# EDGAR Filing Document

**Accession Number:** 0000912577
**File Stem:** 0001193125-26-144795
**Filing Date:** 2026-4
**Character Count:** 790856
**Document Hash:** 8ce352f52d0a04889450d102c91742da
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-144795.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0001193125-26-144795

**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 INSURANCE SERIES
- **CENTRAL INDEX KEY:** 0000912577

**ORGANIZATION NAME:**
- **EIN:** 256425525
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08042
- **FILM NUMBER:** 26843445

**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:** FEDERATED INSURANCE SERIES
- **DATE OF NAME CHANGE:** 19960328

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INSURANCE MANAGEMENT SERIES
- **DATE OF NAME CHANGE:** 19930924

## Series and Classes Contracts Data

### Federated Hermes Government Money Fund II (Series ID: S000009743)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000026768 | Service Shares |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000912577

### General Information

**Report for (YYYY-MM-DD):** 2026-03-31

**Registrant Full Name:** Federated Hermes Insurance Series

**CIK Number of Registrant:** 0000912577

**LEI of Registrant:** 254900PGYAB5I8WZFV72

**Name of Series:** FEDERATED HERMES GOVERNMENT MONEY FUND II

**LEI of Series:** 254900P826KPVQ1HK209

**EDGAR Series Identifier:** S000009743

**Total number of share classes in the series:** 1

**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:** 033-69268

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 49 days

- **WAL:** 100 days

- **Total Value of Portfolio Securities:** $72395473.80

- **Amortized Cost of Portfolio Securities:** $72397927.87

- **Cash:** $237.91

- **Total Other Assets:** $137619.74

- **Total Liabilities:** $221111.30

- **Net Assets of Series:** $72314673.64

- **Number of Shares Outstanding (Series):** 72314621.3700

- **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 | $51473246.15              | $63272497.35               | 68.5100%                  | 84.2200%                   |
| 2026-03-03 | $48414774.38              | $62214056.78               | 65.4500%                  | 84.1000%                   |
| 2026-03-04 | $49610608.60              | $63409922.20               | 66.0000%                  | 84.3600%                   |
| 2026-03-05 | $48693963.16              | $62993307.96               | 65.3600%                  | 84.5500%                   |
| 2026-03-06 | $48298735.41              | $62598173.81               | 65.1600%                  | 84.4500%                   |
| 2026-03-09 | $51517904.97              | $63817374.57               | 68.3800%                  | 84.7000%                   |
| 2026-03-10 | $51245771.49              | $63045272.29               | 68.7200%                  | 84.5400%                   |
| 2026-03-11 | $51261340.37              | $62560872.37               | 69.2000%                  | 84.4500%                   |
| 2026-03-12 | $48596017.74              | $60395580.94               | 67.5800%                  | 83.9900%                   |
| 2026-03-13 | $50134643.90              | $61434300.70               | 68.7100%                  | 84.2000%                   |
| 2026-03-16 | $51273050.82              | $62072738.82               | 69.6800%                  | 84.3500%                   |
| 2026-03-17 | $49267595.10              | $61567314.30               | 67.6200%                  | 84.5100%                   |
| 2026-03-18 | $51016762.95              | $62316513.35               | 69.3100%                  | 84.6600%                   |
| 2026-03-19 | $50670609.28              | $62470390.88               | 68.8300%                  | 84.8600%                   |
| 2026-03-20 | $50599628.83              | $62399504.03               | 68.6600%                  | 84.6700%                   |
| 2026-03-23 | $50388689.87              | $62188596.27               | 68.5800%                  | 84.6300%                   |
| 2026-03-24 | $49206184.45              | $61006122.05               | 68.0600%                  | 84.3800%                   |
| 2026-03-25 | $49397783.40              | $61197752.20               | 68.1400%                  | 84.4200%                   |
| 2026-03-26 | $49700866.86              | $61500866.86               | 67.9900%                  | 84.1300%                   |
| 2026-03-27 | $49436839.92              | $61336239.09               | 67.8600%                  | 84.2000%                   |
| 2026-03-30 | $49145607.15              | $61045016.33               | 67.7400%                  | 84.1400%                   |
| 2026-03-31 | $49131605.05              | $61031024.24               | 67.7300%                  | 84.1400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 3.7600%             |
| 2026-03-03 | 3.7600%             |
| 2026-03-04 | 3.7600%             |
| 2026-03-05 | 3.7600%             |
| 2026-03-06 | 3.7500%             |
| 2026-03-09 | 3.7400%             |
| 2026-03-10 | 3.7400%             |
| 2026-03-11 | 3.7400%             |
| 2026-03-12 | 3.7400%             |
| 2026-03-13 | 3.7400%             |
| 2026-03-16 | 3.7400%             |
| 2026-03-17 | 3.7400%             |
| 2026-03-18 | 3.7400%             |
| 2026-03-19 | 3.7400%             |
| 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 | 3.7300%             |
| 2026-03-30 | 3.7300%             |
| 2026-03-31 | 3.7400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-03-02 | 1.0001                      |
|  |  |
| 2026-03-03 | 1.0001                      |
|  |  |
| 2026-03-04 | 1.0000                      |
|  |  |
| 2026-03-05 | 1.0000                      |
|  |  |
| 2026-03-06 | 1.0001                      |
|  |  |
| 2026-03-09 | 1.0000                      |
|  |  |
| 2026-03-10 | 1.0000                      |
|  |  |
| 2026-03-11 | 1.0000                      |
|  |  |
| 2026-03-12 | 1.0000                      |
|  |  |
| 2026-03-13 | 1.0000                      |
|  |  |
| 2026-03-16 | 1.0000                      |
|  |  |
| 2026-03-17 | 1.0000                      |
|  |  |
| 2026-03-18 | 1.0000                      |
|  |  |
| 2026-03-19 | 0.9999                      |
|  |  |
| 2026-03-20 | 0.9999                      |
|  |  |
| 2026-03-23 | 0.9999                      |
|  |  |
| 2026-03-24 | 0.9999                      |
|  |  |
| 2026-03-25 | 0.9999                      |
|  |  |
| 2026-03-26 | 0.9999                      |
|  |  |
| 2026-03-27 | 0.9999                      |
|  |  |
| 2026-03-30 | 0.9999                      |
|  |  |
| 2026-03-31 | 1.0000                      |
|  |  |

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

### Class: Service Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $72314673.64

- **Number of Shares Outstanding:** 72314621.3700

- **Expense Reimbursement/Waiver:** 2684.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $233711.68                | $36117.88               |
| 2026-03-03 | $9082.93                  | $83498.23               |
| 2026-03-04 | $146559.09                | $45328.17               |
| 2026-03-05 | $195372.18                | $26250.11               |
| 2026-03-06 | $3406.43                  | $142135.41              |
| 2026-03-09 | $5655.71                  | $281944.58              |
| 2026-03-10 | $32176.34                 | $620952.21              |
| 2026-03-11 | $13183.50                 | $10891.73               |
| 2026-03-12 | $73.11                    | $191001.26              |
| 2026-03-13 | $1055456.69               | $24809.90               |
| 2026-03-16 | $135786.13                | $18600.18               |
| 2026-03-17 | $29671.80                 | $268001.75              |
| 2026-03-18 | $7797.88                  | $4661.18                |
| 2026-03-19 | $67875.61                 | $67826.61               |
| 2026-03-20 | $1023.79                  | $31356.70               |
| 2026-03-23 | $4063.61                  | $127184.95              |
| 2026-03-24 | $47835.92                 | $493642.07              |
| 2026-03-25 | $199771.41                | $14350.50               |
| 2026-03-26 | $7539.13                  | $8645.92                |
| 2026-03-27 | $35413.80                 | $7146.60                |
| 2026-03-30 | $25383.34                 | $26093.15               |
| 2026-03-31 | $9954.89                  | $34741.73               |

**Total Gross Subscriptions (Month):** $2266794.97

**Total Gross Redemptions (Month):** $2565180.82

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.1200%           |
| 2026-03-03 | 3.1200%           |
| 2026-03-04 | 3.1200%           |
| 2026-03-05 | 3.1200%           |
| 2026-03-06 | 3.1100%           |
| 2026-03-09 | 3.1000%           |
| 2026-03-10 | 3.1000%           |
| 2026-03-11 | 3.0900%           |
| 2026-03-12 | 3.0900%           |
| 2026-03-13 | 3.0900%           |
| 2026-03-16 | 3.0900%           |
| 2026-03-17 | 3.1000%           |
| 2026-03-18 | 3.1000%           |
| 2026-03-19 | 3.0900%           |
| 2026-03-20 | 3.0900%           |
| 2026-03-23 | 3.0800%           |
| 2026-03-24 | 3.0800%           |
| 2026-03-25 | 3.0800%           |
| 2026-03-26 | 3.0800%           |
| 2026-03-27 | 3.0800%           |
| 2026-03-30 | 3.0900%           |
| 2026-03-31 | 3.0900%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 15.4000%         | 0.0000%              |
| Insurance company |  | 26.9000%         | 0.0000%              |
| Insurance company |  | 15.9200%         | 0.0000%              |
| Insurance company |  | 9.7600%          | 0.0000%              |
| Insurance company |  | 14.2500%         | 0.0000%              |

## 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):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 13.8300%
- **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%  |  | $161467.20         | $143816.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $105456.10         | $100246.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $11494.58          | $10264.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0457 | 2047-09-01      | 3.5000%  |  | $17136.72          | $16059.41          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5495 | 2030-11-01      | 4.4800%  |  | $63106.28          | $63715.84          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ3263 | 2030-04-01      | 4.7200%  |  | $92302.52          | $94123.96          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1615 | 2029-08-01      | 4.6600%  |  | $411400.00         | $418098.55         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1725 | 2029-10-01      | 4.3800%  |  | $1027239.48        | $1033985.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $15221.21          | $15092.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV7735 | 2052-04-01      | 3.0000%  |  | $204964.40         | $182865.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV0872 | 2052-01-01      | 2.5000%  |  | $204824.20         | $176341.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU6494 | 2052-01-01      | 2.5000%  |  | $186378.82         | $159909.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU5438 | 2054-12-01      | 5.0000%  |  | $274482.31         | $271586.98         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $33553.36          | $34423.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $63069.44          | $60008.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK2561 | 2048-03-01      | 4.5000%  |  | $1367.65           | $1348.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  |  | $37718.39          | $36180.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $1202.14           | $1240.19           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $58405.59          | $58037.38          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $394216.19         | $390981.12         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQD9834 | 2052-04-01      | 3.5000%  |  | $220843.90         | $204924.74         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q60297 G | 2048-12-01      | 4.0000%  |  | $85893.09          | $82353.72          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3879 | 2053-05-01      | 5.0000%  |  | $19402.95          | $19318.29          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $163205.55         | $163226.22         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $72243.72          | $73654.09          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $264886.98         | $269484.18         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $15527.10          | $13680.62          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $609654.63         | $591979.52         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  |  | $176721.28         | $165415.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  |  | $79670.65          | $73124.91          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL2968 | 2042-04-01      | 3.5000%  |  | $4458.98           | $4216.88           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4737 | 2055-05-01      | 6.0000%  |  | $11031.52          | $11287.67          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0236 | 2055-04-01      | 6.0000%  |  | $32098.51          | $32842.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCC1187 | 2055-10-01      | 4.5000%  |  | $12376.90          | $11982.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3686 | 2055-11-01      | 5.5000%  |  | $40743.05          | $41551.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8312 | 2054-04-01      | 5.0000%  |  | $82349.55          | $81957.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $243206.32         | $250524.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  |  | $1994.48           | $2054.49           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $328462.92         | $328188.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $206822.24         | $201704.84         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $398126.06         | $394858.90         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $404831.50         | $373947.99         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE4964 | 2052-06-01      | 5.0000%  |  | $30600.70          | $30627.83          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $453559.93         | $452711.62         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3VZN0625 | 2043-02-01      | 3.5000%  |  | $4400.27           | $4132.70           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $964138.58         | $954547.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0599 | 2055-06-01      | 6.5000%  |  | $2817.58           | $2957.82           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7634 | 2053-12-01      | 7.0000%  |  | $39529.19          | $42054.84          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $36308.94          | $36146.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $79114.25          | $79340.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR1341 | 2051-02-01      | 2.0000%  |  | $16946.61          | $13925.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $167187.76         | $143584.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBT7946 | 2052-11-01      | 5.5000%  |  | $29896.63          | $30755.21          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $573113.78         | $504142.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $46915.08          | $47925.27          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4601 | 2030-08-01      | 4.2300%  |  | $674920.00         | $677277.50         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3547 | 2055-10-01      | 5.5000%  |  | $317233.97         | $325454.56         | Agency Mortgage-Backed Securities  |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $39328.00          | $39881.67          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AK 27     | 2027-02-15      | 4.1250%  |  | $5760.00           | $5805.31           | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $30732.00          | $31833.93          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $80168.00          | $78926.03          | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $68684.00          | $60944.48          | U.S. Treasuries (including strips) |

### Security 2: 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):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **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%  |  | $908.05            | $767.23            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-096 GP      | 2051-06-20      | 1.0000%  |  | $1683.93           | $1299.71           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030  | 2055-05-25      | 6.5000%  |  | $9754.02           | $10255.91          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-68 JC       | 2046-05-20      | 2.0000%  |  | $516.99            | $457.20            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-196 FB      | 2065-11-20      | 4.5729%  |  | $25676.36          | $25767.90          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-15 DF       | 2048-08-20      | 4.0895%  |  | $10.67             | $10.38             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 NA      | 2054-03-20      | 4.5000%  |  | $13323.95          | $13170.11          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FC      | 2055-05-20      | 5.3229%  |  | $18954.08          | $19142.22          | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC MULTI SCR 2021- | 2051-01-25      | 7.4119%  |  | $413.16            | $428.94            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 BK      | 2056-02-20      | 4.5000%  |  | $17353.47          | $16868.64          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 4.9119%  |  | $17800.90          | $17898.78          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-043 FB      | 2056-03-20      | 4.6095%  |  | $5876.58           | $5840.62           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 FV      | 2056-03-20      | 4.5722%  |  | $12499.79          | $12413.98          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 FJ      | 2056-03-20      | 4.6222%  |  | $0.53              | $0.52              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 BC      | 2051-08-20      | 4.5000%  |  | $52631.58          | $51578.05          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 QT      | 2066-02-20      | 6.5000%  |  | $148777.48         | $153777.54         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 KV      | 2037-03-20      | 4.5000%  |  | $5814.77           | $5738.60           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 EA      | 2050-12-20      | 5.0000%  |  | $9809.11           | $9866.67           | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC STACR REMIC TR  | 2045-09-25      | 5.1619%  |  | $1786.84           | $1780.33           | Agency Mortgage-Backed Securities         |
| FMAC FHLMCT SLSTT SERIES 2 | 2060-07-26      | 5.9965%  |  | $68711.37          | $45292.91          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-180 FH      | 2054-11-20      | 5.3529%  |  | $6154.38           | $6216.53           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB      | 2054-08-20      | 4.7229%  |  | $30697.95          | $30782.50          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-043 QA      | 2047-10-20      | 4.5000%  |  | $517.16            | $515.83            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-085 FA      | 2053-06-20      | 4.8729%  |  | $5902.46           | $5932.91           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-133 MK      | 2055-08-20      | 10.1729% |  | $5945.07           | $6284.58           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-120 TA      | 2051-05-20      | 5.0000%  |  | $6532.52           | $6527.28           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-091 BA      | 2045-08-20      | 3.0000%  |  | $177.73            | $172.01            | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 05.500 CLZI9396  | 2039-11-01      | 5.5000%  |  | $34.89             | $35.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3681  | 2049-06-01      | 4.5000%  |  | $4505.43           | $4416.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4566  | 2037-03-01      | 1.5000%  |  | $828.91            | $744.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3875  | 2048-04-01      | 4.0000%  |  | $465.26            | $446.10            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 728837 X      | 2040-01-15      | 5.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 706801 X      | 2040-04-15      | 4.5000%  |  | $1.49              | $1.50              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004715 M      | 2040-06-20      | 5.0000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CTZA2090  | 2028-10-01      | 6.0000%  |  | $3.68              | $3.77              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2826 M      | 2045-05-20      | 3.5000%  |  | $84.10             | $79.16             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AW5781 X      | 2047-02-15      | 4.5000%  |  | $49.76             | $48.80             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783038 M      | 2040-07-20      | 5.5000%  |  | $4.47              | $4.61              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAE4303  | 2040-09-01      | 5.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 753314 X      | 2040-12-15      | 4.0000%  |  | $62.15             | $59.75             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9175  | 2053-06-01      | 6.0000%  |  | $8337.06           | $8634.09           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7533 M      | 2051-08-20      | 2.0000%  |  | $20094.15          | $16569.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB2812  | 2041-04-01      | 4.5000%  |  | $823.46            | $815.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI1173  | 2041-04-01      | 5.5000%  |  | $198.49            | $203.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3530  | 2048-10-01      | 3.0000%  |  | $3.33              | $3.00              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM6020  | 2048-03-01      | 3.0000%  |  | $10.31             | $9.20              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8804 C      | 2056-02-20      | 5.0000%  |  | $0.54              | $0.53              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0938 M      | 2056-02-20      | 6.0000%  |  | $0.54              | $0.55              | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO7369        | 2061-03-15      | 3.8300%  |  | $5182.93           | $4748.15           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DQ1928        | 2061-03-15      | 5.5300%  |  | $421.05            | $434.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3157 C      | 2056-01-20      | 6.5000%  |  | $2300.95           | $2370.25           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4807 C      | 2055-07-20      | 6.5000%  |  | $0.52              | $0.55              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4341  | 2056-03-01      | 5.5000%  |  | $2916.95           | $2961.33           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ6039  | 2056-03-01      | 6.0000%  |  | $12666.92          | $13186.02          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0872 M      | 2056-01-20      | 5.5000%  |  | $6069.82           | $6136.55           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7656 C      | 2055-12-20      | 7.0000%  |  | $0.52              | $0.55              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ6040  | 2056-03-01      | 6.0000%  |  | $12136.30          | $12606.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG3040  | 2056-03-01      | 5.5000%  |  | $5193.88           | $5244.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA1382  | 2055-12-01      | 6.0000%  |  | $9325.48           | $9688.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3748 C      | 2056-01-20      | 5.0000%  |  | $0.53              | $0.53              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0853 C      | 2056-02-20      | 6.5000%  |  | $0.53              | $0.55              | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6441        | 2060-12-15      | 5.4000%  |  | $0.53              | $0.54              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004577 M      | 2039-11-20      | 4.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005306 M      | 2042-02-20      | 4.5000%  |  | $3.86              | $3.83              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005280 M      | 2042-01-20      | 4.0000%  |  | $5.28              | $5.05              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004059 M      | 2037-12-20      | 5.5000%  |  | $2.77              | $2.86              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004076 M      | 2038-01-20      | 7.5000%  |  | $7.10              | $7.28              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004017 M      | 2037-08-20      | 6.0000%  |  | $19.61             | $20.68             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003807 M      | 2036-01-20      | 5.5000%  |  | $11.82             | $12.23             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003772 M      | 2035-10-20      | 5.0000%  |  | $6.09              | $6.19              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 595260 X      | 2032-12-15      | 5.5000%  |  | $4.13              | $4.23              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AI4466 X      | 2044-09-15      | 4.0000%  |  | $248.72            | $238.04            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AZ3056 X      | 2047-08-15      | 4.5000%  |  | $88.25             | $87.53             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY3841 X      | 2047-03-15      | 5.0000%  |  | $23.37             | $23.61             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5404 C      | 2066-01-20      | 6.0000%  |  | $6124.65           | $6286.69           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4747 C      | 2065-12-20      | 7.0000%  |  | $79.22             | $83.14             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5285 C      | 2055-12-20      | 6.0000%  |  | $98.56             | $103.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3164 C      | 2055-12-20      | 6.5000%  |  | $12.69             | $13.07             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3159 C      | 2056-01-20      | 6.0000%  |  | $409.07            | $417.16            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0998 M      | 2056-03-20      | 6.0000%  |  | $2.96              | $3.04              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0939 M      | 2056-02-20      | 6.5000%  |  | $3500.61           | $3676.78           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0744 M      | 2055-11-20      | 4.5000%  |  | $79.77             | $77.17             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0623 M      | 2055-09-20      | 5.5000%  |  | $26461.79          | $26720.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0488 M      | 2055-07-20      | 7.0000%  |  | $12265.44          | $12773.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0259 M      | 2055-03-20      | 5.5000%  |  | $19967.83          | $20174.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0150 M      | 2055-01-20      | 7.0000%  |  | $3.29              | $3.43              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0092 M      | 2054-12-20      | 5.5000%  |  | $17160.88          | $17368.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0090 M      | 2054-12-20      | 4.5000%  |  | $0.54              | $0.52              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0024 M      | 2054-11-20      | 4.5000%  |  | $9278.06           | $8978.66           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0871 M      | 2056-01-20      | 5.0000%  |  | $0.54              | $0.53              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3143 C      | 2056-01-20      | 6.5000%  |  | $284.53            | $293.10            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8718 C      | 2055-07-20      | 6.5000%  |  | $769.02            | $812.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA5162  | 2043-01-01      | 3.5000%  |  | $805.20            | $758.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4907  | 2047-05-01      | 4.0000%  |  | $1878.54           | $1807.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA2501  | 2038-04-01      | 3.0000%  |  | $136.29            | $128.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN4826  | 2049-04-01      | 4.0000%  |  | $166.45            | $159.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3158  | 2049-02-01      | 4.0000%  |  | $37.03             | $35.58             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3049  | 2049-02-01      | 4.0000%  |  | $432.73            | $414.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2167  | 2046-11-01      | 3.0000%  |  | $58.18             | $52.47             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0412  | 2045-11-01      | 3.5000%  |  | $47.60             | $44.65             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL9935  | 2045-08-01      | 3.0000%  |  | $3888.96           | $3542.07           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL8347  | 2044-05-01      | 4.5000%  |  | $113.53            | $111.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL6037  | 2043-05-01      | 3.5000%  |  | $231.52            | $216.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL6288  | 2043-06-01      | 3.5000%  |  | $88.54             | $83.57             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4585  | 2043-01-01      | 3.0000%  |  | $232.20            | $212.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3430  | 2042-08-01      | 3.0000%  |  | $10.43             | $9.56              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3152  | 2042-05-01      | 3.0000%  |  | $7.55              | $6.93              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0816 M      | 2055-12-20      | 6.5000%  |  | $0.52              | $0.55              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0812 M      | 2055-12-20      | 4.5000%  |  | $19.00             | $18.38             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0858 C      | 2056-02-20      | 6.0000%  |  | $0.53              | $0.54              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8780 C      | 2056-01-20      | 6.0000%  |  | $1.58              | $1.61              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8653 C      | 2056-02-20      | 5.5000%  |  | $0.53              | $0.55              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9999 C      | 2055-11-20      | 6.0000%  |  | $2.10              | $2.14              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6489 C      | 2056-02-20      | 5.5000%  |  | $0.54              | $0.56              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5310 C      | 2055-11-20      | 6.0000%  |  | $0.53              | $0.54              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5392  | 2053-07-01      | 6.5000%  |  | $663.99            | $699.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9921  | 2051-12-01      | 3.0000%  |  | $619.67            | $545.09            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2303 M      | 2044-10-20      | 3.5000%  |  | $0.10              | $0.09              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2224 M      | 2044-09-20      | 4.0000%  |  | $13.75             | $13.20             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2676 M      | 2045-03-20      | 2.5000%  |  | $140.88            | $124.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0852 M      | 2043-03-20      | 3.5000%  |  | $203.01            | $191.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA7689  | 2056-03-01      | 5.5000%  |  | $4519.55           | $4558.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ6093  | 2056-03-01      | 6.0000%  |  | $8735.06           | $9056.07           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3675  | 2055-12-01      | 6.5000%  |  | $5159.01           | $5412.72           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3672  | 2056-01-01      | 6.0000%  |  | $423.43            | $437.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3246  | 2055-11-01      | 6.0000%  |  | $4272.15           | $4428.50           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1462  | 2055-05-01      | 6.5000%  |  | $3686.36           | $3897.97           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1359  | 2055-05-01      | 6.5000%  |  | $3409.97           | $3609.86           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1348  | 2055-05-01      | 6.0000%  |  | $0.47              | $0.50              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL0750  | 2055-04-01      | 6.5000%  |  | $7199.06           | $7602.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5025  | 2040-08-01      | 5.5000%  |  | $61.69             | $62.97             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1350  | 2055-05-01      | 6.0000%  |  | $264.04            | $274.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9444  | 2043-12-01      | 3.5000%  |  | $213.96            | $201.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4642  | 2045-12-01      | 3.5000%  |  | $727.29            | $682.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4630  | 2045-09-01      | 3.5000%  |  | $62.82             | $58.96             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4614  | 2045-05-01      | 3.5000%  |  | $20.07             | $18.84             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4626  | 2045-08-01      | 3.5000%  |  | $48.38             | $45.40             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4577  | 2044-08-01      | 3.5000%  |  | $4.51              | $4.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4568  | 2044-05-01      | 5.0000%  |  | $13.55             | $13.59             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4526  | 2043-08-01      | 3.5000%  |  | $30.20             | $28.40             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3925  | 2043-08-01      | 3.5000%  |  | $115.15            | $108.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS3604  | 2042-10-01      | 3.0000%  |  | $1207.27           | $1106.82           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9438  | 2041-11-01      | 4.5000%  |  | $8.86              | $8.77              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS2746  | 2039-04-01      | 6.5000%  |  | $3.32              | $3.47              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1556  | 2037-08-01      | 5.5000%  |  | $36.93             | $38.20             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1201  | 2036-12-01      | 5.5000%  |  | $23.61             | $24.42             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS1748  | 2037-11-01      | 6.0000%  |  | $59.00             | $62.10             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004696 M      | 2040-05-20      | 4.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004695 M      | 2040-05-20      | 4.0000%  |  | $11.49             | $11.09             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q02328 G  | 2041-07-01      | 5.5000%  |  | $41.70             | $42.65             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q02323 G  | 2041-07-01      | 5.0000%  |  | $125.43            | $126.22            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00294 G  | 2041-04-01      | 5.5000%  |  | $261.66            | $269.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD6147  | 2054-09-01      | 6.5000%  |  | $2255.38           | $2376.00           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0316  | 2033-01-01      | 2.5000%  |  | $96.26             | $92.55             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZT2091  | 2034-06-01      | 3.0000%  |  | $6.88              | $6.66              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT2043  | 2047-10-01      | 3.0000%  |  | $2757.92           | $2487.70           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6442        | 2060-12-15      | 5.4000%  |  | $0.53              | $0.54              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4581  | 2037-04-01      | 1.5000%  |  | $1483.10           | $1332.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3871  | 2049-12-01      | 3.0000%  |  | $122.66            | $109.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3776  | 2049-09-01      | 4.0000%  |  | $2055.29           | $1965.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3331  | 2048-04-01      | 3.0000%  |  | $5.24              | $4.68              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3182  | 2047-11-01      | 3.5000%  |  | $545.96            | $507.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3210  | 2047-12-01      | 3.5000%  |  | $260.29            | $241.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1377  | 2041-05-01      | 4.5000%  |  | $23.48             | $23.25             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4374  | 2027-08-01      | 2.5000%  |  | $38.09             | $37.76             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZI9756  | 2040-02-01      | 4.5000%  |  | $143.11            | $141.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI9650  | 2040-01-01      | 5.5000%  |  | $186.08            | $191.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3068  | 2042-05-01      | 3.5000%  |  | $3.72              | $3.52              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711752 X      | 2043-05-15      | 2.5000%  |  | $101.24            | $88.25             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711740 X      | 2043-04-15      | 2.5000%  |  | $73.44             | $63.97             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711074 X      | 2040-01-15      | 4.5000%  |  | $5.12              | $5.09              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 709788 X      | 2039-09-15      | 5.5000%  |  | $4.52              | $4.64              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 708520 X      | 2039-04-15      | 5.0000%  |  | $3.53              | $3.60              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 705143 X      | 2040-06-15      | 5.0000%  |  | $5.54              | $5.66              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 700933 X      | 2038-11-15      | 6.0000%  |  | $1.54              | $1.61              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698654 X      | 2038-11-15      | 6.0000%  |  | $7.65              | $7.92              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745458  | 2036-04-01      | 6.0000%  |  | $48.49             | $51.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5906  | 2045-10-01      | 3.5000%  |  | $39.98             | $37.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK9716  | 2042-04-01      | 5.0000%  |  | $109.97            | $110.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAK5035  | 2042-02-01      | 4.5000%  |  | $72.31             | $71.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI5791  | 2041-07-01      | 5.5000%  |  | $57.77             | $58.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAI2335  | 2041-05-01      | 6.0000%  |  | $89.73             | $92.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2650  | 2041-06-01      | 5.5000%  |  | $86.07             | $87.98             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA4883  | 2049-12-01      | 3.0000%  |  | $0.12              | $0.10              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI9252  | 2039-09-01      | 6.0000%  |  | $14.49             | $15.16             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI8303  | 2038-11-01      | 5.5000%  |  | $4.69              | $4.84              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI8245  | 2038-10-01      | 5.5000%  |  | $6.53              | $6.71              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI7779  | 2037-10-01      | 6.0000%  |  | $22.03             | $22.54             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI6469  | 2037-09-01      | 6.5000%  |  | $9.71              | $10.20             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI6251  | 2037-06-01      | 6.0000%  |  | $8.78              | $9.14              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9197 C      | 2055-12-20      | 6.0000%  |  | $0.59              | $0.60              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3076 C      | 2055-07-20      | 6.5000%  |  | $0.95              | $1.00              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3594 C      | 2055-07-20      | 6.5000%  |  | $967.06            | $1021.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4996 C      | 2055-07-20      | 6.5000%  |  | $1.57              | $1.66              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AQ0483 X      | 2046-03-15      | 4.5000%  |  | $19.74             | $19.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG2817  | 2056-03-01      | 6.0000%  |  | $5259.63           | $5430.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9338  | 2054-10-01      | 6.0000%  |  | $1516.47           | $1575.93           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1475  | 2046-11-01      | 3.5000%  |  | $31.95             | $29.93             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIRC2057  | 2036-05-01      | 3.0000%  |  | $21.32             | $20.37             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698314 X      | 2039-05-15      | 4.5000%  |  | $0.58              | $0.57              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 697584 X      | 2038-11-15      | 5.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 694462 X      | 2038-10-15      | 6.0000%  |  | $8.35              | $8.70              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 691693 X      | 2040-04-15      | 4.5000%  |  | $419.06            | $422.51            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687708 X      | 2038-07-15      | 5.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 685650 X      | 2038-04-15      | 6.0000%  |  | $8.93              | $9.23              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 682306 X      | 2038-03-15      | 6.0000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782559 X      | 2039-01-15      | 6.5000%  |  | $3.72              | $4.02              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782474 X      | 2038-12-15      | 5.5000%  |  | $8.94              | $9.32              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782353 X      | 2038-06-15      | 6.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788451 C      | 2056-02-20      | 5.0000%  |  | $9086.62           | $9048.20           | Agency Mortgage-Backed Securities         |
| GNMA GNII EP 788330 C      | 2065-03-20      | 7.0000%  |  | $6.82              | $7.16              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786681 C      | 2053-04-20      | 5.5000%  |  | $124.89            | $127.11            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783655 X      | 2040-05-15      | 6.5000%  |  | $42.08             | $45.52             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780464 X      | 2026-11-15      | 7.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 737902 X      | 2041-01-15      | 4.0000%  |  | $85.54             | $82.23             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 737794 X      | 2040-12-15      | 4.0000%  |  | $1.21              | $1.16              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 726323 X      | 2039-09-15      | 5.0000%  |  | $2.53              | $2.58              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723534 X      | 2039-12-15      | 4.5000%  |  | $147.20            | $146.47            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723606 X      | 2040-01-15      | 4.5000%  |  | $2.84              | $2.82              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005207 M      | 2041-10-20      | 6.0000%  |  | $23.81             | $25.04             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005177 M      | 2041-09-20      | 5.5000%  |  | $21.29             | $22.03             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005140 M      | 2041-08-20      | 4.5000%  |  | $23.23             | $23.03             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005063 M      | 2041-05-20      | 6.0000%  |  | $3.60              | $3.79              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 680687 X      | 2038-01-15      | 6.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 677235 X      | 2040-06-15      | 4.5000%  |  | $204.58            | $203.06            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 671536 X      | 2037-09-15      | 6.5000%  |  | $29.24             | $31.05             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 671023 X      | 2037-08-15      | 6.0000%  |  | $2.09              | $2.21              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658133 X      | 2036-10-15      | 6.5000%  |  | $3.77              | $4.01              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 652947 X      | 2036-02-15      | 6.0000%  |  | $12.68             | $13.12             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 645916 X      | 2036-05-15      | 6.0000%  |  | $2.74              | $2.84              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 644019 X      | 2035-07-15      | 6.0000%  |  | $2.74              | $2.88              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 615895 X      | 2033-08-15      | 5.0000%  |  | $0.46              | $0.47              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783284 C      | 2040-06-20      | 5.5000%  |  | $11.70             | $12.07             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 681706 X      | 2038-12-15      | 6.0000%  |  | $2.76              | $2.89              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783173 X      | 2039-12-15      | 6.0000%  |  | $7.59              | $8.03              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782916 X      | 2040-02-15      | 5.5000%  |  | $2.40              | $2.50              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783590 M      | 2041-06-20      | 4.5000%  |  | $3.26              | $3.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1320  | 2048-11-01      | 4.0000%  |  | $5.84              | $5.59              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0724  | 2045-07-01      | 4.5000%  |  | $1285.91           | $1273.29           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4638  | 2045-11-01      | 3.5000%  |  | $216.08            | $202.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1474  | 2044-01-01      | 3.5000%  |  | $10.84             | $10.22             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6308  | 2055-10-01      | 6.5000%  |  | $1282.19           | $1338.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9654  | 2054-12-01      | 5.0000%  |  | $37121.19          | $36944.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005279 M      | 2042-01-20      | 3.5000%  |  | $3.16              | $2.99              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 553461 X      | 2042-01-15      | 3.5000%  |  | $11.55             | $10.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6879  | 2046-03-01      | 3.5000%  |  | $46.03             | $43.14             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4647  | 2046-01-01      | 3.5000%  |  | $11.77             | $11.03             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2375  | 2038-09-01      | 5.5000%  |  | $26.99             | $27.80             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP5306 X      | 2046-01-15      | 4.5000%  |  | $11.41             | $11.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK1531  | 2042-03-01      | 5.0000%  |  | $62.26             | $62.76             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI7821  | 2038-07-01      | 5.5000%  |  | $40.29             | $41.41             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783976 M      | 2043-04-20      | 3.5000%  |  | $39.23             | $36.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB3882  | 2052-06-01      | 5.0000%  |  | $1082.35           | $1074.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ1938  | 2045-03-01      | 3.5000%  |  | $4.92              | $4.58              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 669626 X      | 2037-06-15      | 6.0000%  |  | $20.41             | $21.08             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 671529 X      | 2037-09-15      | 6.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004052 M      | 2037-11-20      | 7.5000%  |  | $9.06              | $9.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2549  | 2046-03-01      | 3.5000%  |  | $218.40            | $204.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY1213  | 2053-05-01      | 6.0000%  |  | $385.22            | $396.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1674  | 2037-03-01      | 5.5000%  |  | $9.24              | $9.42              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7417 M      | 2051-06-20      | 2.0000%  |  | $20054.06          | $16536.87          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784407 M      | 2047-11-20      | 3.5000%  |  | $3.71              | $3.46              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4688  | 2046-11-01      | 3.0000%  |  | $549.97            | $495.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL0746  | 2055-04-01      | 6.5000%  |  | $9507.65           | $10034.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004196 M      | 2038-07-20      | 6.5000%  |  | $60.38             | $65.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP0038  | 2049-12-01      | 3.0000%  |  | $58.78             | $52.36             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AV4036 X      | 2046-09-15      | 4.5000%  |  | $155.59            | $152.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3697  | 2039-07-01      | 3.0000%  |  | $12.85             | $12.03             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY0512 X      | 2047-06-15      | 4.5000%  |  | $0.15              | $0.15              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZT1609  | 2034-01-01      | 3.0000%  |  | $817.84            | $792.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0273  | 2045-10-01      | 3.5000%  |  | $230.37            | $216.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZA1288  | 2043-02-01      | 3.0000%  |  | $47.86             | $43.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930063  | 2038-09-01      | 6.0000%  |  | $157.79            | $166.35            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 673234 X      | 2038-11-15      | 6.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698028 X      | 2039-01-15      | 5.0000%  |  | $6.05              | $6.19              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6566  | 2054-10-01      | 6.0000%  |  | $3588.19           | $3737.21           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1703  | 2049-01-01      | 4.0000%  |  | $749.68            | $717.87            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA2485 X      | 2047-04-15      | 4.5000%  |  | $0.13              | $0.13              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9488 M      | 2054-02-20      | 5.5000%  |  | $486.09            | $494.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8464  | 2044-09-01      | 3.5000%  |  | $103.36            | $97.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0098  | 2055-06-01      | 6.0000%  |  | $4889.99           | $5102.19           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 638595 X      | 2039-02-15      | 6.0000%  |  | $13.89             | $14.53             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 711724 C      | 2043-02-20      | 3.5000%  |  | $354.09            | $331.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLFS4327  | 2052-04-01      | 1.5000%  |  | $6121.89           | $4719.74           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7881 M      | 2052-02-20      | 2.5000%  |  | $0.44              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3238  | 2048-01-01      | 3.5000%  |  | $245.10            | $227.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4781  | 2048-07-01      | 4.5000%  |  | $124.84            | $122.64            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 724406 X      | 2039-11-15      | 4.5000%  |  | $4.11              | $4.05              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8425 M      | 2052-11-20      | 3.5000%  |  | $12868.57          | $11890.09          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI9801  | 2040-03-01      | 5.0000%  |  | $8.35              | $8.40              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7418 M      | 2051-06-20      | 2.5000%  |  | $16187.95          | $13917.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1233  | 2048-03-01      | 3.5000%  |  | $4159.23           | $3903.74           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4422  | 2042-12-01      | 3.0000%  |  | $265.52            | $243.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5466  | 2053-01-01      | 5.5000%  |  | $19938.65          | $20205.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5147  | 2052-11-01      | 6.0000%  |  | $0.38              | $0.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4547  | 2037-05-01      | 2.5000%  |  | $21.79             | $20.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3791  | 2037-05-01      | 2.5000%  |  | $995.34            | $940.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  |  | $13993.63          | $11327.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2960  | 2049-01-01      | 4.5000%  |  | $83.19             | $81.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1988  | 2048-07-01      | 4.5000%  |  | $50.64             | $49.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2641  | 2048-11-01      | 4.5000%  |  | $488.35            | $479.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3566  | 2055-11-01      | 5.5000%  |  | $0.52              | $0.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1191  | 2047-11-01      | 3.5000%  |  | $841.04            | $782.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA1795  | 2048-05-01      | 5.0000%  |  | $255.24            | $255.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4462  | 2054-04-01      | 5.5000%  |  | $4559.66           | $4640.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5078  | 2047-05-01      | 3.5000%  |  | $221.66            | $207.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM1948  | 2041-07-01      | 6.0000%  |  | $554.10            | $586.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBJ0978  | 2047-11-01      | 3.0000%  |  | $3.69              | $3.31              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9906 M      | 2054-09-20      | 5.5000%  |  | $25910.26          | $26251.32          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CI4580 C      | 2042-01-20      | 4.0000%  |  | $2.36              | $2.23              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BS7608 C      | 2050-05-20      | 3.5000%  |  | $0.30              | $0.28              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BR6259 X      | 2050-01-15      | 3.5000%  |  | $54.31             | $50.32             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC7179 X      | 2047-10-15      | 4.5000%  |  | $125.10            | $124.42            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA4894 X      | 2047-06-15      | 5.0000%  |  | $23.90             | $23.89             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA2743 X      | 2047-07-15      | 4.5000%  |  | $46.67             | $45.40             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9848 M      | 2054-08-20      | 4.0000%  |  | $0.51              | $0.48              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8201 M      | 2052-08-20      | 4.5000%  |  | $0.40              | $0.39              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8877 M      | 2053-05-20      | 4.5000%  |  | $7780.97           | $7563.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7649 M      | 2051-10-20      | 2.5000%  |  | $24189.90          | $20796.82          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7648 M      | 2051-10-20      | 2.0000%  |  | $27335.40          | $22541.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7588 M      | 2051-09-20      | 2.0000%  |  | $16802.78          | $13855.82          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7138 M      | 2051-01-20      | 3.5000%  |  | $287.96            | $268.04            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5530 M      | 2048-10-20      | 5.0000%  |  | $195.56            | $198.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 GLAB8675  | 2043-03-01      | 3.5000%  |  | $85.72             | $82.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5372  | 2042-06-01      | 3.5000%  |  | $23.71             | $22.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995251  | 2038-11-01      | 6.0000%  |  | $122.55            | $128.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL955791  | 2037-10-01      | 6.5000%  |  | $5.59              | $5.91              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL949358  | 2037-08-01      | 6.5000%  |  | $10.62             | $11.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL929605  | 2038-06-01      | 6.0000%  |  | $110.69            | $113.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL928828  | 2037-10-01      | 6.0000%  |  | $173.50            | $182.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889455  | 2038-05-01      | 6.0000%  |  | $60.55             | $63.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9300  | 2054-10-01      | 6.0000%  |  | $3633.04           | $3762.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7518  | 2053-03-01      | 6.0000%  |  | $8093.70           | $8386.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5741  | 2053-07-01      | 6.5000%  |  | $1990.27           | $2090.51           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0495  | 2048-08-01      | 4.5000%  |  | $830.87            | $817.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9589  | 2045-12-01      | 4.5000%  |  | $18.52             | $18.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN3197  | 2049-01-01      | 4.0000%  |  | $610.97            | $584.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY7424  | 2055-07-01      | 6.5000%  |  | $6933.02           | $7247.74           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005082 M      | 2041-06-20      | 4.5000%  |  | $16.43             | $16.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4613  | 2031-07-01      | 4.5000%  |  | $36.23             | $36.23             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 430354 X      | 2041-08-15      | 4.0000%  |  | $20.69             | $19.88             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783396 X      | 2037-04-15      | 6.0000%  |  | $3.62              | $3.78              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9370  | 2043-12-01      | 4.5000%  |  | $20.72             | $20.30             | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2020-139 AG      | 2062-06-16      | 1.5000%  |  | $5989.79           | $4327.38           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-017 AE      | 2061-01-16      | 1.2000%  |  | $3026.38           | $2181.87           | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB4 | 2037-10-25      | 11.2834% |  | $237.52            | $222.47            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-166 AB      | 2058-04-16      | 4.5000%  |  | $517.49            | $511.01            | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2017-KF3 | 2027-09-25      | 13.3834% |  | $12615.59          | $11924.29          | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.0425%  |  | $2265.85           | $2166.32           | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB3 | 2037-04-25      | 11.9368% |  | $97.28             | $98.93             | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-110 HA      | 2054-04-16      | 4.0000%  |  | $2339.51           | $2251.33           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-085 A       | 2065-10-16      | 3.5000%  |  | $7779.79           | $7029.09           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-164 B       | 2063-11-16      | 2.2000%  |  | $6842.11           | $5015.52           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-127 A       | 2062-11-16      | 2.0000%  |  | $5862.00           | $4789.64           | Agency Mortgage-Backed Securities         |

