  |  | $127.44            | $127.92            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 FC      | 2055-02-20      | 4.7829%  |  | $2083511.68        | $2093446.81        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-23O JF      | 2073-09-20      | 4.6529%  |  | $945693.07         | $960805.93         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FB      | 2052-10-20      | 4.7729%  |  | $1550096.26        | $1545646.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-204 FH      | 2055-12-20      | 4.6229%  |  | $529946.36         | $529019.79         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-026 FG      | 2055-02-20      | 5.3229%  |  | $1100079.34        | $1110463.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-001 DF      | 2053-01-20      | 4.6229%  |  | $99.69             | $99.76             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-167 FA      | 2053-11-20      | 5.1729%  |  | $38.02             | $38.50             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-182 KF      | 2053-12-20      | 4.9729%  |  | $1523169.87        | $1536283.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FE      | 2054-07-20      | 4.9729%  |  | $249.93            | $251.82            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL123ND R03F123  | 2033-12-25      | 6.0000%  |  | $124.62            | $129.61            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-21O FA      | 2075-10-20      | 4.3729%  |  | $396968.04         | $398987.88         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.000 CLCA8970  | 2051-02-01      | 3.0000%  |  | $234.01            | $210.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7752  | 2050-11-01      | 3.0000%  |  | $146.75            | $132.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3122  | 2052-03-01      | 3.0000%  |  | $339259.94         | $298837.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF1529  | 2052-10-01      | 6.0000%  |  | $125.20            | $131.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1312  | 2052-09-01      | 5.5000%  |  | $124.89            | $127.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQE9678  | 2052-09-01      | 5.5000%  |  | $154942.82         | $158306.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE5099  | 2052-07-01      | 4.0000%  |  | $108.41            | $102.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQE4044  | 2052-06-01      | 2.5000%  |  | $9470.21           | $7977.17           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD1240  | 2051-11-01      | 3.0000%  |  | $277.52            | $245.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQC7496  | 2051-09-01      | 3.0000%  |  | $185.59            | $164.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA1023  | 2049-07-01      | 3.5000%  |  | $56.80             | $53.04             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQA0639  | 2049-06-01      | 4.0000%  |  | $31.93             | $30.39             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.770 WNWN0077  | 2040-03-01      | 2.7700%  |  | $921.49            | $727.59            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q45628 G  | 2047-01-01      | 3.5000%  |  | $178739.64         | $167727.26         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4242  | 2053-11-01      | 5.5000%  |  | $505234.73         | $516743.13         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3717  | 2053-09-01      | 5.5000%  |  | $1337151.81        | $1372046.57        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8504  | 2055-02-01      | 4.5000%  |  | $123.37            | $119.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8229  | 2052-05-01      | 4.5000%  |  | $8525.14           | $8261.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2817  | 2046-09-01      | 3.0000%  |  | $62.23             | $56.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF6363  | 2055-12-01      | 6.5000%  |  | $461.04            | $489.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF4878  | 2055-11-01      | 6.0000%  |  | $256.91            | $262.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4684  | 2055-11-01      | 5.0000%  |  | $130.54            | $130.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2760  | 2056-03-01      | 5.0000%  |  | $340207.31         | $340051.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE9821  | 2055-09-01      | 7.0000%  |  | $729646.74         | $776426.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6291  | 2055-10-01      | 6.0000%  |  | $353460.83         | $365125.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC9127  | 2055-07-01      | 4.5000%  |  | $129.53            | $125.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC7461  | 2054-11-01      | 6.5000%  |  | $246338.38         | $261336.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4008 M      | 2046-10-20      | 5.5000%  |  | $921.13            | $953.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF1975  | 2055-11-01      | 6.5000%  |  | $138254.10         | $145724.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3313  | 2055-01-01      | 6.5000%  |  | $98.94             | $104.16            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI7511 C      | 2065-04-20      | 7.0000%  |  | $62.13             | $65.21             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG3846  | 2053-05-01      | 7.0000%  |  | $221.20            | $242.06            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7828 M      | 2052-01-20      | 3.0000%  |  | $498031.36         | $444352.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5801  | 2051-09-01      | 2.5000%  |  | $56261.11          | $48268.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG2532  | 2053-04-01      | 7.0000%  |  | $49.57             | $53.22             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA5983  | 2050-01-01      | 3.0000%  |  | $74.38             | $66.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS5622  | 2030-08-01      | 3.0000%  |  | $4626.17           | $4541.72           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQZ2289  | 2055-08-01      | 7.0000%  |  | $386.93            | $411.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2557  | 2055-08-01      | 6.0000%  |  | $120.86            | $126.54            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7057 M      | 2050-12-20      | 5.0000%  |  | $3043.44           | $3094.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY9929  | 2053-12-01      | 7.0000%  |  | $100.24            | $107.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE0896  | 2052-04-01      | 4.0000%  |  | $87.46             | $83.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7910  | 2051-07-01      | 2.5000%  |  | $8683.63           | $7498.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC1509  | 2046-08-01      | 3.0000%  |  | $33.37             | $30.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7322  | 2050-10-01      | 2.0000%  |  | $170.58            | $141.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3243 M      | 2045-11-20      | 3.0000%  |  | $1656.86           | $1501.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1784  | 2051-10-01      | 2.5000%  |  | $192.42            | $163.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0438  | 2055-05-01      | 6.0000%  |  | $2766120.19        | $2834739.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1401  | 2033-04-01      | 3.0000%  |  | $753.82            | $725.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6527  | 2053-06-01      | 5.5000%  |  | $99.96             | $101.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1275  | 2052-07-01      | 4.5000%  |  | $93.10             | $90.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4437  | 2051-10-01      | 2.0000%  |  | $309711.61         | $250472.04         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQF1157  | 2052-09-01      | 6.5000%  |  | $81.82             | $86.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV3042  | 2052-02-01      | 2.5000%  |  | $586186.54         | $496554.71         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6422  | 2037-08-01      | 4.1700%  |  | $654.84            | $624.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR3432  | 2051-01-01      | 2.0000%  |  | $88.93             | $72.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS0518  | 2041-07-01      | 6.0000%  |  | $127131.44         | $131782.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA6320 C      | 2054-03-20      | 7.5000%  |  | $111979.52         | $122290.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3765  | 2049-09-01      | 2.5000%  |  | $37.06             | $31.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB5153  | 2052-11-01      | 6.5000%  |  | $952913.50         | $1014932.61        | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G05801 G  | 2032-12-01      | 7.5000%  |  | $80.55             | $84.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY9936  | 2053-12-01      | 7.0000%  |  | $384.16            | $414.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO3189  | 2049-10-01      | 3.0000%  |  | $116.48            | $103.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6412 M      | 2050-01-20      | 4.5000%  |  | $4992.95           | $4908.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT7274  | 2051-09-01      | 2.5000%  |  | $753.35            | $644.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH8278  | 2054-01-01      | 7.5000%  |  | $105.93            | $115.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4623  | 2052-06-01      | 2.5000%  |  | $86705.65          | $73368.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE7533  | 2052-08-01      | 4.5000%  |  | $92718.82          | $90103.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5450  | 2053-01-01      | 5.0000%  |  | $318.17            | $316.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8136 C      | 2055-08-20      | 7.0000%  |  | $133565.95         | $140710.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS0203  | 2043-08-01      | 3.0000%  |  | $2964.33           | $2713.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6358  | 2050-11-01      | 3.0000%  |  | $1819027.89        | $1627502.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6993  | 2053-07-01      | 5.5000%  |  | $584.43            | $597.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552  | 2054-12-01      | 5.0000%  |  | $6148.38           | $6075.86           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8055  | 2050-04-01      | 2.5000%  |  | $65.94             | $56.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS8557  | 2052-05-01      | 4.0000%  |  | $2092393.71        | $1996470.71        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1205  | 2052-07-01      | 3.0000%  |  | $238.30            | $209.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0104  | 2051-02-01      | 3.5000%  |  | $409682.68         | $385388.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ6158 C      | 2065-04-20      | 7.0000%  |  | $94.42             | $99.09             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CO4901 X      | 2052-07-15      | 6.5000%  |  | $151073.42         | $161767.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4840 M      | 2047-11-20      | 5.0000%  |  | $7496.44           | $7621.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4798  | 2052-10-01      | 5.0000%  |  | $30636.21          | $30452.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA4920  | 2053-02-01      | 6.0000%  |  | $26120.91          | $26876.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5353  | 2054-05-01      | 5.5000%  |  | $5248893.54        | $5290267.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLMA4343  | 2051-05-01      | 1.5000%  |  | $1079.26           | $833.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3991  | 2050-04-01      | 3.0000%  |  | $33997.97          | $30092.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3962  | 2050-03-01      | 4.0000%  |  | $728.19            | $694.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2771  | 2046-10-01      | 3.0000%  |  | $56457.79          | $50937.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6524  | 2053-06-01      | 5.5000%  |  | $204.17            | $209.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6404  | 2053-06-01      | 5.5000%  |  | $7674969.32        | $7864935.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6061  | 2053-04-01      | 5.0000%  |  | $1618808.24        | $1609191.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5995  | 2053-03-01      | 4.5000%  |  | $151180.31         | $146579.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5897  | 2053-03-01      | 5.0000%  |  | $133579.62         | $132731.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5139  | 2052-11-01      | 5.5000%  |  | $3043209.29        | $3070291.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4157  | 2055-11-01      | 6.5000%  |  | $242.50            | $253.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3615  | 2052-05-01      | 4.0000%  |  | $303.33            | $287.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3627  | 2052-05-01      | 4.0000%  |  | $1499.29           | $1420.53           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2954 C      | 2056-02-20      | 7.0000%  |  | $78290.76          | $83570.56          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ1480 C      | 2066-02-20      | 5.5000%  |  | $523.87            | $528.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9506 C      | 2055-11-20      | 6.5000%  |  | $615847.81         | $657061.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV0453 C      | 2053-07-20      | 6.0000%  |  | $247680.97         | $255871.03         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CR3820 X      | 2053-04-15      | 6.5000%  |  | $985770.08         | $1033219.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ4518 C      | 2065-12-20      | 6.0000%  |  | $397.71            | $410.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG1307  | 2053-04-01      | 6.0000%  |  | $104.15            | $109.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9973  | 2051-08-01      | 3.0000%  |  | $48423.36          | $43257.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM9538  | 2051-11-01      | 2.0000%  |  | $205354.63         | $168603.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6555  | 2051-04-01      | 2.0000%  |  | $25835.90          | $21089.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM2317  | 2049-12-01      | 5.0000%  |  | $327009.26         | $330172.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4040  | 2053-02-01      | 5.0000%  |  | $585307.44         | $582659.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1635  | 2049-09-01      | 3.5000%  |  | $787.14            | $721.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY9931  | 2053-12-01      | 7.0000%  |  | $96.51             | $103.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY9928  | 2053-12-01      | 6.5000%  |  | $321.38            | $342.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY9895  | 2053-10-01      | 5.5000%  |  | $253.62            | $259.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY9886  | 2053-11-01      | 6.5000%  |  | $169.80            | $180.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY9879  | 2053-11-01      | 6.5000%  |  | $177.77            | $189.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY7032  | 2053-08-01      | 6.5000%  |  | $210.42            | $224.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4728  | 2053-06-01      | 6.5000%  |  | $488.46            | $521.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY4716  | 2053-06-01      | 7.0000%  |  | $505.71            | $552.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLBY3665  | 2053-05-01      | 7.5000%  |  | $322.04            | $346.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY3692  | 2053-05-01      | 5.5000%  |  | $375.86            | $385.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY2999  | 2053-05-01      | 6.5000%  |  | $185.77            | $198.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY1161  | 2053-04-01      | 5.5000%  |  | $371.59            | $381.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX7702  | 2053-02-01      | 6.5000%  |  | $13956.10          | $14545.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX7207  | 2053-03-01      | 7.0000%  |  | $100.29            | $107.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX7206  | 2053-03-01      | 6.5000%  |  | $24976.91          | $26542.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX4353  | 2053-04-01      | 6.5000%  |  | $102.56            | $109.62            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AM8910 X      | 2045-06-15      | 4.0000%  |  | $17554.32          | $16832.85          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9423 M      | 2054-01-20      | 5.5000%  |  | $51031.09          | $51994.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9362 M      | 2053-12-20      | 5.5000%  |  | $9338385.71        | $9518881.14        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9172 M      | 2053-09-20      | 6.0000%  |  | $9598494.68        | $9842584.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP5487  | 2050-06-01      | 3.0000%  |  | $154.78            | $139.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO8257  | 2049-11-01      | 3.5000%  |  | $36.66             | $34.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5760  | 2055-07-01      | 5.5000%  |  | $66324.35          | $66811.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA5864  | 2045-10-01      | 5.0000%  |  | $393780.16         | $394211.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7615  | 2053-12-01      | 6.0000%  |  | $724777.41         | $747823.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC3998  | 2054-10-01      | 6.5000%  |  | $453464.57         | $471110.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL737582  | 2033-09-01      | 6.5000%  |  | $1489.00           | $1545.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL730485  | 2033-08-01      | 4.5000%  |  | $1837.51           | $1813.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAX9700  | 2030-07-01      | 3.0000%  |  | $1277.36           | $1250.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT4145  | 2043-06-01      | 3.0000%  |  | $10324.23          | $9455.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8509  | 2046-12-01      | 3.0000%  |  | $143867.46         | $131084.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8479  | 2047-01-01      | 3.0000%  |  | $4889133.23        | $4407309.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL9903  | 2044-05-01      | 5.5000%  |  | $1913.44           | $1979.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL1099  | 2026-12-01      | 3.0000%  |  | $2710.71           | $2705.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK9431  | 2042-03-01      | 3.5000%  |  | $148336.45         | $139595.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAH1141  | 2040-12-01      | 4.5000%  |  | $1560.52           | $1545.19           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784121 X      | 2029-08-15      | 7.0000%  |  | $12204.05          | $12597.42          | Agency Mortgage-Backed Securities         |
| GNMA GNII JM 004828 M      | 2040-10-20      | 4.5000%  |  | $3.23              | $3.16              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI8541 C      | 2065-03-20      | 7.0000%  |  | $104707.87         | $109889.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8221  | 2052-06-01      | 3.5000%  |  | $816.29            | $748.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8188  | 2052-01-01      | 2.0000%  |  | $101.71            | $82.17             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8183  | 2051-12-01      | 2.5000%  |  | $592.39            | $501.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8194  | 2052-02-01      | 2.5000%  |  | $7402.08           | $6265.66           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8134  | 2051-03-01      | 2.0000%  |  | $193.17            | $156.71            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.400 WNWN0087  | 2037-11-01      | 2.4000%  |  | $516.67            | $410.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7552  | 2052-01-01      | 2.5000%  |  | $210352.54         | $180600.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8079  | 2050-07-01      | 2.0000%  |  | $27522.96          | $22391.90          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6708  | 2054-02-01      | 6.0000%  |  | $4376.50           | $4500.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6269  | 2053-05-01      | 4.5000%  |  | $698642.81         | $680656.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4997  | 2053-10-01      | 5.0000%  |  | $5502.95           | $5458.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS6348  | 2050-09-01      | 4.5000%  |  | $155776.51         | $152897.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS5869  | 2053-04-01      | 4.5000%  |  | $822.76            | $801.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS5444  | 2051-11-01      | 2.0000%  |  | $110.22            | $89.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6256  | 2052-08-01      | 3.5000%  |  | $1223.35           | $1122.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5148  | 2053-07-01      | 5.5000%  |  | $71782.13          | $73486.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4929  | 2053-05-01      | 5.0000%  |  | $121168.84         | $121624.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3667 M      | 2046-05-20      | 5.5000%  |  | $2506.60           | $2593.46           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2756 M      | 2045-04-20      | 4.5000%  |  | $821.71            | $812.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3599 M      | 2046-04-20      | 4.5000%  |  | $3993.72           | $3948.47           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3526 M      | 2039-05-20      | 6.0000%  |  | $3207.55           | $3383.71           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 763054 C      | 2041-04-20      | 4.5000%  |  | $13397.06          | $13117.65          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA7379  | 2056-03-01      | 5.0000%  |  | $2067.31           | $2053.38           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4491  | 2056-01-01      | 5.5000%  |  | $130.72            | $132.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4478  | 2056-01-01      | 5.5000%  |  | $341799.53         | $354023.07         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3745  | 2055-03-01      | 6.0000%  |  | $115.70            | $118.57            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8D0961 G         | 2056-04-01      | 4.7910%  |  | $130.97            | $129.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3804 M      | 2046-07-20      | 4.0000%  |  | $8570.45           | $8203.90           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL0707  | 2053-08-01      | 3.5000%  |  | $1686.63           | $1546.99           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0799  | 2055-03-01      | 5.0000%  |  | $245.17            | $242.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ6952  | 2055-10-01      | 5.0000%  |  | $120.86            | $119.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX6947  | 2055-02-01      | 6.0000%  |  | $1091308.92        | $1120608.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX5809  | 2055-01-01      | 6.5000%  |  | $63.20             | $65.68             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX5189  | 2055-01-01      | 5.0000%  |  | $328747.71         | $326978.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA3863  | 2052-08-01      | 3.5000%  |  | $3027756.21        | $2778770.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2767  | 2055-09-01      | 6.0000%  |  | $398867.82         | $414972.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1812  | 2053-11-01      | 6.0000%  |  | $111.04            | $114.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1322  | 2054-09-01      | 6.0000%  |  | $616.23            | $633.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0582  | 2046-11-01      | 3.5000%  |  | $460.00            | $433.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA0455  | 2054-05-01      | 6.5000%  |  | $104.18            | $109.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0125  | 2041-10-01      | 2.0000%  |  | $351.12            | $307.33            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2248 C      | 2055-07-20      | 6.5000%  |  | $81048.96          | $86570.48          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI1842 C      | 2065-03-20      | 7.0000%  |  | $75.65             | $79.40             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0485 M      | 2055-07-20      | 5.5000%  |  | $3007722.04        | $3038501.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0813 M      | 2055-12-20      | 5.0000%  |  | $2783332.17        | $2765526.26        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA8432  | 2053-01-01      | 6.5000%  |  | $72.46             | $75.83             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8321  | 2052-12-01      | 6.0000%  |  | $66.65             | $68.85             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7927  | 2052-09-01      | 4.5000%  |  | $293.40            | $285.