### Security 3: 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):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **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 GNII EP 788330 C      | 2065-03-20      | 7.0000%  |  | $18185.56          | $19085.55          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788277 C      | 2055-11-20      | 6.5000%  |  | $10510.96          | $10916.70          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783655 X      | 2040-05-15      | 6.5000%  |  | $0.11              | $0.12              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004978 M      | 2041-03-20      | 4.5000%  |  | $21.13             | $20.96             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004977 M      | 2041-03-20      | 4.0000%  |  | $64.82             | $62.37             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004715 M      | 2040-06-20      | 5.0000%  |  | $302.77            | $309.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004697 M      | 2040-05-20      | 5.0000%  |  | $49.60             | $50.63             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004619 M      | 2040-01-20      | 5.5000%  |  | $10.52             | $10.88             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 605630 X      | 2034-08-15      | 6.0000%  |  | $2.68              | $2.75              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4747 C      | 2065-12-20      | 7.0000%  |  | $3780.61           | $3967.71           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3157 C      | 2056-01-20      | 6.5000%  |  | $1.29              | $1.33              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8711 C      | 2055-07-20      | 6.5000%  |  | $2178.67           | $2290.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0936 M      | 2056-02-20      | 5.0000%  |  | $40957.16          | $40694.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0090 M      | 2054-12-20      | 4.5000%  |  | $2.02              | $1.96              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0871 M      | 2056-01-20      | 5.0000%  |  | $10964.39          | $10894.19          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0816 M      | 2055-12-20      | 6.5000%  |  | $53355.93          | $55992.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0853 C      | 2056-02-20      | 6.5000%  |  | $0.56              | $0.58              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8702 C      | 2056-01-20      | 5.0000%  |  | $0.56              | $0.56              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7529 C      | 2056-02-20      | 5.5000%  |  | $0.56              | $0.58              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6377 C      | 2056-01-20      | 5.0000%  |  | $0.56              | $0.56              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6394 C      | 2056-02-20      | 5.0000%  |  | $4594.87           | $4620.46           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5789 C      | 2055-11-20      | 6.5000%  |  | $3641.80           | $3819.04           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9678 C      | 2055-11-20      | 5.5000%  |  | $3563.12           | $3624.61           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0088 M      | 2054-12-20      | 3.5000%  |  | $0.91              | $0.83              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9197 C      | 2055-12-20      | 6.0000%  |  | $1.11              | $1.13              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3071 C      | 2055-07-20      | 6.5000%  |  | $1182.52           | $1243.09           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3042 C      | 2055-07-20      | 6.5000%  |  | $2213.37           | $2326.75           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6434 C      | 2055-03-20      | 6.5000%  |  | $744.55            | $797.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB7489 C      | 2054-06-20      | 7.0000%  |  | $4165.44           | $4416.38           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4716 X      | 2047-10-15      | 4.5000%  |  | $5.11              | $5.00              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA4513 X      | 2047-05-15      | 5.0000%  |  | $79.03             | $80.02             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9488 M      | 2054-02-20      | 5.5000%  |  | $0.40              | $0.40              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9848 M      | 2054-08-20      | 4.0000%  |  | $0.54              | $0.50              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8199 M      | 2052-08-20      | 3.5000%  |  | $58.83             | $54.32             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7767 M      | 2051-12-20      | 2.5000%  |  | $3758.78           | $3231.51           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8098 M      | 2052-06-20      | 3.0000%  |  | $29.45             | $26.28             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6476 M      | 2050-02-20      | 4.0000%  |  | $0.08              | $0.07              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5399 M      | 2048-08-20      | 4.5000%  |  | $2588.64           | $2548.95           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0225 M      | 2042-07-20      | 6.0000%  |  | $12.10             | $12.73             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY2216  | 2055-05-01      | 6.0000%  |  | $7601.88           | $7902.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD9720  | 2040-08-01      | 5.5000%  |  | $118.39            | $121.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3183  | 2047-11-01      | 4.0000%  |  | $1958.43           | $1875.38           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-043 FB      | 2056-03-20      | 4.6095%  |  | $43632.72          | $43365.75          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 GA      | 2052-02-20      | 5.0000%  |  | $8528.27           | $8580.13           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-147 FB      | 2054-09-20      | 4.7729%  |  | $43189.34          | $43374.30          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-98 FL       | 2049-08-20      | 4.2395%  |  | $12.63             | $12.35             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-131 QC      | 2051-07-20      | 4.0000%  |  | $160.02            | $157.40            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 FJ      | 2056-03-20      | 4.6222%  |  | $33972.29          | $33773.06          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-20 LA       | 2049-02-20      | 3.0000%  |  | $59.83             | $52.80             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-72 FN       | 2034-07-20      | 4.1895%  |  | $123.57            | $123.71            | Agency Collateralized Mortgage Obligation |
| GNMA GNMI SF 682587 X      | 2038-04-15      | 5.5000%  |  | $2.57              | $2.66              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 631491 X      | 2034-06-15      | 5.5000%  |  | $16.49             | $16.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7502  | 2053-11-01      | 6.0000%  |  | $1626.73           | $1692.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  |  | $22110.35          | $17898.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN2396  | 2049-02-01      | 4.0000%  |  | $92.66             | $88.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM4197  | 2047-03-01      | 3.0000%  |  | $4154.52           | $3775.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3612  | 2047-02-01      | 4.0000%  |  | $11.68             | $11.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAQ1224  | 2042-11-01      | 3.0000%  |  | $698.65            | $640.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO1175  | 2038-02-01      | 3.0000%  |  | $82.84             | $79.15             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7397  | 2055-01-01      | 5.5000%  |  | $0.49              | $0.49              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0715  | 2048-09-01      | 3.0000%  |  | $44.21             | $39.46             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4792  | 2048-09-01      | 5.0000%  |  | $74.63             | $75.08             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0059  | 2045-08-01      | 3.5000%  |  | $8.05              | $7.56              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782916 X      | 2040-02-15      | 5.5000%  |  | $5.57              | $5.80              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL968381  | 2038-10-01      | 6.5000%  |  | $5.70              | $6.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5469  | 2042-06-01      | 3.5000%  |  | $31.39             | $29.59             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8056  | 2050-04-01      | 3.0000%  |  | $21.48             | $19.10             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3040 C      | 2055-07-20      | 6.5000%  |  | $2588.39           | $2720.98           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC2040 X      | 2047-08-15      | 4.5000%  |  | $60.95             | $59.68             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6409 M      | 2050-01-20      | 3.0000%  |  | $22170.56          | $19846.13          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784071 X      | 2041-06-15      | 6.0000%  |  | $4.72              | $4.99              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0092 M      | 2054-12-20      | 5.5000%  |  | $0.46              | $0.46              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7881 M      | 2052-02-20      | 2.5000%  |  | $36637.59          | $31498.44          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA5902  | 2050-01-01      | 3.0000%  |  | $117.27            | $104.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7257 M      | 2051-03-20      | 3.5000%  |  | $3248.10           | $3029.52           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6474 M      | 2050-02-20      | 3.0000%  |  | $4752.37           | $4254.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTBM5276  | 2029-09-01      | 6.0000%  |  | $17.26             | $17.65             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1362  | 2055-05-01      | 6.5000%  |  | $13174.70          | $13941.07          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0815 M      | 2055-12-20      | 6.0000%  |  | $65959.23          | $67461.65          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6208 C      | 2056-01-20      | 5.0000%  |  | $2764.94           | $2780.33           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7451 C      | 2055-07-20      | 6.5000%  |  | $948.70            | $1005.89           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7363 C      | 2055-11-20      | 6.0000%  |  | $3157.32           | $3205.85           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7530 C      | 2055-12-20      | 6.0000%  |  | $0.55              | $0.56              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7153 C      | 2056-02-20      | 5.0000%  |  | $3145.00           | $3140.92           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6314 C      | 2056-01-20      | 5.0000%  |  | $2984.46           | $2974.70           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2979 C      | 2056-01-20      | 6.0000%  |  | $2726.89           | $2782.79           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-031 CV      | 2040-09-16      | 4.0000%  |  | $16832.14          | $15738.36          | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.0425%  |  | $3709.11           | $3546.19           | Agency Mortgage-Backed Securities         |

### Security 4: 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):** $100009.45
- **C.18.a - Value (excl. sponsor support):** $100009.45
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 5: 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):** $100027.15
- **C.18.a - Value (excl. sponsor support):** $100027.15
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 6: 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):** $200079.70
- **C.18.a - Value (excl. sponsor support):** $200079.70
- **C.19 - Percentage of Net Assets:** 0.2800%
- **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 7: 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):** $249979.30
- **C.18.a - Value (excl. sponsor support):** $249979.30
- **C.19 - Percentage of Net Assets:** 0.3500%
- **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 8: 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):** $150066.78
- **C.18.a - Value (excl. sponsor support):** $150066.78
- **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):** 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 9: 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):** $99814.26
- **C.18.a - Value (excl. sponsor support):** $99814.26
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 10: 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):** $99897.97
- **C.18.a - Value (excl. sponsor support):** $99897.97
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 11: 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):** $149986.17
- **C.18.a - Value (excl. sponsor support):** $149986.17
- **C.19 - Percentage of Net Assets:** 0.2100%
- **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 12: 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):** $249889.22
- **C.18.a - Value (excl. sponsor support):** $249889.22
- **C.19 - Percentage of Net Assets:** 0.3500%
- **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 13: 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):** $299653.56
- **C.18.a - Value (excl. sponsor support):** $299653.56
- **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 14: 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):** $299458.55
- **C.18.a - Value (excl. sponsor support):** $299458.55
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank System

- **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):** $299700.30
- **C.18.a - Value (excl. sponsor support):** $299700.30
- **C.19 - Percentage of Net Assets:** 0.4100%
- **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 16: 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):** $299438.11
- **C.18.a - Value (excl. sponsor support):** $299438.11
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2027-02-05
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank System

- **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):** $150054.05
- **C.18.a - Value (excl. sponsor support):** $150054.05
- **C.19 - Percentage of Net Assets:** 0.2100%
- **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 18: 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):** $149857.65
- **C.18.a - Value (excl. sponsor support):** $149857.65
- **C.19 - Percentage of Net Assets:** 0.2100%
- **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 19: 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):** $249588.55
- **C.18.a - Value (excl. sponsor support):** $249588.55
- **C.19 - Percentage of Net Assets:** 0.3500%
- **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 20: 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):** $49998.61
- **C.18.a - Value (excl. sponsor support):** $49998.61
- **C.19 - Percentage of Net Assets:** 0.0700%
- **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 21: 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):** $399809.18
- **C.18.a - Value (excl. sponsor support):** $399809.18
- **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 22: 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):** $249626.15
- **C.18.a - Value (excl. sponsor support):** $249626.15
- **C.19 - Percentage of Net Assets:** 0.3500%
- **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 23: 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):** $299915.00
- **C.18.a - Value (excl. sponsor support):** $299915.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **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 24: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.510%, 8/7/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A97, C.4 - ISIN: US313385A970, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $296135.38
- **C.18.a - Value (excl. sponsor support):** $296135.38
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: 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):** $492959.79
- **C.18.a - Value (excl. sponsor support):** $492959.79
- **C.19 - Percentage of Net Assets:** 0.6800%
- **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 26: 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):** $197143.97
- **C.18.a - Value (excl. sponsor support):** $197143.97
- **C.19 - Percentage of Net Assets:** 0.2700%
- **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 27: 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):** $295506.25
- **C.18.a - Value (excl. sponsor support):** $295506.25
- **C.19 - Percentage of Net Assets:** 0.4100%
- **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 28: 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):** $99408.36
- **C.18.a - Value (excl. sponsor support):** $99408.36
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 29: 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):** $99992.34
- **C.18.a - Value (excl. sponsor support):** $99992.34
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 30: 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):** $75025.21
- **C.18.a - Value (excl. sponsor support):** $75025.21
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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 31: 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):** $100019.90
- **C.18.a - Value (excl. sponsor support):** $100019.90
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 32: 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):** $100013.94
- **C.18.a - Value (excl. sponsor support):** $100013.94
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 33: 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):** $100029.21
- **C.18.a - Value (excl. sponsor support):** $100029.21
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 34: 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):** $100018.84
- **C.18.a - Value (excl. sponsor support):** $100018.84
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 35: 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):** $250099.35
- **C.18.a - Value (excl. sponsor support):** $250099.35
- **C.19 - Percentage of Net Assets:** 0.3500%
- **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 36: 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):** $150066.40
- **C.18.a - Value (excl. sponsor support):** $150066.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **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 37: 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):** $100006.15
- **C.18.a - Value (excl. sponsor support):** $100006.15
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 38: 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):** $100002.42
- **C.18.a - Value (excl. sponsor support):** $100002.42
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 39: 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):** $100032.76
- **C.18.a - Value (excl. sponsor support):** $100032.76
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 40: 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):** $250011.87
- **C.18.a - Value (excl. sponsor support):** $250011.87
- **C.19 - Percentage of Net Assets:** 0.3500%
- **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 41: 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):** $99997.45
- **C.18.a - Value (excl. sponsor support):** $99997.45
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 42: 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):** $100014.06
- **C.18.a - Value (excl. sponsor support):** $100014.06
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 43: 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):** $149993.94
- **C.18.a - Value (excl. sponsor support):** $149993.94
- **C.19 - Percentage of Net Assets:** 0.2100%
- **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 44: 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):** $150045.48
- **C.18.a - Value (excl. sponsor support):** $150045.48
- **C.19 - Percentage of Net Assets:** 0.2100%
- **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 45: 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):** $59995.72
- **C.18.a - Value (excl. sponsor support):** $59995.72
- **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):** 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 46: 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):** $99990.97
- **C.18.a - Value (excl. sponsor support):** $99990.97
- **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 47: 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):** $200011.63
- **C.18.a - Value (excl. sponsor support):** $200011.63
- **C.19 - Percentage of Net Assets:** 0.2800%
- **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 48: 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):** $175005.30
- **C.18.a - Value (excl. sponsor support):** $175005.30
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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 49: 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):** $100020.31
- **C.18.a - Value (excl. sponsor support):** $100020.31
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 50: 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):** $249976.38
- **C.18.a - Value (excl. sponsor support):** $249976.38
- **C.19 - Percentage of Net Assets:** 0.3500%
- **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 51: 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):** $249920.32
- **C.18.a - Value (excl. sponsor support):** $249920.32
- **C.19 - Percentage of Net Assets:** 0.3500%
- **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 52: 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):** $199978.13
- **C.18.a - Value (excl. sponsor support):** $199978.13
- **C.19 - Percentage of Net Assets:** 0.2800%
- **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 53: 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):** $149986.51
- **C.18.a - Value (excl. sponsor support):** $149986.51
- **C.19 - Percentage of Net Assets:** 0.2100%
- **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 54: 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):** $99992.70
- **C.18.a - Value (excl. sponsor support):** $99992.70
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 55: 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):** $100031.64
- **C.18.a - Value (excl. sponsor support):** $100031.64
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 56: 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):** $199997.46
- **C.18.a - Value (excl. sponsor support):** $199997.46
- **C.19 - Percentage of Net Assets:** 0.2800%
- **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 57: 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):** $99998.60
- **C.18.a - Value (excl. sponsor support):** $99998.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 58: 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):** $75011.12
- **C.18.a - Value (excl. sponsor support):** $75011.12
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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 59: 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):** $50007.51
- **C.18.a - Value (excl. sponsor support):** $50007.51
- **C.19 - Percentage of Net Assets:** 0.0700%
- **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 60: 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):** $99997.88
- **C.18.a - Value (excl. sponsor support):** $99997.88
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 61: 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):** $50009.70
- **C.18.a - Value (excl. sponsor support):** $50009.70
- **C.19 - Percentage of Net Assets:** 0.0700%
- **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 62: 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):** $99998.12
- **C.18.a - Value (excl. sponsor support):** $99998.12
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 63: 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):** $99979.45
- **C.18.a - Value (excl. sponsor support):** $99979.45
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 64: 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):** $150053.56
- **C.18.a - Value (excl. sponsor support):** $150053.56
- **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):** 2026-10-16
- **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 65: 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):** $249968.74
- **C.18.a - Value (excl. sponsor support):** $249968.74
- **C.19 - Percentage of Net Assets:** 0.3500%
- **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 66: 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):** $199927.67
- **C.18.a - Value (excl. sponsor support):** $199927.67
- **C.19 - Percentage of Net Assets:** 0.2800%
- **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 67: 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):** $200072.14
- **C.18.a - Value (excl. sponsor support):** $200072.14
- **C.19 - Percentage of Net Assets:** 0.2800%
- **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 68: 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):** $150425.15
- **C.18.a - Value (excl. sponsor support):** $150425.15
- **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):** 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 69: 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):** $100046.31
- **C.18.a - Value (excl. sponsor support):** $100046.31
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 70: 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):** $300109.30
- **C.18.a - Value (excl. sponsor support):** $300109.30
- **C.19 - Percentage of Net Assets:** 0.4200%
- **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 71: 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):** $100029.00
- **C.18.a - Value (excl. sponsor support):** $100029.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 72: 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):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **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 EF     | 2070-12-20      | 4.9833%  |  | $186.06            | $188.74            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-22O AF     | 2070-12-20      | 5.0033%  |  | $155.38            | $157.64            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-06O FL     | 2071-04-20      | 5.5229%  |  | $387.92            | $394.55            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-05O FE     | 2071-03-20      | 5.1729%  |  | $706.70            | $716.99            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FD      | 2068-11-20      | 4.1333%  |  | $127.88            | $127.80            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FE      | 2068-01-20      | 4.3908%  |  | $267.47            | $268.61            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H06 MB     | 2063-01-20      | 4.1396%  |  | $13.87             | $13.80             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  |  | $0.13              | $0.13              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-08O FJ     | 2071-05-20      | 5.1729%  |  | $217.23            | $221.19            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-20O FA     | 2069-12-20      | 4.5333%  |  | $109.58            | $110.12            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-14O FE     | 2074-08-20      | 4.4729%  |  | $13491.30          | $13598.09          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-6O DF      | 2068-04-20      | 4.8619%  |  | $594.86            | $594.21            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5386FD 03/25/54 | 2054-03-25      | 4.9119%  |  | $3248.24           | $3271.60           | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 03.000 CLZT2101 | 2048-04-01      | 3.0000%  |  | $4402.66           | $3949.84           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3755 | 2042-09-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0018 | 2049-06-01      | 3.0000%  |  | $10695.35          | $9601.42           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  |  | $12960.78          | $13290.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2496 | 2055-09-01      | 5.5000%  |  | $14932.48          | $15193.40          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  |  | $17127.98          | $17955.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6499 | 2055-09-01      | 5.5000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5880 | 2055-10-01      | 5.5000%  |  | $2701.47           | $2721.57           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2093 | 2055-08-01      | 6.0000%  |  | $112.77            | $115.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $6986.45           | $6903.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8569 | 2054-05-01      | 5.0000%  |  | $14135.05          | $13985.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8972 | 2054-08-01      | 5.0000%  |  | $462.44            | $461.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3921 | 2052-06-01      | 4.5000%  |  | $10540.21          | $10272.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7386 | 2050-10-01      | 3.0000%  |  | $782.57            | $688.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9987 | 2055-04-01      | 6.5000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  |  | $367.89            | $386.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  |  | $5183.45           | $5267.51           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD4214 | 2052-01-01      | 2.0000%  |  | $0.21              | $0.17              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  |  | $3529.10           | $3590.35           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1236 | 2055-05-01      | 5.0000%  |  | $2856.29           | $2844.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1534 | 2054-01-01      | 4.5000%  |  | $0.32              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  |  | $2467.21           | $2536.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6038 | 2055-09-01      | 5.5000%  |  | $377.87            | $380.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV5871 | 2055-07-01      | 5.5000%  |  | $646.40            | $652.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV5865 | 2055-07-01      | 5.5000%  |  | $1026.55           | $1040.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5900 | 2055-12-01      | 5.5000%  |  | $159.31            | $162.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8461 | 2055-08-01      | 6.5000%  |  | $419.25            | $437.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6134 | 2045-11-01      | 4.0000%  |  | $1747.21           | $1681.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL3344 | 2042-10-01      | 4.5000%  |  | $1904.59           | $1885.08           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ5956 | 2054-09-01      | 7.0000%  |  | $0.24              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ1211 | 2054-08-01      | 6.0000%  |  | $319.89            | $331.14            | Agency Mortgage-Backed Securities         |
| FHLB 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  |  | $925.00            | $911.64            | Agency Debentures and Agency Strips       |
| FMAC 2.22 FMNT GB21-40K0  | 2040-07-13      | 2.2200%  |  | $5555.56           | $3963.94           | Agency Debentures and Agency Strips       |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  |  | $2725.28           | $2250.25           | Agency Debentures and Agency Strips       |
| USTR 2 1/8 TRIN X 29      | 2029-04-15      | 2.1250%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 1 1/8 TRIN A 33      | 2033-01-15      | 1.1250%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  |  | $0.29              | $0.29              | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  |  | $0.31              | $0.30              | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $0.19              | $0.20              | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  |  | $40266.94          | $35914.65          | U.S. Treasuries (including strips)        |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $0.08              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $0.36              | $0.26              | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $0.06              | $0.04              | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  |  | $0.06              | $0.05              | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 39        | 2039-11-15      | 4.3750%  |  | $0.08              | $0.08              | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $13888.86          | $13799.72          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  |  | $305.22            | $312.04            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 TRIB 28        | 2028-04-15      | 3.6250%  |  | $2045.61           | $2184.40           | U.S. Treasuries (including strips)        |
| USTR BILL 06/04/26        | 2026-06-04      | 0.0000%  |  | $0.28              | $0.28              | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE W 31      | 2031-03-31      | 3.8750%  |  | $60720.67          | $60435.89          | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AK 29     | 2029-02-15      | 3.5000%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE U 31      | 2031-01-31      | 3.7500%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AH 30     | 2030-12-31      | 3.6250%  |  | $277.78            | $276.11            | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  |  | $0.11              | $0.11              | U.S. Treasuries (including strips)        |
| USTR 4 NOTE F 35          | 2035-11-15      | 4.0000%  |  | $19443.22          | $19224.67          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 32      | 2032-09-30      | 3.8750%  |  | $4722.19           | $4652.83           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $13887.17          | $10217.65          | U.S. Treasuries (including strips)        |
| USTR 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  |  | $1519.16           | $1169.29           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $7615.86           | $7734.39           | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  |  | $0.06              | $0.04              | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE H 33      | 2033-02-28      | 3.7500%  |  | $13888.89          | $13594.29          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $9548.44           | $9388.37           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AV 28     | 2028-12-15      | 3.5000%  |  | $4231.19           | $4235.65           | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  |  | $1207.61           | $1231.09           | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN A 35      | 2035-01-15      | 2.1250%  |  | $10123.31          | $10319.19          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 28     | 2028-03-31      | 3.8750%  |  | $2264.28           | $2266.31           | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $2507.22           | $2582.06           | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $17178.14          | $17794.08          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $13888.83          | $14102.79          | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  |  | $9786.67           | $9781.60           | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $0.11              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $2.50              | $2.54              | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $69.44             | $69.96             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  |  | $1006.00           | $1013.66           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  |  | $41.44             | $41.43             | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 49            | 2049-02-15      | 1.0000%  |  | $886.73            | $629.50            | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $3611.11           | $3016.60           | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $27199.44          | $27302.12          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $3888.89           | $3940.81           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $7275.56           | $7376.42           | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  |  | $2777.36           | $2819.62           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $16844.50          | $17197.26          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $2129.19           | $2173.56           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $11111.08          | $11321.15          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  |  | $2777.72           | $2845.27           | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $6027.28           | $6227.86           | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  |  | $0.08              | $0.09              | U.S. Treasuries (including strips)        |
| USTR 1 3/4 TRIN A 34      | 2034-01-15      | 1.7500%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  |  | $10545.28          | $10650.84          | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  |  | $1341.33           | $1401.62           | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  |  | $27777.75          | $28491.17          | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |

### Security 73: 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):** $1500000.00
- **C.18.a - Value (excl. sponsor support):** $1500000.00
- **C.19 - Percentage of Net Assets:** 2.0700%
- **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%  |  | $396179.52         | $405764.72         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  |  | $647486.40         | $662248.64         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $464126.91         | $461986.67         | U.S. Treasuries (including strips) |