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7779  | 2052-08-01      | 4.5000%  |  | $125977.34         | $122061.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7577  | 2052-06-01      | 5.0000%  |  | $2078283.15        | $2068059.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6562  | 2052-01-01      | 2.5000%  |  | $5037.74           | $4353.93           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA1202  | 2049-08-01      | 3.5000%  |  | $6472.99           | $6005.29           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ1976  | 2054-08-01      | 5.5000%  |  | $95.82             | $97.62             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH4878  | 2053-11-01      | 6.5000%  |  | $124452.19         | $130196.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH4849  | 2053-10-01      | 7.0000%  |  | $196.49            | $212.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG8165  | 2053-08-01      | 5.0000%  |  | $229.40            | $229.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG4600  | 2053-05-01      | 7.0000%  |  | $108.55            | $117.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3845  | 2053-05-01      | 6.5000%  |  | $126.24            | $135.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5672  | 2055-04-01      | 5.0000%  |  | $66229.87          | $65431.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5528  | 2054-11-01      | 4.0000%  |  | $156374.44         | $147603.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5469  | 2054-09-01      | 5.0000%  |  | $7228.98           | $7141.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5167  | 2053-10-01      | 6.5000%  |  | $25465.37          | $26498.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA7084  | 2050-09-01      | 4.5000%  |  | $59606.37          | $57989.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4128  | 2049-09-01      | 3.0000%  |  | $102.46            | $91.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3943  | 2049-08-01      | 4.0000%  |  | $3342.26           | $3204.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTCA4395  | 2039-10-01      | 3.5000%  |  | $94220.81          | $90303.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCA4385  | 2049-07-01      | 6.0000%  |  | $146.44            | $151.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2807  | 2048-12-01      | 5.0000%  |  | $32907.63          | $33207.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN8937  | 2049-06-01      | 3.5000%  |  | $31.71             | $29.68             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7482  | 2054-01-01      | 4.1850%  |  | $122.41            | $120.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO3251  | 2049-11-01      | 3.0000%  |  | $571.56            | $517.77            | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC C69107 G  | 2032-07-01      | 6.5000%  |  | $4.35              | $4.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX4371  | 2053-04-01      | 6.5000%  |  | $116.95            | $125.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  |  | $2196338.97        | $1777951.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3562  | 2048-02-01      | 4.5000%  |  | $1001.40           | $985.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY3014  | 2053-05-01      | 6.5000%  |  | $591.44            | $630.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1320  | 2054-10-01      | 5.5000%  |  | $217.51            | $222.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6053  | 2053-04-01      | 5.0000%  |  | $273.10            | $275.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM6201  | 2049-09-01      | 4.0000%  |  | $2616.06           | $2495.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5239  | 2048-12-01      | 5.0000%  |  | $2309.03           | $2322.11           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG5399  | 2053-06-01      | 7.0000%  |  | $105.05            | $114.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8373  | 2053-11-01      | 6.0000%  |  | $10097.08          | $10333.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBU8838  | 2052-05-01      | 4.0000%  |  | $686646.29         | $654251.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1369  | 2050-04-01      | 4.0000%  |  | $26857.17          | $25772.37          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8580  | 2038-04-01      | 3.5100%  |  | $130.97            | $118.95            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B7672 G         | 2049-11-01      | 2.8750%  |  | $43.16             | $43.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY2998  | 2053-05-01      | 7.0000%  |  | $241.03            | $264.44            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7260 M      | 2051-03-20      | 5.0000%  |  | $1138.78           | $1153.50           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8189  | 2052-01-01      | 2.5000%  |  | $31536.77          | $26704.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6673  | 2053-07-01      | 5.5000%  |  | $404.58            | $414.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT1701  | 2051-06-01      | 3.0000%  |  | $224.88            | $199.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252  | 2053-11-01      | 5.0000%  |  | $2745.69           | $2720.03           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4995  | 2052-03-01      | 3.5000%  |  | $188.47            | $174.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0529  | 2046-10-01      | 3.0000%  |  | $6731.47           | $6095.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT1915  | 2052-02-01      | 3.0000%  |  | $93.73             | $83.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4204  | 2040-12-01      | 2.0000%  |  | $6969966.86        | $6126438.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI7412 C      | 2065-03-20      | 6.5000%  |  | $140.28            | $147.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA2807  | 2049-01-01      | 4.0000%  |  | $1809660.26        | $1732846.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1338  | 2055-06-01      | 6.0000%  |  | $103.54            | $105.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DR1051 C      | 2066-03-20      | 5.5000%  |  | $218965.23         | $220973.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3335 C      | 2056-03-20      | 6.5000%  |  | $494219.48         | $521926.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA2246  | 2055-12-01      | 6.5000%  |  | $133.79            | $140.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9368  | 2056-01-01      | 6.0000%  |  | $151174.07         | $155084.04         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF5634  | 2053-01-01      | 5.5000%  |  | $2102621.57        | $2132323.91        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF2614  | 2052-11-01      | 5.0000%  |  | $104.80            | $104.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3136  | 2053-04-01      | 6.5000%  |  | $100.57            | $106.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN4967  | 2049-04-01      | 4.5000%  |  | $525793.96         | $515914.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3505  | 2049-02-01      | 4.0000%  |  | $33.05             | $31.63             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1N1433 G         | 2037-02-01      | 5.6770%  |  | $1.47              | $1.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY9939  | 2053-12-01      | 7.0000%  |  | $384.15            | $414.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4930  | 2052-06-01      | 3.5000%  |  | $19018.10          | $17518.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4697  | 2054-02-01      | 6.0000%  |  | $382762.74         | $396437.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3136  | 2053-06-01      | 5.5000%  |  | $4660.98           | $4750.28           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD3019  | 2052-07-01      | 3.0000%  |  | $221.54            | $194.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD2230  | 2051-08-01      | 2.0000%  |  | $82487.29          | $66950.53          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTSC0482  | 2042-04-01      | 2.0000%  |  | $110.55            | $95.74             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0193  | 2047-12-01      | 3.5000%  |  | $137.11            | $128.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8562  | 2030-04-01      | 2.5000%  |  | $16.56             | $16.12             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8546  | 2029-12-01      | 2.5000%  |  | $20539.69          | $20025.18          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2056  | 2038-04-01      | 5.5000%  |  | $3406.41           | $3511.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3813  | 2052-11-01      | 4.5000%  |  | $36818.40          | $35693.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS3208  | 2052-05-01      | 2.0000%  |  | $1854.69           | $1494.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2185  | 2052-06-01      | 4.0000%  |  | $17987.52          | $17120.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1873  | 2052-05-01      | 3.0000%  |  | $836895.91         | $747665.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2619  | 2052-08-01      | 5.0000%  |  | $1620.13           | $1606.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS0773  | 2052-02-01      | 2.0000%  |  | $26629.34          | $21657.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG5841  | 2056-04-01      | 5.0000%  |  | $1296643.51        | $1285112.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG2951  | 2056-04-01      | 5.0000%  |  | $468947.03         | $466176.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG2921  | 2056-04-01      | 5.0000%  |  | $752840.17         | $747257.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9940  | 2055-02-01      | 4.5000%  |  | $1525180.05        | $1491221.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9630  | 2054-12-01      | 4.5000%  |  | $31125.68          | $30177.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9470  | 2054-11-01      | 5.0000%  |  | $2573990.42        | $2562501.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9062  | 2054-08-01      | 6.0000%  |  | $97.54             | $99.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9008  | 2054-08-01      | 6.0000%  |  | $109.93            | $113.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8508  | 2054-05-01      | 6.5000%  |  | $166.75            | $173.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8984  | 2054-08-01      | 5.5000%  |  | $228.47            | $234.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX3761  | 2052-12-01      | 6.0000%  |  | $192.79            | $199.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBW9710  | 2053-05-01      | 3.0000%  |  | $7841.68           | $6898.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBW6967  | 2053-01-01      | 7.0000%  |  | $377.42            | $415.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBW5096  | 2053-01-01      | 6.5000%  |  | $126863.79         | $134687.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW3383  | 2052-07-01      | 4.5000%  |  | $206.60            | $200.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW0043  | 2052-07-01      | 5.0000%  |  | $42361.68          | $42477.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV4165  | 2052-03-01      | 2.5000%  |  | $602.29            | $510.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV3121  | 2052-03-01      | 3.0000%  |  | $199.36            | $175.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU5890  | 2051-12-01      | 2.5000%  |  | $11843.10          | $10022.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBU4862  | 2054-07-01      | 6.5000%  |  | $129.05            | $134.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4593  | 2054-05-01      | 6.0000%  |  | $105.80            | $108.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU0952  | 2051-10-01      | 2.0000%  |  | $293.11            | $237.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBU0525  | 2051-10-01      | 3.0000%  |  | $709.42            | $625.71            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08528 G  | 2043-04-01      | 3.0000%  |  | $30.07             | $27.58             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G16134 G  | 2032-01-01      | 3.0000%  |  | $49.61             | $48.44             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G06964 G  | 2038-11-01      | 5.5000%  |  | $147.70            | $152.94            | Agency Mortgage-Backed Securities         |
| FMAC 07.000 FGPC G05740 G  | 2036-01-01      | 7.0000%  |  | $201.14            | $212.33            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A61537 G  | 2036-10-01      | 5.5000%  |  | $87460.96          | $89333.80          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841554 G         | 2053-03-01      | 4.5440%  |  | $221.60            | $220.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995023  | 2037-08-01      | 5.5000%  |  | $8511.86           | $8803.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL968252  | 2038-02-01      | 7.0000%  |  | $976.09            | $1029.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL941028  | 2037-07-01      | 6.5000%  |  | $1477.79           | $1552.07           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB920966  | 2037-01-01      | 5.4010%  |  | $75855.57          | $77590.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL903261  | 2036-10-01      | 6.0000%  |  | $672.24            | $687.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS9679  | 2052-06-01      | 3.0000%  |  | $106681.03         | $94262.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8481  | 2053-10-01      | 6.0000%  |  | $1028198.48        | $1073056.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS8288  | 2052-03-01      | 2.0000%  |  | $24666.01          | $19940.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3031  | 2052-03-01      | 2.5000%  |  | $100.33            | $84.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2855  | 2052-02-01      | 2.5000%  |  | $188.95            | $162.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2767  | 2052-01-01      | 2.0000%  |  | $431628.76         | $348871.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2275  | 2051-12-01      | 2.5000%  |  | $124368.41         | $106007.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8618  | 2051-01-01      | 3.0000%  |  | $215.94            | $194.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA8296  | 2050-12-01      | 4.5000%  |  | $170.64            | $168.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9018 M      | 2053-07-20      | 6.0000%  |  | $224989.36         | $231075.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8801 M      | 2053-04-20      | 5.5000%  |  | $5517548.78        | $5615227.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8200 M      | 2052-08-20      | 4.0000%  |  | $1970897.74        | $1862780.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7880 M      | 2052-02-20      | 2.0000%  |  | $1503236.20        | $1239590.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7473 M      | 2051-07-20      | 3.0000%  |  | $826.77            | $737.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8044 M      | 2052-05-20      | 3.5000%  |  | $526281.52         | $486429.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7987 M      | 2052-04-20      | 2.5000%  |  | $3570.84           | $3069.96           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M      | 2050-06-20      | 3.0000%  |  | $53542.82          | $47846.13          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5595 M      | 2048-11-20      | 4.0000%  |  | $1323165.94        | $1259920.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6212 M      | 2049-10-20      | 4.5000%  |  | $9045.90           | $8803.85           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4840 M      | 2047-11-20      | 5.0000%  |  | $31762.92          | $32291.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8430 M      | 2052-11-20      | 6.0000%  |  | $3783405.68        | $3893381.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4783 M      | 2047-10-20      | 6.0000%  |  | $6775.83           | $7148.63           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4724 M      | 2047-09-20      | 6.0000%  |  | $11337.56          | $11961.32          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4589 M      | 2047-07-20      | 5.0000%  |  | $2086.11           | $2120.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5696  | 2049-02-01      | 4.0000%  |  | $44.22             | $42.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4877  | 2048-11-01      | 4.0000%  |  | $21.10             | $20.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBM4345  | 2040-06-01      | 6.5000%  |  | $79.27             | $83.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3051  | 2047-11-01      | 4.5000%  |  | $268117.77         | $263961.95         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0092  | 2033-10-01      | 3.6900%  |  | $273.53            | $261.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK8848  | 2048-08-01      | 5.0000%  |  | $35.51             | $35.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBK2255  | 2050-04-01      | 3.0000%  |  | $192024.25         | $172056.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK0815  | 2048-05-01      | 4.0000%  |  | $70.40             | $67.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U3BF0345  | 2043-10-01      | 3.0000%  |  | $140.34            | $129.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U3BF0307  | 2043-01-01      | 3.0000%  |  | $38.08             | $36.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD9644  | 2046-11-01      | 3.0000%  |  | $104.64            | $94.76             | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CE3675 C      | 2049-07-20      | 5.0000%  |  | $92.70             | $92.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM3681  | 2046-03-01      | 3.0000%  |  | $120206.93         | $110135.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0953  | 2055-04-01      | 3.5000%  |  | $10400.91          | $9542.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9128  | 2046-02-01      | 4.5000%  |  | $519027.05         | $514355.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 ZLZT2423  | 2048-12-01      | 4.0000%  |  | $25089.25          | $24024.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8184  | 2051-12-01      | 3.0000%  |  | $86.81             | $76.99             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI7503 C      | 2065-04-20      | 7.0000%  |  | $25709.38          | $26981.75          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8121  | 2051-01-01      | 2.0000%  |  | $4505.72           | $3660.11           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZN2871  | 2049-01-01      | 5.0000%  |  | $13.07             | $13.05             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQF1743  | 2052-10-01      | 4.0000%  |  | $106.77            | $102.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7346  | 2053-10-01      | 6.5000%  |  | $178.25            | $186.53            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G03463 G  | 2037-11-01      | 6.0000%  |  | $47808.31          | $50385.95          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA2720 C      | 2054-03-20      | 5.5000%  |  | $363652.60         | $370759.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6251  | 2053-11-01      | 6.5000%  |  | $229625.35         | $244496.04         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8504  | 2052-08-01      | 5.0000%  |  | $87.29             | $86.44             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3354  | 2053-06-01      | 5.0000%  |  | $68220.86          | $67698.74          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA2389  | 2050-04-01      | 4.5000%  |  | $85.80             | $83.93             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6159 M      | 2049-09-20      | 6.0000%  |  | $2119.04           | $2233.84           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4511 M      | 2047-06-20      | 4.0000%  |  | $7481.94           | $7153.13           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQG0426  | 2053-04-01      | 4.5000%  |  | $18360.98          | $17868.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7061  | 2053-09-01      | 6.5000%  |  | $372.36            | $395.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3757  | 2042-09-01      | 3.5000%  |  | $716.34            | $675.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4786  | 2052-10-01      | 5.5000%  |  | $2896.81           | $2929.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX4311  | 2053-03-01      | 6.5000%  |  | $126.35            | $134.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8156  | 2051-07-01      | 2.5000%  |  | $1143.98           | $970.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLTA7884  | 2056-03-01      | 4.5000%  |  | $445950.40         | $430811.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2962 C      | 2056-02-20      | 6.5000%  |  | $239209.61         | $254785.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG0462  | 2056-01-01      | 4.5000%  |  | $217183.22         | $210957.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ7409  | 2055-11-01      | 6.5000%  |  | $130.54            | $137.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA1746  | 2052-03-01      | 3.0000%  |  | $246.39            | $217.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC5394  | 2054-11-01      | 6.5000%  |  | $118489.81         | $125146.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7417  | 2055-12-01      | 5.5000%  |  | $1279168.99        | $1296447.15        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD7202  | 2054-09-01      | 6.5000%  |  | $314.56            | $330.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA5042  | 2056-02-01      | 6.0000%  |  | $11574344.79       | $11842510.78       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG1306  | 2056-03-01      | 5.0000%  |  | $493.44            | $489.72            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-038 FJ      | 2056-02-20      | 4.4729%  |  | $192888.50         | $192409.32         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-203 FA      | 2055-11-20      | 5.0729%  |  | $196741.96         | $195583.56         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-102 FL      | 2055-06-20      | 4.8229%  |  | $1109798.73        | $1116278.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FG      | 2055-05-20      | 5.4229%  |  | $3470606.11        | $3511920.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-064 FG      | 2055-04-20      | 4.9729%  |  | $460327.03         | $461410.88         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 NF      | 2053-09-20      | 4.9729%  |  | $1149325.16        | $1159207.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-176 FA      | 2053-11-20      | 5.5729%  |  | $40.13             | $40.94             | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC REMIC SERIES K- | 2031-02-25      | 3.4650%  |  | $163.97            | $158.31            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-01-25      | 3.7940%  |  | $545.22            | $518.63            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-07-25      | 3.9860%  |  | $499681.23         | $498522.80         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-09-25      | 3.3500%  |  | $33.70             | $33.68             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.3400%  |  | $31.48             | $31.36             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.3400%  |  | $348.49            | $347.22            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-01-25      | 3.0800%  |  | $343.14            | $326.74            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-12-25      | 3.9000%  |  | $281.45            | $277.51            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2036-10-25      | 2.3610%  |  | $610.96            | $493.75            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A2 R22M003  | 2031-11-25      | 1.7073%  |  | $58464.00          | $50830.15          | Agency Mortgage-Backed Securities         |
| USTR 2 3/4 NOTE AB 27      | 2027-07-31      | 2.7500%  |  | $13.10             | $12.97             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28       | 2028-04-30      | 1.2500%  |  | $1596234.84        | $1522024.43        | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 48             | 2048-02-15      | 1.0000%  |  | $17.27             | $12.43             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN A 36       | 2036-01-15      | 1.8750%  |  | $104.85            | $103.83            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE T 32       | 2032-12-31      | 3.8750%  |  | $2036705.55        | $2023067.72        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE S 32       | 2032-11-30      | 3.7500%  |  | $104.77            | $103.67            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 35       | 2035-07-15      | 1.8750%  |  | $13.26             | $13.23             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27      | 2027-06-30      | 3.7500%  |  | $130.97            | $132.05            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 32       | 2032-03-31      | 4.1250%  |  | $52.39             | $52.48             | U.S. Treasuries (including strips)        |