### Security 74: 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):** $748866.88
- **C.18.a - Value (excl. sponsor support):** $748866.88
- **C.19 - Percentage of Net Assets:** 1.0400%
- **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 75: 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):** $398260.67
- **C.18.a - Value (excl. sponsor support):** $398260.67
- **C.19 - Percentage of Net Assets:** 0.5500%
- **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 76: 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):** $99565.17
- **C.18.a - Value (excl. sponsor support):** $99565.17
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 77: 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):** $796521.34
- **C.18.a - Value (excl. sponsor support):** $796521.34
- **C.19 - Percentage of Net Assets:** 1.1000%
- **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 78: 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):** $746738.75
- **C.18.a - Value (excl. sponsor support):** $746738.75
- **C.19 - Percentage of Net Assets:** 1.0300%
- **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 79: 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):** $397162.13
- **C.18.a - Value (excl. sponsor support):** $397162.13
- **C.19 - Percentage of Net Assets:** 0.5500%
- **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 80: 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):** $1489357.98
- **C.18.a - Value (excl. sponsor support):** $1489357.98
- **C.19 - Percentage of Net Assets:** 2.0600%
- **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 81: 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):** $693059.41
- **C.18.a - Value (excl. sponsor support):** $693059.41
- **C.19 - Percentage of Net Assets:** 0.9600%
- **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 82: 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):** $736313.12
- **C.18.a - Value (excl. sponsor support):** $736313.12
- **C.19 - Percentage of Net Assets:** 1.0200%
- **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 83: 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):** $349719.18
- **C.18.a - Value (excl. sponsor support):** $349719.18
- **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 84: 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):** $341756.57
- **C.18.a - Value (excl. sponsor support):** $341756.57
- **C.19 - Percentage of Net Assets:** 0.4700%
- **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 85: 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):** $732335.50
- **C.18.a - Value (excl. sponsor support):** $732335.50
- **C.19 - Percentage of Net Assets:** 1.0100%
- **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 86: 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):** $1092933.04
- **C.18.a - Value (excl. sponsor support):** $1092933.04
- **C.19 - Percentage of Net Assets:** 1.5100%
- **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 87: 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):** $243489.09
- **C.18.a - Value (excl. sponsor support):** $243489.09
- **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 88: 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):** $485656.04
- **C.18.a - Value (excl. sponsor support):** $485656.04
- **C.19 - Percentage of Net Assets:** 0.6700%
- **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 89: 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):** $1086768.03
- **C.18.a - Value (excl. sponsor support):** $1086768.03
- **C.19 - Percentage of Net Assets:** 1.5000%
- **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 90: 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):** $492948.08
- **C.18.a - Value (excl. sponsor support):** $492948.08
- **C.19 - Percentage of Net Assets:** 0.6800%
- **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 91: 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):** $992393.40
- **C.18.a - Value (excl. sponsor support):** $992393.40
- **C.19 - Percentage of Net Assets:** 1.3700%
- **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 92: 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):** $1090932.16
- **C.18.a - Value (excl. sponsor support):** $1090932.16
- **C.19 - Percentage of Net Assets:** 1.5100%
- **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 93: 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):** $991008.75
- **C.18.a - Value (excl. sponsor support):** $991008.75
- **C.19 - Percentage of Net Assets:** 1.3700%
- **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 94: 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):** $96561.61
- **C.18.a - Value (excl. sponsor support):** $96561.61
- **C.19 - Percentage of Net Assets:** 0.1300%
- **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 95: 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):** $144842.42
- **C.18.a - Value (excl. sponsor support):** $144842.42
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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 96: 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):** $1089301.84
- **C.18.a - Value (excl. sponsor support):** $1089301.84
- **C.19 - Percentage of Net Assets:** 1.5100%
- **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 97: 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):** $741675.00
- **C.18.a - Value (excl. sponsor support):** $741675.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **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 98: 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):** $245446.78
- **C.18.a - Value (excl. sponsor support):** $245446.78
- **C.19 - Percentage of Net Assets:** 0.3400%
- **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 99: 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):** $99763.64
- **C.18.a - Value (excl. sponsor support):** $99763.64
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 100: 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):** $149242.68
- **C.18.a - Value (excl. sponsor support):** $149242.68
- **C.19 - Percentage of Net Assets:** 0.2100%
- **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 101: 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):** $197939.06
- **C.18.a - Value (excl. sponsor support):** $197939.06
- **C.19 - Percentage of Net Assets:** 0.2700%
- **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 102: 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):** $196956.25
- **C.18.a - Value (excl. sponsor support):** $196956.25
- **C.19 - Percentage of Net Assets:** 0.2700%
- **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 103: 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):** $98161.72
- **C.18.a - Value (excl. sponsor support):** $98161.72
- **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 104: 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):** $351359.53
- **C.18.a - Value (excl. sponsor support):** $351359.53
- **C.19 - Percentage of Net Assets:** 0.4900%
- **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 105: 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):** $100310.94
- **C.18.a - Value (excl. sponsor support):** $100310.94
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 106: 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):** $200431.25
- **C.18.a - Value (excl. sponsor support):** $200431.25
- **C.19 - Percentage of Net Assets:** 0.2800%
- **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 107: 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):** $199968.44
- **C.18.a - Value (excl. sponsor support):** $199968.44
- **C.19 - Percentage of Net Assets:** 0.2800%
- **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 108: 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):** $149794.92
- **C.18.a - Value (excl. sponsor support):** $149794.92
- **C.19 - Percentage of Net Assets:** 0.2100%
- **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 109: 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):** $500475.08
- **C.18.a - Value (excl. sponsor support):** $500475.08
- **C.19 - Percentage of Net Assets:** 0.6900%
- **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 110: 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):** $351165.53
- **C.18.a - Value (excl. sponsor support):** $351165.53
- **C.19 - Percentage of Net Assets:** 0.4900%
- **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 111: 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):** $200617.19
- **C.18.a - Value (excl. sponsor support):** $200617.19
- **C.19 - Percentage of Net Assets:** 0.2800%
- **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 112: 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):** $1000376.99
- **C.18.a - Value (excl. sponsor support):** $1000376.99
- **C.19 - Percentage of Net Assets:** 1.3800%
- **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 113: 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):** $200264.06
- **C.18.a - Value (excl. sponsor support):** $200264.06
- **C.19 - Percentage of Net Assets:** 0.2800%
- **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 114: 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):** $1001119.52
- **C.18.a - Value (excl. sponsor support):** $1001119.52
- **C.19 - Percentage of Net Assets:** 1.3800%
- **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 115: 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):** $7810000.00
- **C.18.a - Value (excl. sponsor support):** $7810000.00
- **C.19 - Percentage of Net Assets:** 10.8000%
- **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+; 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%  |  | $410677.39         | $409351.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9612 | 2054-12-01      | 5.5000%  |  | $909562.80         | $920762.55         | Agency Mortgage-Backed Securities  |
| USTR 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  |  | $975449.48         | $518769.20         | U.S. Treasuries (including strips) |
| USTR 3 7/8 TRIB 29        | 2029-04-15      | 3.8750%  |  | $3.09              | $3.39              | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN A 36      | 2036-01-15      | 1.8750%  |  | $3679989.39        | $3644181.87        | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 56        | 2056-02-15      | 2.3750%  |  | $719594.89         | $669949.14         | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 55        | 2055-02-15      | 2.3750%  |  | $120383.44         | $112248.45         | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 54        | 2054-02-15      | 2.1250%  |  | $248939.66         | $220284.57         | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 52        | 2052-02-15      | 0.1250%  |  | $389932.35         | $202629.60         | U.S. Treasuries (including strips) |
| USTR 1 TRIB 49            | 2049-02-15      | 1.0000%  |  | $2.02              | $1.43              | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIB 42        | 2042-02-15      | 0.7500%  |  | $10020.88          | $7725.32           | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 41        | 2041-02-15      | 2.1250%  |  | $546989.27         | $530499.67         | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIB 50        | 2050-02-15      | 0.2500%  |  | $987812.75         | $559970.39         | U.S. Treasuries (including strips) |
| USTR 0 1/2 TRIN A 28      | 2028-01-15      | 0.5000%  |  | $171821.93         | $170635.14         | U.S. Treasuries (including strips) |