### Security 217: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.660%, 5/4/2026
- **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):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  |  | $19747620.00       | $20003315.76       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  |  | $146158362.79      | $139056963.19      | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  |  | $342770778.00      | $342246978.80      | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIN A 29  | 2029-01-15      | 0.8750%  |  | $335294340.38      | $333334493.09      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  |  | $38412360.00       | $38901851.25       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  |  | $52373790.00       | $52762806.40       | U.S. Treasuries (including strips) |

### Security 218: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.660%, 4/1/2026
- **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):** $1290000000.00
- **C.18.a - Value (excl. sponsor support):** $1290000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  |  | $210.33            | $211.68            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  |  | $911.41            | $922.34            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $70.11             | $70.96             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  |  | $350.54            | $355.40            | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  |  | $219942195.65      | $223003428.48      | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  |  | $72.45             | $74.12             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  |  | $70.11             | $71.37             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  |  | $11974354.89       | $12010864.31       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  |  | $70.11             | $71.20             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  |  | $84130.43          | $84676.26          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  |  | $55443919.57       | $55880086.46       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AP 26 | 2026-06-15      | 4.1250%  |  | $6940.76           | $7029.58           | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  |  | $70.11             | $70.63             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  |  | $140.22            | $141.59            | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  |  | $76.96             | $78.71             | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 27  | 2027-04-15      | 0.1250%  |  | $80.74             | $80.35             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  |  | $160128.26         | $157639.02         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE J 27  | 2027-03-31      | 0.6250%  |  | $425700.00         | $412608.02         | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 26  | 2026-05-15      | 1.6250%  |  | $46902.72          | $47062.05          | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  |  | $108799841.95      | $108865658.64      | U.S. Treasuries (including strips) |
| USTR BILL 07/30/26    | 2026-07-30      | 0.0000%  |  | $140.22            | $138.52            | U.S. Treasuries (including strips) |
| USTR BILL 07/23/26    | 2026-07-23      | 0.0000%  |  | $420.65            | $415.84            | U.S. Treasuries (including strips) |
| USTR BILL 01/21/27    | 2027-01-21      | 0.0000%  |  | $70.11             | $68.06             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 28 | 2028-03-31      | 3.8750%  |  | $76454093.48       | $76522825.71       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AY 28 | 2028-02-29      | 3.3750%  |  | $70.11             | $69.72             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AK 29 | 2029-02-15      | 3.5000%  |  | $140.22            | $139.45            | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  |  | $306444547.83      | $306503043.18      | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BL 27 | 2027-11-30      | 3.3750%  |  | $129182703.26      | $129612764.55      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  |  | $11748815.22       | $11852433.28       | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29      | 2029-01-31      | 4.0000%  |  | $70.11             | $70.81             | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE K 26  | 2026-04-30      | 2.3750%  |  | $44168.48          | $44545.98          | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE AC 26 | 2026-08-31      | 0.7500%  |  | $3365.22           | $3325.54           | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  |  | $1051.63           | $1067.63           | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIB 50    | 2050-02-15      | 0.2500%  |  | $177.35            | $100.54            | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  |  | $29845482.07       | $30140394.01       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  |  | $70.11             | $71.19             | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE T 26  | 2026-12-31      | 1.7500%  |  | $22224.46          | $21986.89          | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  |  | $70.11             | $70.63             | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  |  | $70.11             | $66.98             | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  |  | $70.11             | $66.67             | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  |  | $352920528.87      | $356156982.70      | U.S. Treasuries (including strips) |
| USTR BILL 09/03/26    | 2026-09-03      | 0.0000%  |  | $70.11             | $69.02             | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $4674497.28        | $4601862.53        | U.S. Treasuries (including strips) |

### Security 219: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.650%, 4/13/2026
- **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):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 1/2 NOTE AK 29 | 2029-02-15      | 3.5000%  |  | $9334800.00        | $9284057.37        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  |  | $44489900.00       | $44223246.71       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BL 27 | 2027-11-30      | 3.3750%  |  | $100.00            | $100.34            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  |  | $46236050.00       | $46274789.17       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  |  | $49999650.00       | $50168929.20       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  |  | $73654550.00       | $74161365.33       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  |  | $69100450.00       | $70370294.85       | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31      | 2031-01-31      | 4.0000%  |  | $66380000.00       | $66846142.73       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  |  | $2101250.00        | $2097445.58        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  |  | $10374300.00       | $10519532.29       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 29  | 2029-09-30      | 3.8750%  |  | $450300.00         | $449817.73         | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  |  | $64007000.00       | $62591835.50       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  |  | $49999800.00       | $48241672.78       | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  |  | $47016500.00       | $46498383.37       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  |  | $36950703.66       | $35155379.01       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  |  | $53813798.61       | $51487965.05       | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  |  | $2678502.68        | $2605542.83        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  |  | $1487191.98        | $772824.08         | U.S. Treasuries (including strips) |
| USTR BILL 03/18/27    | 2027-03-18      | 0.0000%  |  | $168423000.00      | $162548405.76      | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  |  | $25000000.00       | $24393837.09       | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30     | 2030-07-31      | 4.0000%  |  | $25200.00          | $25410.51          | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE U 31  | 2031-01-31      | 3.7500%  |  | $74295800.00       | $74007597.56       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $57395050.00       | $56642026.95       | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  |  | $48913152.05       | $51165910.43       | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  |  | $54543201.85       | $38775032.94       | U.S. Treasuries (including strips) |

### Security 220: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank, REPO,  3.670%, 4/7/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 963FWP002, C.3 - LEI: 1VUV7VQFKUOQSJ21A208
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2024-202 FB     | 2054-12-20      | 4.7329%  |  | $957503.23         | $961004.99         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-113 FG     | 2054-07-20      | 4.9729%  |  | $2715.01           | $2735.56           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL069FA R25F069 | 2055-08-25      | 4.8619%  |  | $2840224.96        | $2843412.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-001 AF     | 2056-01-20      | 4.7729%  |  | $29229644.83       | $29142639.81       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-167 F      | 2054-10-20      | 4.7729%  |  | $840.18            | $837.93            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-221 FA     | 2051-12-20      | 3.5000%  |  | $713.70            | $632.74            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-160 DF     | 2051-09-20      | 3.5000%  |  | $617.67            | $549.85            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5639FH 07/25/55 | 2055-07-25      | 5.1619%  |  | $1610516.14        | $1619197.34        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FW 05/25/55 | 2055-05-25      | 5.7119%  |  | $571.17            | $579.20            | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 06.000 CLSD5143 | 2054-04-01      | 6.0000%  |  | $235718.63         | $244173.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT0542 | 2048-07-01      | 4.0000%  |  | $1933464.53        | $1851604.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTZA2433 | 2036-10-01      | 2.5000%  |  | $138406.79         | $128529.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN1233 | 2048-11-01      | 4.0000%  |  | $459.21            | $440.41            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849012 G        | 2043-03-01      | 5.9530%  |  | $19.88             | $20.72             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G0097 G        | 2035-01-01      | 6.0000%  |  | $48.90             | $50.12             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZA2223 | 2032-02-01      | 4.0000%  |  | $133755.17         | $132938.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8325 | 2053-05-01      | 6.0000%  |  | $157146.62         | $161812.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9608 M     | 2054-04-20      | 7.0000%  |  | $42775365.58       | $44891177.74       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX8450 C     | 2053-11-20      | 6.5000%  |  | $758.87            | $806.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 ZLFP0072 | 2050-07-01      | 4.5000%  |  | $1534144.87        | $1519093.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC1965 | 2054-09-01      | 6.5000%  |  | $3648609.30        | $3788616.18        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB836132 | 2035-10-01      | 6.0890%  |  | $7.87              | $8.06              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  |  | $511221.32         | $432416.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW9297 C     | 2053-10-20      | 6.5000%  |  | $536.10            | $571.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0784 | 2055-10-01      | 5.5000%  |  | $11531010.99       | $11635635.70       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  |  | $80.93             | $77.37             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7255 M     | 2051-03-20      | 2.5000%  |  | $449.58            | $386.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2971 | 2055-05-01      | 6.0000%  |  | $2285137.16        | $2360580.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BX5449 C     | 2050-08-20      | 3.0000%  |  | $304.53            | $267.78            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q50377 G | 2047-09-01      | 3.5000%  |  | $2739737.39        | $2575754.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5811 | 2053-08-01      | 5.5000%  |  | $691.66            | $708.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4181 | 2055-05-01      | 6.5000%  |  | $7059983.88        | $7432565.12        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 737796 X     | 2040-12-15      | 3.5000%  |  | $37.15             | $34.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB1817 | 2054-04-01      | 5.0000%  |  | $786.38            | $781.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0485 M     | 2055-07-20      | 5.5000%  |  | $1341778.99        | $1355509.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5616 C     | 2055-09-20      | 7.0000%  |  | $796.68            | $838.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLTA6148 | 2056-02-01      | 7.0000%  |  | $685292.94         | $733400.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDG2060 | 2056-02-01      | 6.5000%  |  | $295067.95         | $309613.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ5260 | 2055-11-01      | 6.5000%  |  | $2716690.10        | $2864142.98        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ8967 | 2055-11-01      | 6.5000%  |  | $403329.90         | $422341.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF5766 | 2055-12-01      | 6.5000%  |  | $160071.31         | $168586.57         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783279 X     | 2039-07-15      | 5.5000%  |  | $137.21            | $145.40            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788428 C     | 2055-09-20      | 6.5000%  |  | $2285579.99        | $2380926.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0625 M     | 2055-09-20      | 6.5000%  |  | $16191735.90       | $16933360.59       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0481 M     | 2055-07-20      | 3.5000%  |  | $6165054.36        | $5653272.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0871 M     | 2056-01-20      | 5.0000%  |  | $144050.04         | $143127.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5619 C     | 2055-09-20      | 7.0000%  |  | $796.51            | $845.67            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX5897 C     | 2053-10-20      | 6.5000%  |  | $456.39            | $487.20            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV9349 C     | 2053-07-20      | 6.5000%  |  | $625.04            | $665.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV3563 C     | 2053-06-20      | 6.5000%  |  | $615492.51         | $657787.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV0191 C     | 2053-07-20      | 7.0000%  |  | $712.21            | $758.10            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8725 M     | 2053-03-20      | 5.0000%  |  | $26489253.68       | $26390890.26       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8429 M     | 2052-11-20      | 5.5000%  |  | $534.01            | $543.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8948 M     | 2053-06-20      | 5.5000%  |  | $558.42            | $567.98            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7706 M     | 2051-11-20      | 3.0000%  |  | $526.11            | $469.41            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7989 M     | 2052-04-20      | 3.5000%  |  | $583.37            | $539.91            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7988 M     | 2052-04-20      | 3.0000%  |  | $27963353.55       | $24949407.38       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4778 M     | 2047-10-20      | 3.5000%  |  | $234.07            | $218.01            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4777 M     | 2047-10-20      | 3.0000%  |  | $178.87            | $161.59            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3377 M     | 2046-01-20      | 4.0000%  |  | $69.36             | $66.44             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA1975 | 2055-12-01      | 6.5000%  |  | $189258.65         | $197901.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CIRR0049 | 2040-12-01      | 5.5000%  |  | $749.54            | $767.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ9259 | 2055-11-01      | 6.5000%  |  | $275835.03         | $288728.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ9055 | 2055-11-01      | 6.0000%  |  | $3158110.37        | $3232164.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ8050 | 2055-10-01      | 6.5000%  |  | $294113.18         | $305575.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTMA4935 | 2043-02-01      | 6.0000%  |  | $369042.34         | $378030.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3331 | 2048-04-01      | 3.0000%  |  | $7243850.13        | $6466063.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5827 | 2053-09-01      | 5.5000%  |  | $70902389.08       | $72674476.10       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM1706 | 2043-09-01      | 3.0000%  |  | $3516422.56        | $3223494.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3860 | 2055-12-01      | 5.5000%  |  | $9515468.03        | $9739170.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2224 | 2055-07-01      | 5.0000%  |  | $827.20            | $823.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF9231 | 2056-01-01      | 6.5000%  |  | $191910.46         | $201145.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9615 | 2054-12-01      | 6.0000%  |  | $70879041.50       | $72639109.86       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8970 | 2054-08-01      | 5.0000%  |  | $738.01            | $737.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBX0467 | 2052-12-01      | 4.5000%  |  | $10014498.34       | $9708655.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4915 | 2055-11-01      | 6.5000%  |  | $456872.97         | $481012.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDF3639 | 2055-11-01      | 7.0000%  |  | $248142.98         | $263082.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDE4521 | 2055-08-01      | 7.5000%  |  | $789.22            | $864.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS0205 | 2043-08-01      | 3.0000%  |  | $261443.24         | $239358.61         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA7946 | 2052-09-01      | 5.5000%  |  | $2520028.98        | $2550655.73        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD7947 | 2052-03-01      | 3.0000%  |  | $1007213.22        | $888664.22         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.650 WNWN4078 | 2035-02-01      | 4.6500%  |  | $41227.20          | $41279.39          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD6338 | 2054-08-01      | 6.5000%  |  | $1380.30           | $1450.62           | Agency Mortgage-Backed Securities         |
| FNMA 3.80 FNNT J 26-28    | 2028-09-18      | 3.8000%  |  | $504800.00         | $503004.03         | Agency Debentures and Agency Strips       |
| USTR 3 5/8 NOTE AD 30     | 2030-09-30      | 3.6250%  |  | $1457600.00        | $1437558.00        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $160.00            | $163.02            | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  |  | $320.00            | $309.56            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $2056320.00        | $2100934.54        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  |  | $6080.00           | $5294.42           | U.S. Treasuries (including strips)        |
| USTR 0 1/4 TRIN D 29      | 2029-07-15      | 0.2500%  |  | $812068.11         | $789948.15         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIB 56        | 2056-02-15      | 2.3750%  |  | $28355473.68       | $26399193.83       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  |  | $80.00             | $71.35             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  |  | $80.00             | $61.06             | U.S. Treasuries (including strips)        |