### Security 116: 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):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 13.8300%
- **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 GNMI SF BG9709 X | 2048-07-15      | 4.0000%  |  | $54.45             | $53.02             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BG5674 X | 2048-07-15      | 4.0000%  |  | $508.36            | $494.97            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BF9995 X | 2048-04-15      | 4.5000%  |  | $63.02             | $61.59             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479600 X | 2030-08-15      | 8.0000%  |  | $74.63             | $76.79             | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO7005 C | 2042-03-20      | 4.0000%  |  | $4418.79           | $4164.69           | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO7001 C | 2043-12-20      | 3.5000%  |  | $3313.27           | $3047.99           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CO6356 X | 2052-07-15      | 5.0000%  |  | $41.72             | $41.51             | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CN7408 C | 2050-12-20      | 2.5000%  |  | $2294.04           | $1950.42           | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CN6339 C | 2049-10-20      | 4.0000%  |  | $3405.52           | $3205.61           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 005304 M | 2042-02-20      | 3.5000%  |  | $117588.86         | $111420.46         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004364 M | 2039-02-20      | 6.0000%  |  | $1.94              | $1.96              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004310 M | 2038-12-20      | 6.0000%  |  | $6.06              | $6.11              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004285 M | 2038-11-20      | 6.0000%  |  | $10.10             | $10.19             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004260 M | 2038-10-20      | 6.0000%  |  | $1.20              | $1.22              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004239 M | 2038-09-20      | 6.0000%  |  | $15.19             | $15.43             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003711 M | 2035-05-20      | 5.5000%  |  | $18.24             | $18.88             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004462 M | 2039-06-20      | 5.0000%  |  | $65.67             | $65.63             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003172 M | 2031-12-20      | 6.0000%  |  | $2.72              | $2.84              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003161 M | 2031-11-20      | 6.5000%  |  | $1.70              | $1.77              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003108 M | 2031-07-20      | 7.0000%  |  | $52.25             | $55.11             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 581589 X | 2032-10-15      | 6.0000%  |  | $155.94            | $159.97            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 581070 X | 2032-02-15      | 6.0000%  |  | $3.26              | $3.41              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 574355 X | 2032-01-15      | 7.0000%  |  | $7.63              | $7.89              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 570503 X | 2031-12-15      | 6.5000%  |  | $1.21              | $1.24              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8632 M | 2052-01-20      | 2.5000%  |  | $3544.36           | $2968.34           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8414 M | 2052-11-20      | 2.5000%  |  | $3141.54           | $2638.73           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786916 C | 2053-08-20      | 5.5000%  |  | $626.94            | $639.77            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CJ2157 X | 2052-03-15      | 3.0000%  |  | $14346.13          | $12903.07          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785170 C | 2050-05-20      | 5.0000%  |  | $292.01            | $290.77            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK3261 C | 2065-06-20      | 6.5000%  |  | $12840.55          | $13475.46          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0353 M | 2055-05-20      | 5.5000%  |  | $47026.44          | $47142.09          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI3387 C | 2065-02-20      | 7.0000%  |  | $3958.88           | $4154.80           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9306 C | 2065-01-20      | 6.5000%  |  | $5142.45           | $5396.72           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL0057 C | 2065-06-20      | 6.5000%  |  | $5491.59           | $5763.12           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM1750 C | 2065-09-20      | 6.5000%  |  | $2044.56           | $2141.95           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK2982 C | 2065-05-20      | 6.0000%  |  | $10800.73          | $11066.80          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK9030 C | 2065-07-20      | 2.0000%  |  | $2277.29           | $1768.84           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 711067 X | 2040-01-15      | 5.0000%  |  | $45.37             | $46.42             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 732937 X | 2040-01-15      | 5.0000%  |  | $24.63             | $25.04             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004710 M | 2040-06-20      | 5.0000%  |  | $23.43             | $23.42             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA6403 X | 2043-05-15      | 3.0000%  |  | $85.57             | $78.03             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785713 C | 2051-10-20      | 2.5000%  |  | $1236.83           | $1060.67           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786348 C | 2052-08-20      | 4.5000%  |  | $4776.70           | $4632.87           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786339 C | 2052-09-20      | 5.0000%  |  | $63237.79          | $63815.57          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785327 C | 2049-10-20      | 3.5000%  |  | $50.02             | $46.03             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785307 C | 2050-09-20      | 4.0000%  |  | $201.85            | $191.73            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784793 C | 2047-12-20      | 3.5000%  |  | $8003.89           | $7413.79           | Agency Mortgage-Backed Securities  |
| GNMA GNII AP 784648 M | 2048-11-20      | 3.0000%  |  | $119.97            | $107.25            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786082 C | 2051-11-20      | 3.0000%  |  | $410.30            | $361.66            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4115 C | 2065-10-20      | 6.5000%  |  | $11447.37          | $11992.66          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4088 C | 2065-09-20      | 6.0000%  |  | $2091.78           | $2147.12           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN3375 C | 2065-09-20      | 6.5000%  |  | $7117.34           | $7469.25           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN2124 C | 2065-11-20      | 6.5000%  |  | $1405.93           | $1475.44           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN1203 C | 2065-08-20      | 6.5000%  |  | $2453.92           | $2570.82           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN1738 C | 2065-12-20      | 6.0000%  |  | $1781.87           | $1829.01           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM8976 C | 2066-01-20      | 6.5000%  |  | $1489.37           | $1563.02           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7669 C | 2065-10-20      | 6.5000%  |  | $11126.92          | $11677.10          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7666 C | 2065-10-20      | 7.0000%  |  | $2454.81           | $2576.30           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4120 C | 2065-10-20      | 6.5000%  |  | $4294.50           | $4499.06           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7624 C | 2065-10-20      | 6.5000%  |  | $10659.20          | $11186.25          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7597 C | 2065-10-20      | 6.5000%  |  | $4141.40           | $4346.18           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7580 C | 2065-10-20      | 6.5000%  |  | $12606.07          | $13229.39          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP2076 C | 2066-01-20      | 6.5000%  |  | $4913.88           | $5156.85           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788471 M | 2048-03-20      | 3.0000%  |  | $190655.94         | $172221.80         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0998 M | 2056-03-20      | 6.0000%  |  | $735305.65         | $754078.01         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP9921 C | 2066-01-20      | 7.0000%  |  | $978.22            | $1026.63           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM8770 C | 2065-11-20      | 6.5000%  |  | $2466.93           | $2588.91           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM6749 C | 2065-09-20      | 6.0000%  |  | $1033.52           | $1060.86           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0686 M | 2055-10-20      | 5.5000%  |  | $107306.33         | $108356.03         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 710859 X | 2039-09-15      | 5.0000%  |  | $1329.22           | $1359.92           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 711068 X | 2040-01-15      | 5.0000%  |  | $49.97             | $51.13             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 708520 X | 2039-04-15      | 5.0000%  |  | $254.39            | $259.14            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 707871 X | 2039-02-15      | 4.5000%  |  | $17.99             | $18.09             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 706022 X | 2039-01-15      | 5.0000%  |  | $4.14              | $4.22              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 705997 X | 2039-01-15      | 5.0000%  |  | $36.98             | $37.83             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 705468 X | 2039-02-15      | 5.0000%  |  | $1249.32           | $1278.16           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 704700 X | 2039-08-15      | 5.0000%  |  | $76.78             | $78.19             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 701764 X | 2042-02-15      | 3.5000%  |  | $752.61            | $708.56            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 699552 X | 2038-11-15      | 6.5000%  |  | $1.48              | $1.58              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 700261 X | 2039-02-15      | 6.0000%  |  | $7.47              | $7.63              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 698036 X | 2039-01-15      | 6.0000%  |  | $15.31             | $15.99             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 697959 X | 2039-03-15      | 4.5000%  |  | $3.66              | $3.61              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AE1919 X | 2043-06-15      | 3.0000%  |  | $30.03             | $27.39             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AC4274 X | 2045-08-15      | 3.5000%  |  | $68.55             | $64.37             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AT7556 X | 2046-07-15      | 4.5000%  |  | $259.93            | $255.83            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BB4155 X | 2048-02-15      | 5.0000%  |  | $1064.44           | $1069.60           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP5298 X | 2045-11-15      | 5.0000%  |  | $1062.86           | $1064.15           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BU8660 X | 2050-07-15      | 2.5000%  |  | $129.54            | $111.61            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE3864 C | 2064-07-20      | 7.0000%  |  | $1366.25           | $1433.86           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ6225 C | 2065-03-20      | 7.0000%  |  | $1846.72           | $1938.12           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ5774 C | 2065-06-20      | 6.5000%  |  | $6772.51           | $7107.37           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 748518 X | 2040-09-15      | 4.0000%  |  | $15.83             | $15.20             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004849 M | 2040-11-20      | 4.0000%  |  | $660.64            | $622.61            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8189 M | 2052-08-20      | 2.5000%  |  | $1881.28           | $1584.84           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 763406 X | 2041-05-15      | 4.6250%  |  | $573.20            | $565.24            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 763431 X | 2041-06-15      | 4.6250%  |  | $74.31             | $73.90             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD7115 X | 2047-11-15      | 4.5000%  |  | $185.88            | $184.63            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CN3293 X | 2052-05-15      | 4.0000%  |  | $2522.31           | $2382.65           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 605561 X | 2034-11-15      | 5.5000%  |  | $442.23            | $444.15            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 604975 X | 2034-02-15      | 5.5000%  |  | $1.33              | $1.35              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 604125 X | 2033-03-15      | 6.5000%  |  | $4.15              | $4.24              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 603681 X | 2033-05-15      | 5.5000%  |  | $3.81              | $3.85              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 603333 X | 2032-12-15      | 5.5000%  |  | $36.65             | $36.99             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 603349 X | 2033-01-15      | 6.0000%  |  | $1.46              | $1.48              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 603915 X | 2033-01-15      | 5.5000%  |  | $1530.06           | $1568.50           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 599898 X | 2033-03-15      | 6.0000%  |  | $38.96             | $39.75             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 595624 X | 2033-02-15      | 5.5000%  |  | $1.09              | $1.12              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 595070 X | 2032-10-15      | 6.0000%  |  | $747.81            | $776.80            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AI9884 X | 2044-08-15      | 4.0000%  |  | $85.30             | $81.23             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8139 M | 2052-07-20      | 2.5000%  |  | $3012.48           | $2530.30           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AZ5424 X | 2047-04-15      | 5.0000%  |  | $383.33            | $384.03            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AZ1638 X | 2047-02-15      | 4.0000%  |  | $597.40            | $566.63            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AY3765 X | 2047-03-15      | 4.5000%  |  | $54.94             | $53.90             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX8720 X | 2046-11-15      | 3.5000%  |  | $219.72            | $205.02            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX8719 X | 2046-11-15      | 3.5000%  |  | $1154.38           | $1079.57           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4892 M | 2047-12-20      | 4.5000%  |  | $111.44            | $108.46            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4830 M | 2047-11-20      | 4.5000%  |  | $442.39            | $430.55            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4770 M | 2047-10-20      | 4.0000%  |  | $69.27             | $64.08             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4712 M | 2047-09-20      | 4.5000%  |  | $122.15            | $118.88            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004880 M | 2040-12-20      | 4.5000%  |  | $45.72             | $44.78             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC7373 X | 2047-11-15      | 3.5000%  |  | $48.30             | $44.76             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6247 X | 2047-05-15      | 5.0000%  |  | $929.17            | $933.68            | Agency Mortgage-Backed Securities  |
| GNMA GNII AP 784710 M | 2048-11-20      | 3.5000%  |  | $5913.58           | $5430.54           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9954 M | 2054-10-20      | 6.5000%  |  | $2092.32           | $2164.37           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081350 M | 2035-05-20      | 5.6250%  |  | $122.86            | $125.37            | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081377 M | 2035-06-20      | 5.6250%  |  | $18.53             | $18.91             | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081314 M | 2035-04-20      | 5.6250%  |  | $42.22             | $43.08             | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081278 M | 2035-03-20      | 5.6250%  |  | $7.42              | $7.56              | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081214 M | 2035-01-20      | 5.6250%  |  | $18.56             | $18.92             | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081174 M | 2034-12-20      | 5.1250%  |  | $17.35             | $17.66             | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081079 M | 2034-09-20      | 5.3750%  |  | $8.53              | $8.63              | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 080790 M | 2033-12-20      | 5.1250%  |  | $124.46            | $127.43            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 780672 M | 2027-11-20      | 7.0000%  |  | $65.78             | $68.14             | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 082977 M | 2041-11-20      | 5.1250%  |  | $29.20             | $29.89             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 562484 X | 2034-02-15      | 6.0000%  |  | $2.71              | $2.75              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 557338 X | 2031-04-15      | 8.5000%  |  | $1.49              | $1.52              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 552765 X | 2032-09-15      | 6.5000%  |  | $247.29            | $255.47            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7547 C | 2065-10-20      | 6.5000%  |  | $23651.05          | $24820.49          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DM6698 C | 2055-10-20      | 6.0000%  |  | $5442.13           | $5636.41           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM6627 C | 2065-10-20      | 6.5000%  |  | $6328.78           | $6641.71           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM5819 C | 2065-09-20      | 6.5000%  |  | $28133.55          | $29524.66          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM5743 C | 2065-10-20      | 6.5000%  |  | $15693.98          | $16417.88          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ8852 C | 2065-06-20      | 6.0000%  |  | $2503.39           | $2565.06           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ8834 C | 2065-06-20      | 6.5000%  |  | $4215.34           | $4423.77           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ8609 C | 2065-05-20      | 6.5000%  |  | $5471.73           | $5742.29           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ7329 C | 2065-06-20      | 6.5000%  |  | $12785.43          | $13394.45          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ7989 C | 2065-05-20      | 7.0000%  |  | $3768.53           | $3955.03           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ6896 C | 2065-06-20      | 6.0000%  |  | $3612.65           | $3701.65           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ6095 C | 2065-09-20      | 6.5000%  |  | $1553.35           | $1630.16           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ5759 C | 2065-05-20      | 6.5000%  |  | $8146.69           | $8549.50           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ4208 C | 2065-05-20      | 6.5000%  |  | $2587.39           | $2715.33           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ4084 C | 2065-03-20      | 6.5000%  |  | $1002.96           | $1052.55           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ3060 C | 2065-08-20      | 7.0000%  |  | $14560.51          | $15281.12          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2867 C | 2065-07-20      | 7.0000%  |  | $18078.71          | $18973.43          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2865 C | 2065-07-20      | 6.0000%  |  | $87218.19          | $89366.81          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2040 C | 2065-05-20      | 6.0000%  |  | $3078.87           | $3154.71           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 530017 X | 2030-06-15      | 8.5000%  |  | $5.73              | $5.93              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 529731 X | 2031-01-15      | 8.0000%  |  | $4.30              | $4.43              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 529497 X | 2030-08-15      | 8.0000%  |  | $7.89              | $8.04              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 530178 X | 2030-11-15      | 8.0000%  |  | $9.26              | $9.48              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 525972 X | 2030-08-15      | 8.5000%  |  | $6.15              | $6.25              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AK4661 X | 2045-12-15      | 3.0000%  |  | $666.43            | $597.83            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AJ9480 X | 2044-11-15      | 3.0000%  |  | $24.50             | $21.97             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 552460 X | 2032-03-15      | 6.0000%  |  | $10.01             | $10.18             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 551116 X | 2031-08-15      | 7.0000%  |  | $1.74              | $1.81              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 550851 X | 2031-09-15      | 7.0000%  |  | $49.05             | $50.80             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BW1756 C | 2050-09-20      | 3.0000%  |  | $832.32            | $742.12            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770442 X | 2041-06-15      | 4.6250%  |  | $387.84            | $383.67            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770052 X | 2029-04-15      | 4.0000%  |  | $333.38            | $332.94            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770609 X | 2041-08-15      | 4.0000%  |  | $133.46            | $127.87            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770608 X | 2041-07-15      | 4.5000%  |  | $291.60            | $286.70            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770607 X | 2041-08-15      | 4.0000%  |  | $1161.08           | $1106.46           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770605 X | 2041-08-15      | 4.0000%  |  | $134.09            | $128.55            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 766495 X | 2041-10-15      | 4.0000%  |  | $3.14              | $2.99              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770563 X | 2041-08-15      | 4.6250%  |  | $218.08            | $215.19            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738885 X | 2041-10-15      | 4.0000%  |  | $42.43             | $40.79             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 736749 X | 2042-08-15      | 3.0000%  |  | $824.22            | $753.03            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6572 X | 2047-06-15      | 5.0000%  |  | $1063.96           | $1080.69           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6548 X | 2047-06-15      | 5.0000%  |  | $646.22            | $649.35            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6531 M | 2050-03-20      | 3.0000%  |  | $156.43            | $137.80            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6463 M | 2050-02-20      | 2.5000%  |  | $129.83            | $110.33            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6402 M | 2050-01-20      | 4.5000%  |  | $39.69             | $37.71             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6398 M | 2050-01-20      | 2.5000%  |  | $15631.18          | $13284.21          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7188 M | 2051-02-20      | 4.0000%  |  | $19.54             | $18.08             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7134 M | 2051-01-20      | 1.5000%  |  | $93694.89          | $74192.30          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6144 M | 2049-09-20      | 3.0000%  |  | $252.07            | $219.49            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX7977 X | 2047-02-15      | 4.5000%  |  | $252.60            | $246.69            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5976 M | 2049-06-20      | 3.5000%  |  | $66.53             | $60.59             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5755 M | 2049-02-20      | 5.0000%  |  | $36.37             | $35.93             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5699 M | 2049-01-20      | 3.5000%  |  | $526.94            | $479.43            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5518 M | 2048-10-20      | 4.0000%  |  | $487.69            | $451.13            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6274 M | 2049-11-20      | 3.0000%  |  | $226.16            | $199.23            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 562288 X | 2033-12-15      | 6.0000%  |  | $23.68             | $24.22             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 604946 X | 2034-01-15      | 5.5000%  |  | $86.78             | $89.09             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 605618 X | 2034-07-15      | 5.5000%  |  | $6.83              | $7.04              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 729331 X | 2041-07-15      | 4.6250%  |  | $83.24             | $83.09             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 709558 X | 2041-08-15      | 4.0000%  |  | $4.92              | $4.73              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 744371 X | 2041-09-15      | 4.0000%  |  | $59.79             | $56.98             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770600 X | 2041-09-15      | 4.0000%  |  | $88.12             | $83.98             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 727565 X | 2041-10-15      | 4.0000%  |  | $5.24              | $5.04              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 615779 X | 2028-09-15      | 5.0000%  |  | $3.13              | $3.14              | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787489 C | 2054-07-20      | 5.5000%  |  | $168.43            | $171.31            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7307 M | 2051-04-20      | 4.0000%  |  | $17.92             | $16.57             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4578 M | 2047-07-20      | 3.5000%  |  | $2287.82           | $2081.42           | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO7000 C | 2047-01-20      | 3.5000%  |  | $4467.81           | $4109.72           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3521 M | 2046-03-20      | 3.5000%  |  | $4980.60           | $4664.61           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786231 C | 2052-06-20      | 4.0000%  |  | $562.98            | $529.06            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7359 M | 2051-05-20      | 2.5000%  |  | $204.73            | $172.47            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4526 C | 2065-12-20      | 6.5000%  |  | $3479.18           | $3644.91           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4310 C | 2065-11-20      | 6.5000%  |  | $23522.50          | $24642.99          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4296 C | 2065-11-20      | 6.0000%  |  | $14586.86          | $14982.74          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 766428 X | 2046-11-15      | 2.5000%  |  | $354.55            | $308.13            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 764820 X | 2041-04-15      | 4.5000%  |  | $18.27             | $17.97             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 764428 X | 2041-05-15      | 5.0000%  |  | $5.99              | $6.07              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 763526 X | 2041-05-15      | 4.6250%  |  | $1579.46           | $1563.80           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 762922 X | 2041-04-15      | 4.6250%  |  | $602.66            | $594.96            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 762904 X | 2041-04-15      | 4.5000%  |  | $17.38             | $17.17             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 763432 X | 2041-06-15      | 4.6250%  |  | $1366.19           | $1349.06           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK7115 C | 2065-08-20      | 6.5000%  |  | $6926.53           | $7269.01           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK6124 C | 2065-06-20      | 6.0000%  |  | $6589.05           | $6751.38           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5961 C | 2065-06-20      | 6.0000%  |  | $2289.51           | $2345.92           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5975 C | 2065-05-20      | 6.0000%  |  | $2419.57           | $2479.18           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5909 C | 2065-06-20      | 6.5000%  |  | $2337.02           | $2452.58           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5792 C | 2065-08-20      | 7.0000%  |  | $12567.88          | $13189.87          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5422 C | 2065-06-20      | 6.5000%  |  | $4745.01           | $4979.62           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK6172 C | 2065-06-20      | 6.0000%  |  | $3717.94           | $3809.52           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK4289 C | 2065-03-20      | 6.0000%  |  | $2147.61           | $2200.52           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK4086 C | 2065-06-20      | 6.0000%  |  | $7533.27           | $7718.85           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK2992 C | 2065-05-20      | 6.0000%  |  | $4744.61           | $4861.49           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK7117 C | 2065-08-20      | 6.5000%  |  | $2131.81           | $2237.21           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK1601 C | 2065-05-20      | 4.0000%  |  | $431.15            | $406.28            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK1412 C | 2065-06-20      | 6.0000%  |  | $1052.24           | $1083.27           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK0492 C | 2065-05-20      | 6.0000%  |  | $6455.22           | $6614.24           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK0491 C | 2065-05-20      | 6.5000%  |  | $1713.02           | $1797.72           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AQ1948 X | 2046-12-15      | 3.0000%  |  | $396.69            | $355.84            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET CP3919 C | 2062-09-20      | 5.5000%  |  | $1503.87           | $1515.83           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ5773 C | 2065-05-20      | 6.5000%  |  | $3941.01           | $4135.87           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM3465 C | 2065-09-20      | 6.5000%  |  | $1840.01           | $1927.66           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH3462 C | 2055-02-20      | 7.0000%  |  | $2019.82           | $2114.62           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN0753 C | 2065-10-20      | 6.5000%  |  | $14555.03          | $15297.77          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2868 C | 2065-07-20      | 6.5000%  |  | $11240.17          | $11795.94          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004261 M | 2038-10-20      | 6.5000%  |  | $1.07              | $1.08              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 688025 X | 2038-10-15      | 6.0000%  |  | $6.87              | $7.26              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 697708 X | 2038-12-15      | 6.0000%  |  | $20.66             | $21.76             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004337 M | 2039-01-20      | 6.0000%  |  | $6.54              | $6.66              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 698060 X | 2039-02-15      | 5.5000%  |  | $28.42             | $29.47             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 701689 X | 2039-02-15      | 4.5000%  |  | $1.84              | $1.83              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AA5878 C | 2042-12-20      | 3.0000%  |  | $1183.01           | $1065.00           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB8166 X | 2043-01-15      | 4.0000%  |  | $342.32            | $327.90            | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO5656 C | 2040-06-20      | 5.0000%  |  | $3796.27           | $3791.73           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6218 M | 2049-10-20      | 3.0000%  |  | $11580.82          | $10384.75          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE1933 C | 2064-09-20      | 6.0000%  |  | $3759.24           | $3851.85           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX5857 X | 2047-01-15      | 4.0000%  |  | $8.49              | $8.05              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7303 M | 2051-04-20      | 2.0000%  |  | $1798.43           | $1450.95           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AY7069 X | 2047-03-15      | 5.0000%  |  | $102.23            | $102.38            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6884 M | 2050-08-20      | 2.0000%  |  | $1853.02           | $1492.71           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8783 M | 2052-03-20      | 2.5000%  |  | $1402.73           | $1174.75           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785306 C | 2050-09-20      | 3.5000%  |  | $753.18            | $704.85            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4502 M | 2047-06-20      | 4.0000%  |  | $24.97             | $23.53             | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL2984 C | 2065-04-20      | 7.0000%  |  | $1081.18           | $1134.69           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE0857 C | 2064-11-20      | 6.5000%  |  | $1001.59           | $1056.55           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DD8900 C | 2065-05-20      | 6.5000%  |  | $1743.11           | $1829.30           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DC5590 C | 2064-06-20      | 7.5000%  |  | $933.86            | $974.85            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET CZ5349 C | 2063-12-20      | 8.0000%  |  | $2225.80           | $2355.39           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET CV8071 C | 2063-07-20      | 5.0000%  |  | $2525.47           | $2516.76           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CS7541 C | 2053-02-20      | 7.0000%  |  | $673.20            | $703.15            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CR3825 X | 2053-03-15      | 7.0000%  |  | $6160.14           | $6518.13           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CR2361 X | 2052-12-15      | 6.0000%  |  | $1723.16           | $1839.65           | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CQ6272 C | 2051-09-20      | 2.5000%  |  | $6264.48           | $5326.14           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CQ4341 X | 2052-09-15      | 4.5000%  |  | $3994.05           | $3878.95           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AQ5841 X | 2039-12-15      | 5.0000%  |  | $215.11            | $216.57            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AQ2299 X | 2045-11-15      | 3.5000%  |  | $1894.02           | $1777.68           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP5319 X | 2046-01-15      | 5.0000%  |  | $639.66            | $639.48            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP5315 X | 2046-01-15      | 5.0000%  |  | $222.37            | $222.86            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP5284 X | 2045-10-15      | 5.0000%  |  | $1363.75           | $1357.30           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP2010 X | 2045-12-15      | 4.5000%  |  | $92.89             | $91.36             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AM1088 X | 2041-10-15      | 4.5000%  |  | $17.18             | $17.03             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AL9337 X | 2045-03-15      | 3.0000%  |  | $2566.54           | $2302.45           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BR6606 X | 2050-02-15      | 3.0000%  |  | $2607.68           | $2326.22           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BR4833 X | 2052-09-15      | 4.5000%  |  | $2182.27           | $2129.03           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BR4832 X | 2052-06-15      | 4.0000%  |  | $918.61            | $867.75            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BQ8591 X | 2049-11-15      | 3.0000%  |  | $54.34             | $48.47             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BM7486 C | 2049-07-20      | 3.5000%  |  | $211.96            | $194.01            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BM2121 X | 2049-06-15      | 5.0000%  |  | $2852.01           | $2922.88           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BL5765 X | 2049-03-15      | 5.0000%  |  | $1650.39           | $1706.82           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BJ2882 X | 2048-12-15      | 5.5000%  |  | $177.14            | $180.30            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2320 C | 2065-06-20      | 6.0000%  |  | $135581.70         | $138921.76         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 697848 X | 2039-02-15      | 5.0000%  |  | $257.31            | $263.25            | Agency Mortgage-Backed Securities  |
| GNMA GNII FS 004459 M | 2039-06-20      | 5.0000%  |  | $10.30             | $10.50             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 710692 X | 2039-07-15      | 5.0000%  |  | $6.25              | $6.26              | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785043 M | 2049-04-20      | 3.0000%  |  | $5410.45           | $4896.98           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6030 M | 2049-07-20      | 3.5000%  |  | $215.90            | $195.53            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE5852 C | 2064-09-20      | 7.0000%  |  | $5518.96           | $5792.09           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL2806 C | 2065-06-20      | 6.0000%  |  | $1531.79           | $1569.53           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE5763 C | 2064-12-20      | 6.5000%  |  | $536.44            | $562.97            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9311 C | 2065-02-20      | 6.0000%  |  | $3630.21           | $3719.64           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004948 M | 2041-02-20      | 4.5000%  |  | $3.31              | $3.24              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 734270 C | 2041-03-20      | 4.5000%  |  | $1614.18           | $1583.96           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738112 X | 2041-03-15      | 4.5000%  |  | $2.68              | $2.65              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AF5074 X | 2043-08-15      | 3.0000%  |  | $407.07            | $371.23            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6400 M | 2050-01-20      | 3.5000%  |  | $18.62             | $16.86             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AY8218 X | 2047-01-15      | 4.0000%  |  | $120.01            | $113.83            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6248 X | 2047-05-15      | 5.0000%  |  | $1058.12           | $1060.60           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CY5647 C | 2054-01-20      | 7.0000%  |  | $4459.35           | $4677.27           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0673 M | 2055-10-20      | 5.5000%  |  | $42387.43          | $42595.14          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0356 M | 2055-05-20      | 7.0000%  |  | $587.01            | $600.23            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0309 M | 2055-04-20      | 6.0000%  |  | $18037.07          | $18426.47          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0024 M | 2054-11-20      | 4.5000%  |  | $808398.58         | $782311.56         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0801 M | 2055-12-20      | 5.5000%  |  | $11508.15          | $11536.46          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ9488 C | 2066-02-20      | 6.5000%  |  | $4577.02           | $4803.34           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ8101 C | 2066-03-20      | 6.0000%  |  | $15875.02          | $16295.03          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ2336 C | 2066-02-20      | 6.0000%  |  | $11915.89          | $12231.15          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ2337 C | 2066-02-20      | 6.5000%  |  | $19353.45          | $20310.39          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ1231 C | 2066-03-20      | 5.5000%  |  | $2640.83           | $2665.05           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0270 C | 2066-03-20      | 6.5000%  |  | $6888.20           | $7216.31           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0263 C | 2066-03-20      | 6.5000%  |  | $9931.74           | $10404.83          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0088 C | 2066-02-20      | 6.5000%  |  | $1774.50           | $1859.02           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM2760 C | 2065-07-20      | 7.0000%  |  | $928.00            | $973.92            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM3478 C | 2065-08-20      | 7.0000%  |  | $7734.03           | $8116.79           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM1148 C | 2065-08-20      | 6.5000%  |  | $6924.77           | $7267.16           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DM0398 C | 2055-09-20      | 6.5000%  |  | $2284.22           | $2421.64           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL8374 C | 2065-07-20      | 6.5000%  |  | $11029.78          | $11575.15          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL5438 C | 2055-12-20      | 5.5000%  |  | $5404.20           | $5520.55           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL4154 C | 2065-07-20      | 6.5000%  |  | $15310.14          | $16067.16          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL3453 C | 2065-08-20      | 7.0000%  |  | $8684.34           | $9114.13           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL3403 C | 2065-08-20      | 6.5000%  |  | $17255.40          | $18108.61          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL3012 C | 2065-08-20      | 7.0000%  |  | $2008.95           | $2108.38           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AJ3916 X | 2044-11-15      | 3.0000%  |  | $22.05             | $19.78             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AF1050 X | 2043-07-15      | 3.0000%  |  | $470.53            | $431.46            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AF0490 X | 2043-08-15      | 3.0000%  |  | $529.92            | $483.27            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AE8819 X | 2043-09-15      | 4.5000%  |  | $161.77            | $163.10            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD8784 X | 2043-03-15      | 3.0000%  |  | $89.76             | $81.86             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD2414 X | 2043-05-15      | 3.5000%  |  | $93.49             | $87.79             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD1800 X | 2028-03-15      | 3.5000%  |  | $52.13             | $51.91             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD0721 X | 2043-06-15      | 3.0000%  |  | $3.09              | $2.81              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9955 M | 2054-10-20      | 7.0000%  |  | $510.52            | $522.02            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9952 M | 2054-10-20      | 5.5000%  |  | $30.22             | $30.17             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9951 M | 2054-10-20      | 5.0000%  |  | $8.95              | $8.83              | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5342 C | 2065-10-20      | 7.0000%  |  | $5116.96           | $5370.19           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO3636 C | 2065-11-20      | 6.5000%  |  | $10708.58          | $11218.68          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO3657 C | 2065-11-20      | 7.0000%  |  | $1636.42           | $1717.41           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX5831 X | 2047-01-15      | 4.0000%  |  | $9.32              | $8.85              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX5830 X | 2047-01-15      | 4.0000%  |  | $5246.72           | $5021.02           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX1651 X | 2046-10-15      | 4.5000%  |  | $140.52            | $138.21            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AV9680 X | 2046-11-15      | 2.5000%  |  | $3244.04           | $2819.30           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 698400 X | 2039-07-15      | 4.5000%  |  | $10.92             | $10.87             | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT MA0872 M | 2043-03-20      | 5.6250%  |  | $15.49             | $15.84             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785359 C | 2051-03-20      | 2.0000%  |  | $51.45             | $42.21             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX8692 X | 2046-11-15      | 3.5000%  |  | $101.39            | $93.52             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA0244 X | 2047-04-15      | 4.0000%  |  | $884.73            | $839.16            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AY3404 X | 2047-02-15      | 4.5000%  |  | $80.62             | $79.10             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7184 M | 2051-02-20      | 2.0000%  |  | $1893.54           | $1525.34           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6673 X | 2047-07-15      | 5.0000%  |  | $698.52            | $707.75            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC8961 X | 2047-10-15      | 4.5000%  |  | $42.82             | $42.55             | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF5605 C | 2064-11-20      | 6.0000%  |  | $2129.58           | $2182.04           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ7338 C | 2065-06-20      | 6.5000%  |  | $6314.86           | $6615.66           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG4144 C | 2064-12-20      | 7.0000%  |  | $4864.16           | $5099.64           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 724275 X | 2039-09-15      | 5.0000%  |  | $6445.00           | $6566.54           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004535 M | 2039-09-20      | 6.0000%  |  | $8.52              | $8.50              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 724384 X | 2039-10-15      | 5.0000%  |  | $7.42              | $7.55              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 682444 X | 2039-11-15      | 4.5000%  |  | $11.58             | $11.49             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723528 X | 2039-12-15      | 5.5000%  |  | $1760.52           | $1811.88           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 082431 M | 2039-12-20      | 5.1250%  |  | $178.72            | $183.78            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD8913 X | 2028-04-15      | 2.5000%  |  | $487.24            | $480.91            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4375 X | 2052-02-15      | 4.0000%  |  | $3103.31           | $2930.61           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AT8177 X | 2046-09-15      | 4.5000%  |  | $729.72            | $720.08            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BT3503 X | 2050-02-15      | 4.0000%  |  | $117.61            | $110.91            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ1887 C | 2054-01-20      | 7.0000%  |  | $437.61            | $455.18            | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CN8579 C | 2049-07-20      | 4.5000%  |  | $10364.22          | $10038.21          | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CM4717 C | 2049-10-20      | 4.5000%  |  | $2240.32           | $2170.04           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK8087 C | 2065-07-20      | 7.0000%  |  | $9942.66           | $10434.72          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479289 X | 2030-04-15      | 8.0000%  |  | $2.00              | $2.04              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479343 X | 2030-05-15      | 8.0000%  |  | $4.04              | $4.14              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 394750 X | 2030-07-15      | 8.5000%  |  | $5.65              | $5.75              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4711 M | 2047-09-20      | 4.0000%  |  | $108.83            | $102.56            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4710 M | 2047-09-20      | 3.5000%  |  | $1221.72           | $1111.50           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5069 M | 2048-03-20      | 4.5000%  |  | $114.43            | $111.37            | Agency Mortgage-Backed Securities  |
| GNMA GNII EP 787846 C | 2065-01-20      | 6.0000%  |  | $38843.90          | $39800.79          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788161 M | 2051-06-20      | 5.0000%  |  | $79903.97          | $81212.13          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788082 M | 2049-01-20      | 3.5000%  |  | $496566.00         | $464535.34         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786835 C | 2053-08-20      | 5.5000%  |  | $318.46            | $324.66            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786843 C | 2052-03-20      | 3.0000%  |  | $368.80            | $328.53            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786737 C | 2052-03-20      | 3.0000%  |  | $114811.72         | $100790.11         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786646 C | 2050-07-20      | 3.5000%  |  | $33709.26          | $31314.55          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786535 C | 2053-02-20      | 5.5000%  |  | $140.68            | $142.40            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787227 C | 2052-03-20      | 3.0000%  |  | $184.73            | $164.17            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4299 C | 2065-11-20      | 7.0000%  |  | $10999.98          | $11544.37          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 544328 C | 2041-08-20      | 4.5000%  |  | $247.33            | $243.39            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 542756 X | 2031-04-15      | 7.0000%  |  | $170.31            | $175.32            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 538089 X | 2030-10-15      | 8.0000%  |  | $6.60              | $6.78              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 537955 X | 2030-07-15      | 8.0000%  |  | $1.18              | $1.20              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 538299 X | 2032-01-15      | 6.0000%  |  | $36.61             | $37.31             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 536622 X | 2030-11-15      | 8.0000%  |  | $6.33              | $6.44              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 533924 X | 2030-07-15      | 8.5000%  |  | $9.12              | $9.29              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 533891 X | 2030-06-15      | 8.5000%  |  | $5.30              | $5.39              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 532746 X | 2030-07-15      | 8.5000%  |  | $2.71              | $2.80              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 532737 X | 2030-07-15      | 8.0000%  |  | $11.00             | $11.35             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531306 X | 2030-08-15      | 8.5000%  |  | $9.79              | $10.13             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531257 X | 2030-07-15      | 8.5000%  |  | $11.57             | $11.79             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531197 X | 2030-06-15      | 8.5000%  |  | $3.31              | $3.37              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 532706 X | 2030-07-15      | 8.5000%  |  | $3.50              | $3.65              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 537957 X | 2030-07-15      | 8.0000%  |  | $2.43              | $2.47              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 511581 X | 2030-07-15      | 8.5000%  |  | $5.31              | $5.49              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 536958 X | 2030-08-15      | 8.0000%  |  | $4.72              | $4.83              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 511731 X | 2030-10-15      | 8.5000%  |  | $15.80             | $16.27             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 543698 X | 2030-11-15      | 8.0000%  |  | $27.21             | $28.04             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 543872 X | 2031-01-15      | 8.5000%  |  | $1.26              | $1.30              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 526525 X | 2031-02-15      | 8.5000%  |  | $6.11              | $6.22              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 454999 X | 2031-08-15      | 5.5000%  |  | $1.10              | $1.10              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AV3923 X | 2046-08-15      | 5.0000%  |  | $42.13             | $42.58             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AV1814 X | 2046-08-15      | 3.0000%  |  | $194.15            | $174.15            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AU8271 X | 2046-07-15      | 4.5000%  |  | $68.42             | $67.29             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AU2555 X | 2046-07-15      | 5.0000%  |  | $155.74            | $158.07            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO0554 C | 2066-01-20      | 6.5000%  |  | $1136.73           | $1192.94           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO0117 C | 2065-10-20      | 6.0000%  |  | $5265.33           | $5404.63           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI8449 C | 2065-03-20      | 7.0000%  |  | $2299.76           | $2413.58           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI6886 C | 2065-03-20      | 7.0000%  |  | $12397.04          | $13010.56          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1977 C | 2065-08-20      | 7.0000%  |  | $4631.95           | $4861.19           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1238 C | 2065-07-20      | 6.5000%  |  | $3123.54           | $3272.33           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9775 C | 2065-02-20      | 6.5000%  |  | $7027.52           | $7362.27           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH8906 C | 2065-01-20      | 7.0000%  |  | $4933.92           | $5178.09           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH7931 C | 2055-02-20      | 6.0000%  |  | $2656.43           | $2732.72           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH2988 C | 2064-12-20      | 6.0000%  |  | $5594.41           | $5732.23           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG8301 C | 2064-12-20      | 7.0000%  |  | $736.82            | $773.29            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG4303 C | 2065-02-20      | 7.0000%  |  | $3157.33           | $3310.18           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG4224 C | 2065-02-20      | 6.5000%  |  | $7437.96           | $7803.03           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 491387 X | 2028-09-15      | 6.5000%  |  | $1.02              | $1.04              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 487782 X | 2039-03-15      | 4.5000%  |  | $18.27             | $18.19             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 486140 X | 2030-10-15      | 8.0000%  |  | $3.38              | $3.52              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 748705 X | 2040-10-15      | 4.6250%  |  | $810.48            | $804.29            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 748578 X | 2040-09-15      | 4.6250%  |  | $1059.70           | $1050.85           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 745085 X | 2030-06-15      | 4.5000%  |  | $70.35             | $70.50             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 742507 X | 2040-08-15      | 4.5000%  |  | $232.63            | $230.82            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738727 X | 2041-09-15      | 4.0000%  |  | $399.37            | $386.03            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738969 X | 2026-11-15      | 3.0000%  |  | $37.98             | $37.91             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738941 X | 2041-11-15      | 3.5000%  |  | $204.88            | $192.39            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738886 X | 2041-10-15      | 4.0000%  |  | $10.47             | $10.07             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL7254 X | 2052-03-15      | 4.0000%  |  | $1697.01           | $1603.05           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 506248 X | 2030-07-15      | 8.5000%  |  | $10.02             | $10.21             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL6189 X | 2052-03-15      | 4.0000%  |  | $2124.11           | $2002.95           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL5027 X | 2052-03-15      | 4.0000%  |  | $573.78            | $538.82            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL5004 X | 2052-02-15      | 3.5000%  |  | $726.82            | $663.37            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4957 X | 2052-03-15      | 4.0000%  |  | $182.00            | $171.93            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI5972 C | 2065-06-20      | 7.0000%  |  | $1484.56           | $1558.03           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI3385 C | 2065-01-20      | 6.0000%  |  | $1848.80           | $1894.33           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI3232 C | 2065-01-20      | 6.5000%  |  | $1741.36           | $1827.46           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI3211 C | 2065-04-20      | 6.0000%  |  | $1310.23           | $1342.51           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI2112 C | 2064-12-20      | 6.0000%  |  | $4501.67           | $4612.55           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI0718 C | 2065-02-20      | 6.5000%  |  | $2192.59           | $2301.00           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI0511 C | 2064-12-20      | 6.0000%  |  | $2550.13           | $2612.95           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK0160 C | 2065-06-20      | 6.0000%  |  | $7036.59           | $7209.94           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI6885 C | 2065-03-20      | 6.5000%  |  | $4246.64           | $4448.92           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK1600 C | 2065-05-20      | 4.5000%  |  | $242.99            | $233.80            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG8310 C | 2064-12-20      | 7.0000%  |  | $1132.47           | $1188.52           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ7654 C | 2065-03-20      | 6.0000%  |  | $1857.75           | $1903.51           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081145 M | 2034-11-20      | 5.1250%  |  | $11.30             | $11.43             | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081179 M | 2034-12-20      | 5.1250%  |  | $20.12             | $20.62             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 636179 X | 2035-02-15      | 6.0000%  |  | $4.97              | $5.09              | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081282 M | 2035-03-20      | 5.6250%  |  | $39.13             | $39.89             | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081318 M | 2035-04-20      | 5.6250%  |  | $77.11             | $78.68             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6210 M | 2049-10-20      | 3.5000%  |  | $17.01             | $15.41             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5254 M | 2048-06-20      | 4.0000%  |  | $861.00            | $796.46            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5112 M | 2033-04-20      | 4.0000%  |  | $62.24             | $62.16             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 697709 X | 2038-12-15      | 6.0000%  |  | $27.80             | $29.42             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 698462 X | 2039-08-15      | 5.0000%  |  | $9163.97           | $9375.53           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 694458 X | 2038-10-15      | 6.0000%  |  | $3.49              | $3.64              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 692606 X | 2039-06-15      | 4.5000%  |  | $636.00            | $630.33            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 691315 X | 2038-08-15      | 6.0000%  |  | $1.27              | $1.32              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 688143 X | 2038-12-15      | 6.0000%  |  | $1.10              | $1.18              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 682229 X | 2049-07-15      | 4.0000%  |  | $5175.81           | $4886.55           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 678161 X | 2038-06-15      | 5.0000%  |  | $179.78            | $185.71            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 677595 X | 2037-12-15      | 6.0000%  |  | $4.99              | $5.16              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 677227 X | 2038-08-15      | 6.0000%  |  | $3.63              | $3.84              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 676723 X | 2038-02-15      | 6.0000%  |  | $1069.37           | $1116.40           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 674945 X | 2037-11-15      | 6.0000%  |  | $12.63             | $13.32             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 672590 X | 2038-02-15      | 6.0000%  |  | $329.07            | $343.53            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 673207 X | 2038-10-15      | 6.0000%  |  | $6.75              | $7.12              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 670008 X | 2045-05-15      | 3.0000%  |  | $1353.19           | $1213.93           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 668905 X | 2037-08-15      | 7.5000%  |  | $13.03             | $13.18             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 647603 X | 2036-09-15      | 6.5000%  |  | $50.52             | $52.12             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 647609 X | 2036-09-15      | 6.5000%  |  | $149.38            | $160.49            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 645935 X | 2037-07-15      | 6.0000%  |  | $14.24             | $14.82             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 635903 X | 2034-11-15      | 6.0000%  |  | $20.71             | $21.46             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 635437 X | 2035-12-15      | 6.0000%  |  | $28.19             | $29.20             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 626938 X | 2045-04-15      | 4.0000%  |  | $864.43            | $841.68            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 622094 X | 2033-09-15      | 4.5000%  |  | $5.02              | $4.98              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 538717 X | 2035-05-15      | 5.5000%  |  | $3.68              | $3.81              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738945 X | 2041-11-15      | 3.5000%  |  | $581.59            | $547.91            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 005247 M | 2026-11-20      | 3.5000%  |  | $4.59              | $4.59              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 005321 M | 2027-02-20      | 3.0000%  |  | $32.99             | $32.85             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785401 C | 2050-10-20      | 2.5000%  |  | $45.59             | $38.94             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5128 M | 2048-04-20      | 4.5000%  |  | $39.34             | $38.29             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 547957 X | 2031-11-15      | 6.0000%  |  | $24.69             | $25.72             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 565069 X | 2032-01-15      | 6.0000%  |  | $1.13              | $1.16              | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG3937 C | 2065-09-20      | 6.5000%  |  | $1036.28           | $1087.51           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO7614 C | 2065-12-20      | 6.5000%  |  | $3680.12           | $3862.09           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0077 C | 2066-02-20      | 6.5000%  |  | $991.78            | $1039.02           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7637 C | 2065-10-20      | 6.5000%  |  | $5865.56           | $6155.59           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5340 C | 2065-11-20      | 6.0000%  |  | $2749.07           | $2816.79           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN7513 C | 2065-12-20      | 6.5000%  |  | $17169.11          | $18011.80          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4308 C | 2065-11-20      | 6.0000%  |  | $5307.74           | $5451.80           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP1824 C | 2065-12-20      | 7.0000%  |  | $3534.75           | $3709.69           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0992 M | 2056-03-20      | 3.0000%  |  | $28070.97          | $25045.42          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0261 C | 2066-03-20      | 6.0000%  |  | $15354.05          | $15760.28          | Agency Mortgage-Backed Securities  |
| GNMA GNII EP 788331 C | 2065-09-20      | 7.0000%  |  | $130792.37         | $136011.95         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0264 C | 2066-02-20      | 7.0000%  |  | $2246.17           | $2357.34           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN3733 C | 2065-10-20      | 7.0000%  |  | $2955.26           | $3101.52           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP3931 C | 2065-10-20      | 6.5000%  |  | $3927.62           | $4121.82           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4298 C | 2065-11-20      | 6.5000%  |  | $46363.11          | $48571.55          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM5647 C | 2065-09-20      | 6.5000%  |  | $9844.51           | $10331.27          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ0836 C | 2065-04-20      | 7.0000%  |  | $808.40            | $848.41            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9421 C | 2065-08-20      | 6.5000%  |  | $3134.42           | $3289.41           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9412 C | 2065-06-20      | 6.5000%  |  | $3888.37           | $4080.63           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9312 C | 2065-02-20      | 6.0000%  |  | $7207.95           | $7385.52           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9309 C | 2065-02-20      | 6.0000%  |  | $3980.77           | $4078.83           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CM8256 X | 2052-04-15      | 4.5000%  |  | $664.26            | $653.28            | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CM5230 C | 2051-02-20      | 2.0000%  |  | $2564.35           | $2062.22           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CM2189 X | 2052-03-15      | 4.0000%  |  | $774.45            | $728.20            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CM2120 X | 2052-02-15      | 4.0000%  |  | $3633.65           | $3473.50           | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CM1038 C | 2050-11-20      | 2.5000%  |  | $1630.98           | $1390.71           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL8514 X | 2052-03-15      | 4.0000%  |  | $2269.23           | $2143.58           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 394688 X | 2030-02-15      | 8.5000%  |  | $4.23              | $4.30              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 610448 X | 2033-08-15      | 5.5000%  |  | $34.34             | $34.56             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 610315 X | 2033-09-15      | 5.5000%  |  | $2.50              | $2.51              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 608850 X | 2032-11-15      | 7.0000%  |  | $68.82             | $69.71             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 005201 M | 2041-10-20      | 4.0000%  |  | $1.66              | $1.57              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004949 M | 2041-02-20      | 4.0000%  |  | $1.37              | $1.29              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004918 M | 2041-01-20      | 4.0000%  |  | $1.76              | $1.66              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004879 M | 2040-12-20      | 4.0000%  |  | $364.97            | $343.95            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004827 M | 2040-10-20      | 4.0000%  |  | $213.03            | $200.77            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD6021 X | 2047-11-15      | 5.0000%  |  | $291.51            | $291.20            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD6018 X | 2047-11-15      | 3.5000%  |  | $259.51            | $239.50            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD5949 X | 2047-11-15      | 5.0000%  |  | $270.20            | $269.91            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD5918 X | 2047-11-15      | 3.5000%  |  | $298.92            | $277.54            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO2064 C | 2065-11-20      | 6.5000%  |  | $13086.67          | $13733.73          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0940 M | 2056-02-20      | 7.0000%  |  | $97889.50          | $102434.34         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0937 M | 2056-02-20      | 5.5000%  |  | $160013.70         | $161900.80         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0747 M | 2055-11-20      | 6.0000%  |  | $928479.90         | $950220.26         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0733 M | 2055-11-20      | 5.5000%  |  | $31714.36          | $31792.35          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9207 X | 2042-11-15      | 3.0000%  |  | $39.40             | $35.47             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9206 X | 2042-11-15      | 3.0000%  |  | $153.48            | $139.97            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AS4936 X | 2046-05-15      | 4.5000%  |  | $1816.49           | $1786.66           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO9496 C | 2064-10-20      | 6.5000%  |  | $439.75            | $461.49            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO8520 C | 2065-11-20      | 6.5000%  |  | $5730.26           | $6013.60           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO7523 C | 2065-12-20      | 7.0000%  |  | $2247.50           | $2358.73           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO7303 C | 2065-11-20      | 6.5000%  |  | $4107.06           | $4310.13           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO6610 C | 2065-10-20      | 6.5000%  |  | $1627.89           | $1708.39           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5662 C | 2066-01-20      | 6.5000%  |  | $372.66            | $391.08            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5345 C | 2065-12-20      | 6.0000%  |  | $5292.64           | $5432.66           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AU0789 X | 2046-08-15      | 3.0000%  |  | $26.98             | $24.20             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5321 M | 2048-07-20      | 4.5000%  |  | $76.82             | $74.77             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5320 M | 2048-07-20      | 4.0000%  |  | $512.60            | $474.17            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4311 M | 2047-03-20      | 4.0000%  |  | $101.22            | $95.38             | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0081 C | 2066-02-20      | 6.5000%  |  | $4869.25           | $5101.20           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0029 C | 2066-02-20      | 6.0000%  |  | $1956.45           | $2008.21           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP6548 C | 2065-12-20      | 6.0000%  |  | $4208.97           | $4320.33           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP7195 C | 2066-01-20      | 7.0000%  |  | $2250.80           | $2362.19           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779881 X | 2041-10-15      | 3.5000%  |  | $174.28            | $163.66            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779204 X | 2042-05-15      | 3.5000%  |  | $159.06            | $150.12            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779203 X | 2042-05-15      | 3.5000%  |  | $222.67            | $209.09            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779209 X | 2042-05-15      | 3.5000%  |  | $126.78            | $118.98            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779080 X | 2027-04-15      | 2.5000%  |  | $30.95             | $30.77             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779072 X | 2042-04-15      | 3.5000%  |  | $1570.39           | $1477.12           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0083 C | 2066-01-20      | 7.0000%  |  | $2019.03           | $2118.95           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779062 X | 2042-04-15      | 3.5000%  |  | $794.12            | $747.88            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 778941 X | 2042-03-15      | 3.5000%  |  | $1563.92           | $1469.57           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 778934 X | 2042-02-15      | 3.5000%  |  | $309.25            | $290.40            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 778933 X | 2042-02-15      | 3.5000%  |  | $747.39            | $701.38            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 775131 X | 2041-09-15      | 4.0000%  |  | $16.01             | $15.39             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 771561 X | 2041-08-15      | 4.0000%  |  | $11.80             | $11.34             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 771528 X | 2044-12-15      | 3.5000%  |  | $1673.51           | $1571.43           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1153 C | 2065-07-20      | 6.5000%  |  | $13665.44          | $14316.38          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1151 C | 2065-07-20      | 6.0000%  |  | $1109.05           | $1136.37           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL0669 C | 2065-06-20      | 6.5000%  |  | $1015.61           | $1065.83           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL0584 C | 2065-09-20      | 6.0000%  |  | $4150.13           | $4259.93           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4396 X | 2052-03-15      | 4.0000%  |  | $1943.62           | $1835.47           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DD8675 C | 2064-09-20      | 6.5000%  |  | $2891.69           | $3040.76           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AK0488 X | 2044-10-15      | 3.0000%  |  | $301.49            | $270.46            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL6996 X | 2052-04-15      | 4.0000%  |  | $9422.40           | $8898.07           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP0301 X | 2045-10-15      | 3.5000%  |  | $4449.94           | $4296.61           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CH9027 X | 2051-10-15      | 3.5000%  |  | $1541.25           | $1442.17           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6549 X | 2047-06-15      | 5.0000%  |  | $229.89            | $230.20            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2152 C | 2065-04-20      | 7.0000%  |  | $14193.09          | $14895.49          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK2115 C | 2065-08-20      | 7.0000%  |  | $4234.73           | $4444.31           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 650731 X | 2036-01-15      | 5.5000%  |  | $3.19              | $3.28              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 617831 X | 2042-03-15      | 3.5000%  |  | $684.06            | $641.96            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 778935 X | 2042-03-15      | 3.5000%  |  | $538.11            | $504.98            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 734606 X | 2042-04-15      | 3.5000%  |  | $155.86            | $146.95            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 766571 X | 2042-04-15      | 3.5000%  |  | $397.69            | $373.45            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA0016 M | 2042-04-20      | 3.5000%  |  | $172.23            | $156.71            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC3808 X | 2047-10-15      | 3.5000%  |  | $74.04             | $68.28             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AW6591 X | 2046-12-15      | 4.5000%  |  | $43.73             | $42.71             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6856 M | 2050-09-20      | 3.0000%  |  | $144.57            | $125.89            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK2682 X | 2052-02-15      | 4.0000%  |  | $539.49            | $509.03            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784559 C | 2047-09-20      | 3.5000%  |  | $6158.45           | $5709.09           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 617757 X | 2042-02-15      | 3.5000%  |  | $1081.98           | $1017.68           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 758861 X | 2028-03-15      | 2.5000%  |  | $17.25             | $17.01             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 756900 X | 2041-03-15      | 5.0000%  |  | $19.61             | $19.92             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 753180 X | 2028-01-15      | 3.0000%  |  | $25.84             | $25.65             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 752188 X | 2046-02-15      | 3.0000%  |  | $3433.27           | $3088.30           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 752171 X | 2030-10-15      | 2.5000%  |  | $607.55            | $582.85            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP5873 C | 2065-12-20      | 6.0000%  |  | $995.76            | $1022.11           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP6203 C | 2066-03-20      | 6.0000%  |  | $3838.84           | $3940.41           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP4259 C | 2056-01-20      | 6.0000%  |  | $4951.64           | $5151.69           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP3782 C | 2065-12-20      | 6.5000%  |  | $2456.13           | $2577.58           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP1589 C | 2066-02-20      | 6.5000%  |  | $749.92            | $787.01            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK8366 C | 2065-07-20      | 7.0000%  |  | $2858.85           | $3000.34           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK8338 C | 2065-06-20      | 7.0000%  |  | $1074.70           | $1127.89           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK6495 C | 2065-07-20      | 6.0000%  |  | $3827.60           | $3921.90           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 734271 X | 2041-03-15      | 4.0000%  |  | $500.62            | $480.73            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 733750 X | 2042-03-15      | 3.5000%  |  | $1610.13           | $1513.49           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 734428 X | 2041-05-15      | 4.5000%  |  | $8718.40           | $8583.46           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 732228 X | 2040-03-15      | 4.5000%  |  | $14.18             | $14.11             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 729376 X | 2041-07-15      | 4.6250%  |  | $551.50            | $548.15            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 727528 X | 2041-09-15      | 4.0000%  |  | $1.28              | $1.23              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723424 X | 2039-11-15      | 5.5000%  |  | $1554.88           | $1600.24           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD5898 X | 2047-10-15      | 3.5000%  |  | $312.29            | $288.21            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531194 X | 2030-06-15      | 8.0000%  |  | $6.12              | $6.26              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 530954 X | 2031-01-15      | 7.5000%  |  | $25.24             | $26.01             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479448 X | 2030-07-15      | 8.5000%  |  | $1.07              | $1.09              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479430 X | 2041-10-15      | 4.0000%  |  | $47.13             | $45.31             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479388 X | 2030-06-15      | 8.5000%  |  | $8.73              | $8.97              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479386 X | 2030-06-15      | 8.5000%  |  | $15.54             | $15.82             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479290 X | 2030-04-15      | 8.0000%  |  | $1.15              | $1.17              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479287 X | 2030-04-15      | 8.0000%  |  | $7.26              | $7.44              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479237 X | 2030-03-15      | 8.5000%  |  | $2.63              | $2.71              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 472979 X | 2029-06-15      | 7.0000%  |  | $5.17              | $5.24              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 469475 X | 2030-08-15      | 8.5000%  |  | $5.87              | $6.04              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 458041 X | 2029-02-15      | 7.0000%  |  | $12.06             | $12.24             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 449514 X | 2028-02-15      | 7.0000%  |  | $1.61              | $1.65              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 436190 X | 2041-09-15      | 4.0000%  |  | $1206.55           | $1157.91           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 434343 X | 2029-05-15      | 6.0000%  |  | $14.85             | $15.03             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7880 M | 2052-02-20      | 2.0000%  |  | $783376.66         | $645983.89         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7756 M | 2051-12-20      | 2.5000%  |  | $1476.69           | $1243.99           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7527 M | 2051-08-20      | 4.0000%  |  | $489.27            | $452.63            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7523 M | 2051-08-20      | 2.0000%  |  | $241.79            | $194.07            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7362 M | 2051-05-20      | 4.0000%  |  | $50.63             | $46.84             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7254 M | 2051-03-20      | 2.0000%  |  | $52630.93          | $43400.23          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8088 M | 2052-06-20      | 2.5000%  |  | $5735.77           | $4817.72           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8087 M | 2052-06-20      | 2.0000%  |  | $1053.66           | $847.42            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7987 M | 2052-04-20      | 2.5000%  |  | $503354.81         | $432748.90         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8878 M | 2053-05-20      | 5.0000%  |  | $80605.40          | $80460.69          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7043 M | 2050-12-20      | 2.5000%  |  | $1975.75           | $1671.73           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN9189 C | 2065-04-20      | 7.0000%  |  | $1023.37           | $1074.02           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ8928 C | 2066-01-20      | 6.5000%  |  | $2578.94           | $2697.12           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO9800 C | 2065-12-20      | 7.0000%  |  | $5936.47           | $6230.27           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN6143 C | 2055-12-20      | 7.5000%  |  | $4954.44           | $5352.82           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP3884 C | 2065-11-20      | 6.5000%  |  | $3409.76           | $3578.35           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5267 C | 2065-11-20      | 7.0000%  |  | $984.39            | $1033.11           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1738 C | 2065-09-20      | 6.5000%  |  | $1725.27           | $1807.45           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL0310 C | 2065-07-20      | 7.0000%  |  | $1060.14           | $1112.61           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5493 C | 2065-05-20      | 6.0000%  |  | $2020.04           | $2069.81           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN3741 C | 2065-11-20      | 6.5000%  |  | $63852.34          | $67009.56          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0935 M | 2056-02-20      | 4.5000%  |  | $113660.42         | $109951.68         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7632 C | 2065-10-20      | 6.5000%  |  | $4475.94           | $4697.26           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ3705 C | 2066-01-20      | 7.0000%  |  | $2261.52           | $2373.44           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5346 C | 2065-12-20      | 6.0000%  |  | $60987.29          | $62600.77          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL0425 C | 2065-03-20      | 7.0000%  |  | $1841.14           | $1932.26           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK9184 C | 2065-10-20      | 6.5000%  |  | $32893.07          | $34507.55          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK9034 C | 2065-08-20      | 7.0000%  |  | $64891.71          | $68103.22          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK9031 C | 2065-07-20      | 6.5000%  |  | $4554.17           | $4771.11           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4253 M | 2047-02-20      | 4.5000%  |  | $211.84            | $206.18            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4184 M | 2047-01-20      | 3.0000%  |  | $3384.58           | $2994.33           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4116 M | 2046-12-20      | 3.0000%  |  | $4698.81           | $4156.99           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4061 M | 2046-11-20      | 4.5000%  |  | $271.18            | $263.93            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA3994 M | 2046-10-20      | 3.5000%  |  | $63.44             | $57.72             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA3929 M | 2046-09-20      | 4.0000%  |  | $117.33            | $110.57            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9109 X | 2042-10-15      | 3.0000%  |  | $45.38             | $41.36             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9108 X | 2042-10-15      | 3.0000%  |  | $182.84            | $166.75            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB5980 X | 2045-12-15      | 4.5000%  |  | $257.46            | $253.23            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB2869 X | 2042-09-15      | 3.0000%  |  | $138.60            | $126.34            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB2892 X | 2042-09-15      | 3.0000%  |  | $86.24             | $78.80             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA8341 X | 2028-02-15      | 2.5000%  |  | $84.85             | $83.91             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA6408 X | 2043-05-15      | 3.0000%  |  | $437.24            | $398.74            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5946 X | 2042-10-15      | 3.5000%  |  | $37.32             | $35.03             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9205 X | 2042-11-15      | 3.0000%  |  | $22.62             | $20.65             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5821 X | 2042-11-15      | 3.0000%  |  | $70.65             | $64.43             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5819 X | 2042-11-15      | 3.0000%  |  | $119.40            | $108.89            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5649 X | 2042-09-15      | 3.0000%  |  | $80.83             | $73.82             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5527 X | 2042-08-15      | 3.5000%  |  | $140.12            | $132.46            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA6290 X | 2043-04-15      | 3.0000%  |  | $1878.47           | $1713.08           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5330 X | 2042-06-15      | 3.5000%  |  | $825.43            | $774.62            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5317 X | 2042-05-15      | 3.5000%  |  | $195.03            | $183.14            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA0267 X | 2042-03-15      | 3.5000%  |  | $195.11            | $183.34            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 796174 X | 2042-03-15      | 3.5000%  |  | $159.73            | $150.59            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA2830 M | 2045-05-20      | 5.5000%  |  | $38.48             | $39.81             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA3513 M | 2046-03-20      | 4.0000%  |  | $15.89             | $14.97             | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1179 C | 2065-07-20      | 6.5000%  |  | $9467.86           | $9918.85           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG4211 C | 2065-02-20      | 6.5000%  |  | $4391.83           | $4607.39           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG3939 C | 2065-10-20      | 6.5000%  |  | $1207.25           | $1266.94           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DF8601 C | 2055-01-20      | 6.0000%  |  | $15386.22          | $15877.14          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF8220 C | 2064-11-20      | 5.5000%  |  | $971.07            | $979.38            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF7159 C | 2064-12-20      | 6.5000%  |  | $3365.34           | $3531.73           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF6298 C | 2064-11-20      | 6.5000%  |  | $835.93            | $877.26            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF3859 C | 2064-10-20      | 6.0000%  |  | $3013.58           | $3087.80           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF3640 C | 2064-10-20      | 6.0000%  |  | $1836.41           | $1881.65           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF3630 C | 2064-10-20      | 6.0000%  |  | $1899.25           | $1946.04           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF4413 C | 2064-11-20      | 6.5000%  |  | $1304.42           | $1376.00           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723340 X | 2039-09-15      | 5.5000%  |  | $3780.64           | $3853.69           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723237 X | 2039-10-15      | 5.0000%  |  | $135.87            | $139.01            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723157 X | 2039-08-15      | 5.0000%  |  | $8475.61           | $8599.49           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723156 X | 2039-08-15      | 5.0000%  |  | $7041.19           | $7203.81           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723616 X | 2040-01-15      | 5.0000%  |  | $471.37            | $478.26            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 752168 X | 2045-09-15      | 3.0000%  |  | $2061.37           | $1854.30           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4579 M | 2047-07-20      | 4.0000%  |  | $83.84             | $79.00             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7528 M | 2049-04-20      | 4.5000%  |  | $572.42            | $557.16            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AV7449 X | 2046-09-15      | 3.5000%  |  | $53.72             | $49.55             | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK7735 C | 2065-06-20      | 6.5000%  |  | $3199.32           | $3357.51           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE6030 C | 2064-09-20      | 6.5000%  |  | $1524.39           | $1599.76           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0351 M | 2055-05-20      | 4.5000%  |  | $2120.58           | $2035.21           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF4393 C | 2064-11-20      | 6.5000%  |  | $1236.93           | $1304.81           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN5982 C | 2055-10-20      | 6.5000%  |  | $14850.09          | $15682.59          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 659721 X | 2036-11-15      | 6.5000%  |  | $102.11            | $108.75            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779063 X | 2042-04-15      | 3.5000%  |  | $199.96            | $188.52            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779084 X | 2042-04-15      | 3.0000%  |  | $74.46             | $68.09             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779219 X | 2042-05-15      | 3.5000%  |  | $188.96            | $178.16            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 764036 X | 2027-06-15      | 3.0000%  |  | $15.41             | $15.33             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4956 X | 2052-03-15      | 3.5000%  |  | $293.43            | $269.98            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AL0786 X | 2045-01-15      | 3.0000%  |  | $2848.00           | $2554.90           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7578 M | 2051-09-20      | 2.0000%  |  | $517.42            | $411.66            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BN9288 X | 2049-07-15      | 4.0000%  |  | $31.39             | $29.65             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CJ8213 X | 2052-04-15      | 4.0000%  |  | $2607.52           | $2463.15           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA2310 X | 2047-05-15      | 4.5000%  |  | $160.47            | $157.67            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG9183 C | 2065-02-20      | 6.5000%  |  | $8025.71           | $8422.52           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK3352 C | 2055-05-20      | 6.0000%  |  | $18558.55          | $19041.94          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK8072 C | 2065-07-20      | 7.0000%  |  | $17325.41          | $18182.85          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 617567 X | 2037-06-15      | 6.0000%  |  | $22.63             | $23.79             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 617852 X | 2037-12-15      | 6.0000%  |  | $1.63              | $1.70              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 675062 X | 2038-01-15      | 6.0000%  |  | $797.84            | $831.92            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 722513 X | 2040-01-15      | 5.0000%  |  | $16.20             | $16.41             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 720259 X | 2039-08-15      | 5.0000%  |  | $6581.66           | $6677.86           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 720181 X | 2039-07-15      | 4.0000%  |  | $37.34             | $35.66             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 485244 X | 2031-02-15      | 8.0000%  |  | $42.50             | $43.47             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479580 X | 2030-09-15      | 8.0000%  |  | $4.01              | $4.13              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004850 M | 2040-11-20      | 4.5000%  |  | $8.82              | $8.86              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004797 M | 2040-09-20      | 5.0000%  |  | $1.60              | $1.61              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004796 M | 2040-09-20      | 4.5000%  |  | $43.76             | $42.86             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004709 M | 2040-06-20      | 4.5000%  |  | $82.54             | $80.85             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004513 M | 2039-08-20      | 5.0000%  |  | $56.26             | $56.22             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 658182 X | 2036-11-15      | 6.0000%  |  | $13.48             | $14.08             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP4669 C | 2056-02-20      | 6.5000%  |  | $2972.23           | $3138.85           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN6227 C | 2065-12-20      | 6.5000%  |  | $2661.29           | $2792.88           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7533 C | 2065-10-20      | 6.5000%  |  | $6747.56           | $7081.20           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO3953 C | 2065-10-20      | 6.5000%  |  | $2793.01           | $2931.11           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7550 C | 2065-10-20      | 6.5000%  |  | $6544.18           | $6867.76           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO9543 C | 2065-11-20      | 6.0000%  |  | $1310.86           | $1343.15           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK3914 C | 2065-05-20      | 6.5000%  |  | $2899.72           | $3043.10           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ8096 C | 2066-02-20      | 5.5000%  |  | $1393.36           | $1406.14           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP3868 C | 2066-02-20      | 6.5000%  |  | $2138.68           | $2244.43           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO0109 C | 2065-10-20      | 6.5000%  |  | $3208.55           | $3367.20           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP7521 C | 2065-07-20      | 7.0000%  |  | $377.37            | $392.43            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN9909 C | 2065-09-20      | 6.5000%  |  | $6400.28           | $6716.75           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD4824 X | 2047-11-15      | 3.5000%  |  | $113.30            | $105.49            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD1520 X | 2047-11-15      | 4.5000%  |  | $264.24            | $258.95            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC5503 X | 2047-11-15      | 3.5000%  |  | $22.52             | $21.14             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC3692 X | 2047-09-15      | 4.5000%  |  | $102.23            | $99.51             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA9298 X | 2047-11-15      | 3.5000%  |  | $183.37            | $170.76            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA8293 X | 2047-11-15      | 4.5000%  |  | $137.56            | $137.12            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA2743 X | 2047-07-15      | 4.5000%  |  | $114.24            | $111.14            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AO7289 X | 2045-08-15      | 3.0000%  |  | $317.53            | $284.85            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AO3542 X | 2045-08-15      | 3.0000%  |  | $192.13            | $172.36            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9768 M | 2054-07-20      | 6.5000%  |  | $1620.64           | $1677.26           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9476 M | 2054-02-20      | 6.0000%  |  | $2872.91           | $2894.49           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9294 M | 2053-11-20      | 6.5000%  |  | $24.78             | $25.63             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9849 M | 2054-08-20      | 4.5000%  |  | $17377.25          | $16817.87          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 783976 M | 2043-04-20      | 3.5000%  |  | $7.25              | $6.84              | Agency Mortgage-Backed Securities  |
| GNMA GNII AP 784449 M | 2044-09-20      | 4.5000%  |  | $175.47            | $172.09            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784407 M | 2047-11-20      | 3.5000%  |  | $72.66             | $67.89             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 525564 X | 2030-01-15      | 8.5000%  |  | $7.85              | $8.05              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 523018 X | 2030-07-15      | 8.0000%  |  | $1.18              | $1.21              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 523015 X | 2030-07-15      | 8.5000%  |  | $4.32              | $4.41              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 521125 X | 2030-10-15      | 8.0000%  |  | $1.51              | $1.54              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 520100 X | 2030-03-15      | 8.0000%  |  | $7.33              | $7.54              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 515963 X | 2041-11-15      | 3.0000%  |  | $100.25            | $91.68             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 515849 X | 2030-07-15      | 8.5000%  |  | $21.43             | $21.81             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 508378 X | 2030-09-15      | 8.5000%  |  | $1.54              | $1.57              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 508398 X | 2030-11-15      | 8.5000%  |  | $4.30              | $4.37              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6865 M | 2050-09-20      | 2.5000%  |  | $3953.19           | $3402.36           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6864 M | 2050-09-20      | 2.0000%  |  | $201503.75         | $166332.61         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6700 M | 2050-06-20      | 3.0000%  |  | $47.31             | $41.19             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6588 M | 2050-04-20      | 2.5000%  |  | $953.68            | $806.95            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6534 M | 2050-03-20      | 4.5000%  |  | $200.67            | $193.07            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF2227 C | 2064-08-20      | 7.5000%  |  | $680.20            | $710.06            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF2078 C | 2065-06-20      | 6.5000%  |  | $1257.91           | $1320.11           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF1078 C | 2064-10-20      | 6.0000%  |  | $2440.10           | $2500.21           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL3185 X | 2052-02-15      | 4.0000%  |  | $1939.87           | $1832.46           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL3174 X | 2052-02-15      | 4.0000%  |  | $1433.08           | $1353.73           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK8233 X | 2052-03-15      | 4.0000%  |  | $6562.56           | $6197.37           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK8182 X | 2052-02-15      | 4.0000%  |  | $4625.29           | $4344.33           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK3278 X | 2052-02-15      | 4.0000%  |  | $2012.01           | $1900.05           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK1816 X | 2052-03-15      | 3.5000%  |  | $1327.83           | $1215.61           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK1815 X | 2052-02-15      | 4.0000%  |  | $863.48            | $816.56            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CJ9811 X | 2052-02-15      | 4.0000%  |  | $1187.93           | $1121.95           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CJ2165 X | 2052-04-15      | 3.5000%  |  | $186.82            | $175.25            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CH0109 X | 2051-12-15      | 3.5000%  |  | $867.31            | $798.03            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CF8251 X | 2051-09-15      | 3.5000%  |  | $1515.94           | $1385.08           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CC3160 C | 2051-03-20      | 2.5000%  |  | $6309.90           | $5451.33           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2294 M | 2044-10-20      | 4.0000%  |  | $7.74              | $7.30              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2217 M | 2044-09-20      | 4.5000%  |  | $44.65             | $43.46             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2141 M | 2044-08-20      | 4.5000%  |  | $27.44             | $26.87             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2066 M | 2044-07-20      | 4.5000%  |  | $1.86              | $1.83              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA1831 M | 2044-04-20      | 4.5000%  |  | $52.38             | $51.30             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA1013 M | 2043-05-20      | 4.0000%  |  | $1048.32           | $1007.96           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA1751 M | 2044-03-20      | 3.5000%  |  | $19.04             | $17.33             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA0148 M | 2042-06-20      | 3.5000%  |  | $157.78            | $143.56            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4443 M | 2047-05-20      | 4.0000%  |  | $44.58             | $42.01             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 793154 X | 2041-09-15      | 4.5000%  |  | $159.37            | $155.87            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 565693 X | 2032-04-15      | 6.5000%  |  | $2.17              | $2.25              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531030 X | 2032-05-15      | 7.0000%  |  | $20.61             | $21.06             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 587278 X | 2032-09-15      | 6.5000%  |  | $269.43            | $278.96            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 604083 X | 2033-03-15      | 5.5000%  |  | $1311.16           | $1329.49           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 582759 X | 2033-08-15      | 5.5000%  |  | $4.65              | $4.69              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA1830 M | 2044-04-20      | 4.0000%  |  | $10.92             | $10.29             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA1961 M | 2029-06-20      | 3.5000%  |  | $41.11             | $40.63             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2215 M | 2044-09-20      | 3.5000%  |  | $30.00             | $27.30             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8257 M | 2052-09-20      | 2.5000%  |  | $10761.15          | $9038.78           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 626979 X | 2045-03-15      | 3.5000%  |  | $226.33            | $212.52            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8476 M | 2052-12-20      | 2.5000%  |  | $1470.15           | $1234.86           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA6976 X | 2047-07-15      | 5.0000%  |  | $329.59            | $329.88            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG3728 C | 2065-01-20      | 6.5000%  |  | $2877.77           | $3032.65           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL3759 C | 2065-09-20      | 6.0000%  |  | $7985.10           | $8196.36           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0624 M | 2055-09-20      | 6.0000%  |  | $1003796.34        | $1025468.30        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK2316 C | 2065-05-20      | 6.5000%  |  | $4111.01           | $4314.28           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 656454 X | 2036-06-15      | 6.0000%  |  | $2.65              | $2.73              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 650455 X | 2035-12-15      | 5.5000%  |  | $56.10             | $57.53             | Agency Mortgage-Backed Securities  |
| GNMA GNII EP 788332 C | 2065-08-20      | 7.0000%  |  | $48047.54          | $49964.89          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788329 C | 2055-01-20      | 6.0000%  |  | $63656.60          | $65720.80          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788327 C | 2054-12-20      | 6.5000%  |  | $51480.94          | $54468.31          | Agency Mortgage-Backed Securities  |
| GNMA GNII AP 787909 M | 2053-07-20      | 4.0000%  |  | $187.00            | $172.99            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788518 C | 2054-04-20      | 6.5000%  |  | $71733.96          | $75071.58          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN9908 C | 2065-09-20      | 6.0000%  |  | $2087.58           | $2142.82           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN9358 C | 2065-12-20      | 6.5000%  |  | $6752.42           | $7086.30           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN7773 C | 2065-11-20      | 7.0000%  |  | $6715.30           | $7047.65           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN6283 C | 2056-01-20      | 5.5000%  |  | $10191.50          | $10395.36          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN5076 C | 2065-10-20      | 6.0000%  |  | $2044.65           | $2094.55           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN5038 C | 2065-10-20      | 6.5000%  |  | $7771.30           | $8167.28           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4825 C | 2065-10-20      | 7.0000%  |  | $2151.14           | $2257.60           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4687 C | 2065-12-20      | 7.0000%  |  | $3070.81           | $3222.78           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 772827 X | 2027-08-15      | 2.5000%  |  | $23.23             | $23.04             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7869 M | 2052-02-20      | 1.5000%  |  | $1733.17           | $1334.72           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787356 C | 2052-03-20      | 2.5000%  |  | $8436.83           | $7258.88           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9351 M | 2053-12-20      | 6.5000%  |  | $108.20            | $111.98            | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO7009 C | 2040-07-20      | 5.0000%  |  | $5471.83           | $5465.29           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2295 M | 2044-10-20      | 4.5000%  |  | $64.26             | $63.07             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0472 M | 2055-07-20      | 5.5000%  |  | $30691.29          | $30766.77          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI6898 C | 2065-03-20      | 6.5000%  |  | $7866.62           | $8241.33           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788081 M | 2047-01-20      | 3.5000%  |  | $293096.47         | $275434.38         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH7156 C | 2055-02-20      | 6.0000%  |  | $3754.19           | $3932.06           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 675477 X | 2038-06-15      | 5.0000%  |  | $36.49             | $37.18             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 696500 X | 2038-08-15      | 6.5000%  |  | $20.40             | $21.66             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 677224 X | 2038-08-15      | 5.5000%  |  | $1.24              | $1.29              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004240 M | 2038-09-20      | 6.5000%  |  | $2.22              | $2.31              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA8393 X | 2027-09-15      | 2.5000%  |  | $249.72            | $247.60            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9082 X | 2042-10-15      | 3.0000%  |  | $232.48            | $212.02            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA8343 X | 2027-11-15      | 3.5000%  |  | $1.12              | $1.12              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9169 X | 2042-11-15      | 3.0000%  |  | $553.15            | $506.83            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AL9314 X | 2045-03-15      | 3.0000%  |  | $13513.51          | $12122.95          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CM2182 X | 2052-03-15      | 4.0000%  |  | $2619.27           | $2461.29           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6081 M | 2049-08-20      | 3.5000%  |  | $133.93            | $121.95            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD6045 X | 2047-11-15      | 3.5000%  |  | $14.50             | $13.44             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5906 M | 2034-05-20      | 4.0000%  |  | $65.49             | $65.17             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BS8439 X | 2050-05-15      | 3.5000%  |  | $60.71             | $55.86             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD5948 X | 2047-11-15      | 5.0000%  |  | $227.08            | $227.15            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4420 X | 2052-04-15      | 4.0000%  |  | $1550.90           | $1458.16           | Agency Mortgage-Backed Securities  |
| USTR TRFR AX 01/31/28 | 2028-01-31      | 3.7524%  |  | $569547.34         | $572853.35         | U.S. Treasuries (including strips) |