### Security 221: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank, REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 963FWP002, C.3 - LEI: 1VUV7VQFKUOQSJ21A208
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 2025-168 KF     | 2055-10-20      | 5.1729%  |  | $417.31            | $416.17            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-100 FJ     | 2055-06-20      | 4.8729%  |  | $2634028.35        | $2654665.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-001 KF     | 2053-01-20      | 4.4229%  |  | $6487595.94        | $6470471.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-194 F      | 2051-11-20      | 3.9729%  |  | $14331190.45       | $12948573.86       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-160 DF     | 2051-09-20      | 3.5000%  |  | $25132913.57       | $22373255.44       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-191 FA     | 2048-10-20      | 4.0895%  |  | $4086182.72        | $4002197.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FN     | 2055-08-20      | 4.7529%  |  | $20817204.21       | $20895212.28       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FW 05/25/55 | 2055-05-25      | 5.7119%  |  | $305.99            | $310.29            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5473FK 11/25/54 | 2054-11-25      | 5.1619%  |  | $405.89            | $408.08            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL020FK R26F020 | 2055-02-25      | 4.9186%  |  | $117404.14         | $117196.66         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL069FA R25F069 | 2055-08-25      | 4.8619%  |  | $1787404.36        | $1789410.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-202 FB     | 2054-12-20      | 4.7329%  |  | $632.89            | $635.20            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 JF     | 2055-09-20      | 4.5229%  |  | $8873363.16        | $8873593.95        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5639FH 07/25/55 | 2055-07-25      | 5.1619%  |  | $48367.02          | $48627.74          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-083 VF     | 2055-05-20      | 4.9229%  |  | $21619642.33       | $21828839.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-006 FE     | 2052-01-20      | 3.5000%  |  | $18008456.63       | $16047937.99       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FM     | 2055-07-20      | 5.0229%  |  | $19956104.79       | $20139157.89       | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MB0813 M     | 2055-12-20      | 5.0000%  |  | $425.87            | $423.15            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5622 C     | 2055-09-20      | 7.0000%  |  | $426.85            | $451.92            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8725 M     | 2053-03-20      | 5.0000%  |  | $2592486.82        | $2582860.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8345 M     | 2052-10-20      | 3.5000%  |  | $331.44            | $306.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA5691 | 2056-02-01      | 6.5000%  |  | $428.15            | $452.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX9258 | 2055-03-01      | 6.5000%  |  | $423.97            | $441.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $390.01            | $385.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4322 | 2055-10-01      | 3.0000%  |  | $425.00            | $374.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDG5533 | 2056-03-01      | 6.5000%  |  | $428.57            | $447.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8970 | 2054-08-01      | 5.0000%  |  | $395.36            | $394.98            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODA1121 | 2053-10-01      | 3.9070%  |  | $368.71            | $358.88            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB837027 | 2035-07-01      | 5.8780%  |  | $36.32             | $37.05             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8612 | 2028-03-01      | 3.2900%  |  | $428.57            | $423.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD7122 | 2054-11-01      | 6.5000%  |  | $29003.15          | $30609.48          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841703 G        | 2050-12-01      | 2.7430%  |  | $334.72            | $319.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7364 | 2055-04-01      | 6.5000%  |  | $1534721.84        | $1605995.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1109 | 2044-10-01      | 4.0000%  |  | $107.73            | $104.21            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CG8613 C     | 2046-09-20      | 4.0000%  |  | $225.15            | $212.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1508 | 2052-07-01      | 4.5000%  |  | $343.29            | $334.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0864 | 2055-08-01      | 6.0000%  |  | $146972.37         | $153617.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG5044 | 2056-03-01      | 5.0000%  |  | $428.55            | $423.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDG3950 | 2056-03-01      | 6.5000%  |  | $428.57            | $451.89            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3937 C     | 2056-01-20      | 6.5000%  |  | $19728.52          | $21251.13          | Agency Mortgage-Backed Securities         |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $11092757.14       | $11225696.52       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $514.29            | $525.45            | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  |  | $496285.71         | $494600.73         | U.S. Treasuries (including strips)        |
| USTR 0 3/8 TRIN D 27      | 2027-07-15      | 0.3750%  |  | $341.82            | $342.03            | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIB 44        | 2044-02-15      | 1.3750%  |  | $53697.19          | $44515.47          | U.S. Treasuries (including strips)        |

### Security 222: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC, REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 963FWZ000, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 05.000 CLRJ2859 | 2054-11-01      | 5.0000%  |  | $537.86            | $534.97            | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A90773 G | 2040-01-01      | 5.5000%  |  | $129856.78         | $132861.32         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8202 | 2052-11-01      | 5.5000%  |  | $5659778.90        | $5757994.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  |  | $244020.69         | $246278.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  |  | $7569.63           | $6371.36           | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC C91301 G | 2030-05-01      | 4.0000%  |  | $38511.69          | $38398.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS0240 | 2052-01-01      | 3.0000%  |  | $393.71            | $352.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  |  | $427273.85         | $406061.13         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  |  | $1370.32           | $1365.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8315 | 2054-04-01      | 5.0000%  |  | $714159.39         | $706358.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0098 | 2054-09-01      | 6.0000%  |  | $430795.17         | $444459.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD8874 | 2055-08-01      | 6.0000%  |  | $724044.88         | $753014.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAH6111 | 2041-03-01      | 5.5000%  |  | $55371.04          | $56026.37          | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G18481 G | 2028-09-01      | 3.0000%  |  | $28637.33          | $28362.13          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA1423 | 2054-04-01      | 4.5000%  |  | $538572.68         | $522404.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA4884 | 2055-11-01      | 6.0000%  |  | $1118.40           | $1163.55           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA4791 | 2056-04-01      | 5.0000%  |  | $600.00            | $595.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5553 | 2055-12-01      | 5.0000%  |  | $21575433.38       | $21489167.61       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ2965 | 2055-09-01      | 6.0000%  |  | $595.39            | $615.80            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY7572 | 2055-07-01      | 5.5000%  |  | $6033651.88        | $6082309.25        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX6496 | 2055-02-01      | 6.5000%  |  | $434.82            | $451.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA0328 | 2054-12-01      | 6.5000%  |  | $475.82            | $499.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAE4868 | 2040-10-01      | 4.5000%  |  | $90246.34          | $89360.12          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAD1601 | 2040-02-01      | 5.5000%  |  | $364733.76         | $374860.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5997 | 2056-03-01      | 5.0000%  |  | $1226.08           | $1211.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CNMA5403 | 2034-06-01      | 5.0000%  |  | $164396.88         | $166819.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4977 | 2053-04-01      | 4.5000%  |  | $261843.77         | $253765.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  |  | $38973.90          | $35755.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 REAE5424 | 2040-10-01      | 3.5000%  |  | $42600.90          | $40750.18          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5470 | 2053-01-01      | 5.5000%  |  | $22023730.20       | $22295356.20       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA9199 | 2051-02-01      | 2.5000%  |  | $83132.57          | $70869.96          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6591 | 2050-08-01      | 2.5000%  |  | $27992.90          | $24114.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA4166 | 2049-09-01      | 3.5000%  |  | $696022.34         | $638820.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM4594 | 2047-10-01      | 3.5000%  |  | $80644.07          | $75301.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM1926 | 2047-09-01      | 4.0000%  |  | $136.89            | $131.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBA3120 | 2046-02-01      | 4.0000%  |  | $286372.32         | $276782.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1064 | 2055-10-01      | 6.5000%  |  | $598991.36         | $629343.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE7430 | 2055-08-01      | 6.0000%  |  | $593.69            | $607.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE3291 | 2055-07-01      | 6.5000%  |  | $868268.47         | $912476.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD8877 | 2055-07-01      | 6.0000%  |  | $624001.79         | $650252.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD1281 | 2055-01-01      | 6.5000%  |  | $623358.07         | $657219.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC3679 | 2054-10-01      | 5.5000%  |  | $671084.32         | $690890.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 K2796487 | 2034-06-01      | 4.5000%  |  | $85032.12          | $83829.43          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLAU5929 | 2043-07-01      | 2.5000%  |  | $34631.18          | $30295.12          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAS0177 | 2033-08-01      | 3.5000%  |  | $919270.21         | $899455.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIAR6707 | 2028-02-01      | 2.0000%  |  | $39336.40          | $38677.38          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ0026 | 2042-10-01      | 3.5000%  |  | $308254.66         | $290602.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  |  | $30900.73          | $32894.96          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAH5088 | 2041-03-01      | 5.5000%  |  | $43084.68          | $43995.98          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9855 | 2053-09-01      | 6.0000%  |  | $510.14            | $533.20            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q46373 G | 2047-02-01      | 4.0000%  |  | $1024746.79        | $982522.43         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC V84652 G | 2048-09-01      | 4.5000%  |  | $821458.69         | $809058.77         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC Q01540 G | 2041-06-01      | 5.5000%  |  | $187809.57         | $193047.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  |  | $11578.73          | $11663.69          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8238 | 2052-08-01      | 4.5000%  |  | $913.82            | $885.07            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1527 | 2052-08-01      | 4.5000%  |  | $497.04            | $484.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL2859 | 2042-03-01      | 3.5000%  |  | $4809464.25        | $4542354.62        | Agency Mortgage-Backed Securities |
| FMAC 02.000 FGPC J23904 G | 2028-05-01      | 2.0000%  |  | $43768.69          | $43013.84          | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A10254 G | 2033-06-01      | 5.5000%  |  | $75208.06          | $75842.99          | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A91994 G | 2040-04-01      | 5.5000%  |  | $35110.11          | $35406.52          | Agency Mortgage-Backed Securities |
| FMAC 08.000 FGPC G20025 G | 2037-06-01      | 8.0000%  |  | $638353.83         | $663592.21         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q00320 G | 2041-04-01      | 5.0000%  |  | $179250.71         | $180394.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA0587 | 2030-12-01      | 4.0000%  |  | $12.88             | $12.82             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAC9536 | 2040-01-01      | 5.5000%  |  | $239805.21         | $245729.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAC9080 | 2038-01-01      | 5.5000%  |  | $375924.71         | $387785.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAB4487 | 2027-02-01      | 3.0000%  |  | $21435.41          | $21350.42          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL995203 | 2035-07-01      | 5.0000%  |  | $27791.67          | $28089.23          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1644 | 2055-12-01      | 5.0000%  |  | $608.69            | $604.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1023 | 2055-09-01      | 5.5000%  |  | $744.16            | $761.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0848 | 2055-08-01      | 5.5000%  |  | $591.08            | $605.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS7870 | 2054-05-01      | 6.0000%  |  | $270832.40         | $281288.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS5558 | 2051-09-01      | 3.5000%  |  | $338139.63         | $312172.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTFS4604 | 2042-04-01      | 3.0000%  |  | $306728.02         | $284311.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS2442 | 2052-07-01      | 4.0000%  |  | $879975.08         | $834316.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS2591 | 2052-08-01      | 5.0000%  |  | $7261.76           | $7283.88           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA1038 | 2032-04-01      | 4.0000%  |  | $89810.66          | $89235.81          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  |  | $28497.37          | $26401.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA3257 | 2055-11-01      | 5.5000%  |  | $10832625.69       | $10977569.83       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA1672 | 2055-04-01      | 6.5000%  |  | $935.75            | $974.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAW7429 | 2042-02-01      | 4.0000%  |  | $1044140.29        | $1013466.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA1053 | 2048-01-01      | 3.5000%  |  | $22584.58          | $20850.62          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA9422 | 2053-07-01      | 5.0000%  |  | $499.65            | $495.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4583 | 2037-04-01      | 2.5000%  |  | $77435.73          | $73121.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTFA0583 | 2042-08-01      | 2.0000%  |  | $542.55            | $474.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE1214 | 2055-06-01      | 6.5000%  |  | $512863.62         | $538083.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8325 | 2054-04-01      | 5.5000%  |  | $62634465.72       | $64034617.42       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBK5367 | 2048-05-01      | 4.0000%  |  | $167596.91         | $160336.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAB5209 | 2032-05-01      | 3.0000%  |  | $4984.59           | $4849.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB2243 | 2036-11-01      | 2.5000%  |  | $16555.03          | $15721.45          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5389 | 2054-06-01      | 6.0000%  |  | $132588.99         | $135776.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  |  | $474.90            | $424.47            | Agency Mortgage-Backed Securities |