### Security 117: 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):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CLTA3427 | 2056-01-01      | 5.5000%  |  | $815.97            | $835.64            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA2964 | 2056-01-01      | 6.5000%  |  | $345.97            | $364.23            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA1884 | 2055-12-01      | 6.5000%  |  | $487.62            | $514.53            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA2577 | 2056-01-01      | 6.0000%  |  | $631.39            | $659.18            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA1217 | 2055-11-01      | 6.5000%  |  | $303.84            | $320.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS4815 | 2052-05-01      | 3.0000%  |  | $15.22             | $13.39             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4776 | 2053-03-01      | 5.5000%  |  | $34.24             | $34.74             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFS4760 | 2036-04-01      | 2.5000%  |  | $79.77             | $76.20             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0102 | 2056-03-01      | 5.0000%  |  | $442.54            | $437.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF4699 | 2055-11-01      | 6.5000%  |  | $1367.39           | $1434.63           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PRE6172 | 2056-03-01      | 6.0000%  |  | $521.64            | $528.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG4171 | 2056-03-01      | 6.0000%  |  | $766.57            | $792.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG1155 | 2056-03-01      | 6.5000%  |  | $563.85            | $595.54            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIRR0063 | 2041-02-01      | 5.5000%  |  | $1494.65           | $1529.69           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4868 | 2041-01-01      | 4.0000%  |  | $591.19            | $578.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG2894 | 2056-01-01      | 6.0000%  |  | $753.71            | $782.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG0410 | 2056-03-01      | 5.5000%  |  | $597.74            | $607.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG2813 | 2056-03-01      | 5.5000%  |  | $717.61            | $731.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF3854 | 2055-10-01      | 6.5000%  |  | $567.49            | $596.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA3343 | 2052-09-01      | 3.5000%  |  | $35.99             | $33.34             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7652 | 2056-03-01      | 5.0000%  |  | $1190.92           | $1184.11           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA2121 | 2055-12-01      | 6.5000%  |  | $313.78            | $331.90            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA7464 | 2056-02-01      | 5.5000%  |  | $1492.90           | $1531.69           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5899 | 2055-10-01      | 6.5000%  |  | $527.58            | $541.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF0274 | 2055-09-01      | 5.0000%  |  | $896.89            | $887.22            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1597 | 2055-08-01      | 6.5000%  |  | $456.96            | $481.41            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0517 | 2055-08-01      | 6.5000%  |  | $687.30            | $723.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD3692 | 2055-03-01      | 6.5000%  |  | $417.95            | $439.99            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9790 | 2055-07-01      | 6.5000%  |  | $435.28            | $459.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA2575 | 2055-02-01      | 4.5000%  |  | $272.68            | $264.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  |  | $1099.62           | $1107.69           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1146 | 2055-08-01      | 6.5000%  |  | $562.08            | $591.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5673 | 2055-04-01      | 5.5000%  |  | $205.98            | $207.49            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE5296 | 2052-05-01      | 3.0000%  |  | $49.11             | $43.24             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC9779 | 2051-09-01      | 2.0000%  |  | $68.33             | $54.96             | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLQC7455 | 2051-09-01      | 1.5000%  |  | $218.30            | $168.53            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQG1227 | 2053-04-01      | 3.0000%  |  | $559.79            | $492.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA2931 | 2032-03-01      | 3.0000%  |  | $50.44             | $49.10             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  |  | $2.06              | $2.02              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA0634 | 2031-01-01      | 4.5000%  |  | $7.85              | $7.89              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6516 | 2055-09-01      | 6.5000%  |  | $805.43            | $849.87            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX7646 | 2055-03-01      | 7.0000%  |  | $652.69            | $699.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX4337 | 2055-01-01      | 6.5000%  |  | $127.12            | $132.38            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB1476 | 2040-02-01      | 4.5000%  |  | $24.47             | $24.40             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKDB8302 | 2054-11-01      | 6.0000%  |  | $517.43            | $525.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2855 | 2055-06-01      | 5.5000%  |  | $54.83             | $55.75             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  |  | $6.55              | $6.47              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA6183 | 2056-01-01      | 6.0000%  |  | $665.79            | $698.97            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8877 | 2056-03-01      | 6.0000%  |  | $605.26            | $622.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5936 | 2055-12-01      | 6.5000%  |  | $993.64            | $1011.42           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBV6483 | 2040-12-01      | 4.0000%  |  | $23.72             | $23.21             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7550 | 2055-11-01      | 6.5000%  |  | $1036.90           | $1109.94           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA5249 | 2056-02-01      | 5.5000%  |  | $591.23            | $605.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3926 | 2056-03-01      | 5.5000%  |  | $591.71            | $604.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKDF2737 | 2056-02-01      | 6.5000%  |  | $1208.94           | $1236.84           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA6005 | 2041-03-01      | 5.5000%  |  | $360.29            | $368.73            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA7159 | 2056-03-01      | 6.5000%  |  | $1187.40           | $1247.93           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5635 | 2056-04-01      | 6.0000%  |  | $595.96            | $615.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5979 | 2041-02-01      | 5.5000%  |  | $220.96            | $226.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIDE6935 | 2040-12-01      | 3.5000%  |  | $650.53            | $626.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1335 | 2056-03-01      | 5.5000%  |  | $1356.44           | $1376.26           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0067 | 2041-03-01      | 5.0000%  |  | $553.16            | $558.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6170 | 2056-02-01      | 5.5000%  |  | $869.57            | $879.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA5097 | 2052-01-01      | 3.0000%  |  | $1310.74           | $1162.56           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSD8501 | 2055-01-01      | 7.0000%  |  | $13.11             | $13.84             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8493 | 2054-12-01      | 5.5000%  |  | $968.91            | $976.05            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  |  | $4.67              | $4.51              | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSD8509 | 2055-02-01      | 7.0000%  |  | $4.84              | $5.10              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  |  | $16.37             | $16.49             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8467 | 2054-10-01      | 4.5000%  |  | $51.83             | $50.08             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  |  | $556.41            | $577.87            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8439 | 2054-06-01      | 6.0000%  |  | $353.51            | $361.91            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTB0261 | 2056-03-01      | 6.5000%  |  | $640.56            | $671.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL8310 | 2044-03-01      | 3.5000%  |  | $3.90              | $3.67              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  |  | $14.77             | $14.88             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8432 | 2054-05-01      | 6.0000%  |  | $2.76              | $2.82              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  |  | $273.81            | $275.95            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  |  | $239.06            | $240.91            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8420 | 2054-04-01      | 5.5000%  |  | $33.51             | $33.77             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8365 | 2053-10-01      | 4.5000%  |  | $104.44            | $101.06            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8344 | 2053-07-01      | 6.5000%  |  | $0.62              | $0.64              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS5427 | 2053-08-01      | 5.5000%  |  | $504.49            | $509.64            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC C91335 G | 2030-09-01      | 4.0000%  |  | $6.93              | $6.90              | Agency Mortgage-Backed Securities |
| FMAC 02.000 FGPC G18618 G | 2031-11-01      | 2.0000%  |  | $520.18            | $496.96            | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G18527 G | 2029-10-01      | 3.0000%  |  | $182.21            | $179.67            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G16589 G | 2032-09-01      | 3.5000%  |  | $33.72             | $33.46             | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G16153 G | 2031-10-01      | 3.5000%  |  | $815.16            | $806.81            | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G07445 G | 2043-07-01      | 2.5000%  |  | $57.47             | $51.02             | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC T40118 G | 2027-11-01      | 2.5000%  |  | $2.47              | $2.44              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0866 | 2055-02-01      | 5.5000%  |  | $5.82              | $5.95              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5383 | 2056-03-01      | 6.0000%  |  | $705.35            | $731.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5375 | 2056-03-01      | 6.0000%  |  | $804.47            | $837.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG4208 | 2056-03-01      | 6.0000%  |  | $603.33            | $623.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG4160 | 2056-03-01      | 5.5000%  |  | $586.74            | $595.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG4168 | 2056-03-01      | 5.5000%  |  | $573.06            | $581.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG3999 | 2056-03-01      | 6.5000%  |  | $1247.11           | $1318.42           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG3925 | 2056-03-01      | 5.0000%  |  | $802.97            | $796.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG4852 | 2056-03-01      | 6.5000%  |  | $779.09            | $824.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG2835 | 2056-02-01      | 5.0000%  |  | $740.24            | $737.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG2819 | 2056-03-01      | 6.0000%  |  | $712.70            | $736.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG2800 | 2056-03-01      | 5.5000%  |  | $608.35            | $623.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG2229 | 2056-02-01      | 6.5000%  |  | $560.61            | $591.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIDG1928 | 2041-03-01      | 4.0000%  |  | $1438.11           | $1406.95           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1621 | 2056-01-01      | 6.0000%  |  | $863.44            | $892.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1382 | 2056-03-01      | 6.0000%  |  | $1006.77           | $1037.16           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1359 | 2056-03-01      | 6.0000%  |  | $586.47            | $607.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1339 | 2056-03-01      | 5.5000%  |  | $840.58            | $854.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG1331 | 2056-03-01      | 5.0000%  |  | $810.18            | $803.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW0955 | 2052-07-01      | 4.5000%  |  | $1063.29           | $1034.74           | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD2105 | 2051-05-01      | 1.5000%  |  | $234.50            | $181.14            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9186 | 2055-07-01      | 6.5000%  |  | $524.95            | $552.46            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1467 | 2055-09-01      | 6.5000%  |  | $850.47            | $897.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAJ7696 | 2041-12-01      | 4.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CKBU7166 | 2051-12-01      | 3.5000%  |  | $1067.94           | $952.51            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM2306 | 2046-12-01      | 3.5000%  |  | $103.37            | $97.09             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1507 | 2052-02-01      | 3.0000%  |  | $6.47              | $5.70              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  |  | $66.21             | $64.12             | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI7638 | 2054-06-01      | 7.5000%  |  | $509.31            | $545.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4675 | 2052-09-01      | 4.5000%  |  | $70.85             | $68.84             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM1963 | 2045-02-01      | 3.5000%  |  | $138.01            | $130.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA0838 | 2053-10-01      | 6.0000%  |  | $239.65            | $247.11            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8990 | 2055-07-01      | 6.5000%  |  | $389.45            | $411.06            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  |  | $505.58            | $489.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.490 MIAN7724 | 2032-12-01      | 3.4900%  |  | $229.71            | $224.89            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $37.73             | $38.11             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  |  | $98.95             | $100.00            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  |  | $41.16             | $41.61             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $398.07            | $394.98            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $13.29             | $13.43             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  |  | $95.13             | $97.91             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3041 | 2055-09-01      | 6.5000%  |  | $307.05            | $325.10            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3051 | 2055-09-01      | 6.5000%  |  | $584.84            | $617.47            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3048 | 2055-09-01      | 6.5000%  |  | $281.68            | $296.14            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6012 | 2055-02-01      | 7.0000%  |  | $600.56            | $641.23            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5664 | 2055-02-01      | 7.0000%  |  | $1221.85           | $1304.68           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5446 | 2055-02-01      | 7.0000%  |  | $1014.79           | $1084.20           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX4785 | 2055-02-01      | 7.0000%  |  | $296.16            | $313.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CT257125 | 2028-03-01      | 5.5000%  |  | $97.77             | $98.93             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CT257373 | 2028-09-01      | 6.5000%  |  | $2.60              | $2.70              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL256078 | 2035-12-01      | 4.5000%  |  | $0.54              | $0.54              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  |  | $790.02            | $820.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL190363 | 2035-11-01      | 5.5000%  |  | $14.20             | $14.69             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 ZL310104 | 2037-08-01      | 5.5000%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIQO4181 | 2040-09-01      | 6.5000%  |  | $328.24            | $343.08            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO4009 | 2040-08-01      | 3.5000%  |  | $221.85            | $213.81            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO2341 | 2039-07-01      | 5.0000%  |  | $252.79            | $256.77            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO2681 | 2039-11-01      | 3.5000%  |  | $59.98             | $57.81             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO1222 | 2038-03-01      | 4.0000%  |  | $9.36              | $9.16              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI9074 | 2054-06-01      | 6.0000%  |  | $25.78             | $26.53             | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI7729 | 2054-06-01      | 7.5000%  |  | $768.69            | $825.59            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI6911 | 2054-06-01      | 6.0000%  |  | $146.99            | $150.55            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PRE6145 | 2054-05-01      | 7.0000%  |  | $219.57            | $228.53            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PRE6168 | 2055-12-01      | 6.0000%  |  | $597.10            | $604.60            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CNRD5251 | 2035-07-01      | 5.0000%  |  | $45.69             | $46.31             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CNRD5241 | 2035-04-01      | 5.5000%  |  | $464.17            | $475.05            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9371 | 2056-02-01      | 5.5000%  |  | $935.10            | $949.88            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIQO5225 | 2041-03-01      | 5.5000%  |  | $673.57            | $697.03            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA5490 | 2056-01-01      | 6.5000%  |  | $303.23            | $318.10            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CNRD5288 | 2036-03-01      | 4.5000%  |  | $68.17             | $68.36             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA7155 | 2056-02-01      | 5.5000%  |  | $692.68            | $709.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA1110 | 2054-09-01      | 4.5000%  |  | $248.56            | $241.61            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4529 | 2055-05-01      | 6.0000%  |  | $203.65            | $208.40            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8272 | 2052-12-01      | 3.0000%  |  | $1680.28           | $1478.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE3518 | 2055-07-01      | 6.5000%  |  | $750.66            | $790.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0185 | 2055-08-01      | 6.0000%  |  | $721.60            | $738.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD2994 | 2055-02-01      | 7.0000%  |  | $675.68            | $718.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0251 | 2055-10-01      | 6.5000%  |  | $806.99            | $854.98            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3443 | 2055-09-01      | 6.5000%  |  | $530.46            | $562.27            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIRR0052 | 2041-01-01      | 4.0000%  |  | $841.03            | $822.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL845853 | 2035-10-01      | 4.5000%  |  | $5.39              | $5.24              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC0307 | 2054-07-01      | 6.5000%  |  | $299.02            | $314.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA2251 | 2048-08-01      | 5.0000%  |  | $1478.91           | $1488.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS3411 | 2053-01-01      | 6.0000%  |  | $36.17             | $37.18             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA8157 | 2054-02-01      | 7.5000%  |  | $343.67            | $368.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTFS5191 | 2042-08-01      | 2.0000%  |  | $399.07            | $345.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS5127 | 2052-01-01      | 3.0000%  |  | $27.95             | $24.59             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  |  | $292.03            | $257.24            | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD8139 | 2051-04-01      | 1.5000%  |  | $242.71            | $187.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  |  | $1632.11           | $1262.18           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5778 | 2054-07-01      | 6.0000%  |  | $679.47            | $697.02            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5691 | 2054-06-01      | 6.0000%  |  | $395.33            | $405.04            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD5196 | 2052-06-01      | 3.5000%  |  | $74.57             | $68.97             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD4812 | 2054-02-01      | 5.5000%  |  | $670.52            | $678.30            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3394 | 2053-07-01      | 5.5000%  |  | $3.48              | $3.54              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD3019 | 2052-07-01      | 3.0000%  |  | $1169.98           | $1029.18           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFS3000 | 2035-02-01      | 2.5000%  |  | $223.32            | $215.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIFS2930 | 2037-09-01      | 4.0000%  |  | $31.51             | $30.86             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS2463 | 2052-02-01      | 3.0000%  |  | $1106.54           | $981.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS2232 | 2052-04-01      | 3.5000%  |  | $8.22              | $7.60              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS2126 | 2052-06-01      | 3.5000%  |  | $6.05              | $5.59              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS2058 | 2052-06-01      | 4.0000%  |  | $278.08            | $263.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS2045 | 2043-12-01      | 4.5000%  |  | $7.35              | $7.27              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1372 | 2052-03-01      | 3.0000%  |  | $29.62             | $26.06             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1169 | 2052-03-01      | 3.0000%  |  | $5.87              | $5.16              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS1107 | 2051-12-01      | 2.5000%  |  | $217.94            | $187.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS1069 | 2051-12-01      | 2.0000%  |  | $156.94            | $126.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1782 | 2052-05-01      | 3.0000%  |  | $1385.76           | $1241.79           | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8097 | 2036-04-01      | 1.5000%  |  | $71.74             | $64.62             | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8088 | 2036-02-01      | 1.5000%  |  | $7.52              | $6.77              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8074 | 2035-11-01      | 2.0000%  |  | $229.88            | $211.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1345 | 2056-03-01      | 5.5000%  |  | $737.53            | $750.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1297 | 2056-02-01      | 6.0000%  |  | $566.83            | $585.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1310 | 2056-02-01      | 6.0000%  |  | $566.47            | $589.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1211 | 2056-02-01      | 6.0000%  |  | $557.33            | $580.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLRQ0031 | 2055-07-01      | 7.5000%  |  | $30.26             | $32.34             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFA3278 | 2038-03-01      | 2.0000%  |  | $141.56            | $130.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLFA2861 | 2052-04-01      | 1.5000%  |  | $276.49            | $213.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFA2482 | 2036-09-01      | 2.5000%  |  | $455.22            | $429.86            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ0828 | 2054-02-01      | 5.0000%  |  | $399.23            | $395.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIFA2392 | 2035-03-01      | 4.0000%  |  | $397.37            | $394.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFA1591 | 2051-10-01      | 2.0000%  |  | $64.46             | $51.84             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFA1546 | 2037-03-01      | 2.5000%  |  | $50.43             | $47.64             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA1354 | 2052-06-01      | 3.0000%  |  | $511.01            | $453.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA0740 | 2055-03-01      | 4.5000%  |  | $523.21            | $505.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0369 | 2055-01-01      | 5.5000%  |  | $55.34             | $56.30             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5333 | 2055-10-01      | 6.5000%  |  | $245.84            | $258.99            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5331 | 2055-10-01      | 6.5000%  |  | $302.56            | $318.91            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ4354 | 2055-08-01      | 6.0000%  |  | $1416.85           | $1463.86           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ4296 | 2055-09-01      | 6.0000%  |  | $707.37            | $734.09            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ4234 | 2055-10-01      | 5.5000%  |  | $276.44            | $279.13            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3708 | 2055-09-01      | 6.5000%  |  | $715.54            | $750.76            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3678 | 2055-09-01      | 6.5000%  |  | $339.68            | $357.75            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ3633 | 2055-08-01      | 5.5000%  |  | $737.18            | $742.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6413 | 2056-04-01      | 5.5000%  |  | $1192.49           | $1210.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5760 | 2056-04-01      | 6.0000%  |  | $840.20            | $880.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5734 | 2056-03-01      | 6.0000%  |  | $1259.88           | $1302.37           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5334 | 2055-09-01      | 6.5000%  |  | $299.10            | $314.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5535 | 2056-03-01      | 6.5000%  |  | $882.12            | $923.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5527 | 2056-03-01      | 6.5000%  |  | $603.13            | $629.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5525 | 2056-03-01      | 6.5000%  |  | $589.22            | $614.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIDG5415 | 2041-03-01      | 4.0000%  |  | $1553.49           | $1519.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBM4864 | 2033-05-01      | 3.5000%  |  | $255.78            | $252.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CWBM3809 | 2032-03-01      | 3.0000%  |  | $80.17             | $78.41             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM3053 | 2046-07-01      | 4.5000%  |  | $14.17             | $14.03             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM3052 | 2047-10-01      | 4.5000%  |  | $6.70              | $6.57              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM1920 | 2046-07-01      | 4.5000%  |  | $12.36             | $12.21             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM1879 | 2044-01-01      | 3.5000%  |  | $13.88             | $13.07             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBM1099 | 2032-03-01      | 3.0000%  |  | $1170.10           | $1140.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBK9890 | 2048-08-01      | 5.0000%  |  | $2.28              | $2.33              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBH7067 | 2047-12-01      | 4.5000%  |  | $7.60              | $7.48              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBH1172 | 2047-05-01      | 4.5000%  |  | $0.21              | $0.21              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  |  | $512.66            | $495.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5554 | 2054-12-01      | 6.0000%  |  | $6.10              | $6.24              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $1032.21           | $1020.03           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5499 | 2054-10-01      | 6.5000%  |  | $1177.63           | $1223.53           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  |  | $1801.96           | $1524.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4586 | 2042-04-01      | 2.0000%  |  | $123.31            | $106.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4581 | 2037-04-01      | 1.5000%  |  | $152.39            | $136.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  |  | $3.19              | $2.93              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4568 | 2037-03-01      | 2.5000%  |  | $8.39              | $7.93              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4564 | 2052-03-01      | 3.0000%  |  | $30.00             | $26.43             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9420 | 2055-07-01      | 6.5000%  |  | $328.52            | $346.37            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0661 | 2055-03-01      | 5.5000%  |  | $235.46            | $239.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1481 | 2055-04-01      | 5.5000%  |  | $268.51            | $270.97            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8884 | 2055-07-01      | 6.5000%  |  | $1398.10           | $1468.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAA7706 | 2039-07-01      | 4.0000%  |  | $14.74             | $14.28             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8279 | 2052-11-01      | 6.0000%  |  | $6.97              | $7.18              | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4436 | 2051-10-01      | 1.5000%  |  | $261.97            | $201.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBK5150 | 2033-05-01      | 3.5000%  |  | $34.87             | $34.32             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIAL6841 | 2029-02-01      | 4.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIDA9988 | 2039-03-01      | 6.5000%  |  | $146.19            | $153.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4268 | 2041-02-01      | 2.0000%  |  | $33.29             | $29.21             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CISB8346 | 2039-12-01      | 4.0000%  |  | $510.23            | $499.20            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLZS0886 | 2035-07-01      | 5.0000%  |  | $286.13            | $288.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFM3387 | 2035-03-01      | 3.5000%  |  | $153.44            | $150.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA3798 | 2034-10-01      | 3.0000%  |  | $222.09            | $214.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLQC1683 | 2051-05-01      | 1.5000%  |  | $276.44            | $213.54            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS2966 | 2040-08-01      | 4.5000%  |  | $6.69              | $6.62              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  |  | $185.90            | $150.10            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8119 | 2036-09-01      | 2.0000%  |  | $98.48             | $90.49             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLZI9174 | 2039-09-01      | 6.0000%  |  | $6.94              | $7.24              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE5578 | 2055-07-01      | 6.5000%  |  | $657.71            | $692.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIRR0043 | 2040-11-01      | 6.5000%  |  | $174.88            | $182.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5691 | 2040-04-01      | 6.5000%  |  | $122.98            | $128.53            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3959 | 2055-09-01      | 6.5000%  |  | $292.29            | $308.34            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0075 | 2055-12-01      | 5.0000%  |  | $100.76            | $99.53             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9705 | 2055-07-01      | 6.5000%  |  | $315.90            | $331.99            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9704 | 2055-07-01      | 6.5000%  |  | $317.08            | $334.30            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9679 | 2055-07-01      | 6.5000%  |  | $190.94            | $201.04            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9703 | 2055-08-01      | 6.5000%  |  | $307.54            | $325.30            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9649 | 2055-07-01      | 6.5000%  |  | $638.05            | $671.95            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY9584 | 2055-07-01      | 5.5000%  |  | $610.31            | $619.60            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY9600 | 2055-07-01      | 5.5000%  |  | $623.49            | $629.22            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9413 | 2055-07-01      | 6.5000%  |  | $461.98            | $486.03            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9412 | 2055-07-01      | 6.5000%  |  | $288.19            | $304.01            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9350 | 2055-07-01      | 6.5000%  |  | $784.30            | $826.63            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTRB5189 | 2042-10-01      | 4.5000%  |  | $1035.52           | $1033.35           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8692 | 2055-09-01      | 6.0000%  |  | $875.73            | $904.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0375 | 2055-07-01      | 6.5000%  |  | $638.07            | $671.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6753 | 2055-06-01      | 6.5000%  |  | $1026.71           | $1081.32           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  |  | $37.29             | $37.56             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA0534 | 2030-10-01      | 4.0000%  |  | $7.81              | $7.77              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAU1292 | 2043-07-01      | 3.0000%  |  | $429.04            | $392.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBD5055 | 2047-02-01      | 3.0000%  |  | $5.80              | $5.29              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL9501 | 2045-11-01      | 4.5000%  |  | $2.84              | $2.81              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.990 MLAN1154 | 2046-03-01      | 3.9900%  |  | $197.19            | $182.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAS8349 | 2036-11-01      | 3.0000%  |  | $9.06              | $8.57              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZI5611 | 2037-01-01      | 5.5000%  |  | $4.43              | $4.54              | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB8454 | 2054-07-01      | 7.5000%  |  | $377.86            | $403.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM7391 | 2036-05-01      | 2.5000%  |  | $212.86            | $202.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3259 | 2052-04-01      | 3.5000%  |  | $728.72            | $669.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CKBO2889 | 2049-08-01      | 4.0000%  |  | $271.58            | $257.20            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7365 | 2048-07-01      | 4.5000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8487 | 2054-12-01      | 4.0000%  |  | $1411.74           | $1332.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5722 | 2040-04-01      | 3.5000%  |  | $223.98            | $215.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5710 | 2040-05-01      | 4.5000%  |  | $16.74             | $16.68             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5701 | 2055-05-01      | 6.0000%  |  | $224.29            | $229.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5675 | 2055-04-01      | 6.5000%  |  | $19.25             | $19.99             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIMA5641 | 2040-01-01      | 4.0000%  |  | $21.60             | $21.14             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5624 | 2040-01-01      | 3.5000%  |  | $803.84            | $774.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5614 | 2055-02-01      | 5.5000%  |  | $135.74            | $136.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  |  | $24.68             | $23.85             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  |  | $157.65            | $148.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLMA5599 | 2054-12-01      | 7.5000%  |  | $70.16             | $75.05             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA5571 | 2054-11-01      | 6.0000%  |  | $835.08            | $843.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5589 | 2040-01-01      | 4.5000%  |  | $35.47             | $35.37             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5551 | 2054-12-01      | 4.5000%  |  | $1.56              | $1.50              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  |  | $21.46             | $21.67             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  |  | $70.80             | $71.52             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIMA5041 | 2038-06-01      | 4.0000%  |  | $108.61            | $106.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  |  | $916.81            | $909.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  |  | $98.33             | $99.38             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  |  | $32.77             | $33.12             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  |  | $313.34            | $287.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4606 | 2042-05-01      | 2.0000%  |  | $41.59             | $36.07             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CNQS0342 | 2036-01-01      | 4.5000%  |  | $598.91            | $601.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRAP2109 | 2032-08-01      | 4.0000%  |  | $4.87              | $4.81              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8862 | 2055-07-01      | 6.5000%  |  | $373.92            | $396.99            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY8488 | 2055-07-01      | 7.0000%  |  | $796.68            | $852.68            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8983 | 2055-07-01      | 6.5000%  |  | $274.94            | $287.80            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8886 | 2055-07-01      | 6.5000%  |  | $1043.69           | $1096.01           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8099 | 2055-06-01      | 6.5000%  |  | $93.17             | $97.54             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8087 | 2055-06-01      | 6.5000%  |  | $546.62            | $575.70            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8076 | 2055-06-01      | 6.5000%  |  | $224.03            | $235.96            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8070 | 2055-06-01      | 6.5000%  |  | $324.11            | $342.09            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY8017 | 2055-07-01      | 6.0000%  |  | $510.44            | $536.32            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX4462 | 2055-01-01      | 7.0000%  |  | $800.47            | $847.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAE0826 | 2041-01-01      | 4.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAD7992 | 2040-07-01      | 4.5000%  |  | $3.48              | $3.44              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAD6939 | 2040-07-01      | 4.5000%  |  | $82.32             | $81.51             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAD1655 | 2040-03-01      | 4.5000%  |  | $9.55              | $9.46              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA6072 | 2056-02-01      | 6.5000%  |  | $651.83            | $666.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4547 | 2052-02-01      | 2.0000%  |  | $490.53            | $396.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4546 | 2052-02-01      | 1.5000%  |  | $91.84             | $70.80             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  |  | $42.43             | $42.76             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5295 | 2054-03-01      | 6.0000%  |  | $22.20             | $22.71             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  |  | $213.82            | $215.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4343 | 2051-05-01      | 1.5000%  |  | $1610.82           | $1244.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CNMA4367 | 2031-06-01      | 1.5000%  |  | $396.11            | $374.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CNMA4309 | 2031-04-01      | 2.0000%  |  | $46.33             | $44.42             | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4278 | 2036-03-01      | 1.5000%  |  | $7.82              | $7.05              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4303 | 2036-04-01      | 2.0000%  |  | $163.22            | $149.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8624 | 2055-09-01      | 6.5000%  |  | $595.98            | $630.66            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  |  | $1.71              | $1.70              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  |  | $1.35              | $1.24              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8262 | 2052-09-01      | 2.5000%  |  | $207.35            | $175.26            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  |  | $1230.47           | $1083.69           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9390 | 2056-02-01      | 6.0000%  |  | $1444.67           | $1514.61           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9389 | 2056-03-01      | 5.5000%  |  | $588.18            | $603.46            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9296 | 2056-03-01      | 6.0000%  |  | $672.82            | $699.58            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9087 | 2056-04-01      | 6.0000%  |  | $871.72            | $907.45            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9038 | 2056-03-01      | 5.5000%  |  | $1051.66           | $1080.08           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8763 | 2056-03-01      | 6.0000%  |  | $692.81            | $712.70            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA8495 | 2056-03-01      | 6.5000%  |  | $942.81            | $992.46            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8268 | 2052-11-01      | 5.5000%  |  | $13.88             | $14.05             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA8395 | 2056-03-01      | 6.5000%  |  | $825.00            | $872.18            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8355 | 2056-02-01      | 6.0000%  |  | $1057.99           | $1109.22           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA8260 | 2056-02-01      | 5.5000%  |  | $635.14            | $645.00            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD2954 | 2053-04-01      | 4.5000%  |  | $1199.43           | $1169.10           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB0361 | 2035-07-01      | 3.0000%  |  | $76.34             | $73.31             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  |  | $156.70            | $151.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  |  | $2.83              | $2.95              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF9834 | 2055-11-01      | 5.5000%  |  | $708.32            | $716.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL9031 | 2046-08-01      | 3.0000%  |  | $0.54              | $0.49              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTAL5861 | 2031-01-01      | 4.5000%  |  | $5.67              | $5.68              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL5213 | 2044-04-01      | 4.5000%  |  | $0.17              | $0.16              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTAL4707 | 2032-05-01      | 4.5000%  |  | $12.06             | $12.09             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL4010 | 2043-07-01      | 3.5000%  |  | $9.86              | $9.28              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL2482 | 2042-09-01      | 4.5000%  |  | $4.80              | $4.75              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL1472 | 2039-05-01      | 4.5000%  |  | $6.39              | $6.33              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIAL0300 | 2026-06-01      | 4.5000%  |  | $0.42              | $0.43              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 I4BF0174 | 2057-02-01      | 3.0000%  |  | $0.82              | $0.70              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ7679 | 2041-12-01      | 3.5000%  |  | $0.91              | $0.86              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAJ3120 | 2041-10-01      | 4.5000%  |  | $1.45              | $1.44              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI2614 | 2041-05-01      | 4.5000%  |  | $119.15            | $117.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI1191 | 2041-04-01      | 4.5000%  |  | $5.72              | $5.66              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI0127 | 2041-04-01      | 4.5000%  |  | $49.23             | $48.92             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAH5943 | 2041-02-01      | 4.5000%  |  | $33.60             | $33.27             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIAH5195 | 2026-04-01      | 4.5000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 ZL310151 | 2034-11-01      | 5.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF2839 | 2055-10-01      | 5.5000%  |  | $291.90            | $294.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIDF2746 | 2041-02-01      | 4.5000%  |  | $276.61            | $275.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF2322 | 2055-10-01      | 6.5000%  |  | $568.05            | $603.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF2129 | 2055-10-01      | 6.5000%  |  | $652.84            | $689.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF2098 | 2055-11-01      | 6.5000%  |  | $1092.10           | $1167.43           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF2097 | 2055-11-01      | 6.5000%  |  | $1103.32           | $1181.07           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS6605 | 2052-06-01      | 2.0000%  |  | $256.11            | $206.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFS7514 | 2037-06-01      | 2.0000%  |  | $75.80             | $69.65             | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4359 | 2036-06-01      | 1.5000%  |  | $152.82            | $137.32            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG7676 | 2053-06-01      | 5.5000%  |  | $1505.74           | $1531.54           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7557 | 2052-06-01      | 4.5000%  |  | $79.51             | $77.12             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4128 | 2052-07-01      | 4.5000%  |  | $87.86             | $85.43             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8204 | 2052-04-01      | 2.0000%  |  | $480.24            | $387.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA8155 | 2054-02-01      | 7.5000%  |  | $336.32            | $364.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7999 | 2046-09-01      | 3.0000%  |  | $6.13              | $5.58              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4570 | 2042-03-01      | 2.0000%  |  | $39.70             | $34.42             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1484 | 2055-10-01      | 6.5000%  |  | $822.26            | $865.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5909 | 2055-12-01      | 5.0000%  |  | $2.19              | $2.16              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0367 | 2055-07-01      | 6.5000%  |  | $360.65            | $378.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1104 | 2056-02-01      | 6.0000%  |  | $611.33            | $631.28            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7847 | 2056-02-01      | 6.0000%  |  | $621.58            | $641.26            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA5983 | 2056-02-01      | 6.5000%  |  | $292.58            | $309.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG2883 | 2056-01-01      | 6.5000%  |  | $500.20            | $530.71            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0146 | 2055-12-01      | 6.5000%  |  | $1096.14           | $1152.78           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7607 | 2056-03-01      | 6.0000%  |  | $949.70            | $987.76            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTQK1825 | 2046-01-01      | 5.0000%  |  | $771.39            | $771.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE5340 | 2055-10-01      | 6.5000%  |  | $567.67            | $601.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE4206 | 2055-08-01      | 6.5000%  |  | $495.66            | $521.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE4133 | 2055-08-01      | 6.5000%  |  | $696.32            | $733.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE4103 | 2055-08-01      | 6.5000%  |  | $608.85            | $642.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDE3879 | 2040-11-01      | 5.0000%  |  | $1162.93           | $1174.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE3519 | 2055-07-01      | 6.5000%  |  | $673.70            | $709.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE2364 | 2055-06-01      | 6.5000%  |  | $728.31            | $776.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE1790 | 2055-06-01      | 6.5000%  |  | $340.66            | $358.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  |  | $414.07            | $410.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE1783 | 2055-07-01      | 6.5000%  |  | $820.00            | $865.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD9681 | 2055-07-01      | 5.5000%  |  | $948.07            | $955.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9528 | 2055-08-01      | 6.0000%  |  | $581.58            | $604.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8951 | 2055-09-01      | 5.5000%  |  | $653.81            | $659.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8932 | 2055-09-01      | 6.5000%  |  | $553.56            | $583.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4302 | 2036-04-01      | 1.5000%  |  | $58.21             | $52.43             | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4236 | 2051-01-01      | 1.5000%  |  | $158.80            | $122.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4232 | 2041-01-01      | 2.0000%  |  | $163.00            | $143.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4205 | 2035-12-01      | 1.5000%  |  | $270.88            | $244.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4095 | 2035-08-01      | 2.0000%  |  | $358.33            | $329.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTMA4054 | 2040-06-01      | 2.5000%  |  | $27.81             | $25.29             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA3970 | 2035-03-01      | 2.0000%  |  | $1324.92           | $1220.06           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA3983 | 2035-04-01      | 2.0000%  |  | $102.39            | $94.29             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA3828 | 2034-11-01      | 3.0000%  |  | $491.01            | $473.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA3797 | 2034-10-01      | 2.5000%  |  | $523.35            | $495.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA3768 | 2034-09-01      | 3.0000%  |  | $115.28            | $111.21            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI0880 | 2054-01-01      | 7.5000%  |  | $382.47            | $415.04            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 ZLSI2134 | 2055-01-01      | 6.5000%  |  | $1.00              | $1.04              | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PRE6153 | 2054-10-01      | 7.0000%  |  | $493.29            | $513.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8341 | 2055-08-01      | 6.5000%  |  | $772.27            | $817.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8227 | 2055-08-01      | 6.5000%  |  | $435.85            | $458.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7525 | 2055-08-01      | 6.5000%  |  | $731.55            | $774.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7515 | 2055-08-01      | 6.5000%  |  | $627.15            | $664.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7414 | 2055-08-01      | 6.5000%  |  | $1286.97           | $1359.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF9169 | 2056-01-01      | 6.0000%  |  | $767.99            | $787.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIMA6036 | 2041-04-01      | 4.0000%  |  | $472.82            | $462.55            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA3342 | 2056-01-01      | 6.0000%  |  | $539.29            | $554.93            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD2282 | 2052-01-01      | 3.5000%  |  | $363.41            | $336.29            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2198 | 2053-01-01      | 6.0000%  |  | $3.00              | $3.13              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD1605 | 2051-12-01      | 2.5000%  |  | $2.79              | $2.35              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1015 | 2048-05-01      | 4.5000%  |  | $49.64             | $49.10             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0959 | 2052-04-01      | 3.5000%  |  | $0.75              | $0.70              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  |  | $464.34            | $463.77            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1739 | 2052-10-01      | 4.5000%  |  | $61.54             | $59.94             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD1708 | 2050-08-01      | 2.5000%  |  | $285.64            | $244.56            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0498 | 2044-06-01      | 3.0000%  |  | $157.88            | $144.70            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD0294 | 2050-03-01      | 4.5000%  |  | $106.02            | $103.98            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTSC0484 | 2044-02-01      | 5.0000%  |  | $763.73            | $767.90            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTSC0447 | 2042-05-01      | 2.0000%  |  | $45.66             | $39.59             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTSC0111 | 2038-06-01      | 3.0000%  |  | $301.71            | $283.87            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8503 | 2035-08-01      | 2.0000%  |  | $114.12            | $105.37            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8500 | 2035-07-01      | 2.5000%  |  | $93.75             | $89.13             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB8374 | 2040-03-01      | 3.5000%  |  | $555.56            | $535.32            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CISB8347 | 2040-01-01      | 4.0000%  |  | $23.52             | $23.01             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CTZT2115 | 2029-01-01      | 6.0000%  |  | $134.94            | $138.02            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT0523 | 2048-09-01      | 4.5000%  |  | $27.06             | $26.63             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZT0488 | 2041-06-01      | 5.5000%  |  | $0.26              | $0.27              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT0076 | 2047-07-01      | 4.5000%  |  | $10.62             | $10.47             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $423.42            | $416.73            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS9370 | 2043-12-01      | 4.5000%  |  | $7.59              | $7.43              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTZS9032 | 2033-12-01      | 4.5000%  |  | $9.70              | $9.76              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZS8606 | 2031-04-01      | 3.0000%  |  | $677.52            | $662.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CNRD5290 | 2036-04-01      | 4.0000%  |  | $194.04            | $192.03            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIRC2071 | 2036-06-01      | 2.0000%  |  | $140.03            | $129.24            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CTRB5157 | 2042-05-01      | 2.5000%  |  | $613.93            | $551.49            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTRB5145 | 2042-02-01      | 2.0000%  |  | $318.88            | $276.71            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTRB5095 | 2041-01-01      | 2.0000%  |  | $25.93             | $22.86             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTRB5090 | 2040-12-01      | 2.0000%  |  | $43.00             | $37.95             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CTRB5106 | 2041-03-01      | 2.5000%  |  | $92.96             | $84.06             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTRB5017 | 2039-11-01      | 3.0000%  |  | $163.79            | $153.06            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9304 | 2053-06-01      | 5.5000%  |  | $748.07            | $761.09            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9036 | 2053-04-01      | 5.5000%  |  | $850.15            | $865.19            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8754 | 2053-03-01      | 5.5000%  |  | $305.55            | $309.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA8327 | 2052-12-01      | 4.5000%  |  | $117.02            | $113.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA8285 | 2047-10-01      | 4.5000%  |  | $296.84            | $289.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7506 | 2052-07-01      | 4.5000%  |  | $175.80            | $170.47            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA6605 | 2052-01-01      | 3.0000%  |  | $0.40              | $0.35              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA6503 | 2051-12-01      | 2.0000%  |  | $409.24            | $332.32            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9185 | 2055-07-01      | 6.5000%  |  | $318.20            | $335.23            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9836 | 2055-08-01      | 6.5000%  |  | $375.66            | $394.07            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9835 | 2055-08-01      | 6.5000%  |  | $1035.26           | $1086.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1145 | 2056-02-01      | 6.0000%  |  | $680.08            | $711.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1153 | 2056-02-01      | 6.0000%  |  | $642.25            | $662.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1098 | 2056-02-01      | 6.0000%  |  | $420.74            | $435.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1072 | 2056-02-01      | 6.0000%  |  | $618.91            | $639.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1091 | 2056-02-01      | 5.5000%  |  | $1116.69           | $1145.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1086 | 2056-02-01      | 6.0000%  |  | $559.69            | $578.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1722 | 2055-12-01      | 5.5000%  |  | $1246.97           | $1262.90           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG0638 | 2055-12-01      | 6.0000%  |  | $160.52            | $166.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG0205 | 2056-02-01      | 6.0000%  |  | $556.36            | $574.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG0182 | 2056-01-01      | 5.5000%  |  | $740.23            | $756.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG0083 | 2056-01-01      | 5.5000%  |  | $741.60            | $751.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIDF9576 | 2041-01-01      | 4.0000%  |  | $224.86            | $219.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF9269 | 2056-02-01      | 6.0000%  |  | $231.87            | $241.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF9208 | 2056-02-01      | 6.5000%  |  | $489.20            | $519.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4339 | 2052-08-01      | 4.5000%  |  | $46.20             | $45.12             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4211 | 2052-07-01      | 4.5000%  |  | $1250.71           | $1214.06           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4160 | 2052-07-01      | 4.5000%  |  | $147.21            | $142.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4030 | 2052-06-01      | 4.5000%  |  | $31.56             | $30.74             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB9053 | 2054-08-01      | 7.0000%  |  | $407.16            | $430.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  |  | $4.72              | $4.58              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS8819 | 2052-06-01      | 3.0000%  |  | $182.89            | $162.33            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G15814 G | 2031-03-01      | 3.5000%  |  | $774.68            | $768.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM2725 | 2050-02-01      | 3.0000%  |  | $30.81             | $27.15             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5683 | 2040-04-01      | 5.0000%  |  | $68.19             | $68.88             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIDE0633 | 2040-05-01      | 6.5000%  |  | $103.12            | $108.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD6150 | 2055-04-01      | 6.5000%  |  | $401.20            | $419.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB1582 | 2037-06-01      | 1.5000%  |  | $605.98            | $544.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8933 | 2055-09-01      | 6.5000%  |  | $485.09            | $511.03            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLZI5174 | 2036-08-01      | 6.5000%  |  | $101.51            | $108.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA3737 | 2034-08-01      | 2.5000%  |  | $489.15            | $463.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLBU1429 | 2052-01-01      | 1.5000%  |  | $86.47             | $66.66             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4311 | 2041-04-01      | 2.0000%  |  | $21.32             | $18.73             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  |  | $399.24            | $386.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4183 | 2050-11-01      | 2.5000%  |  | $360.00            | $305.90            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS9822 | 2046-09-01      | 3.0000%  |  | $7.57              | $6.84              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  |  | $0.13              | $0.13              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAL9227 | 2036-10-01      | 3.0000%  |  | $2.97              | $2.79              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  |  | $4.54              | $4.58              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO4327 | 2040-07-01      | 3.5000%  |  | $45.09             | $43.45             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX7595 | 2055-03-01      | 6.0000%  |  | $631.03            | $656.24            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  |  | $1195.33           | $1222.63           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIQO3878 | 2040-07-01      | 6.5000%  |  | $670.82            | $701.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5153 | 2055-08-01      | 6.0000%  |  | $277.78            | $284.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8792 | 2055-09-01      | 6.5000%  |  | $1445.94           | $1522.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6518 | 2055-09-01      | 6.5000%  |  | $785.82            | $830.12            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD5514 | 2053-07-01      | 4.5000%  |  | $223.75            | $218.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFM6177 | 2034-07-01      | 3.5000%  |  | $25.83             | $25.63             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZL1395 | 2041-05-01      | 4.5000%  |  | $2.92              | $2.87              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTRB5049 | 2040-05-01      | 3.0000%  |  | $282.09            | $262.77            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG6308 | 2053-07-01      | 6.0000%  |  | $435.37            | $451.87            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  |  | $870.06            | $766.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIFM3464 | 2027-03-01      | 5.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  |  | $428.91            | $432.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  |  | $163.58            | $165.37            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8251 | 2052-08-01      | 5.5000%  |  | $51.92             | $52.50             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  |  | $131.68            | $130.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ3868 | 2054-09-01      | 6.5000%  |  | $36.42             | $37.81             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  |  | $192.69            | $194.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  |  | $687.34            | $703.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL3657 | 2043-06-01      | 3.5000%  |  | $2.47              | $2.32              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM1756 | 2045-12-01      | 4.5000%  |  | $9.81              | $9.68              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  |  | $216.16            | $214.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIMA4994 | 2038-04-01      | 4.0000%  |  | $2.99              | $2.93              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5998 | 2056-03-01      | 5.5000%  |  | $423.58            | $426.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTMA5983 | 2046-02-01      | 5.5000%  |  | $1.63              | $1.65              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5978 | 2041-02-01      | 5.0000%  |  | $66.28             | $66.95             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5977 | 2041-02-01      | 4.5000%  |  | $196.33            | $195.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA6003 | 2041-03-01      | 4.5000%  |  | $1073.20           | $1067.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5951 | 2041-01-01      | 5.0000%  |  | $123.32            | $124.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5950 | 2041-01-01      | 4.5000%  |  | $1140.72           | $1134.80           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5917 | 2040-12-01      | 5.5000%  |  | $40.21             | $41.16             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2436 | 2051-12-01      | 3.0000%  |  | $122.93            | $108.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  |  | $426.98            | $366.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA8460 | 2051-01-01      | 2.5000%  |  | $1216.28           | $1037.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5895 | 2040-09-01      | 6.5000%  |  | $212.96            | $222.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5883 | 2040-11-01      | 3.5000%  |  | $146.27            | $140.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5880 | 2055-11-01      | 6.0000%  |  | $121.89            | $124.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CKMA5905 | 2055-10-01      | 7.0000%  |  | $1066.09           | $1099.40           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5857 | 2040-10-01      | 3.5000%  |  | $545.35            | $525.58            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5165 | 2055-09-01      | 6.5000%  |  | $510.11            | $542.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTAB3000 | 2031-05-01      | 4.5000%  |  | $2.16              | $2.17              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIAL3912 | 2027-01-01      | 4.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CKCB2597 | 2051-11-01      | 4.0000%  |  | $869.89            | $801.23            | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G18575 G | 2030-11-01      | 3.0000%  |  | $216.71            | $212.40            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB8291 | 2039-02-01      | 4.5000%  |  | $35.77             | $35.67             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  |  | $106.42            | $103.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7859 | 2054-01-01      | 5.5000%  |  | $580.56            | $587.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFM4368 | 2035-11-01      | 1.5000%  |  | $6.35              | $5.74              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTMA4233 | 2041-01-01      | 2.5000%  |  | $111.02            | $100.61            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ7748 | 2054-11-01      | 6.0000%  |  | $1291.28           | $1332.49           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8253 | 2052-12-01      | 5.5000%  |  | $801.22            | $813.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CL890738 | 2043-09-01      | 3.5000%  |  | $8.08              | $7.62              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTZA2261 | 2032-05-01      | 3.0000%  |  | $6.55              | $6.34              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA0382 | 2055-01-01      | 5.0000%  |  | $12.88             | $12.81             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKDG4912 | 2056-01-01      | 6.0000%  |  | $631.29            | $639.22            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6260 | 2055-06-01      | 6.0000%  |  | $1176.64           | $1204.04           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY2167 | 2055-04-01      | 7.0000%  |  | $8.09              | $8.65              | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY1948 | 2055-04-01      | 7.0000%  |  | $204.99            | $217.63            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX9296 | 2055-03-01      | 6.5000%  |  | $70.04             | $72.73             | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQX9795 | 2055-03-01      | 7.5000%  |  | $15.04             | $16.36             | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6977 | 2055-02-01      | 7.0000%  |  | $306.76            | $326.13            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6654 | 2055-02-01      | 7.0000%  |  | $568.58            | $608.07            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX6050 | 2055-02-01      | 6.0000%  |  | $832.26            | $865.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8725 | 2054-06-01      | 6.5000%  |  | $817.51            | $854.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8315 | 2054-04-01      | 5.0000%  |  | $194.75            | $192.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7725 | 2053-10-01      | 6.0000%  |  | $226.53            | $232.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB7513 | 2053-11-01      | 7.0000%  |  | $123.23            | $130.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6872 | 2053-08-01      | 6.0000%  |  | $107.19            | $110.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5542 | 2053-01-01      | 5.5000%  |  | $132.37            | $134.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5156 | 2052-11-01      | 6.5000%  |  | $450.52            | $475.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  |  | $0.43              | $0.42              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4971 | 2052-10-01      | 4.5000%  |  | $398.18            | $385.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTCA5593 | 2040-04-01      | 3.0000%  |  | $25.18             | $23.76             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  |  | $72.29             | $72.82             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  |  | $34.76             | $34.35             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA3090 | 2032-08-01      | 3.0000%  |  | $10.93             | $10.63             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CNMA3079 | 2027-07-01      | 2.5000%  |  | $24.52             | $24.31             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5759 | 2055-07-01      | 5.5000%  |  | $1031.14           | $1044.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1962 | 2055-10-01      | 6.5000%  |  | $674.96            | $710.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1990 | 2055-10-01      | 6.5000%  |  | $600.53            | $632.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA0232 | 2029-11-01      | 4.5000%  |  | $11.03             | $11.07             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA0776 | 2031-06-01      | 4.5000%  |  | $1.21              | $1.21              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAC2861 | 2039-08-01      | 4.5000%  |  | $40.66             | $40.26             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAB8550 | 2028-03-01      | 2.5000%  |  | $98.03             | $96.85             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAB3314 | 2041-07-01      | 4.5000%  |  | $0.76              | $0.76              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAB1226 | 2040-07-01      | 4.5000%  |  | $0.95              | $0.94              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAB0532 | 2038-12-01      | 5.5000%  |  | $1.27              | $1.31              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAA9356 | 2039-08-01      | 4.0000%  |  | $12.44             | $12.06             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAA5224 | 2039-03-01      | 4.5000%  |  | $1.25              | $1.24              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAA4666 | 2039-05-01      | 4.5000%  |  | $50.02             | $49.53             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CL971031 | 2039-01-01      | 4.0000%  |  | $240.75            | $233.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL943986 | 2037-08-01      | 6.5000%  |  | $14.47             | $15.35             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL932511 | 2040-02-01      | 5.5000%  |  | $2.58              | $2.65              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL932474 | 2040-02-01      | 4.5000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL892551 | 2036-07-01      | 6.5000%  |  | $0.08              | $0.09              | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA9668 | 2054-02-01      | 7.5000%  |  | $473.84            | $509.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD2765 | 2055-05-01      | 6.0000%  |  | $474.02            | $484.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD1033 | 2055-02-01      | 5.0000%  |  | $613.95            | $607.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD0600 | 2055-07-01      | 7.0000%  |  | $742.81            | $795.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4531 | 2052-11-01      | 5.5000%  |  | $1.10              | $1.13              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  |  | $760.50            | $703.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CNFS4291 | 2031-02-01      | 2.5000%  |  | $8.12              | $8.08              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS4480 | 2050-03-01      | 4.5000%  |  | $47.63             | $47.02             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  |  | $127.61            | $112.29            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA0040 | 2055-11-01      | 6.0000%  |  | $1035.33           | $1069.12           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIRR0077 | 2041-04-01      | 5.5000%  |  | $582.92            | $596.58            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIRR0064 | 2041-03-01      | 3.5000%  |  | $1224.39           | $1179.79           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIRR0041 | 2040-10-01      | 6.5000%  |  | $941.25            | $983.66            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIRR0035 | 2040-11-01      | 3.5000%  |  | $793.68            | $764.78            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIRR0020 | 2040-07-01      | 6.5000%  |  | $178.58            | $186.48            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0016 | 2040-08-01      | 4.5000%  |  | $0.64              | $0.64              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0031 | 2040-10-01      | 4.5000%  |  | $148.56            | $147.79            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIRR0028 | 2040-09-01      | 6.5000%  |  | $443.83            | $463.47            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0114 | 2055-10-01      | 6.5000%  |  | $460.77            | $478.73            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0113 | 2056-04-01      | 6.5000%  |  | $55.56             | $57.69             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRQ0107 | 2056-04-01      | 3.5000%  |  | $834.87            | $765.75            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0076 | 2055-12-01      | 5.5000%  |  | $3.74              | $3.77              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0094 | 2056-02-01      | 5.0000%  |  | $328.08            | $324.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS0219 | 2052-01-01      | 3.0000%  |  | $210.57            | $185.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTFS0803 | 2038-11-01      | 4.5000%  |  | $24.12             | $24.23             | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLFM8630 | 2051-07-01      | 1.5000%  |  | $420.20            | $324.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA3695 | 2034-07-01      | 3.0000%  |  | $210.86            | $203.55            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0051 | 2055-09-01      | 6.5000%  |  | $600.60            | $623.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0048 | 2055-09-01      | 5.0000%  |  | $13.65             | $13.49             | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLRQ0044 | 2055-08-01      | 7.5000%  |  | $4.00              | $4.27              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PQU8366 | 2056-02-01      | 6.5000%  |  | $1182.22           | $1209.50           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7476 | 2056-02-01      | 6.0000%  |  | $585.65            | $604.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG4207 | 2056-03-01      | 5.5000%  |  | $649.96            | $659.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5530 | 2056-03-01      | 6.5000%  |  | $932.02            | $972.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFA3294 | 2037-05-01      | 3.5000%  |  | $414.97            | $405.02            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7217 | 2056-02-01      | 6.0000%  |  | $1136.14           | $1179.41           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF9203 | 2056-02-01      | 6.0000%  |  | $867.99            | $902.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1324 | 2056-03-01      | 5.5000%  |  | $824.30            | $835.74            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9912 | 2056-04-01      | 6.0000%  |  | $608.47            | $625.40            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL4395 | 2056-03-01      | 5.0000%  |  | $281.11            | $278.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1084 | 2056-02-01      | 6.0000%  |  | $634.06            | $655.89            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5536 | 2055-12-01      | 6.0000%  |  | $67.73             | $70.26             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1212 | 2056-02-01      | 6.0000%  |  | $632.34            | $652.98            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8742 | 2056-03-01      | 6.0000%  |  | $848.48            | $877.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA5931 | 2055-11-01      | 6.0000%  |  | $431.70            | $437.12            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA4436 | 2056-01-01      | 6.5000%  |  | $805.53            | $846.70            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA6030 | 2056-01-01      | 6.5000%  |  | $410.34            | $432.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO5033 | 2041-01-01      | 4.0000%  |  | $738.59            | $722.61            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIRR0057 | 2040-11-01      | 6.5000%  |  | $532.89            | $556.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDF9016 | 2041-01-01      | 5.0000%  |  | $81.96             | $82.80             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF8103 | 2055-12-01      | 5.5000%  |  | $1479.77           | $1518.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG2731 | 2056-01-01      | 6.0000%  |  | $345.18            | $359.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA3354 | 2042-01-01      | 6.0000%  |  | $293.79            | $308.11            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9091 | 2056-03-01      | 6.0000%  |  | $1068.54           | $1120.28           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6010 | 2055-02-01      | 7.0000%  |  | $485.70            | $517.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD7027 | 2055-04-01      | 6.0000%  |  | $497.72            | $520.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC4995 | 2054-10-01      | 5.0000%  |  | $422.19            | $418.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC4369 | 2054-09-01      | 6.0000%  |  | $474.23            | $491.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC3492 | 2054-10-01      | 6.0000%  |  | $508.34            | $522.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC2002 | 2054-09-01      | 6.5000%  |  | $301.09            | $312.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIDC0813 | 2040-01-01      | 3.5000%  |  | $262.98            | $253.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB9370 | 2054-09-01      | 6.0000%  |  | $829.00            | $855.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB9872 | 2054-10-01      | 6.5000%  |  | $121.23            | $126.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB9768 | 2054-08-01      | 7.5000%  |  | $330.04            | $352.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB8290 | 2054-12-01      | 5.0000%  |  | $46.52             | $45.97             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB8899 | 2054-07-01      | 7.5000%  |  | $153.82            | $165.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB5112 | 2054-07-01      | 7.0000%  |  | $455.83            | $487.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB1945 | 2054-08-01      | 7.5000%  |  | $487.34            | $525.49            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6436 | 2051-12-01      | 2.5000%  |  | $193.04            | $165.55            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA6188 | 2051-11-01      | 2.0000%  |  | $307.63            | $250.46            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA5287 | 2051-05-01      | 2.0000%  |  | $1157.98           | $943.47            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA2977 | 2050-07-01      | 2.5000%  |  | $644.98            | $553.62            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8367 | 2056-01-01      | 6.0000%  |  | $589.18            | $595.43            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PQU8200 | 2054-08-01      | 7.0000%  |  | $1054.48           | $1099.90           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3PQU7915 | 2051-06-01      | 4.0000%  |  | $417.98            | $389.38            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3PQU7425 | 2050-02-01      | 3.5000%  |  | $593.22            | $531.05            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 3PQU7407 | 2050-03-01      | 4.5000%  |  | $883.30            | $850.62            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3PQU7372 | 2050-02-01      | 3.5000%  |  | $898.01            | $806.69            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS4665 | 2046-05-01      | 4.5000%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZS3729 | 2040-08-01      | 5.5000%  |  | $0.14              | $0.14              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB0328 | 2034-06-01      | 3.0000%  |  | $107.47            | $104.68            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 3PZA3243 | 2047-08-01      | 4.5000%  |  | $692.23            | $666.61            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTZA2415 | 2036-06-01      | 3.0000%  |  | $62.38             | $59.36             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN2876 | 2049-01-01      | 4.5000%  |  | $13.04             | $12.80             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN1256 | 2048-11-01      | 4.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7548 | 2048-08-01      | 4.5000%  |  | $43.43             | $42.76             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM2712 | 2047-02-01      | 3.5000%  |  | $51.34             | $47.94             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZM2278 | 2046-12-01      | 3.0000%  |  | $1.95              | $1.78              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZM2277 | 2046-12-01      | 3.0000%  |  | $4.15              | $3.78              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL8134 | 2044-05-01      | 3.5000%  |  | $62.01             | $58.35             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZL2026 | 2041-09-01      | 4.5000%  |  | $17.17             | $17.00             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZL1354 | 2041-05-01      | 4.5000%  |  | $2.85              | $2.82              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTZJ9328 | 2030-12-01      | 4.5000%  |  | $9.30              | $9.34              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLZA0883 | 2033-03-01      | 6.0000%  |  | $8.99              | $9.30              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLZI5160 | 2036-08-01      | 6.5000%  |  | $72.18             | $75.78             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZI3982 | 2035-12-01      | 5.5000%  |  | $3.26              | $3.37              | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC J38722 G | 2033-03-01      | 3.0000%  |  | $448.29            | $436.06            | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC J36318 G | 2032-02-01      | 3.0000%  |  | $642.20            | $626.05            | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC J32364 G | 2028-11-01      | 2.5000%  |  | $224.56            | $221.72            | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC J21208 G | 2027-11-01      | 2.5000%  |  | $41.44             | $41.05             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6918 | 2056-04-01      | 6.0000%  |  | $642.13            | $663.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6801 | 2056-04-01      | 5.5000%  |  | $1161.77           | $1176.68           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6717 | 2056-04-01      | 5.5000%  |  | $1231.60           | $1249.61           | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC A97016 G | 2041-02-01      | 4.5000%  |  | $105.80            | $104.89            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3PQU7317 | 2049-09-01      | 4.0000%  |  | $301.82            | $292.57            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3PQU7216 | 2049-06-01      | 4.0000%  |  | $250.53            | $237.26            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 3PQU8079 | 2052-06-01      | 4.5000%  |  | $854.95            | $823.30            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $340.59            | $299.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  |  | $138.40            | $134.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFM4427 | 2034-07-01      | 3.0000%  |  | $15.89             | $15.53             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD2355 | 2052-12-01      | 4.5000%  |  | $73.26             | $71.12             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTBE1896 | 2036-12-01      | 3.0000%  |  | $22.68             | $21.53             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9706 | 2055-08-01      | 6.5000%  |  | $283.25            | $298.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA1144 | 2027-08-01      | 2.5000%  |  | $19.81             | $19.63             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS7062 | 2052-06-01      | 3.0000%  |  | $11.10             | $9.77              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB1313 | 2039-09-01      | 4.5000%  |  | $34.52             | $34.43             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB1691 | 2038-07-01      | 2.0000%  |  | $247.24            | $227.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM7293 | 2051-05-01      | 2.5000%  |  | $287.35            | $246.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM6733 | 2035-02-01      | 2.5000%  |  | $871.46            | $840.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFM6482 | 2036-02-01      | 1.5000%  |  | $129.37            | $117.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTFM6161 | 2041-03-01      | 2.0000%  |  | $516.87            | $453.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFM6100 | 2036-04-01      | 1.5000%  |  | $7.70              | $6.92              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM5779 | 2036-02-01      | 2.5000%  |  | $160.88            | $152.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM5704 | 2036-01-01      | 2.0000%  |  | $639.44            | $591.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM5537 | 2036-01-01      | 2.0000%  |  | $68.15             | $62.75             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTFM5506 | 2038-06-01      | 4.5000%  |  | $19.04             | $19.14             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM5413 | 2036-01-01      | 2.0000%  |  | $413.21            | $382.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFM5367 | 2036-02-01      | 1.5000%  |  | $6.97              | $6.27              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM3796 | 2048-10-01      | 4.5000%  |  | $7.94              | $7.85              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM7646 | 2048-05-01      | 4.5000%  |  | $7.36              | $7.27              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM3333 | 2035-06-01      | 2.0000%  |  | $243.32            | $224.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFM1488 | 2033-04-01      | 3.0000%  |  | $251.77            | $245.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIFM1507 | 2028-12-01      | 4.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTZA2327 | 2033-12-01      | 4.5000%  |  | $20.69             | $20.81             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL4113 | 2047-01-01      | 3.5000%  |  | $1094.10           | $1025.48           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL4394 | 2056-01-01      | 5.5000%  |  | $300.56            | $304.71            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL2027 | 2055-08-01      | 5.5000%  |  | $424.60            | $430.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTFA5103 | 2038-03-01      | 4.0000%  |  | $763.41            | $749.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA4183 | 2053-03-01      | 3.0000%  |  | $1590.36           | $1401.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA4472 | 2051-02-01      | 4.5000%  |  | $1005.68           | $984.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA4466 | 2048-03-01      | 3.0000%  |  | $1099.46           | $993.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3874 | 2047-06-01      | 3.0000%  |  | $23.05             | $20.49             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3669 | 2052-05-01      | 3.0000%  |  | $33.98             | $29.89             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4421 | 2052-08-01      | 5.5000%  |  | $256.12            | $260.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB3110 | 2047-03-01      | 2.5000%  |  | $186.03            | $158.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2556 | 2052-01-01      | 3.0000%  |  | $12.60             | $11.10             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2545 | 2052-01-01      | 3.0000%  |  | $84.20             | $74.06             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CKCA4120 | 2048-07-01      | 3.5000%  |  | $275.93            | $251.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CICA3163 | 2034-02-01      | 4.5000%  |  | $0.50              | $0.50              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2480 | 2048-10-01      | 4.5000%  |  | $1336.73           | $1316.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  |  | $302.97            | $305.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5419 | 2054-07-01      | 5.0000%  |  | $0.50              | $0.50              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5188 | 2053-11-01      | 4.5000%  |  | $0.48              | $0.47              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBC0853 | 2031-04-01      | 3.0000%  |  | $48.34             | $47.24             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDF7443 | 2040-12-01      | 5.0000%  |  | $503.74            | $508.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF7207 | 2055-12-01      | 5.5000%  |  | $553.99            | $573.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF6824 | 2055-12-01      | 6.5000%  |  | $574.93            | $605.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF6569 | 2055-12-01      | 6.5000%  |  | $687.38            | $716.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF5907 | 2055-12-01      | 6.5000%  |  | $942.20            | $995.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF5600 | 2055-12-01      | 6.5000%  |  | $702.81            | $739.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6171 | 2056-03-01      | 5.5000%  |  | $745.05            | $753.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF4316 | 2056-03-01      | 6.5000%  |  | $562.10            | $595.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB4881 | 2055-01-01      | 6.5000%  |  | $571.57            | $597.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE7497 | 2055-09-01      | 6.0000%  |  | $987.46            | $1038.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD2766 | 2055-05-01      | 6.5000%  |  | $678.18            | $704.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CNMA5718 | 2035-05-01      | 6.0000%  |  | $50.04             | $51.84             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX6390 | 2055-02-01      | 6.5000%  |  | $723.38            | $754.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6636 | 2055-08-01      | 6.5000%  |  | $886.20            | $936.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC5097 | 2054-10-01      | 6.5000%  |  | $933.54            | $976.42            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8510 | 2036-02-01      | 2.0000%  |  | $251.41            | $231.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  |  | $387.77            | $314.41            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI3269 | 2054-04-01      | 6.0000%  |  | $639.74            | $669.09            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $323.32            | $326.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBM3196 | 2044-05-01      | 5.5000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5389 | 2054-06-01      | 6.0000%  |  | $7.39              | $7.56              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTRB5163 | 2042-05-01      | 3.0000%  |  | $160.56            | $148.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5201 | 2038-11-01      | 5.5000%  |  | $130.14            | $133.27            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIRC2103 | 2036-07-01      | 2.0000%  |  | $305.56            | $280.77            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZI9507 | 2039-12-01      | 4.5000%  |  | $1.26              | $1.25              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA3764 | 2034-09-01      | 2.5000%  |  | $477.62            | $452.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLMA5547 | 2054-11-01      | 7.0000%  |  | $502.31            | $530.16            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4100 | 2045-03-01      | 3.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0253 | 2055-08-01      | 6.5000%  |  | $340.09            | $358.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5878 | 2055-11-01      | 5.0000%  |  | $3.27              | $3.23              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX7091 | 2055-02-01      | 6.0000%  |  | $933.62            | $971.25            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2504 | 2055-09-01      | 6.5000%  |  | $532.23            | $561.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE7304 | 2055-07-01      | 7.0000%  |  | $294.55            | $316.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CKDG5402 | 2056-03-01      | 5.5000%  |  | $693.89            | $689.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5104 | 2056-03-01      | 6.0000%  |  | $941.74            | $971.63            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2792 | 2055-08-01      | 6.5000%  |  | $148.74            | $157.98            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3575 | 2055-09-01      | 6.5000%  |  | $186.67            | $196.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  |  | $0.29              | $0.28              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  |  | $7.81              | $6.62              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3385 | 2048-06-01      | 4.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CNMA3345 | 2028-04-01      | 3.5000%  |  | $24.72             | $24.65             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CNMA3366 | 2028-05-01      | 3.5000%  |  | $0.47              | $0.47              | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD7997 | 2055-05-01      | 7.0000%  |  | $400.02            | $425.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD7144 | 2055-10-01      | 6.0000%  |  | $639.01            | $655.58            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CNQS0347 | 2036-02-01      | 5.5000%  |  | $681.39            | $699.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN6384 | 2036-05-01      | 1.5000%  |  | $341.14            | $306.32            | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN4142 | 2035-11-01      | 1.5000%  |  | $9.04              | $8.17              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIQN3917 | 2035-10-01      | 2.0000%  |  | $368.76            | $338.86            | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN3131 | 2035-08-01      | 1.5000%  |  | $675.09            | $610.18            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQJ8290 | 2054-10-01      | 7.5000%  |  | $579.12            | $619.10            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQJ4194 | 2054-09-01      | 7.5000%  |  | $1044.37           | $1128.00           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ3300 | 2054-08-01      | 5.0000%  |  | $682.39            | $678.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8893 | 2055-09-01      | 6.5000%  |  | $1112.21           | $1191.68           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ2966 | 2054-07-01      | 7.0000%  |  | $1387.44           | $1484.83           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQH9563 | 2054-01-01      | 7.5000%  |  | $397.12            | $427.73            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH0619 | 2053-09-01      | 6.5000%  |  | $549.38            | $584.71            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH0481 | 2053-09-01      | 5.5000%  |  | $11.78             | $11.99             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG9472 | 2053-08-01      | 6.5000%  |  | $36.06             | $37.71             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG7977 | 2053-07-01      | 5.5000%  |  | $801.67            | $814.27            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE8517 | 2052-08-01      | 4.5000%  |  | $189.40            | $184.75            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE7533 | 2052-08-01      | 4.5000%  |  | $87.90             | $85.42             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA9443 | 2054-01-01      | 7.5000%  |  | $274.31            | $295.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA9241 | 2054-01-01      | 7.5000%  |  | $424.49            | $457.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA9221 | 2054-01-01      | 7.5000%  |  | $561.30            | $604.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA8156 | 2054-02-01      | 7.5000%  |  | $285.37            | $306.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CICC1893 | 2040-11-01      | 4.5000%  |  | $147.22            | $146.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1014 | 2055-09-01      | 5.5000%  |  | $892.68            | $909.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0500 | 2055-03-01      | 6.5000%  |  | $1454.68           | $1510.50           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9456 | 2054-11-01      | 5.5000%  |  | $201.67            | $203.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFS8236 | 2031-03-01      | 2.5000%  |  | $595.68            | $585.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS8962 | 2054-09-01      | 5.5000%  |  | $131.13            | $132.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS8874 | 2052-06-01      | 3.0000%  |  | $58.87             | $51.80             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS7645 | 2054-01-01      | 4.5000%  |  | $362.33            | $350.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS8016 | 2054-05-01      | 5.5000%  |  | $35.35             | $36.10             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA4603 | 2056-01-01      | 6.5000%  |  | $287.30            | $301.40            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA4343 | 2055-11-01      | 6.5000%  |  | $742.90            | $791.66            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA4493 | 2056-01-01      | 6.5000%  |  | $524.81            | $550.89            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA4484 | 2056-01-01      | 6.0000%  |  | $557.75            | $573.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB0354 | 2054-03-01      | 7.5000%  |  | $996.53            | $1065.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB0003 | 2054-03-01      | 7.5000%  |  | $745.80            | $798.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA8028 | 2054-02-01      | 7.5000%  |  | $94.44             | $100.86            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC0306 | 2051-04-01      | 2.0000%  |  | $317.32            | $256.39            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQB5443 | 2050-11-01      | 2.5000%  |  | $120.27            | $102.34            | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G61671 G | 2047-03-01      | 3.0000%  |  | $336.22            | $308.99            | Agency Mortgage-Backed Securities |
| FMAC FKAR 02.460 WNWN0046 | 2036-10-01      | 2.4600%  |  | $42393.91          | $35454.74          | Agency Mortgage-Backed Securities |
| FMAC FKPC 03.830 WAWA0503 | 2044-03-01      | 3.8300%  |  | $113.33            | $103.96            | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC V61755 G | 2032-09-01      | 3.0000%  |  | $222.17            | $216.35            | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Z40117 G | 2045-04-01      | 3.0000%  |  | $335.70            | $307.30            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8535 | 2055-05-01      | 6.5000%  |  | $172.12            | $178.72            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  |  | $142.22            | $140.54            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8526 | 2055-04-01      | 6.5000%  |  | $294.54            | $305.84            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  |  | $62.05             | $62.50             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  |  | $90.49             | $92.55             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0040 | 2055-08-01      | 5.5000%  |  | $44.38             | $44.70             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRQ0062 | 2055-11-01      | 4.5000%  |  | $548.39            | $529.77            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0058 | 2055-10-01      | 6.5000%  |  | $428.24            | $444.67            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0029 | 2055-07-01      | 6.5000%  |  | $1473.46           | $1530.18           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ6088 | 2056-02-01      | 6.5000%  |  | $1401.56           | $1475.58           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5966 | 2055-09-01      | 6.0000%  |  | $19.88             | $20.33             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4816 | 2055-09-01      | 6.0000%  |  | $0.52              | $0.53              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4585 | 2055-08-01      | 6.0000%  |  | $1273.90           | $1304.92           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ0528 | 2053-12-01      | 6.5000%  |  | $31.08             | $32.50             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ0429 | 2053-11-01      | 5.5000%  |  | $653.44            | $662.70            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ0194 | 2053-11-01      | 6.0000%  |  | $134.44            | $138.51            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL2657 | 2055-05-01      | 5.0000%  |  | $1451.66           | $1445.41           | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSL2634 | 2052-04-01      | 1.5000%  |  | $735.78            | $568.31            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL2622 | 2053-03-01      | 3.0000%  |  | $1275.30           | $1123.17           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1136 | 2055-04-01      | 5.5000%  |  | $274.99            | $277.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSL0764 | 2054-12-01      | 4.5000%  |  | $84.91             | $82.34             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ9681 | 2055-10-01      | 6.5000%  |  | $994.99            | $1045.66           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ8504 | 2055-10-01      | 6.5000%  |  | $821.63            | $873.33            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7009 | 2055-10-01      | 6.5000%  |  | $348.92            | $367.21            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ6491 | 2055-08-01      | 6.5000%  |  | $305.39            | $321.39            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ4939 | 2055-10-01      | 6.5000%  |  | $1262.52           | $1321.87           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ4888 | 2055-10-01      | 5.5000%  |  | $719.10            | $729.25            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3335 | 2055-09-01      | 6.5000%  |  | $263.54            | $277.07            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3222 | 2055-09-01      | 6.5000%  |  | $418.12            | $440.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2550 | 2055-07-01      | 5.5000%  |  | $1291.88           | $1308.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBR2059 | 2036-06-01      | 1.5000%  |  | $7.92              | $7.13              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS4703 | 2053-05-01      | 4.5000%  |  | $134.18            | $130.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7108 | 2053-09-01      | 5.5000%  |  | $536.95            | $543.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW0035 | 2052-07-01      | 4.5000%  |  | $0.67              | $0.66              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS4096 | 2044-12-01      | 4.5000%  |  | $80.05             | $79.11             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8325 | 2053-05-01      | 6.0000%  |  | $114.54            | $117.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  |  | $243.78            | $249.42            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0013 | 2055-06-01      | 5.5000%  |  | $4.74              | $4.77              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3151 | 2055-08-01      | 6.5000%  |  | $304.77            | $321.33            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO3709 | 2040-06-01      | 3.5000%  |  | $185.31            | $178.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5797 | 2040-08-01      | 3.5000%  |  | $176.71            | $170.31            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1659 | 2055-08-01      | 6.5000%  |  | $253.23            | $267.96            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7011 | 2055-06-01      | 6.5000%  |  | $1074.41           | $1127.89           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX4568 | 2055-01-01      | 7.0000%  |  | $441.72            | $474.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0751 | 2055-06-01      | 6.0000%  |  | $143.77            | $147.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI4333 | 2041-06-01      | 4.5000%  |  | $40.28             | $39.87             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0968 | 2052-04-01      | 3.5000%  |  | $7.87              | $7.27              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $1.99              | $2.02              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA3988 | 2050-11-01      | 2.5000%  |  | $332.79            | $283.77            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CISB8189 | 2037-11-01      | 4.0000%  |  | $21.12             | $20.68             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CNMA3286 | 2028-02-01      | 3.0000%  |  | $0.42              | $0.42              | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA6585 | 2054-02-01      | 7.5000%  |  | $635.64            | $680.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA6451 | 2054-02-01      | 7.5000%  |  | $103.59            | $111.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL843901 | 2035-09-01      | 4.5000%  |  | $4.97              | $4.92              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL838936 | 2035-09-01      | 4.5000%  |  | $5.88              | $5.79              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL835804 | 2035-10-01      | 4.5000%  |  | $0.98              | $0.97              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL797662 | 2035-09-01      | 4.5000%  |  | $0.65              | $0.64              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL689662 | 2033-04-01      | 5.5000%  |  | $0.66              | $0.68              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL688612 | 2033-03-01      | 5.5000%  |  | $12.13             | $12.35             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ2667 | 2045-10-01      | 3.5000%  |  | $4.30              | $4.04              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAX0884 | 2044-10-01      | 4.5000%  |  | $183.48            | $181.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAT7856 | 2028-06-01      | 2.5000%  |  | $17.56             | $17.32             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8792 | 2047-02-01      | 3.0000%  |  | $19.65             | $17.86             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAS8348 | 2036-11-01      | 3.0000%  |  | $23.06             | $21.83             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7365 | 2046-06-01      | 3.0000%  |  | $0.47              | $0.42              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS0910 | 2043-11-01      | 4.5000%  |  | $10.46             | $10.33             | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLFS6868 | 2052-04-01      | 1.5000%  |  | $467.63            | $360.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS6601 | 2053-12-01      | 3.5000%  |  | $12.13             | $11.13             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTFS7180 | 2042-05-01      | 2.0000%  |  | $138.17            | $119.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS7152 | 2054-02-01      | 5.5000%  |  | $137.80            | $140.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  |  | $8.35              | $8.14              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2208 | 2048-08-01      | 4.5000%  |  | $10.07             | $9.85              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2044 | 2048-07-01      | 4.5000%  |  | $43.34             | $42.64             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA1711 | 2048-05-01      | 4.5000%  |  | $20.35             | $19.97             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA1704 | 2048-05-01      | 4.5000%  |  | $8.04              | $7.92              | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLBY8101 | 2054-03-01      | 7.5000%  |  | $433.53            | $464.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBY7959 | 2054-08-01      | 4.5000%  |  | $283.32            | $274.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW2609 | 2056-01-01      | 5.5000%  |  | $1496.85           | $1522.38           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW1626 | 2052-05-01      | 4.5000%  |  | $751.18            | $728.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CKBV9502 | 2052-04-01      | 4.0000%  |  | $849.57            | $782.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIBV5446 | 2041-01-01      | 4.5000%  |  | $14.29             | $14.22             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBU1350 | 2052-02-01      | 3.0000%  |  | $338.36            | $297.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR7647 | 2051-04-01      | 2.0000%  |  | $300.16            | $245.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBR4700 | 2036-03-01      | 1.5000%  |  | $7.59              | $6.84              | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBR1069 | 2036-05-01      | 1.5000%  |  | $8.04              | $7.24              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBO4672 | 2049-11-01      | 2.5000%  |  | $551.94            | $472.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO4671 | 2049-11-01      | 3.0000%  |  | $178.32            | $161.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTBM5461 | 2039-01-01      | 4.0000%  |  | $29.02             | $28.43             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  |  | $1499.27           | $1320.24           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFS2989 | 2037-08-01      | 2.0000%  |  | $116.09            | $106.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  |  | $1422.44           | $1201.41           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3575 | 2052-09-01      | 4.5000%  |  | $2.59              | $2.52              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZA5213 | 2047-12-01      | 3.5000%  |  | $228.30            | $213.35            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3960 | 2053-10-01      | 6.0000%  |  | $414.52            | $424.88            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB0463 | 2036-01-01      | 2.5000%  |  | $278.02            | $262.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  |  | $140.21            | $136.07            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD6203 | 2052-06-01      | 3.0000%  |  | $8.04              | $7.07              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3042 | 2055-09-01      | 6.5000%  |  | $432.27            | $458.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8850 | 2055-09-01      | 6.5000%  |  | $696.33            | $730.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1713 | 2055-10-01      | 6.5000%  |  | $331.67            | $347.41            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9375 | 2055-08-01      | 6.5000%  |  | $594.54            | $625.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9812 | 2055-01-01      | 6.0000%  |  | $361.97            | $376.30            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5277 | 2055-09-01      | 6.5000%  |  | $233.94            | $246.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS6233 | 2045-11-01      | 4.5000%  |  | $0.32              | $0.31              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CNMA2915 | 2027-02-01      | 3.0000%  |  | $7.79              | $7.76              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA8955 | 2051-02-01      | 2.5000%  |  | $821.27            | $700.28            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3PQU7401 | 2050-02-01      | 4.0000%  |  | $263.26            | $244.60            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD1900 | 2052-06-01      | 3.5000%  |  | $10.10             | $9.26              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFM3522 | 2035-02-01      | 3.0000%  |  | $732.34            | $715.25            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQD9124 | 2052-02-01      | 2.0000%  |  | $13.17             | $10.59             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 3PQU7331 | 2049-12-01      | 4.5000%  |  | $461.65            | $444.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5037 | 2053-06-01      | 4.5000%  |  | $551.87            | $534.71            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2068 | 2055-08-01      | 6.5000%  |  | $287.62            | $303.16            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1897 | 2055-08-01      | 6.5000%  |  | $760.24            | $810.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1871 | 2055-08-01      | 6.5000%  |  | $89.90             | $94.12             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2639 | 2055-08-01      | 6.5000%  |  | $557.48            | $586.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ1593 | 2055-08-01      | 5.5000%  |  | $633.70            | $643.02            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1238 | 2055-08-01      | 6.5000%  |  | $347.19            | $365.66            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1147 | 2055-08-01      | 6.5000%  |  | $371.34            | $390.67            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3044 | 2055-09-01      | 6.5000%  |  | $773.05            | $813.29            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1145 | 2055-08-01      | 6.5000%  |  | $209.11            | $220.24            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1123 | 2055-08-01      | 6.5000%  |  | $396.00            | $417.51            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1674 | 2055-08-01      | 6.5000%  |  | $598.89            | $631.22            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0650 | 2055-07-01      | 6.5000%  |  | $312.63            | $329.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG4484 | 2056-03-01      | 6.5000%  |  | $556.69            | $580.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG4469 | 2056-03-01      | 6.0000%  |  | $794.36            | $816.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG2903 | 2056-03-01      | 6.5000%  |  | $638.57            | $681.24            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0493 | 2055-08-01      | 6.5000%  |  | $893.45            | $945.96            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0376 | 2055-08-01      | 6.5000%  |  | $371.59            | $390.93            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0249 | 2055-08-01      | 6.5000%  |  | $395.54            | $416.70            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ0004 | 2055-08-01      | 5.5000%  |  | $1065.62           | $1074.22           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9708 | 2055-07-01      | 6.5000%  |  | $362.76            | $382.98            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9707 | 2055-07-01      | 6.5000%  |  | $187.22            | $196.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF3986 | 2055-11-01      | 6.5000%  |  | $586.61            | $614.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  |  | $66.42             | $67.16             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  |  | $1.08              | $1.11              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  |  | $13.42             | $13.60             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  |  | $218.48            | $211.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA4789 | 2037-09-01      | 4.5000%  |  | $0.58              | $0.57              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4768 | 2052-09-01      | 2.5000%  |  | $878.81            | $743.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4786 | 2052-10-01      | 5.5000%  |  | $66.50             | $67.25             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  |  | $225.50            | $223.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4701 | 2052-08-01      | 4.5000%  |  | $409.69            | $397.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CNMA4637 | 2032-06-01      | 3.0000%  |  | $1289.30           | $1246.80           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  |  | $147.81            | $143.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1192 | 2055-08-01      | 6.0000%  |  | $684.57            | $708.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1004 | 2055-10-01      | 6.5000%  |  | $558.39            | $582.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0640 | 2055-09-01      | 6.0000%  |  | $575.17            | $595.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0582 | 2055-09-01      | 6.5000%  |  | $452.52            | $476.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0471 | 2055-10-01      | 6.5000%  |  | $763.83            | $805.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0470 | 2055-09-01      | 6.5000%  |  | $600.68            | $630.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  |  | $18.83             | $17.28             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5873 | 2055-09-01      | 6.5000%  |  | $830.20            | $852.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5826 | 2040-09-01      | 3.5000%  |  | $378.85            | $365.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5818 | 2055-09-01      | 3.5000%  |  | $13.12             | $12.04             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CTMA5841 | 2045-07-01      | 7.0000%  |  | $469.07            | $495.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5803 | 2040-08-01      | 6.5000%  |  | $172.91            | $180.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $802.33            | $792.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5784 | 2040-07-01      | 6.5000%  |  | $488.29            | $509.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5772 | 2040-07-01      | 5.5000%  |  | $6.66              | $6.81              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  |  | $1216.30           | $1244.08           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8986 | 2056-03-01      | 6.0000%  |  | $728.67            | $754.13            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8879 | 2056-03-01      | 6.0000%  |  | $929.17            | $952.93            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7654 | 2056-03-01      | 5.0000%  |  | $566.25            | $562.72            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB8355 | 2039-12-01      | 3.5000%  |  | $54.45             | $52.46             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CISB8350 | 2039-12-01      | 5.0000%  |  | $179.91            | $181.76            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB8349 | 2040-01-01      | 4.5000%  |  | $67.06             | $66.87             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB8264 | 2038-11-01      | 4.5000%  |  | $569.43            | $567.80            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB8216 | 2038-03-01      | 4.5000%  |  | $3.10              | $3.09              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB8177 | 2037-09-01      | 3.5000%  |  | $89.77             | $86.52             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CISB8173 | 2037-08-01      | 4.0000%  |  | $4.64              | $4.54              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8115 | 2036-08-01      | 2.0000%  |  | $30.97             | $28.44             | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8106 | 2036-06-01      | 1.5000%  |  | $8.23              | $7.40              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7203 | 2056-02-01      | 6.0000%  |  | $686.04            | $710.67            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA7034 | 2056-02-01      | 6.5000%  |  | $562.12            | $592.98            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CISB8337 | 2039-11-01      | 4.0000%  |  | $20.39             | $19.95             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA6838 | 2056-02-01      | 6.5000%  |  | $621.82            | $652.74            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA6587 | 2056-02-01      | 6.5000%  |  | $1071.12           | $1129.00           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA5646 | 2056-02-01      | 5.5000%  |  | $684.13            | $692.49            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA5586 | 2056-02-01      | 5.5000%  |  | $709.25            | $728.23            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA5483 | 2056-02-01      | 6.5000%  |  | $286.32            | $301.63            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0996 | 2055-12-01      | 6.5000%  |  | $252.24            | $265.46            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA0947 | 2055-12-01      | 5.5000%  |  | $600.52            | $616.12            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA0577 | 2055-11-01      | 5.5000%  |  | $765.03            | $785.70            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0148 | 2055-12-01      | 6.5000%  |  | $830.71            | $877.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF8282 | 2056-01-01      | 5.5000%  |  | $1419.44           | $1439.31           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  |  | $0.80              | $0.68              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  |  | $4.84              | $4.71              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4623 | 2052-06-01      | 2.5000%  |  | $87.13             | $73.73             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3846 | 2053-09-01      | 6.0000%  |  | $689.51            | $709.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA4894 | 2053-01-01      | 6.0000%  |  | $251.58            | $258.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS5133 | 2051-09-01      | 3.0000%  |  | $14.13             | $12.43             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBU2630 | 2052-02-01      | 2.0000%  |  | $12.94             | $10.41             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1987 | 2055-10-01      | 6.5000%  |  | $945.28            | $1008.60           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO5239 | 2041-03-01      | 5.0000%  |  | $1141.90           | $1154.98           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO5134 | 2041-03-01      | 4.0000%  |  | $277.89            | $271.87            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO5094 | 2041-03-01      | 4.0000%  |  | $987.66            | $966.27            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO5017 | 2041-03-01      | 5.0000%  |  | $642.35            | $648.89            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4764 | 2041-01-01      | 4.0000%  |  | $516.46            | $505.24            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIQO4733 | 2041-01-01      | 5.5000%  |  | $59.71             | $61.11             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4511 | 2040-11-01      | 4.0000%  |  | $18.71             | $18.30             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO4340 | 2040-10-01      | 3.5000%  |  | $50.46             | $48.63             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0183 | 2055-08-01      | 6.0000%  |  | $1316.80           | $1351.42           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0182 | 2055-08-01      | 6.0000%  |  | $705.36            | $729.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0175 | 2055-09-01      | 6.5000%  |  | $1013.40           | $1070.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0173 | 2055-08-01      | 6.5000%  |  | $586.21            | $619.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0170 | 2055-09-01      | 6.5000%  |  | $820.98            | $870.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0186 | 2055-08-01      | 6.0000%  |  | $1044.00           | $1068.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDF0139 | 2055-09-01      | 7.0000%  |  | $703.04            | $752.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9070 | 2055-08-01      | 6.0000%  |  | $1451.72           | $1500.55           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9069 | 2055-09-01      | 6.0000%  |  | $1451.83           | $1485.43           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9802 | 2055-08-01      | 6.5000%  |  | $292.92            | $311.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8849 | 2055-09-01      | 6.5000%  |  | $695.48            | $733.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8652 | 2055-09-01      | 6.0000%  |  | $639.75            | $665.58            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI2253 | 2054-03-01      | 7.5000%  |  | $642.21            | $687.03            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI1742 | 2054-03-01      | 7.5000%  |  | $1183.39           | $1265.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM3362 | 2044-01-01      | 4.5000%  |  | $15.03             | $14.89             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL4764 | 2043-01-01      | 3.0000%  |  | $11.02             | $10.10             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  |  | $0.34              | $0.35              | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQJ0285 | 2054-07-01      | 7.5000%  |  | $853.71            | $916.96            | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD8165 | 2051-09-01      | 1.5000%  |  | $128.19            | $98.80             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7232 | 2055-08-01      | 6.5000%  |  | $1292.85           | $1360.15           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0049 | 2055-09-01      | 5.5000%  |  | $100.18            | $100.92            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY8130 | 2055-07-01      | 5.0000%  |  | $208.34            | $206.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5760 | 2055-07-01      | 5.5000%  |  | $600.23            | $610.71            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRQ0038 | 2055-08-01      | 4.5000%  |  | $559.34            | $540.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF6056 | 2055-12-01      | 4.5000%  |  | $796.78            | $771.47            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4756 | 2041-01-01      | 4.0000%  |  | $883.44            | $864.31            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7202 | 2056-02-01      | 6.0000%  |  | $556.97            | $578.48            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7154 | 2055-10-01      | 6.5000%  |  | $1088.50           | $1173.69           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CIRR0086 | 2041-04-01      | 6.0000%  |  | $222.22            | $230.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5757 | 2056-03-01      | 6.0000%  |  | $1122.04           | $1165.31           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTSC0860 | 2039-11-01      | 3.5000%  |  | $1277.49           | $1262.28           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG3685 | 2056-03-01      | 6.5000%  |  | $592.07            | $617.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7317 | 2055-07-01      | 6.5000%  |  | $325.68            | $344.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7202 | 2055-08-01      | 6.5000%  |  | $1004.19           | $1057.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8015 | 2055-09-01      | 6.5000%  |  | $938.99            | $988.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8006 | 2055-09-01      | 6.5000%  |  | $1171.16           | $1234.30           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8005 | 2055-09-01      | 6.5000%  |  | $933.20            | $985.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6751 | 2055-06-01      | 6.5000%  |  | $1400.64           | $1476.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6565 | 2055-08-01      | 6.5000%  |  | $465.32            | $489.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6443 | 2055-08-01      | 6.5000%  |  | $651.29            | $688.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6301 | 2055-11-01      | 6.5000%  |  | $607.18            | $636.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7176 | 2055-08-01      | 6.5000%  |  | $657.38            | $692.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6146 | 2055-08-01      | 6.5000%  |  | $1020.05           | $1076.95           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5926 | 2055-07-01      | 5.5000%  |  | $1351.64           | $1364.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5925 | 2055-07-01      | 5.5000%  |  | $679.73            | $691.02            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7608 | 2056-03-01      | 6.0000%  |  | $722.78            | $750.91            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7512 | 2056-02-01      | 6.0000%  |  | $1474.35           | $1526.74           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7220 | 2056-02-01      | 6.0000%  |  | $590.69            | $613.82            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7211 | 2056-02-01      | 6.0000%  |  | $1069.95           | $1121.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1242 | 2056-02-01      | 6.0000%  |  | $561.74            | $584.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG4178 | 2056-03-01      | 6.0000%  |  | $559.63            | $582.47            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 ZLSI2125 | 2051-01-01      | 3.0000%  |  | $91.57             | $80.60             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF3735 | 2055-10-01      | 6.5000%  |  | $577.07            | $612.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBW2583 | 2041-01-01      | 4.0000%  |  | $795.84            | $778.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG4204 | 2056-03-01      | 5.5000%  |  | $590.00            | $600.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG3252 | 2056-02-01      | 6.0000%  |  | $570.63            | $589.53            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO4963 | 2041-02-01      | 3.5000%  |  | $403.30            | $388.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6538 | 2056-04-01      | 5.5000%  |  | $1404.12           | $1430.22           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIDF2784 | 2041-03-01      | 3.5000%  |  | $99.62             | $96.00             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO4657 | 2040-12-01      | 3.5000%  |  | $613.14            | $590.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9247 | 2055-08-01      | 6.5000%  |  | $628.31            | $662.45            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  |  | $495.22            | $498.87            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  |  | $146.09            | $149.43            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1906 | 2055-08-01      | 6.5000%  |  | $295.27            | $311.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5845 | 2040-08-01      | 6.5000%  |  | $339.57            | $354.60            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8082 | 2055-06-01      | 6.5000%  |  | $320.37            | $337.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5734 | 2055-06-01      | 5.0000%  |  | $52.07             | $51.45             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6917 | 2056-04-01      | 6.0000%  |  | $1171.86           | $1212.80           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5945 | 2056-01-01      | 5.5000%  |  | $91.77             | $92.46             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF7544 | 2056-01-01      | 6.0000%  |  | $636.30            | $655.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5510 | 2056-03-01      | 6.0000%  |  | $613.50            | $630.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1381 | 2056-03-01      | 5.5000%  |  | $615.89            | $624.94            | Agency Mortgage-Backed Securities |