### Security 223: Fixed Income Clearing Corporation ("FICC") - JPM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - JPM, REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 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:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 DL6649 C | 2055-08-20      | 6.5000%  |  | $1303210.19        | $1375090.92        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3065 C | 2065-10-20      | 4.5000%  |  | $241949.53         | $233096.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 788382 C | 2055-11-20      | 6.5000%  |  | $473383801.73      | $496208317.48      | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP3068 C | 2056-01-20      | 5.5000%  |  | $5948598.52        | $6077387.66        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DL7525   | 2060-11-15      | 4.6700%  |  | $577061.60         | $563020.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN6287 C | 2056-01-20      | 5.5000%  |  | $1113970.15        | $1135912.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4829 C | 2055-04-20      | 7.0000%  |  | $26502370.19       | $28289486.84       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4712 C | 2055-04-20      | 7.0000%  |  | $20815734.57       | $22219388.12       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO2178 C | 2055-11-20      | 6.5000%  |  | $1168951.99        | $1229548.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3648 C | 2055-11-20      | 6.5000%  |  | $1151982.75        | $1227894.57        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DC7235   | 2060-03-15      | 5.8200%  |  | $96918.93          | $102336.21         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CZ0958 C | 2064-01-20      | 7.5000%  |  | $505815.88         | $526354.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY8670 C | 2053-12-20      | 7.0000%  |  | $298099.40         | $304199.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3023 C | 2053-12-20      | 8.0000%  |  | $187684.60         | $197799.80         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CU4659   | 2059-04-15      | 5.6800%  |  | $43653.18          | $45789.89          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CT5313 C | 2051-12-20      | 2.5000%  |  | $1128547.45        | $953499.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AN7494 C | 2045-06-20      | 3.0000%  |  | $1185574.31        | $1054749.74        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CN0929 C | 2034-09-20      | 6.0000%  |  | $680941.41         | $706944.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM9476 C | 2052-06-20      | 2.5000%  |  | $3553565.44        | $3019945.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CJ2896 C | 2051-11-20      | 2.5000%  |  | $882567.47         | $745664.78         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CG6819   | 2057-06-15      | 3.0600%  |  | $43751.97          | $40165.27          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6067 M | 2034-08-20      | 4.5000%  |  | $297441.45         | $298947.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5744 M | 2032-07-20      | 7.0000%  |  | $61042.84          | $63225.94          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5023 M | 2048-02-20      | 5.5000%  |  | $467301.46         | $483051.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4836 M | 2047-11-20      | 3.0000%  |  | $535647.67         | $483470.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5333 M | 2048-07-20      | 5.5000%  |  | $235618.06         | $242840.54         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA3864 M | 2046-08-20      | 3.0000%  |  | $1193236.80        | $1039068.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3736 M | 2046-06-20      | 3.5000%  |  | $2916315.13        | $2729530.00        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA3165 M | 2045-10-20      | 3.5000%  |  | $1400214.89        | $1273933.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0534 M | 2042-11-20      | 3.5000%  |  | $5348553.19        | $5066110.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AB7786 C | 2043-01-20      | 3.5000%  |  | $201421.71         | $185379.82         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DP3241 C | 2065-10-20      | 2.5000%  |  | $207700.63         | $170567.98         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DP3240 C | 2065-11-20      | 4.0000%  |  | $231968.10         | $218585.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP0816 C | 2056-01-20      | 6.5000%  |  | $1700271.20        | $1776099.33        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN9372 C | 2065-11-20      | 4.5000%  |  | $2364216.07        | $2277707.04        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4708 C | 2056-02-20      | 5.0000%  |  | $1739252.13        | $1734847.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7766 M | 2051-12-20      | 2.0000%  |  | $2205014.61        | $1818287.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7742 M | 2035-07-20      | 4.5000%  |  | $17305.67          | $17220.41          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7651 M | 2051-10-20      | 3.5000%  |  | $471673.27         | $436588.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7533 M | 2051-08-20      | 2.0000%  |  | $762764876.42      | $628987104.57      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7289 M | 2035-08-20      | 5.0000%  |  | $307063.08         | $307720.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8041 M | 2052-05-20      | 2.0000%  |  | $124725951.48      | $102850848.95      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7995 M | 2040-01-20      | 6.5000%  |  | $162209.34         | $175924.89         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6700 M | 2050-06-20      | 3.0000%  |  | $8807357.99        | $7668918.90        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6648 M | 2050-05-20      | 4.0000%  |  | $395132.45         | $365528.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7194 M | 2051-02-20      | 3.0000%  |  | $40138010.52       | $35844688.37       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7135 M | 2051-01-20      | 2.0000%  |  | $24193747.04       | $19950518.66       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4956 C | 2055-07-20      | 7.0000%  |  | $1265604.68        | $1332764.41        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4932 C | 2055-07-20      | 7.0000%  |  | $2082964.92        | $2175411.76        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 635067 X | 2046-04-15      | 2.5000%  |  | $324972.15         | $282435.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 627014 C | 2030-11-20      | 3.0000%  |  | $19107.34          | $18643.74          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784314 C | 2043-05-20      | 3.5000%  |  | $152026.56         | $140534.37         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 486598 X | 2028-10-15      | 6.5000%  |  | $21896.88          | $22427.26          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004774 M | 2040-08-20      | 6.0000%  |  | $6884.44           | $7251.83           | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO9802 C | 2065-11-20      | 2.0000%  |  | $301808.42         | $234421.74         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5393 C | 2059-09-20      | 2.5000%  |  | $138105.96         | $113421.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3423 C | 2055-10-20      | 6.5000%  |  | $1553945.72        | $1639654.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO2313 C | 2055-12-20      | 5.5000%  |  | $817317.27         | $831421.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO2180 C | 2055-11-20      | 6.5000%  |  | $1658760.90        | $1735239.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9133 C | 2055-05-20      | 7.0000%  |  | $1292432.14        | $1364101.81        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9881 C | 2055-07-20      | 6.5000%  |  | $822815.55         | $868939.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5217 C | 2055-03-20      | 6.5000%  |  | $2080361.89        | $2196980.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CE6237 C | 2051-08-20      | 2.5000%  |  | $3790594.97        | $3255424.87        | Agency Mortgage-Backed Securities |
| GNMA GNPL LM CD9017   | 2060-04-15      | 3.3000%  |  | $93791.25          | $88441.49          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CA2457 C | 2051-01-20      | 2.0000%  |  | $30351.36          | $24769.52          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ4583 C | 2034-02-20      | 6.5000%  |  | $406215.15         | $419222.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6428 C | 2050-10-20      | 3.0000%  |  | $419414.92         | $374684.32         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN BY2815   | 2063-06-15      | 2.7800%  |  | $704465.46         | $614061.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BX4970 C | 2050-09-20      | 2.5000%  |  | $90915.05          | $77591.30          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3614 C | 2065-09-20      | 4.5000%  |  | $141347.18         | $136175.29         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3062 C | 2065-10-20      | 3.5000%  |  | $608744.67         | $555051.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN2499 C | 2055-10-20      | 5.0000%  |  | $2230838.69        | $2223891.11        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DM6732 C | 2065-09-20      | 4.5000%  |  | $190086.77         | $183131.31         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DM7156 C | 2065-08-20      | 4.5000%  |  | $93343.51          | $89927.88          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3899 C | 2055-09-20      | 6.5000%  |  | $741460.46         | $784814.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3838 C | 2055-08-20      | 6.5000%  |  | $782462.04         | $834495.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT3813 C | 2050-05-20      | 4.0000%  |  | $1757072.13        | $1673409.72        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR2534 C | 2050-01-20      | 3.5000%  |  | $269434.90         | $247465.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BJ3701 C | 2048-10-20      | 4.5000%  |  | $883577.20         | $863192.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BI9603 C | 2048-09-20      | 4.5000%  |  | $826366.22         | $801062.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CP4685 C | 2040-06-20      | 5.0000%  |  | $1480403.83        | $1487002.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM1113 C | 2055-08-20      | 6.5000%  |  | $2878433.65        | $3025889.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0770 C | 2055-08-20      | 6.5000%  |  | $51214.32          | $54548.87          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8042 C | 2055-09-20      | 6.5000%  |  | $820208.27         | $865448.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5979 C | 2055-09-20      | 7.0000%  |  | $1902805.37        | $1987262.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5967 C | 2055-08-20      | 6.5000%  |  | $1372949.55        | $1449915.27        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7937 C | 2055-07-20      | 6.5000%  |  | $984212.38         | $1038496.29        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7576 C | 2055-08-20      | 6.5000%  |  | $784301.34         | $834516.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3198 C | 2055-08-20      | 6.5000%  |  | $8857800.25        | $9316950.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2120 C | 2055-04-20      | 7.0000%  |  | $1165944.17        | $1222923.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1771 C | 2055-03-20      | 7.0000%  |  | $617750.36         | $645168.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH8360 C | 2055-01-20      | 7.0000%  |  | $1060539.91        | $1107609.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6849 C | 2055-02-20      | 7.0000%  |  | $648690.91         | $677481.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4857 C | 2055-06-20      | 6.5000%  |  | $1101288.23        | $1165685.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4733 C | 2055-05-20      | 6.5000%  |  | $2534363.32        | $2676438.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3436 C | 2055-01-20      | 7.0000%  |  | $771107.89         | $783863.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG2228 C | 2054-11-20      | 7.0000%  |  | $1132621.81        | $1208998.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG1077 C | 2054-11-20      | 7.0000%  |  | $756468.39         | $797218.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF6283 C | 2054-11-20      | 7.0000%  |  | $739433.36         | $775564.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE5808 C | 2054-11-20      | 7.0000%  |  | $9215452.33        | $9774501.60        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE1091 C | 2054-10-20      | 7.0000%  |  | $1152020.78        | $1176043.10        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4245 C | 2054-10-20      | 7.0000%  |  | $1033292.38        | $1083788.69        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA4830 M | 2047-11-20      | 4.5000%  |  | $398282.48         | $387626.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CL2910 C | 2035-05-20      | 6.0000%  |  | $647537.78         | $665774.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6713 C | 2055-06-20      | 6.5000%  |  | $1218239.44        | $1284695.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4904 M | 2047-12-20      | 5.5000%  |  | $541890.93         | $560684.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7767 M | 2051-12-20      | 2.5000%  |  | $21933676.60       | $18856893.55       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8694 M | 2038-10-20      | 4.5000%  |  | $419016.17         | $417319.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2717 C | 2055-09-20      | 6.5000%  |  | $2024459.84        | $2137944.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8045 M | 2052-05-20      | 4.0000%  |  | $175277.91         | $165750.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BN5830 C | 2050-08-20      | 2.5000%  |  | $1186415.47        | $1019985.50        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BM2477 X | 2049-09-15      | 2.5000%  |  | $17413.74          | $15003.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CR3703 C | 2052-11-20      | 3.5000%  |  | $566283.09         | $509441.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7882 C | 2055-10-20      | 6.5000%  |  | $2947820.02        | $3083743.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8944 C | 2055-08-20      | 6.5000%  |  | $1127716.29        | $1186174.47        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CE7157 C | 2048-11-20      | 5.5000%  |  | $257586.03         | $262665.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8698 M | 2038-07-20      | 6.5000%  |  | $65075.25          | $69689.19          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1828 C | 2055-04-20      | 7.0000%  |  | $433258.43         | $452487.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ8534 C | 2051-01-20      | 3.0000%  |  | $69770.14          | $62351.48          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9298 M | 2053-10-20      | 2.0000%  |  | $718935.08         | $593433.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2963 M | 2045-07-20      | 4.5000%  |  | $1098173.66        | $1085720.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7629 M | 2036-10-20      | 6.5000%  |  | $13718.08          | $14338.19          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5655 C | 2055-06-20      | 6.5000%  |  | $941030.94         | $992650.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8922 C | 2055-08-20      | 6.0000%  |  | $1672754.46        | $1693755.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ6211 C | 2055-04-20      | 6.0000%  |  | $10069461.21       | $10360186.69       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8985 M | 2038-07-20      | 4.5000%  |  | $39509.10          | $39347.12          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CG8221 C | 2051-11-20      | 2.5000%  |  | $600077.24         | $515901.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7987 M | 2052-04-20      | 2.5000%  |  | $666844807.86      | $573306041.87      | Agency Mortgage-Backed Securities |
| GNMA GNII SF AG8725 C | 2045-08-20      | 3.0000%  |  | $1408735.17        | $1236787.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4963 C | 2050-07-20      | 6.5000%  |  | $645021.30         | $679419.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0426 M | 2055-06-20      | 6.5000%  |  | $227729.78         | $238160.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3344 C | 2055-08-20      | 6.5000%  |  | $7566028.62        | $7953618.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM2445 C | 2035-09-20      | 5.5000%  |  | $652409.89         | $662002.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6687 M | 2035-06-20      | 4.5000%  |  | $46403.58          | $46156.71          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8804 M | 2053-04-20      | 7.0000%  |  | $16620.58          | $17406.79          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG2279 C | 2054-12-20      | 7.0000%  |  | $1599142.30        | $1706979.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CQ9879 C | 2052-10-20      | 5.0000%  |  | $503181.65         | $520192.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8465 M | 2029-08-20      | 7.5000%  |  | $20502.61          | $20715.90          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0259 M | 2055-03-20      | 5.5000%  |  | $99438684.12       | $100467211.55      | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0296 C | 2055-05-20      | 6.5000%  |  | $4192185.41        | $4406941.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO2177 C | 2055-11-20      | 6.5000%  |  | $1158014.49        | $1218046.73        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DI9902   | 2060-06-15      | 6.1000%  |  | $4347370.60        | $4664825.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8319 C | 2055-04-20      | 7.0000%  |  | $788330.20         | $827326.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0746 M | 2055-11-20      | 5.5000%  |  | $49498.40          | $50005.23          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0558 M | 2055-08-20      | 6.5000%  |  | $47520980.10       | $49697567.72       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0557 M | 2055-08-20      | 6.0000%  |  | $108744193.78      | $111091980.92      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0398 M | 2040-06-20      | 4.5000%  |  | $184023.84         | $183158.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0206 M | 2055-02-20      | 6.0000%  |  | $473092287.70      | $483679146.92      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0069 M | 2039-10-20      | 6.5000%  |  | $138180.25         | $149006.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0003 M | 2039-11-20      | 6.5000%  |  | $37226.77          | $38909.56          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0788 M | 2040-11-20      | 6.5000%  |  | $107522.30         | $113881.02         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MB0778 M | 2040-11-20      | 5.5000%  |  | $1479213.19        | $1483552.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0573 C | 2056-02-20      | 5.0000%  |  | $2701261.12        | $2689777.16        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DK8068 C | 2065-07-20      | 4.0000%  |  | $2111185.15        | $1971163.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6540 C | 2055-07-20      | 7.0000%  |  | $2588507.06        | $2741361.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6523 C | 2055-07-20      | 7.0000%  |  | $966353.02         | $1014270.92        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BE0204 X | 2048-01-15      | 4.0000%  |  | $33958.33          | $32163.41          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9713 M | 2054-06-20      | 6.0000%  |  | $346166.31         | $349437.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9640 M | 2039-05-20      | 6.5000%  |  | $471431.83         | $492742.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9573 M | 2039-11-20      | 4.5000%  |  | $121293.54         | $121133.43         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9410 M | 2054-01-20      | 5.5000%  |  | $504461.83         | $505702.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9363 M | 2053-12-20      | 6.0000%  |  | $6293334.02        | $6447325.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9238 M | 2053-10-20      | 4.0000%  |  | $1428093.73        | $1353666.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9237 M | 2053-10-20      | 3.5000%  |  | $189414.97         | $176020.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9101 M | 2053-08-20      | 3.0000%  |  | $419074.60         | $376135.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9852 M | 2054-08-20      | 6.0000%  |  | $7561997.43        | $7733957.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9826 M | 2039-07-20      | 6.5000%  |  | $100816.36         | $108717.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8852 M | 2037-11-20      | 7.5000%  |  | $206064.83         | $215200.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8800 M | 2053-04-20      | 5.0000%  |  | $40470614.87       | $40332758.47       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8619 M | 2038-11-20      | 6.5000%  |  | $34208.99          | $36513.43          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8569 M | 2053-01-20      | 5.0000%  |  | $987268.61         | $986708.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8568 M | 2053-01-20      | 4.5000%  |  | $784663.86         | $763399.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8270 M | 2052-09-20      | 5.5000%  |  | $60276789.44       | $61450941.09       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8241 M | 2037-09-20      | 3.0000%  |  | $777025.64         | $735625.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8151 M | 2052-07-20      | 4.5000%  |  | $47577.44          | $46357.41          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8101 M | 2052-06-20      | 4.5000%  |  | $8117714.96        | $7910794.41        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8936 M | 2053-06-20      | 5.5000%  |  | $273983.98         | $274658.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7939 M | 2052-03-20      | 4.0000%  |  | $751614.61         | $710561.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7911 M | 2037-03-20      | 3.0000%  |  | $73090.88          | $69428.29          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7257 M | 2051-03-20      | 3.5000%  |  | $697324.99         | $650399.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0006 C | 2055-09-20      | 6.5000%  |  | $954197.39         | $1006255.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3185 C | 2055-08-20      | 6.5000%  |  | $8029638.42        | $8440953.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2501 C | 2055-07-20      | 6.5000%  |  | $5733823.81        | $6029285.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY9470 C | 2036-04-20      | 5.0000%  |  | $1055895.18        | $1067601.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BV9815 C | 2036-01-20      | 6.0000%  |  | $492230.75         | $506813.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8692 M | 2038-07-20      | 3.5000%  |  | $242254.02         | $232211.78         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA7409 M | 2051-06-20      | 2.0000%  |  | $65517021.26       | $52775707.77       | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW0005 C | 2050-05-20      | 3.0000%  |  | $891206.61         | $782343.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK1823 C | 2055-07-20      | 6.5000%  |  | $1035282.75        | $1093321.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6241 C | 2056-02-20      | 5.5000%  |  | $1059521.23        | $1090736.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4602 C | 2056-02-20      | 5.0000%  |  | $2350693.12        | $2340699.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP9044 C | 2056-02-20      | 5.5000%  |  | $1324201.83        | $1355457.41        | Agency Mortgage-Backed Securities |