### Security 118: 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):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.500 CLDE8959 | 2055-09-01      | 6.5000%  |  | $3653.95           | $3899.32           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6061 | 2056-04-01      | 5.5000%  |  | $3420.85           | $3473.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5763 | 2056-04-01      | 5.5000%  |  | $2970.79           | $3020.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5749 | 2056-04-01      | 5.5000%  |  | $3435.27           | $3491.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5748 | 2056-04-01      | 5.5000%  |  | $3814.39           | $3878.27           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5607 | 2056-04-01      | 6.0000%  |  | $1694.05           | $1751.18           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7667 | 2055-11-01      | 6.5000%  |  | $3148.87           | $3288.03           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5146 | 2055-10-01      | 6.5000%  |  | $3571.23           | $3747.02           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ3402 | 2055-09-01      | 5.0000%  |  | $3625.28           | $3583.58           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ3401 | 2055-09-01      | 5.0000%  |  | $2557.43           | $2527.92           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3184 | 2055-09-01      | 6.0000%  |  | $2269.17           | $2322.06           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3474 | 2055-08-01      | 6.0000%  |  | $1884.08           | $1928.21           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ2667 | 2055-09-01      | 6.0000%  |  | $3001.26           | $3071.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  |  | $3611.67           | $3638.18           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5009 | 2053-05-01      | 5.0000%  |  | $2053.36           | $2037.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  |  | $3041.24           | $2789.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  |  | $2125.39           | $1871.88           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5526 | 2056-03-01      | 6.5000%  |  | $3141.97           | $3278.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5524 | 2056-03-01      | 6.5000%  |  | $3644.76           | $3804.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5522 | 2056-03-01      | 6.5000%  |  | $1891.75           | $1975.84           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5485 | 2056-03-01      | 5.5000%  |  | $3553.32           | $3649.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6223 | 2056-04-01      | 6.0000%  |  | $2764.62           | $2861.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3812 | 2056-03-01      | 5.5000%  |  | $2295.56           | $2325.93           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG3820 | 2056-03-01      | 5.0000%  |  | $2692.75           | $2667.31           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3763 | 2056-03-01      | 5.5000%  |  | $3572.56           | $3621.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3230 | 2056-03-01      | 5.5000%  |  | $3795.12           | $3856.13           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1853 | 2056-02-01      | 5.5000%  |  | $1693.44           | $1739.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5528 | 2056-03-01      | 6.5000%  |  | $2275.59           | $2374.18           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1584 | 2056-02-01      | 6.0000%  |  | $1798.08           | $1848.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1756 | 2056-02-01      | 6.0000%  |  | $1833.08           | $1913.87           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLCB8906 | 2054-07-01      | 7.5000%  |  | $3381.45           | $3632.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6781 | 2053-07-01      | 5.5000%  |  | $1955.80           | $1978.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA7752 | 2050-11-01      | 3.0000%  |  | $4284.42           | $3862.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY8354 | 2053-08-01      | 6.0000%  |  | $1705.43           | $1751.50           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBW2577 | 2041-02-01      | 4.0000%  |  | $1800.18           | $1761.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV8515 | 2052-05-01      | 3.0000%  |  | $3068.34           | $2703.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV6290 | 2055-09-01      | 5.0000%  |  | $2468.89           | $2455.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBV6189 | 2040-09-01      | 3.5000%  |  | $2024.41           | $1950.68           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD3890 | 2052-08-01      | 3.0000%  |  | $2244.64           | $1977.77           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8464 | 2054-09-01      | 6.5000%  |  | $3320.11           | $3447.51           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8395 | 2054-01-01      | 5.5000%  |  | $2030.76           | $2049.09           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL2860 | 2042-12-01      | 3.0000%  |  | $2076.17           | $1903.40           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8286 | 2053-01-01      | 4.0000%  |  | $1856.72           | $1756.11           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  |  | $2679.51           | $2263.55           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL3110 | 2055-11-01      | 5.0000%  |  | $2157.51           | $2139.07           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL2621 | 2052-07-01      | 2.5000%  |  | $1992.64           | $1688.95           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL1232 | 2055-04-01      | 5.0000%  |  | $2014.97           | $1992.91           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL0795 | 2055-03-01      | 6.5000%  |  | $1764.53           | $1832.24           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ9545 | 2055-11-01      | 5.5000%  |  | $1656.22           | $1685.12           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4707 | 2055-08-01      | 6.5000%  |  | $2777.01           | $2923.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLFS2766 | 2051-09-01      | 1.5000%  |  | $3011.77           | $2326.30           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD4115 | 2055-03-01      | 6.0000%  |  | $2567.49           | $2640.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC8212 | 2055-06-01      | 5.5000%  |  | $3658.73           | $3687.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC0832 | 2055-02-01      | 7.0000%  |  | $1966.06           | $2099.23           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PQU8202 | 2054-09-01      | 7.0000%  |  | $1745.89           | $1815.09           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7300 | 2055-08-01      | 6.5000%  |  | $2177.90           | $2298.06           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  |  | $1782.40           | $1800.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4354 | 2051-06-01      | 1.5000%  |  | $4871.16           | $3762.24           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4217 | 2053-09-01      | 6.5000%  |  | $2696.16           | $2806.62           | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD8120 | 2051-01-01      | 1.5000%  |  | $3116.54           | $2409.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  |  | $4065.81           | $3286.01           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5683 | 2055-10-01      | 6.5000%  |  | $3636.21           | $3815.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8895 | 2055-09-01      | 6.5000%  |  | $2739.84           | $2918.27           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1711 | 2055-10-01      | 6.5000%  |  | $2106.23           | $2198.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4648 | 2055-07-01      | 6.0000%  |  | $2683.20           | $2752.50           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  |  | $2486.23           | $2106.07           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PQU8323 | 2055-08-01      | 7.0000%  |  | $1759.82           | $1816.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1713 | 2055-10-01      | 6.5000%  |  | $1208.16           | $1265.50           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ5997 | 2055-10-01      | 6.0000%  |  | $2423.80           | $2495.88           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5333 | 2055-02-01      | 7.0000%  |  | $1958.29           | $2083.42           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE5208 | 2055-07-01      | 6.5000%  |  | $1749.02           | $1840.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5915 | 2040-12-01      | 4.5000%  |  | $2807.40           | $2792.83           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB7851 | 2054-07-01      | 7.5000%  |  | $1777.32           | $1907.28           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0995 | 2055-10-01      | 6.0000%  |  | $2482.89           | $2548.74           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7107 | 2055-07-01      | 6.5000%  |  | $2006.85           | $2111.32           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6149 | 2055-08-01      | 6.5000%  |  | $2189.37           | $2304.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0988 | 2055-10-01      | 6.0000%  |  | $3224.76           | $3314.51           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS9762 | 2050-07-01      | 3.0000%  |  | $4236.21           | $3790.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTBR1092 | 2041-06-01      | 2.0000%  |  | $4432.62           | $3873.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM1010 | 2032-03-01      | 2.5000%  |  | $4015.26           | $3867.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF6568 | 2055-12-01      | 6.5000%  |  | $2383.85           | $2490.34           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF6566 | 2055-12-01      | 6.5000%  |  | $2929.64           | $3059.43           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF6556 | 2055-12-01      | 6.0000%  |  | $3572.90           | $3673.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF6547 | 2055-12-01      | 6.0000%  |  | $2978.91           | $3061.81           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF6361 | 2055-12-01      | 6.0000%  |  | $1989.62           | $2049.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF7168 | 2055-12-01      | 5.5000%  |  | $2278.81           | $2362.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF5908 | 2055-12-01      | 6.5000%  |  | $1859.65           | $1963.72           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1878 | 2055-10-01      | 6.5000%  |  | $2688.37           | $2814.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1712 | 2055-10-01      | 6.5000%  |  | $2419.56           | $2524.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1707 | 2055-10-01      | 6.5000%  |  | $1595.47           | $1664.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1703 | 2055-10-01      | 6.0000%  |  | $3641.49           | $3736.24           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1690 | 2055-10-01      | 6.0000%  |  | $1718.75           | $1764.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0254 | 2055-10-01      | 6.5000%  |  | $2132.99           | $2246.46           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0166 | 2055-09-01      | 6.0000%  |  | $3525.17           | $3654.28           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9760 | 2055-09-01      | 6.5000%  |  | $1997.93           | $2110.93           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE9413 | 2055-09-01      | 5.0000%  |  | $2766.24           | $2734.53           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8791 | 2055-09-01      | 6.5000%  |  | $1674.57           | $1764.86           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9737 | 2055-06-01      | 6.0000%  |  | $2873.96           | $2945.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8353 | 2055-05-01      | 5.5000%  |  | $3835.94           | $3864.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD1912 | 2055-01-01      | 7.0000%  |  | $1531.15           | $1642.41           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA0820 | 2053-10-01      | 6.0000%  |  | $3253.76           | $3351.66           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9601 | 2056-04-01      | 6.0000%  |  | $2089.54           | $2158.87           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9053 | 2056-03-01      | 5.5000%  |  | $1702.79           | $1730.51           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8866 | 2056-03-01      | 6.0000%  |  | $3337.03           | $3430.41           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA8987 | 2056-03-01      | 5.5000%  |  | $2708.46           | $2752.99           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7655 | 2056-03-01      | 5.0000%  |  | $1805.50           | $1793.08           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7598 | 2056-03-01      | 5.0000%  |  | $1776.07           | $1762.84           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7227 | 2056-02-01      | 6.0000%  |  | $1834.99           | $1894.88           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7225 | 2056-03-01      | 6.0000%  |  | $2351.58           | $2430.89           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA6892 | 2056-03-01      | 5.5000%  |  | $3678.12           | $3777.51           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA5476 | 2056-02-01      | 6.0000%  |  | $2817.80           | $2954.24           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA1115 | 2055-12-01      | 5.0000%  |  | $3618.89           | $3597.96           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0053 | 2041-01-01      | 4.5000%  |  | $2484.39           | $2471.49           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0017 | 2040-08-01      | 5.0000%  |  | $3408.56           | $3443.17           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRQ0108 | 2056-04-01      | 4.0000%  |  | $4103.69           | $3873.51           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX3541 | 2055-01-01      | 6.0000%  |  | $3409.01           | $3517.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA6048 | 2056-02-01      | 6.0000%  |  | $2843.33           | $2879.06           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA6023 | 2056-02-01      | 6.0000%  |  | $2272.37           | $2300.92           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CKMA6022 | 2056-02-01      | 5.5000%  |  | $1660.09           | $1674.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9454 | 2054-11-01      | 4.5000%  |  | $1701.31           | $1652.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF5937 | 2055-12-01      | 6.0000%  |  | $1837.90           | $1899.42           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7489 | 2056-03-01      | 5.0000%  |  | $3695.85           | $3671.41           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA6035 | 2041-04-01      | 3.5000%  |  | $2888.80           | $2783.58           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF7619 | 2055-12-01      | 5.0000%  |  | $3551.11           | $3530.58           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6236 | 2056-04-01      | 6.0000%  |  | $2374.79           | $2461.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5824 | 2055-09-01      | 6.5000%  |  | $2352.71           | $2442.99           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO4813 | 2041-01-01      | 3.5000%  |  | $2352.94           | $2267.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF8269 | 2056-01-01      | 6.0000%  |  | $1625.28           | $1675.67           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CNMA6019 | 2036-02-01      | 5.0000%  |  | $1939.14           | $1965.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF2741 | 2056-02-01      | 6.5000%  |  | $1807.62           | $1909.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE7181 | 2055-08-01      | 5.5000%  |  | $2205.59           | $2223.23           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA8494 | 2056-03-01      | 6.5000%  |  | $1830.60           | $1916.23           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6544 | 2056-04-01      | 5.5000%  |  | $2630.71           | $2701.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBW2426 | 2041-01-01      | 4.0000%  |  | $2421.64           | $2369.26           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIQO4871 | 2041-01-01      | 5.5000%  |  | $2153.59           | $2205.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG2895 | 2056-02-01      | 6.0000%  |  | $3714.04           | $3855.02           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA5096 | 2048-05-01      | 3.0000%  |  | $1931.64           | $1766.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG3882 | 2056-03-01      | 6.0000%  |  | $1686.81           | $1744.72           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5611 | 2056-04-01      | 6.0000%  |  | $3652.65           | $3829.50           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7653 | 2056-03-01      | 5.0000%  |  | $2721.45           | $2700.83           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSL3788 | 2051-09-01      | 2.0000%  |  | $2626.85           | $2144.16           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6224 | 2056-04-01      | 6.0000%  |  | $2760.09           | $2853.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0582 | 2046-11-01      | 3.5000%  |  | $3401.26           | $3206.78           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8239 | 2054-12-01      | 6.0000%  |  | $1942.63           | $1964.69           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CKMA6014 | 2056-01-01      | 5.5000%  |  | $2456.71           | $2493.34           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG3062 | 2056-02-01      | 6.0000%  |  | $3509.81           | $3639.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKDG1820 | 2056-01-01      | 6.0000%  |  | $1925.79           | $1949.99           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA2608 | 2056-01-01      | 5.0000%  |  | $2478.83           | $2461.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA6024 | 2056-02-01      | 6.5000%  |  | $2397.14           | $2452.45           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDF5697 | 2040-12-01      | 5.0000%  |  | $3676.79           | $3714.13           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ9539 | 2055-12-01      | 5.0000%  |  | $1869.36           | $1858.02           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA5295 | 2056-02-01      | 5.5000%  |  | $2186.80           | $2214.07           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA1752 | 2055-12-01      | 5.5000%  |  | $3356.22           | $3446.90           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBV6363 | 2055-12-01      | 5.5000%  |  | $3266.01           | $3311.72           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0026 | 2055-07-01      | 5.0000%  |  | $3362.05           | $3322.22           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA6012 | 2056-02-01      | 6.0000%  |  | $3162.27           | $3212.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CKMA5987 | 2056-01-01      | 7.0000%  |  | $1760.76           | $1824.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5948 | 2041-01-01      | 3.5000%  |  | $1810.89           | $1744.93           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5708 | 2040-05-01      | 3.5000%  |  | $1697.44           | $1635.94           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY0782 | 2055-04-01      | 6.0000%  |  | $3463.29           | $3544.57           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  |  | $1878.32           | $1654.27           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  |  | $2833.19           | $2291.27           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8146 | 2051-05-01      | 2.0000%  |  | $3619.42           | $2935.40           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTSC0705 | 2045-02-01      | 4.5000%  |  | $2192.47           | $2188.10           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTSC0482 | 2042-04-01      | 2.0000%  |  | $4464.36           | $3866.34           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CISB8303 | 2039-05-01      | 5.0000%  |  | $3646.01           | $3683.32           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  |  | $2646.95           | $2137.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4540 | 2042-02-01      | 2.0000%  |  | $3210.47           | $2785.49           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  |  | $4205.03           | $3406.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4497 | 2036-12-01      | 2.0000%  |  | $2682.23           | $2464.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC1174 | 2055-10-01      | 6.5000%  |  | $1924.82           | $2077.23           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIFS7787 | 2039-04-01      | 6.0000%  |  | $2568.50           | $2682.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  |  | $1967.40           | $1730.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS6122 | 2053-09-01      | 3.0000%  |  | $2695.63           | $2373.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS3838 | 2049-05-01      | 4.0000%  |  | $3818.87           | $3675.22           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM4099 | 2042-10-01      | 3.5000%  |  | $3094.94           | $2918.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  |  | $3505.35           | $3148.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA3337 | 2052-04-01      | 2.5000%  |  | $2295.16           | $1950.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0981 | 2052-07-01      | 3.5000%  |  | $3447.15           | $3184.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA0961 | 2049-07-01      | 3.0000%  |  | $2905.97           | $2621.16           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6914 | 2056-04-01      | 5.5000%  |  | $2961.08           | $3016.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6671 | 2056-04-01      | 5.5000%  |  | $3606.56           | $3660.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKDF2773 | 2056-03-01      | 6.0000%  |  | $2089.48           | $2115.73           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF5018 | 2055-11-01      | 5.5000%  |  | $3238.15           | $3325.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7040 | 2055-07-01      | 6.5000%  |  | $1645.99           | $1718.31           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE6609 | 2055-08-01      | 5.5000%  |  | $3197.76           | $3244.84           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE5113 | 2055-07-01      | 5.0000%  |  | $1740.88           | $1719.86           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4093 | 2055-08-01      | 6.0000%  |  | $1581.44           | $1634.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4370 | 2055-09-01      | 6.0000%  |  | $2453.67           | $2511.06           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7201 | 2055-08-01      | 6.5000%  |  | $1582.44           | $1669.33           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4982 | 2041-02-01      | 4.0000%  |  | $1856.69           | $1816.53           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIQO4869 | 2041-01-01      | 4.5000%  |  | $2973.88           | $2965.39           | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 3PRE6090 | 2051-03-01      | 1.5000%  |  | $2234.60           | $1676.42           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8348 | 2055-10-01      | 6.0000%  |  | $2423.65           | $2454.11           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTQK1826 | 2046-01-01      | 5.5000%  |  | $1754.67           | $1776.89           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE6375 | 2052-07-01      | 4.5000%  |  | $2854.21           | $2797.18           | Agency Mortgage-Backed Securities |