### Security 224: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank, REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 966RQU009, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $120458000.00
- **C.18.a - Value (excl. sponsor support):** $120458000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 CLDF4318 | 2056-03-01      | 5.5000%  |  | $68.83             | $69.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4331 | 2056-03-01      | 5.0000%  |  | $915880.58         | $904840.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4777 | 2048-07-01      | 3.5000%  |  | $5.18              | $4.81              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTB0048 | 2056-04-01      | 5.0000%  |  | $70.49             | $69.94             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA9697 | 2056-04-01      | 5.0000%  |  | $68.83             | $68.72             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA9628 | 2056-04-01      | 5.5000%  |  | $68.83             | $69.50             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA9809 | 2056-04-01      | 5.0000%  |  | $69.38             | $68.80             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA8658 | 2056-03-01      | 5.0000%  |  | $68.83             | $68.31             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA8249 | 2056-02-01      | 5.5000%  |  | $68.83             | $70.51             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA8984 | 2056-03-01      | 6.0000%  |  | $68.83             | $70.55             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA7795 | 2056-03-01      | 6.0000%  |  | $68.83             | $70.91             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA6922 | 2056-02-01      | 5.0000%  |  | $68.76             | $68.05             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA7108 | 2056-03-01      | 6.0000%  |  | $68.76             | $70.67             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA5193 | 2056-02-01      | 5.5000%  |  | $68.55             | $69.06             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2518 | 2055-12-01      | 5.0000%  |  | $68.61             | $68.17             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA0459 | 2055-12-01      | 5.5000%  |  | $69.15             | $70.33             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CIRR0017 | 2040-08-01      | 5.0000%  |  | $55.92             | $56.49             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0112 | 2056-04-01      | 6.0000%  |  | $70.49             | $72.33             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL4356 | 2056-01-01      | 6.0000%  |  | $69.36             | $71.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4838 | 2052-12-01      | 3.5000%  |  | $56.41             | $51.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4597 | 2052-05-01      | 2.0000%  |  | $55.73             | $45.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 ZLFP0034 | 2050-10-01      | 2.5000%  |  | $57.47             | $48.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1552 | 2051-11-01      | 2.5000%  |  | $51.98             | $44.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS0146 | 2043-09-01      | 3.5000%  |  | $40.81             | $38.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTFM6516 | 2041-03-01      | 2.5000%  |  | $18287.48          | $16559.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBR7761 | 2051-03-01      | 4.5000%  |  | $22.53             | $21.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5073 | 2053-07-01      | 6.0000%  |  | $43.39             | $44.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CICA6862 | 2035-09-01      | 2.0000%  |  | $27.33             | $25.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG4547 | 2056-04-01      | 5.5000%  |  | $68.83             | $70.34             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA3898 | 2055-12-01      | 6.0000%  |  | $68.72             | $71.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG2340 | 2056-03-01      | 5.5000%  |  | $68.83             | $69.47             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA9880 | 2056-04-01      | 5.5000%  |  | $660435.83         | $665282.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA5864 | 2056-02-01      | 5.5000%  |  | $68.63             | $69.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9505 | 2056-01-01      | 5.0000%  |  | $68.69             | $68.00             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL4358 | 2056-01-01      | 6.0000%  |  | $68.20             | $70.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2419 | 2050-02-01      | 3.0000%  |  | $294075.32         | $259117.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4322 | 2055-10-01      | 3.0000%  |  | $637135.24         | $562150.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CTFA2301 | 2045-05-01      | 6.5000%  |  | $51.31             | $53.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0658 | 2054-10-01      | 4.5000%  |  | $63.62             | $61.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG5862 | 2056-03-01      | 5.0000%  |  | $68.83             | $68.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG4275 | 2056-04-01      | 5.0000%  |  | $68.83             | $68.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG4268 | 2056-04-01      | 4.5000%  |  | $68.83             | $66.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG3260 | 2056-03-01      | 6.0000%  |  | $68.80             | $71.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG1366 | 2056-03-01      | 5.0000%  |  | $68.83             | $68.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB0339 | 2036-05-01      | 2.5000%  |  | $37.94             | $35.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBW1804 | 2037-07-01      | 2.5000%  |  | $43.41             | $41.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBO4657 | 2049-11-01      | 2.5000%  |  | $21.13             | $18.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BM7237 | 2059-01-01      | 4.5000%  |  | $53.92             | $52.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF6507 | 2056-01-01      | 5.0000%  |  | $206203.83         | $203734.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA6029 | 2056-04-01      | 5.0000%  |  | $12676.66          | $12522.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA9984 | 2056-03-01      | 5.0000%  |  | $565981.34         | $560843.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA8200 | 2056-03-01      | 5.0000%  |  | $293038.66         | $292092.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA8363 | 2056-03-01      | 5.0000%  |  | $68.83             | $68.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG2353 | 2056-04-01      | 5.0000%  |  | $70.49             | $69.89             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA8650 | 2056-02-01      | 6.5000%  |  | $68.83             | $71.52             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA3284 | 2056-01-01      | 5.0000%  |  | $68.68             | $68.61             | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-010 FE     | 2056-01-20      | 4.3729%  |  | $9307548.68        | $9253250.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-002 AF     | 2056-01-20      | 4.6229%  |  | $13705763.28       | $13592945.18       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FB     | 2055-05-20      | 5.1229%  |  | $4704820.24        | $4758645.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-002 FD     | 2056-01-20      | 4.6329%  |  | $6852881.64        | $6798501.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-002 FG     | 2056-01-20      | 4.5729%  |  | $3148064.39        | $3141133.25        | Agency Collateralized Mortgage Obligation |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $71854.92          | $69334.22          | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $663386.30         | $640766.36         | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE M 29      | 2029-06-30      | 3.2500%  |  | $521775.87         | $516495.04         | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN X 27      | 2027-04-15      | 0.1250%  |  | $788225.78         | $784493.13         | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 32      | 2032-01-15      | 0.1250%  |  | $34736.67          | $31992.75          | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  |  | $544848.74         | $475148.83         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  |  | $1102046.15        | $1034831.25        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $6.88              | $5.98              | U.S. Treasuries (including strips)        |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  |  | $9581.57           | $8998.72           | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE AB 26     | 2026-07-31      | 0.6250%  |  | $69431.99          | $68782.85          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  |  | $189236.08         | $147207.90         | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  |  | $1362207.90        | $1044699.77        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $150187.03         | $145440.05         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $118881.72         | $118255.53         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  |  | $6.88              | $7.05              | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $6.88              | $6.93              | U.S. Treasuries (including strips)        |
| USTR 5 1/4 BOND 28        | 2028-11-15      | 5.2500%  |  | $61.95             | $65.35             | U.S. Treasuries (including strips)        |
| USTR 6 1/8 BOND 27        | 2027-11-15      | 6.1250%  |  | $344165.71         | $364492.16         | U.S. Treasuries (including strips)        |
| USTR BILL 06/30/26        | 2026-06-30      | 0.0000%  |  | $6.88              | $6.82              | U.S. Treasuries (including strips)        |
| USTR BILL 07/16/26        | 2026-07-16      | 0.0000%  |  | $9822.49           | $9718.80           | U.S. Treasuries (including strips)        |
| USTR BILL 04/21/26        | 2026-04-21      | 0.0000%  |  | $196993.57         | $196596.43         | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  |  | $1230041.38        | $873553.91         | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  |  | $1952452.10        | $1942614.50        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $406253.21         | $340937.12         | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $6.88              | $5.07              | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  |  | $68.83             | $69.29             | U.S. Treasuries (including strips)        |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $392348.91         | $342808.05         | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  |  | $573855.03         | $560459.81         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  |  | $1130649.37        | $1108577.69        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  |  | $77981.07          | $37326.58          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $6.88              | $6.62              | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  |  | $830836.68         | $745923.49         | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $6.88              | $6.52              | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  |  | $18144.42          | $17195.08          | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $3441657.14        | $3010053.69        | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  |  | $6.88              | $6.55              | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $20.65             | $17.95             | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  |  | $102423.72         | $98424.29          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $481604.85         | $477627.81         | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $40570.25          | $39822.33          | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE K 26      | 2026-04-30      | 2.3750%  |  | $1720684.02        | $1735459.14        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $1386795.10        | $1434414.58        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  |  | $369551.38         | $259970.77         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $306796.20         | $302999.13         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 29      | 2029-05-15      | 2.3750%  |  | $275305.04         | $265986.14         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $23885.10          | $17218.65          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  |  | $208523.12         | $210674.03         | U.S. Treasuries (including strips)        |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  |  | $1087212.61        | $1097704.58        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $259734.98         | $264802.88         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  |  | $280839.22         | $226446.59         | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 30      | 2030-01-15      | 0.1250%  |  | $2698850.54        | $2584891.52        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $3468309.34        | $3426641.07        | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN D 26      | 2026-07-15      | 0.1250%  |  | $27705.15          | $28114.94          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $82365.74          | $83289.17          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $6.88              | $7.10              | U.S. Treasuries (including strips)        |
| USTR 5 BOND 37            | 2037-05-15      | 5.0000%  |  | $20.65             | $22.21             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $762340.82         | $794260.89         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  |  | $13.77             | $9.56              | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 39        | 2039-11-15      | 4.3750%  |  | $6.88              | $6.82              | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $3724506.29        | $3088493.05        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $3653298.41        | $2315788.06        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  |  | $707005.86         | $695845.35         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $2618977.19        | $2658367.03        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  |  | $214.00            | $213.81            | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  |  | $1697975.97        | $1686615.16        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 46        | 2046-02-15      | 4.6250%  |  | $41.30             | $40.01             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 56        | 2056-02-15      | 4.7500%  |  | $1060057.93        | $1039472.12        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  |  | $2618784.45        | $2569388.13        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  |  | $6.88              | $6.69              | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $27.53             | $26.41             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $13.77             | $13.55             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $26191.01          | $23873.10          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $766863.16         | $756516.41         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $608278.48         | $547629.92         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $176212.85         | $177123.57         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $695.21            | $688.02            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $334178.03         | $294617.30         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $147578.26         | $107918.19         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $68.83             | $68.24             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $732900.89         | $407467.39         | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $6.88              | $3.93              | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $386842.26         | $245088.37         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  |  | $530084.03         | $330875.49         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  |  | $20.65             | $10.12             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $399934.33         | $400447.84         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $384832.34         | $387924.90         | U.S. Treasuries (including strips)        |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $3133628.83        | $2880427.31        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  |  | $2740983.93        | $2818512.66        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $144501.42         | $147252.43         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 45            | 2045-11-15      | 3.0000%  |  | $13.77             | $10.55             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 TRIN A 27      | 2027-01-15      | 0.3750%  |  | $347511.07         | $348548.37         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  |  | $1369208.23        | $1302295.32        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $110133.03         | $113077.38         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $104867.29         | $106376.47         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  |  | $1971291.73        | $1931512.01        | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $12981.93          | $10857.83          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE J 33      | 2033-03-31      | 4.2500%  |  | $10789842.94       | $10861358.02       | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  |  | $2014814.92        | $2025074.71        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $1720608.31        | $1743885.01        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  |  | $6.88              | $6.97              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $48.18             | $48.91             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $15900.46          | $16145.02          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  |  | $20.65             | $20.71             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  |  | $112886.35         | $113690.20         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  |  | $269123.82         | $272579.30         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $2328212.22        | $2393143.90        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $137480.44         | $140513.97         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  |  | $406115.54         | $413163.58         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $186847.57         | $191010.25         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $2167665.80        | $2207598.89        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  |  | $2615.66           | $2565.79           | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  |  | $759931.66         | $752786.76         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $20.65             | $20.21             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $6.88              | $7.04              | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $34457.87          | $35244.14          | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  |  | $680931.87         | $695320.60         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  |  | $1514329.14        | $1557276.43        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $595269.02         | $600205.59         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  |  | $220.27            | $223.88            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $517969.40         | $513234.06         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  |  | $822514.76         | $828473.22         | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $6.88              | $4.02              | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $6.88              | $5.48              | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $137.67            | $101.39            | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  |  | $6.88              | $5.25              | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $362743.78         | $268410.59         | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $206.50            | $134.98            | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  |  | $1684966.50        | $1172174.36        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $6.88              | $5.31              | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $13.77             | $10.69             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $42346.15          | $36137.74          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $110.13            | $96.94             | U.S. Treasuries (including strips)        |