### Security 119: 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):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **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 CLDF5722 | 2055-11-01      | 6.0000%  |  | $334.12            | $348.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC3001 | 2054-09-01      | 6.0000%  |  | $498.99            | $521.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB8859 | 2054-07-01      | 6.5000%  |  | $592.48            | $618.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA2972 | 2053-11-01      | 7.0000%  |  | $262.78            | $281.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9587 | 2047-05-01      | 4.0000%  |  | $1520.51           | $1457.29           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.400 MYAM1508 | 2030-12-01      | 3.4000%  |  | $222.89            | $214.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI8375 | 2054-06-01      | 6.0000%  |  | $610.23            | $633.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA5855 | 2051-09-01      | 2.5000%  |  | $18317.02          | $15482.15          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQJ8448 | 2054-11-01      | 4.5000%  |  | $665.73            | $649.45            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ1587 | 2054-08-01      | 6.0000%  |  | $638.75            | $668.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ1586 | 2054-08-01      | 6.0000%  |  | $538.01            | $560.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ1725 | 2054-08-01      | 5.5000%  |  | $545.24            | $560.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH5889 | 2053-11-01      | 7.0000%  |  | $690.53            | $738.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE2847 | 2052-05-01      | 4.5000%  |  | $415.42            | $403.83            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8410 | 2054-03-01      | 6.5000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6605 | 2053-09-01      | 5.5000%  |  | $1644.04           | $1664.70           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1569 | 2052-09-01      | 4.5000%  |  | $10334.28          | $10078.40          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0704 | 2051-10-01      | 2.5000%  |  | $13232.79          | $11472.04          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6410 M     | 2050-01-20      | 3.5000%  |  | $4293.52           | $4005.75           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA6584 | 2056-02-01      | 5.0000%  |  | $735.96            | $733.91            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ4178 | 2055-05-01      | 6.5000%  |  | $15566.16          | $16355.14          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL4156 | 2055-10-01      | 5.5000%  |  | $0.75              | $0.77              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1842 | 2055-07-01      | 6.0000%  |  | $29067.15          | $30258.27          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX8570 | 2055-02-01      | 6.0000%  |  | $689.93            | $725.29            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX0131 | 2054-12-01      | 6.0000%  |  | $820.41            | $854.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5073 | 2053-07-01      | 6.0000%  |  | $21822.69          | $22446.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CL890769 | 2046-11-01      | 3.5000%  |  | $11617.82          | $10869.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLFS6959 | 2054-01-01      | 7.0000%  |  | $10019.34          | $10745.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5741 | 2053-07-01      | 6.5000%  |  | $18058.22          | $18967.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4824 | 2053-06-01      | 5.0000%  |  | $6519.93           | $6509.07           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA4805 | 2056-03-01      | 5.5000%  |  | $11944.50          | $12126.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3881 | 2055-10-01      | 6.0000%  |  | $1626.65           | $1663.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA2192 | 2052-04-01      | 2.0000%  |  | $23312.96          | $19177.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF9900 | 2056-01-01      | 5.5000%  |  | $1295.61           | $1323.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9452 | 2054-11-01      | 4.5000%  |  | $804.07            | $782.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8326 | 2054-04-01      | 5.5000%  |  | $11068.95          | $11305.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7658 | 2053-12-01      | 7.0000%  |  | $13691.85          | $14718.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7635 | 2053-12-01      | 7.0000%  |  | $14950.08          | $16151.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7511 | 2053-11-01      | 6.5000%  |  | $7544.89           | $7881.89           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB4205 | 2052-04-01      | 2.0000%  |  | $208.00            | $167.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3273 | 2052-04-01      | 4.0000%  |  | $4022.21           | $3813.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2837 | 2053-06-01      | 5.5000%  |  | $715.45            | $737.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY1814 | 2053-05-01      | 5.5000%  |  | $355.83            | $361.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX9551 | 2053-03-01      | 6.5000%  |  | $468.84            | $499.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX9507 | 2053-03-01      | 5.5000%  |  | $581.78            | $590.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX9310 | 2053-03-01      | 5.5000%  |  | $723.36            | $742.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6880 | 2053-02-01      | 5.5000%  |  | $398.08            | $409.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW9574 | 2052-11-01      | 4.5000%  |  | $389.92            | $377.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBV5323 | 2052-03-01      | 2.0000%  |  | $9009.69           | $7254.10           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLBU4773 | 2054-06-01      | 7.0000%  |  | $954.09            | $1025.54           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ1844 | 2050-09-01      | 2.5000%  |  | $10458.19          | $8825.97           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDF3886 | 2055-11-01      | 7.0000%  |  | $881.89            | $944.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD0180 | 2055-04-01      | 7.0000%  |  | $518.12            | $554.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC9228 | 2054-12-01      | 5.5000%  |  | $0.44              | $0.45              | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CJ9358 C     | 2041-06-20      | 5.0000%  |  | $95.97             | $95.86             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7937 M     | 2052-03-20      | 3.0000%  |  | $7331.22           | $6541.05           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4688 | 2054-02-01      | 6.5000%  |  | $8931.50           | $9426.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3615 | 2054-10-01      | 5.5000%  |  | $515.68            | $530.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3906 | 2054-10-01      | 5.5000%  |  | $597.89            | $614.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM4257 | 2050-09-01      | 2.5000%  |  | $619.70            | $531.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBW7047 | 2052-10-01      | 6.0000%  |  | $513.81            | $537.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4775 | 2055-06-01      | 5.5000%  |  | $10049.66          | $10142.52          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  |  | $0.51              | $0.51              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB9797 | 2054-08-01      | 7.0000%  |  | $0.32              | $0.35              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8374 | 2053-11-01      | 6.5000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD0106 | 2055-03-01      | 7.0000%  |  | $260.00            | $276.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX5310 | 2053-02-01      | 5.5000%  |  | $536.46            | $551.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4208 | 2050-12-01      | 2.0000%  |  | $5026.26           | $4084.01           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1994 | 2055-04-01      | 6.5000%  |  | $26091.00          | $27608.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7912 | 2046-09-01      | 3.0000%  |  | $40.24             | $36.28             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2495 | 2054-10-01      | 5.5000%  |  | $560.44            | $574.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS6942 | 2053-12-01      | 6.5000%  |  | $29856.97          | $31147.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBM5915 | 2046-11-01      | 3.0000%  |  | $1594.16           | $1446.63           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5865 | 2052-08-01      | 4.5000%  |  | $753.59            | $730.22            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  |  | $68035.72          | $52614.74          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7935 M     | 2052-03-20      | 2.0000%  |  | $7076.83           | $5835.66           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC7117 | 2054-10-01      | 6.5000%  |  | $21.07             | $22.32             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ2578 | 2055-09-01      | 6.0000%  |  | $634.35            | $661.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB0581 | 2051-05-01      | 2.0000%  |  | $5197.98           | $4239.75           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD4682 | 2055-03-01      | 6.5000%  |  | $925.88            | $975.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA4940 | 2056-04-01      | 5.0000%  |  | $1841.91           | $1822.88           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA5399 | 2056-02-01      | 5.0000%  |  | $1092.86           | $1083.46           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL3650 | 2055-12-01      | 6.0000%  |  | $18405.21          | $19159.46          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA6603 | 2056-01-01      | 5.5000%  |  | $1007.51           | $1033.84           | Agency Mortgage-Backed Securities  |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $22790.85          | $23106.81          | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  |  | $12893.50          | $13323.86          | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $0.05              | $0.05              | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $0.05              | $0.05              | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $0.05              | $0.04              | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  |  | $10486.95          | $7274.38           | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  |  | $0.05              | $0.04              | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  |  | $0.05              | $0.04              | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE H 33      | 2033-02-28      | 3.7500%  |  | $3980.40           | $3895.97           | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $210.40            | $201.98            | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN AE 30     | 2030-10-15      | 1.1250%  |  | $1135.82           | $1130.63           | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $142.75            | $144.76            | U.S. Treasuries (including strips) |