### Security 225: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.670%, 5/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 04.500 CLZS4728 | 2047-07-01      | 4.5000%  |  | $11934.44          | $11680.70          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS4657 | 2046-03-01      | 4.5000%  |  | $96.38             | $95.13             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLZS2789 | 2039-09-01      | 5.0000%  |  | $33564.32          | $33962.22          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTZA2186 | 2030-11-01      | 3.5000%  |  | $6265.11           | $6175.91           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6312 M     | 2034-12-20      | 4.0000%  |  | $54966.48          | $54817.81          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6039 M     | 2049-07-20      | 3.5000%  |  | $534259.16         | $498787.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5987 M     | 2049-06-20      | 4.5000%  |  | $116.06            | $114.71            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5818 M     | 2049-03-20      | 4.5000%  |  | $12781.62          | $12573.61          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5598 M     | 2048-11-20      | 5.5000%  |  | $380370.30         | $391105.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6219 M     | 2049-10-20      | 3.5000%  |  | $1131344.17        | $1050256.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5135 M     | 2048-04-20      | 3.0000%  |  | $656264.98         | $592342.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5021 M     | 2048-02-20      | 4.5000%  |  | $32540.29          | $32110.99          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5399 M     | 2048-08-20      | 4.5000%  |  | $8111.33           | $7986.98           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL4550 | 2052-07-01      | 3.5000%  |  | $3656562.00        | $3355969.45        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL2641 | 2055-08-01      | 6.5000%  |  | $12656.78          | $13442.34          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS2157 | 2052-06-01      | 4.5000%  |  | $76999.64          | $75252.52          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS0532 | 2052-01-01      | 3.5000%  |  | $764454.92         | $704839.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS0424 | 2052-01-01      | 2.5000%  |  | $26438.83          | $22725.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA4900 | 2052-06-01      | 3.5000%  |  | $3783222.00        | $3493660.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA4717 | 2051-09-01      | 4.5000%  |  | $19142043.50       | $18829702.77       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0861 | 2055-03-01      | 5.5000%  |  | $5155514.51        | $5268612.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF8914 | 2056-01-01      | 5.0000%  |  | $720345.99         | $718863.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8972 | 2054-08-01      | 5.0000%  |  | $438701.94         | $437677.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3127 | 2052-03-01      | 3.5000%  |  | $11445403.90       | $10587074.92       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA3445 | 2049-04-01      | 3.5000%  |  | $260938.89         | $242312.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY4094 | 2053-06-01      | 6.0000%  |  | $864.74            | $900.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV6330 | 2055-11-01      | 6.0000%  |  | $926281.21         | $969839.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBR2059 | 2036-06-01      | 1.5000%  |  | $530889.89         | $478002.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBN9854 | 2049-04-01      | 4.0000%  |  | $121545.21         | $116240.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6262 | 2051-11-01      | 2.5000%  |  | $701265.64         | $593413.32         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA3611 | 2050-09-01      | 2.5000%  |  | $384516.34         | $323590.62         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE1195 | 2052-04-01      | 3.5000%  |  | $31154.57          | $28575.37          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G67719 G | 2049-01-01      | 4.5000%  |  | $201.52            | $198.91            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q26813 G | 2044-06-01      | 4.0000%  |  | $1503270.79        | $1451122.83        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  |  | $249637.54         | $241164.09         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSD8398 | 2054-01-01      | 7.0000%  |  | $74999.94          | $79140.19          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8063 | 2050-05-01      | 3.5000%  |  | $2942.61           | $2719.32           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8055 | 2050-04-01      | 2.5000%  |  | $94.78             | $80.62             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD7058 | 2053-03-01      | 3.5000%  |  | $1058589.09        | $973030.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD2221 | 2052-06-01      | 3.0000%  |  | $2308345.90        | $2054164.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4068 M     | 2046-11-20      | 3.0000%  |  | $36418.03          | $32967.79          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4381 M     | 2047-04-20      | 3.0000%  |  | $60.10             | $54.37             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7790 | 2056-03-01      | 5.0000%  |  | $982875.00         | $971028.08         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLTA5200 | 2056-01-01      | 7.0000%  |  | $506698.90         | $541018.29         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA4693 | 2056-02-01      | 4.5000%  |  | $1807909.89        | $1746869.43        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA2918 | 2056-01-01      | 6.0000%  |  | $5351698.10        | $5563090.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ6152 | 2056-03-01      | 6.5000%  |  | $163184.63         | $171061.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5999 | 2056-03-01      | 5.0000%  |  | $5115360.00        | $5084645.67        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5776 | 2056-01-01      | 6.0000%  |  | $373.00            | $389.86            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4442 | 2055-08-01      | 6.0000%  |  | $3194116.99        | $3311491.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ2288 | 2054-09-01      | 5.0000%  |  | $103500.79         | $102290.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4071 M     | 2046-11-20      | 4.5000%  |  | $10920.20          | $10798.20          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3685 | 2055-09-01      | 6.5000%  |  | $1044035.90        | $1095377.06        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQZ3292 | 2055-09-01      | 4.5000%  |  | $374163.93         | $361577.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2071 | 2055-09-01      | 6.5000%  |  | $1119387.52        | $1176853.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAD8529 | 2040-08-01      | 4.5000%  |  | $781.06            | $773.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIMA6036 | 2041-04-01      | 4.0000%  |  | $4433346.00        | $4337024.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  |  | $10359.17          | $10233.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTMA5221 | 2043-11-01      | 5.5000%  |  | $119813.30         | $122977.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  |  | $36578.01          | $32214.99          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4570 | 2042-03-01      | 2.0000%  |  | $1607904.18        | $1393870.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  |  | $2371.09           | $2009.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA3438 | 2033-08-01      | 3.5000%  |  | $636.79            | $626.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAB5164 | 2027-05-01      | 2.5000%  |  | $109521.47         | $108664.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCC2183 | 2056-03-01      | 4.5000%  |  | $884203.66         | $864842.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0278 | 2055-04-01      | 6.5000%  |  | $1366690.60        | $1445309.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS5306 | 2053-07-01      | 6.0000%  |  | $47882.50          | $49478.43          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3836 | 2053-01-01      | 4.5000%  |  | $26686.24          | $25904.30          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS2837 | 2052-09-01      | 4.0000%  |  | $150000.77         | $142147.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM3897 | 2048-04-01      | 4.5000%  |  | $72557.96          | $71485.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBJ2239 | 2047-11-01      | 3.0000%  |  | $59184.55          | $53243.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBD8464 | 2046-11-01      | 3.0000%  |  | $210463.37         | $190591.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF7178 | 2055-12-01      | 4.5000%  |  | $419711.35         | $408186.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF7177 | 2055-12-01      | 4.5000%  |  | $393619.02         | $383419.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF5111 | 2055-11-01      | 6.0000%  |  | $624242.84         | $642111.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF4143 | 2055-11-01      | 5.5000%  |  | $401003.57         | $408860.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7766 M     | 2051-12-20      | 2.0000%  |  | $2199937.07        | $1814100.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4787 | 2052-10-01      | 5.0000%  |  | $120177.36         | $119456.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9389 M     | 2039-01-20      | 5.5000%  |  | $16432.42          | $16778.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA2405 | 2045-09-01      | 4.0000%  |  | $82220.91          | $79108.30          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA0425 | 2054-02-01      | 6.0000%  |  | $240272.10         | $248803.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5586 | 2055-01-01      | 5.5000%  |  | $619656.21         | $624203.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6089 M     | 2049-08-20      | 3.0000%  |  | $653.89            | $586.57            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  |  | $161850.75         | $156732.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5800 | 2040-08-01      | 5.0000%  |  | $23354.35          | $23591.51          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9074 | 2053-05-01      | 6.0000%  |  | $23918.28          | $24618.75          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  |  | $436760.79         | $448157.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS3512 | 2052-01-01      | 3.5000%  |  | $103807.01         | $95591.38          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE5057 | 2055-09-01      | 6.0000%  |  | $276.35            | $283.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3745 | 2049-08-01      | 3.5000%  |  | $169784.90         | $157317.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  |  | $1114301.66        | $1142638.35        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS4586 | 2044-10-01      | 4.0000%  |  | $94285.35          | $90803.71          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6136 | 2051-10-01      | 2.5000%  |  | $15980.77          | $13448.61          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZS8701 | 2033-06-01      | 3.5000%  |  | $12955.01          | $12752.22          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8802 M     | 2053-04-20      | 6.0000%  |  | $23059.96          | $23692.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBV7971 | 2037-08-01      | 3.5000%  |  | $427251.75         | $411804.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BO3324 C     | 2049-06-20      | 3.5000%  |  | $85.58             | $79.34             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9016 M     | 2053-07-20      | 5.0000%  |  | $48174.81          | $48019.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5915 | 2040-12-01      | 4.5000%  |  | $762373.61         | $758416.13         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL0642 | 2052-05-01      | 3.5000%  |  | $604013.31         | $554307.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIRC1880 | 2036-03-01      | 1.5000%  |  | $11445.73          | $10309.40          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4873 M     | 2032-12-20      | 4.0000%  |  | $13318.23          | $13216.59          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CISB8386 | 2040-05-01      | 6.0000%  |  | $749925.09         | $776877.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8043 M     | 2052-05-20      | 3.0000%  |  | $90317.00          | $80582.45          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786483 C     | 2052-11-20      | 3.5000%  |  | $229844.08         | $207879.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BB8870 C     | 2047-07-20      | 3.5000%  |  | $384165.46         | $357100.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD7346 | 2052-08-01      | 3.0000%  |  | $38825.16          | $34158.76          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DI9483 C     | 2065-03-20      | 7.0000%  |  | $1059320.81        | $1111746.95        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL5668 | 2043-04-01      | 3.0000%  |  | $8035.30           | $7364.08           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1141 C     | 2056-03-20      | 6.0000%  |  | $626337.75         | $645352.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF6422 | 2055-12-01      | 6.5000%  |  | $76348.85          | $80840.81          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6576 C     | 2056-02-20      | 6.0000%  |  | $423627.40         | $438890.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF9244 | 2056-01-01      | 6.5000%  |  | $662603.72         | $688229.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA7507 | 2056-02-01      | 6.5000%  |  | $988538.40         | $1046642.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0992 C     | 2056-03-20      | 5.0000%  |  | $375.00            | $374.21            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ3973 C     | 2056-02-20      | 6.5000%  |  | $1666393.61        | $1759816.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA5002 | 2050-10-01      | 3.5000%  |  | $14466936.00       | $13401730.68       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2468 C     | 2056-03-20      | 5.0000%  |  | $1463613.00        | $1457390.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP7232 C     | 2056-02-20      | 6.0000%  |  | $1082984.70        | $1117540.57        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA4486 | 2056-01-01      | 6.5000%  |  | $177448.66         | $185616.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA4886 | 2052-09-01      | 2.5000%  |  | $4226772.00        | $3579798.33        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ5263 | 2055-11-01      | 6.5000%  |  | $699086.33         | $744371.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4855 C     | 2056-01-20      | 4.5000%  |  | $2204375.70        | $2119591.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO7530 C     | 2055-12-20      | 6.0000%  |  | $1832.41           | $1868.64           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8995 C     | 2056-01-20      | 6.0000%  |  | $635993.72         | $658407.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 788404 C     | 2056-01-20      | 6.0000%  |  | $63858015.47       | $65895533.17       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA6045 | 2056-02-01      | 4.5000%  |  | $446335.20         | $436080.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN9060 C     | 2056-03-20      | 5.5000%  |  | $430585.50         | $443099.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR0983 C     | 2056-03-20      | 5.0000%  |  | $506208.75         | $499085.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0746 M     | 2055-11-20      | 5.5000%  |  | $371.24            | $375.04            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8004 C     | 2055-12-20      | 6.0000%  |  | $318058.63         | $329557.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF3794 | 2055-11-01      | 6.5000%  |  | $76735.59          | $81015.72          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8015 C     | 2056-03-20      | 6.5000%  |  | $1125627.00        | $1188730.40        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ8322 | 2055-11-01      | 6.5000%  |  | $500719.98         | $533347.73         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3889 C     | 2065-12-20      | 7.0000%  |  | $374.46            | $393.00            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5398 C     | 2065-12-20      | 6.5000%  |  | $1958913.87        | $2055769.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5770 C     | 2055-11-20      | 6.5000%  |  | $440618.45         | $465321.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ4094 C     | 2056-03-20      | 6.5000%  |  | $1029655.50        | $1087380.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0802 C     | 2056-02-20      | 6.0000%  |  | $371679.61         | $383178.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8131 C     | 2056-03-20      | 5.0000%  |  | $507618.00         | $510445.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8998 C     | 2056-01-20      | 6.0000%  |  | $903068.34         | $931879.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6495 C     | 2056-01-20      | 6.0000%  |  | $785962.72         | $815903.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP7118 C     | 2056-02-20      | 5.5000%  |  | $374.59            | $388.37            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6102 C     | 2056-03-20      | 5.0000%  |  | $314635.50         | $313297.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6023 C     | 2055-07-20      | 4.5000%  |  | $1904621.56        | $1846749.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8889 C     | 2056-02-20      | 5.5000%  |  | $426285.79         | $441966.00         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DM8128       | 2061-03-15      | 5.7100%  |  | $375.00            | $390.26            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DM8127       | 2061-03-15      | 5.4300%  |  | $11806.88          | $12083.64          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DL7507       | 2060-11-15      | 5.3800%  |  | $9340.54           | $9615.78           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5371 C     | 2055-12-20      | 6.5000%  |  | $747.68            | $789.60            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ0410       | 2061-04-15      | 4.9400%  |  | $4035000.00        | $4055601.36        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DB2522 C     | 2065-11-20      | 5.5000%  |  | $211610.11         | $213551.28         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CZ2403       | 2059-08-15      | 5.6000%  |  | $11599.58          | $12111.31          | Agency Mortgage-Backed Securities |
| GNMA GNII ET CX7087 C     | 2064-03-20      | 6.5000%  |  | $246581.96         | $258773.38         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 657623 X     | 2036-07-15      | 6.0000%  |  | $64.24             | $66.30             | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783348 C     | 2034-02-20      | 4.9500%  |  | $47.88             | $48.26             | Agency Mortgage-Backed Securities |
| GNMA GNMI JP 783308 X     | 2026-05-15      | 3.5000%  |  | $184.27            | $184.50            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 756028 X     | 2041-01-15      | 4.5000%  |  | $44491.53          | $44072.60          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 788523 C     | 2056-03-20      | 5.0000%  |  | $37500000.00       | $37675075.00       | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 788461 X     | 2052-07-15      | 5.0000%  |  | $1154.73           | $1181.34           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 788076 X     | 2048-06-15      | 3.5000%  |  | $349.26            | $328.67            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787117 C     | 2053-06-20      | 5.0000%  |  | $296.60            | $295.34            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786126 M     | 2049-12-20      | 4.5000%  |  | $233.96            | $232.40            | Agency Mortgage-Backed Securities |
| GNMA GNII AP 785510 M     | 2051-01-20      | 2.5000%  |  | $64575.24          | $54640.56          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7588 M     | 2051-09-20      | 2.0000%  |  | $1464917.42        | $1207992.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7417 M     | 2051-06-20      | 2.0000%  |  | $4427916.65        | $3651325.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6766 M     | 2050-07-20      | 3.0000%  |  | $199920.28         | $178711.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6659 M     | 2050-05-20      | 4.5000%  |  | $71.23             | $69.96             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6416 M     | 2039-01-20      | 6.5000%  |  | $119.61            | $127.35            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7707 M     | 2051-11-20      | 3.5000%  |  | $494318.50         | $457687.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785194 C     | 2050-11-20      | 4.0000%  |  | $707.78            | $673.42            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785141 C     | 2050-08-20      | 3.0000%  |  | $1273.87           | $1142.67           | Agency Mortgage-Backed Securities |
| GNMA GNII JM 005278 M     | 2042-01-20      | 3.5000%  |  | $59.51             | $54.15             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 599888 X     | 2033-03-15      | 6.0000%  |  | $3370.05           | $3442.23           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR4444 C     | 2056-03-20      | 5.0000%  |  | $946576.50         | $942552.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR3265 C     | 2056-03-20      | 5.0000%  |  | $1041732.00        | $1038326.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR3263 C     | 2056-03-20      | 5.5000%  |  | $1276132.50        | $1302943.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR1022 C     | 2056-03-20      | 5.5000%  |  | $970809.00         | $987414.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO7740 C     | 2056-02-20      | 6.0000%  |  | $1698027.95        | $1756326.35        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO4136 C     | 2065-12-20      | 6.0000%  |  | $396931.51         | $407433.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1089 C     | 2056-02-20      | 6.0000%  |  | $977942.38         | $1009146.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0619 C     | 2056-01-20      | 5.5000%  |  | $619651.52         | $630342.58         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DI7494 C     | 2065-04-20      | 6.5000%  |  | $1495306.48        | $1569241.41        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0997 M     | 2056-03-20      | 5.5000%  |  | $102955392.00      | $104149502.92      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  |  | $5163787.95        | $5217647.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0868 M     | 2056-01-20      | 3.5000%  |  | $100360.12         | $92028.89          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ6961 C     | 2056-03-20      | 6.5000%  |  | $472114.50         | $498725.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ4654 C     | 2056-03-20      | 5.5000%  |  | $375.00            | $386.05            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2471 C     | 2056-03-20      | 5.5000%  |  | $415669.50         | $427927.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2403 C     | 2056-03-20      | 5.5000%  |  | $1438421.25        | $1477331.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2457 C     | 2056-03-20      | 5.5000%  |  | $627417.00         | $647222.88         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CX7084 C     | 2064-01-20      | 7.5000%  |  | $102738.86         | $107248.79         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AN1603 X     | 2045-06-15      | 3.0000%  |  | $14620.06          | $13115.50          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD1718 X     | 2043-02-15      | 3.0000%  |  | $138.69            | $126.48            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9906 M     | 2054-09-20      | 5.5000%  |  | $111957.38         | $113431.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9905 M     | 2054-09-20      | 5.0000%  |  | $114606.11         | $113919.81         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CG6139       | 2065-12-15      | 5.8500%  |  | $382.88            | $397.16            | Agency Mortgage-Backed Securities |
| GNMA GNII SF BA9807 C     | 2047-07-20      | 3.5000%  |  | $3490.50           | $3244.65           | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9351 M     | 2053-12-20      | 6.5000%  |  | $66.00             | $68.31             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9300 M     | 2053-11-20      | 3.0000%  |  | $261387.80         | $234066.24         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9006 M     | 2053-07-20      | 6.0000%  |  | $260620.51         | $263083.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8651 M     | 2053-02-20      | 7.0000%  |  | $9713.37           | $10177.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8648 M     | 2053-02-20      | 5.5000%  |  | $9800945.77        | $9947992.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8426 M     | 2052-11-20      | 4.0000%  |  | $449072.21         | $424383.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8199 M     | 2052-08-20      | 3.5000%  |  | $149352.61         | $137909.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0295 | 2049-02-01      | 3.0000%  |  | $258172.28         | $234717.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF2953 | 2055-12-01      | 4.5000%  |  | $590543.36         | $573415.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF2266 | 2055-10-01      | 6.0000%  |  | $386545.16         | $400937.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 08.000 CL667085 | 2032-07-01      | 8.0000%  |  | $154.20            | $159.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAV9273 | 2029-02-01      | 3.5000%  |  | $5387.66           | $5337.81           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAR7097 | 2043-05-01      | 3.0000%  |  | $49857.67          | $45599.73          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAO5158 | 2027-06-01      | 3.0000%  |  | $6502.01           | $6469.57           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL255706 | 2035-05-01      | 5.5000%  |  | $354.20            | $366.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD0854 | 2052-01-01      | 2.5000%  |  | $45566.06          | $38345.73          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8074 | 2035-11-01      | 2.0000%  |  | $349136.53         | $321483.75         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLZT0806 | 2048-08-01      | 5.0000%  |  | $20680.24          | $20811.02          | Agency Mortgage-Backed Securities |

### Security 226: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.670%, 4/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 04.500 CLCB4339 | 2052-08-01      | 4.5000%  |  | $17660.72          | $17248.15          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIMA5220 | 2038-12-01      | 6.0000%  |  | $744.91            | $772.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CICB4992 | 2037-10-01      | 4.5000%  |  | $100645.55         | $100747.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM9760 | 2051-11-01      | 3.5000%  |  | $46389.35          | $42826.91          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5299 | 2054-04-01      | 6.0000%  |  | $46814.64          | $48429.74          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0263 M     | 2055-03-20      | 7.5000%  |  | $90373.47          | $94290.25          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC1630 | 2051-05-01      | 2.0000%  |  | $2364249.74        | $1901624.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3XZN0194 | 2027-09-01      | 3.0000%  |  | $14044.08          | $13947.40          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4511 | 2043-03-01      | 3.0000%  |  | $95851.76          | $87829.93          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS1457 | 2051-04-01      | 2.0000%  |  | $1334937.40        | $1073723.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA1581 | 2053-10-01      | 6.0000%  |  | $809167.30         | $829533.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  |  | $197680.80         | $197143.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV7777 | 2052-04-01      | 3.5000%  |  | $508007.68         | $466110.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3520 M     | 2046-03-20      | 3.0000%  |  | $66.71             | $60.43             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3639 | 2049-04-01      | 4.5000%  |  | $1598.51           | $1564.67           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5756 | 2055-07-01      | 3.5000%  |  | $10542883.44       | $9670066.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG0398 | 2056-02-01      | 5.0000%  |  | $1047956.20        | $1041895.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4984 C     | 2055-12-20      | 5.5000%  |  | $2391.25           | $2457.03           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR3660 C     | 2056-03-20      | 5.5000%  |  | $3443491.20        | $3512475.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG4938 | 2056-03-01      | 5.0000%  |  | $2192896.80        | $2166465.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF9409 | 2056-01-01      | 6.5000%  |  | $123999.91         | $129264.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP1721 C     | 2056-03-20      | 5.0000%  |  | $2066680.80        | $2057894.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  |  | $680067.01         | $687160.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA1433 | 2055-12-01      | 4.5000%  |  | $206704.27         | $199686.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0999 M     | 2056-03-20      | 6.5000%  |  | $4365888.00        | $4580325.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDG4872 | 2056-03-01      | 4.5000%  |  | $526178.40         | $508314.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA4917 | 2048-04-01      | 3.5000%  |  | $6866966.40        | $6452721.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA4730 | 2056-01-01      | 6.0000%  |  | $8282905.26        | $8664995.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDG5537 | 2056-03-01      | 7.0000%  |  | $553006.80         | $586274.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF9393 | 2056-01-01      | 6.0000%  |  | $2105411.47        | $2167348.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF8384 | 2055-12-01      | 5.0000%  |  | $3644187.20        | $3606814.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9659 | 2054-12-01      | 5.5000%  |  | $537599.97         | $550803.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7427 | 2053-11-01      | 6.5000%  |  | $291572.89         | $303879.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CICB3393 | 2037-04-01      | 3.5000%  |  | $1338.22           | $1292.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2047 | 2048-07-01      | 4.5000%  |  | $1911435.60        | $1879124.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786854 C     | 2053-05-20      | 6.0000%  |  | $1245.74           | $1284.91           | Agency Mortgage-Backed Securities |
| GNMA GNII SF AQ8311 C     | 2045-11-20      | 3.5000%  |  | $214029.29         | $197237.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR3663 C     | 2056-03-20      | 5.5000%  |  | $4268102.40        | $4341105.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4118 C     | 2055-01-20      | 6.5000%  |  | $912821.58         | $964543.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO2415 C     | 2055-11-20      | 6.0000%  |  | $448720.84         | $465489.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0556 M     | 2055-08-20      | 5.5000%  |  | $33469.24          | $33800.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW2505 | 2056-02-01      | 5.0000%  |  | $1500774.23        | $1505169.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBU4208 | 2053-10-01      | 5.5000%  |  | $1508002.16        | $1549380.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBQ8118 | 2036-06-01      | 1.5000%  |  | $10397.91          | $9365.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM1922 | 2046-07-01      | 4.5000%  |  | $3096235.57        | $3067038.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ9169 | 2048-05-01      | 4.0000%  |  | $363187.33         | $347785.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBH9221 | 2048-01-01      | 5.0000%  |  | $202728.43         | $204019.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  |  | $9252344.70        | $7607308.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF5541 | 2055-12-01      | 4.5000%  |  | $598442.82         | $578488.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL838750 | 2035-09-01      | 6.0000%  |  | $167644.59         | $174883.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAP1997 | 2032-08-01      | 3.5000%  |  | $5041.78           | $4938.01           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQD5234 | 2052-01-01      | 3.5000%  |  | $2362236.91        | $2180832.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY4415 | 2053-05-01      | 5.5000%  |  | $4373674.74        | $4432195.96        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0959 | 2052-04-01      | 3.5000%  |  | $10556.38          | $9831.18           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8119 | 2036-09-01      | 2.0000%  |  | $675289.49         | $620507.08         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8065 | 2035-07-01      | 1.5000%  |  | $1082241.08        | $978202.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZS8711 | 2033-08-01      | 3.5000%  |  | $196436.72         | $193283.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4688 | 2046-11-01      | 3.0000%  |  | $585404.49         | $527862.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ9006 C     | 2056-03-20      | 5.0000%  |  | $604.80            | $597.96            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ4057 C     | 2056-03-20      | 5.5000%  |  | $826514.40         | $842795.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6676 C     | 2056-02-20      | 6.5000%  |  | $914788.76         | $966068.77         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DK5301 C     | 2065-09-20      | 6.5000%  |  | $786056.95         | $824923.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9305 M     | 2053-11-20      | 5.5000%  |  | $553557.89         | $562665.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9848 M     | 2054-08-20      | 4.0000%  |  | $26132.89          | $24538.61          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8103 M     | 2052-06-20      | 5.5000%  |  | $686.52            | $698.55            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8047 M     | 2052-05-20      | 5.0000%  |  | $376.61            | $375.88            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7051 M     | 2050-12-20      | 2.0000%  |  | $757883.44         | $624961.80         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA7184 M     | 2051-02-20      | 2.0000%  |  | $396.02            | $319.01            | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6210 M     | 2049-10-20      | 3.5000%  |  | $360.17            | $326.20            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3736 M     | 2046-06-20      | 3.5000%  |  | $66.90             | $62.62             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA6507 | 2056-01-01      | 5.0000%  |  | $2047931.94        | $2023458.47        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA4239 | 2055-12-01      | 4.5000%  |  | $1251889.13        | $1214033.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA3647 | 2055-12-01      | 5.5000%  |  | $967972.19         | $977408.30         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4036 | 2044-04-01      | 3.5000%  |  | $71659.24          | $67448.31          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLZS1408 | 2037-05-01      | 6.0000%  |  | $16165.63          | $17013.86          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZA5103 | 2047-12-01      | 3.5000%  |  | $1615.52           | $1502.48           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZN4156 | 2049-03-01      | 4.0000%  |  | $21362.59          | $20390.24          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3VZN0538 | 2042-11-01      | 3.5000%  |  | $23867.30          | $22415.85          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL3105 | 2042-05-01      | 3.0000%  |  | $211877.37         | $194248.12         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL4087 | 2055-12-01      | 5.5000%  |  | $15574548.35       | $15863866.34       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4917 | 2053-02-01      | 4.5000%  |  | $103005.54         | $99764.68          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4684 | 2052-06-01      | 4.5000%  |  | $4314.91           | $4184.92           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRJ0532 | 2053-12-01      | 7.0000%  |  | $334792.26         | $358760.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4649 | 2052-05-01      | 4.5000%  |  | $165154.71         | $160179.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CKMA4370 | 2051-06-01      | 2.0000%  |  | $14189923.07       | $11130329.71       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS9057 | 2054-09-01      | 6.0000%  |  | $1438954.12        | $1512703.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS8210 | 2054-05-01      | 6.0000%  |  | $30722.08          | $32092.19          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS6565 | 2052-08-01      | 3.5000%  |  | $823243.64         | $755216.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS5635 | 2052-11-01      | 4.0000%  |  | $2531.13           | $2396.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS3698 | 2052-11-01      | 5.5000%  |  | $23872.99          | $24437.57          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM7276 | 2050-01-01      | 3.5000%  |  | $578404.42         | $539649.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA5005 | 2052-09-01      | 3.5000%  |  | $22977638.40       | $21087651.06       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA4926 | 2047-12-01      | 3.5000%  |  | $5200742.40        | $4864549.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9909 M     | 2054-09-20      | 7.0000%  |  | $492.79            | $515.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0971 | 2055-06-01      | 5.5000%  |  | $522.84            | $526.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9465 | 2054-11-01      | 5.0000%  |  | $643339.77         | $641259.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4351 | 2048-08-01      | 4.5000%  |  | $2249676.28        | $2214462.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785535 C     | 2051-06-20      | 3.0000%  |  | $1133.89           | $1012.95           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5975 | 2054-07-01      | 5.5000%  |  | $485286.75         | $497536.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4693 | 2046-12-01      | 3.0000%  |  | $1329624.06        | $1198584.29        | Agency Mortgage-Backed Securities |

### Security 227: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.660%, 4/1/2026
- **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):** $203000000.00
- **C.18.a - Value (excl. sponsor support):** $203000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 AZ 28 | 2028-03-31      | 3.8750%  |  | $19210731.71       | $19228002.16       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  |  | $13568306.95       | $13743991.85       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  |  | $32964606.61       | $30321174.08       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  |  | $6359931.49        | $5966862.28        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  |  | $7418697.27        | $7051832.56        | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  |  | $541888.47         | $487546.82         | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $9861118.85        | $9055708.26        | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $96235863.41       | $68774710.43       | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  |  | $51240860.90       | $24552936.39       | U.S. Treasuries (including strips) |
| USTR 1 TRIB 48        | 2048-02-15      | 1.0000%  |  | $8540507.37        | $6148861.86        | U.S. Treasuries (including strips) |
| USTR 3 7/8 TRIB 29    | 2029-04-15      | 3.8750%  |  | $1999479.71        | $2192265.86        | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/26 | 2026-07-31      | 3.8354%  |  | $759472.06         | $764583.82         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  |  | $13726460.90       | $13496348.46       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  |  | $38409.46          | $39266.63          | U.S. Treasuries (including strips) |
| USTR 5 1/4 BOND 29    | 2029-02-15      | 5.2500%  |  | $2897648.71        | $3029938.59        | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  |  | $2265498.00        | $2227029.94        | U.S. Treasuries (including strips) |

### Security 228: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  3.660%, 4/1/2026
- **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):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $106055483.33      | $105451356.14      | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28    | 2028-06-30      | 4.0000%  |  | $84934633.33       | $86074859.67       | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29     | 2029-07-31      | 4.0000%  |  | $14809416.67       | $14956908.64       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  |  | $48942450.00       | $48542816.07       | U.S. Treasuries (including strips) |

### Security 229: Fixed Income Clearing Corporation ("FICC") - CREDITAG

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CREDITAG, REPO,  3.670%, 4/1/2026
- **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:** 5.2800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $12360000.00       | $11673203.07       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51674627.27       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $16516000.00       | $17069162.88       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $48913618.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $11225000.00       | $10981107.29       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50669449.07       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50669449.07       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50669449.07       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50669449.07       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50669449.07       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50669449.07       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50669449.07       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50669449.07       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50669449.07       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50669449.07       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50669449.07       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50669449.07       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50669449.07       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50669449.07       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50669449.07       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50669449.07       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50669449.07       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50669449.07       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50669449.07       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50669449.07       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50669449.07       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50669449.07       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50669449.07       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $24875000.00       | $25208050.91       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50287023.21       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50287023.21       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50287023.21       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50287023.21       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50287023.21       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50287023.21       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50287023.21       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50287023.21       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50287023.21       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50287023.21       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50287023.21       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50287023.21       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50287023.21       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50287023.21       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50287023.21       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50287023.21       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50287023.21       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50287023.21       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50287023.21       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50287023.21       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50287023.21       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50287023.21       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $39657000.00       | $39884649.59       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $8115000.00        | $8265040.63        | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50584254.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50584254.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50584254.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50584254.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50584254.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50584254.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50584254.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50584254.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50584254.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50584254.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50584254.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50584254.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50584254.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50584254.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50584254.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50584254.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50584254.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50584254.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50584254.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50584254.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50584254.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50584254.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50584254.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50584254.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $29000000.00       | $29338867.40       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49488517.97       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $22440000.00       | $22210446.86       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47221695.25       | U.S. Treasuries (including strips) |

### Security 230: Fixed Income Clearing Corporation ("FICC") - BARCLAYS

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BARCLAYS, REPO,  3.680%, 4/1/2026
- **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:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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") - BARCLAYS

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 5 BOND 45        | 2045-05-15      | 5.0000%  |  | $365228000.00      | $376658369.20      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  |  | $57791000.00       | $56886090.64       | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $100.00            | $71.39             | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  |  | $423000.00         | $309323.29         | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  |  | $100.00            | $73.31             | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  |  | $91195800.00       | $59610846.60       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $760234400.00      | $611043981.05      | U.S. Treasuries (including strips) |
| USTR 5 BOND 37        | 2037-05-15      | 5.0000%  |  | $6644500.00        | $7146196.50        | U.S. Treasuries (including strips) |
| USTR BILL 07/28/26    | 2026-07-28      | 0.0000%  |  | $409116000.00      | $404269202.75      | U.S. Treasuries (including strips) |
| USTR BILL 06/04/26    | 2026-06-04      | 0.0000%  |  | $400.00            | $397.43            | U.S. Treasuries (including strips) |
| USTR 4 BOND 52        | 2052-11-15      | 4.0000%  |  | $3661500.00        | $3199172.00        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  |  | $804085300.00      | $772783556.47      | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  |  | $233599300.00      | $130117848.18      | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  |  | $3010100.00        | $2710308.33        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  |  | $100.00            | $102.83            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  |  | $525844800.00      | $515233504.69      | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  |  | $179576000.00      | $120343767.18      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

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

**Date:** 2026-04-07

**By:** Stephen Van Meter

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

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