### Security 120: 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):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 4.1500%
- **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 GNRA 2025-205 FP     | 2055-11-20      | 4.7229%  |  | $215919.91         | $216971.90         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-169 HF     | 2055-10-20      | 4.7729%  |  | $28273.60          | $28375.65          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-104 FG     | 2055-06-20      | 5.0229%  |  | $67040.95          | $67649.80          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-080 FB     | 2055-05-20      | 5.1729%  |  | $16949.10          | $17142.42          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-060 JF     | 2055-04-20      | 4.8229%  |  | $22005.56          | $22132.15          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 VF     | 2055-04-20      | 4.8229%  |  | $29298.02          | $29454.67          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-044 FA     | 2055-03-20      | 4.8729%  |  | $52900.17          | $53186.88          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FG     | 2050-07-20      | 5.6729%  |  | $9540.71           | $10138.48          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FD     | 2051-05-20      | 4.9229%  |  | $22489.51          | $22995.50          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FN     | 2054-11-20      | 4.8729%  |  | $26479.22          | $26624.85          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FM     | 2054-11-20      | 4.9229%  |  | $16586.83          | $16689.00          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-057 FG     | 2054-04-20      | 4.8729%  |  | $45.29             | $45.53             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-051 NF     | 2054-03-20      | 4.9229%  |  | $11983.58          | $12054.74          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-152 FE     | 2053-10-20      | 4.9729%  |  | $8356.82           | $8448.17           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-154 FJ     | 2053-10-20      | 4.9729%  |  | $2548.56           | $2572.91           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FM     | 2053-08-20      | 4.8729%  |  | $17573.64          | $17697.34          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-112 FD     | 2053-08-20      | 4.9729%  |  | $26911.63          | $27142.19          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-084 UF     | 2053-06-20      | 4.6729%  |  | $54480.07          | $54531.92          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-001 JH     | 2052-01-20      | 1.5000%  |  | $29058.51          | $22897.58          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 GF     | 2054-01-20      | 4.9729%  |  | $17081.50          | $17229.38          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-095 F      | 2055-05-20      | 5.0429%  |  | $31973.64          | $32261.72          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5578FE 09/25/55 | 2055-09-25      | 4.8919%  |  | $27917.08          | $28057.21          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FE     | 2055-08-20      | 4.8229%  |  | $3377.71           | $3398.16           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FL     | 2053-08-20      | 4.7929%  |  | $12301.55          | $12364.90          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 FH     | 2055-09-20      | 4.8229%  |  | $44273.49          | $44458.27          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FC     | 2054-11-20      | 4.8729%  |  | $23525.11          | $23732.72          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-207 FM     | 2055-12-20      | 4.4729%  |  | $52847.76          | $52982.67          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FX     | 2054-11-20      | 4.9229%  |  | $56855.56          | $57230.71          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-189 FG     | 2055-11-20      | 4.4729%  |  | $101412.55         | $101684.92         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FK     | 2051-04-20      | 6.4229%  |  | $16229.34          | $17801.31          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513MF 11/25/54 | 2054-11-25      | 4.6019%  |  | $8665.36           | $8701.92           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-168 F      | 2055-10-20      | 4.4729%  |  | $19897.22          | $19932.07          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 FN     | 2051-03-20      | 4.5229%  |  | $3888.34           | $3907.10           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 FW     | 2065-06-20      | 4.5729%  |  | $23844.71          | $23948.89          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5526FK 12/25/54 | 2054-12-25      | 4.7119%  |  | $5022.56           | $5030.44           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5479FA 12/25/54 | 2054-12-25      | 4.8619%  |  | $2220.94           | $2232.19           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC093FA R24F093 | 2054-12-25      | 5.1619%  |  | $2338.45           | $2363.88           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 MF     | 2054-01-20      | 4.9229%  |  | $14399.37          | $14519.12          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF     | 2055-07-20      | 4.9929%  |  | $54938.40          | $55398.59          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5408LF 12/25/53 | 2053-12-25      | 5.0619%  |  | $23138.34          | $23346.06          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-183 XF     | 2053-12-20      | 4.8229%  |  | $12375.89          | $12442.57          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-210 MT     | 2055-12-20      | 8.0000%  |  | $12487.70          | $13662.93          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 NF     | 2051-05-20      | 4.5229%  |  | $5428.56           | $5454.26           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 MF     | 2051-05-20      | 4.5229%  |  | $5448.74           | $5474.53           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-154 FH     | 2055-09-20      | 4.8729%  |  | $29703.02          | $29867.25          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-154 FG     | 2055-09-20      | 4.5729%  |  | $18254.47          | $18315.50          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FH     | 2055-08-20      | 4.7429%  |  | $33902.50          | $34038.60          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 EF     | 2065-08-20      | 4.6729%  |  | $28292.44          | $28358.07          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF     | 2055-06-20      | 5.1729%  |  | $55894.32          | $56697.06          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 DF     | 2055-06-20      | 5.0729%  |  | $123.20            | $123.32            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FN 11/25/54 | 2054-11-25      | 4.2119%  |  | $32822.24          | $32317.30          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481AF 12/25/54 | 2054-12-25      | 4.8619%  |  | $2897.09           | $2912.23           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5445FH 08/25/54 | 2054-08-25      | 4.7619%  |  | $4412.53           | $4426.49           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-008 LF     | 2056-01-20      | 4.4729%  |  | $35143.28          | $34982.28          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-005 FC     | 2056-01-20      | 4.6229%  |  | $42010.16          | $42019.17          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05440F 08/25/54 | 2054-08-25      | 4.7119%  |  | $1118.73           | $1122.34           | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5342FA 01/15/47 | 2047-01-15      | 4.0867%  |  | $2364.84           | $2317.53           | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5338FG 08/15/45 | 2045-08-15      | 4.1367%  |  | $1555.39           | $1529.27           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL103FJ R24F103 | 2055-01-25      | 4.8619%  |  | $2395.94           | $2409.36           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FB R24F090 | 2053-11-25      | 4.9119%  |  | $2683.58           | $2708.08           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FB R24F064 | 2054-09-25      | 4.7619%  |  | $3470.69           | $3481.68           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5439FK 08/25/54 | 2054-08-25      | 4.6619%  |  | $6039.43           | $6054.70           | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF BU3284 C     | 2050-04-20      | 4.0000%  |  | $3120.25           | $2976.99           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6157 M     | 2049-09-20      | 5.0000%  |  | $73.82             | $74.68             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7381 C     | 2054-01-20      | 8.0000%  |  | $657.36            | $684.25            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7481 M     | 2038-12-20      | 7.0000%  |  | $42.29             | $44.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA5799 | 2040-08-01      | 4.5000%  |  | $0.56              | $0.55              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY7570 | 2055-07-01      | 6.5000%  |  | $610.99            | $641.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7624 C     | 2054-01-20      | 8.0000%  |  | $1267.78           | $1335.42           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1540 C     | 2053-09-20      | 7.5000%  |  | $770.50            | $820.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7627 C     | 2054-01-20      | 7.5000%  |  | $940.58            | $1002.26           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY6711 | 2055-06-01      | 6.5000%  |  | $425.51            | $446.44            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7090 C     | 2055-01-20      | 7.0000%  |  | $1221.23           | $1315.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8320 | 2054-06-01      | 5.5000%  |  | $5496.86           | $5634.27           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW9306 C     | 2050-08-20      | 2.0000%  |  | $231.01            | $188.66            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7383 C     | 2054-01-20      | 8.0000%  |  | $3693.55           | $3844.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4013 | 2035-05-01      | 2.5000%  |  | $354.42            | $335.03            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6716 M     | 2050-06-20      | 6.0000%  |  | $163.10            | $171.94            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7813 C     | 2053-11-20      | 7.5000%  |  | $13483.09          | $14206.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3782 C     | 2050-04-20      | 4.0000%  |  | $324.74            | $305.78            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3996 C     | 2063-08-20      | 2.0000%  |  | $170.06            | $132.09            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9570 C     | 2052-07-20      | 4.5000%  |  | $520.94            | $508.58            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CR2394 X     | 2053-05-15      | 6.0000%  |  | $2112.19           | $2275.62           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8030 M     | 2051-08-20      | 3.0000%  |  | $145.11            | $128.67            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5373 C     | 2052-12-20      | 7.5000%  |  | $421.39            | $439.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ2900 | 2055-09-01      | 5.5000%  |  | $550.49            | $554.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR0057 C     | 2052-12-20      | 7.5000%  |  | $669.09            | $729.29            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CL8529 C     | 2039-07-20      | 5.5000%  |  | $351.76            | $362.08            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CT5358 C     | 2063-03-20      | 5.5000%  |  | $234.28            | $236.15            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7866 M     | 2052-01-20      | 2.5000%  |  | $344.09            | $286.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8381 M     | 2052-09-20      | 5.0000%  |  | $39.88             | $39.89             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7157 C     | 2055-01-20      | 6.0000%  |  | $635.37            | $664.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5353 | 2054-04-01      | 6.0000%  |  | $3987.82           | $4142.91           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3997 C     | 2063-05-20      | 1.5000%  |  | $81.17             | $57.67             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5602 C     | 2064-10-20      | 6.5000%  |  | $3025.17           | $3174.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5693 | 2049-03-01      | 4.0000%  |  | $4738.74           | $4555.26           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7811 M     | 2051-12-20      | 2.5000%  |  | $67.38             | $55.95             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CV4691 C     | 2063-07-20      | 6.0000%  |  | $203.14            | $208.14            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3444 C     | 2053-05-20      | 6.0000%  |  | $553.32            | $573.39            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9272 C     | 2050-05-20      | 4.0000%  |  | $312.14            | $294.29            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5420 C     | 2064-08-20      | 4.0000%  |  | $493.23            | $464.78            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1534 C     | 2053-09-20      | 7.5000%  |  | $4070.88           | $4301.30           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7724 C     | 2063-12-20      | 7.5000%  |  | $181.14            | $189.10            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3785 C     | 2050-04-20      | 4.0000%  |  | $554.09            | $522.89            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP7290 X     | 2045-10-15      | 4.5000%  |  | $230.25            | $225.04            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG6307 C     | 2054-11-20      | 5.5000%  |  | $612.53            | $624.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7807 C     | 2054-12-20      | 5.5000%  |  | $1388.55           | $1416.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4923 | 2045-05-01      | 3.5000%  |  | $4832.83           | $4535.71           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3122 C     | 2053-12-20      | 8.0000%  |  | $790.92            | $832.43            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6871 M     | 2050-09-20      | 5.5000%  |  | $148.71            | $153.81            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2938 C     | 2053-10-20      | 7.5000%  |  | $3135.99           | $3395.64           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1404 C     | 2054-05-20      | 6.5000%  |  | $924.02            | $986.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ4372 | 2055-06-01      | 5.5000%  |  | $35278.48          | $35836.99          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3325 C     | 2050-05-20      | 3.0000%  |  | $579.24            | $516.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8153 | 2054-06-01      | 6.0000%  |  | $0.47              | $0.49              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0433 C     | 2054-03-20      | 6.0000%  |  | $846.84            | $887.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU0673 C     | 2050-04-20      | 4.0000%  |  | $434.32            | $407.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CN3251 C     | 2052-04-20      | 5.0000%  |  | $675.63            | $698.47            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BY1855 C     | 2050-12-20      | 4.0000%  |  | $407.56            | $384.06            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0915 C     | 2064-08-20      | 2.5000%  |  | $365.98            | $300.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSL3842 | 2053-02-01      | 4.0000%  |  | $2683.06           | $2557.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG4174 | 2056-03-01      | 5.0000%  |  | $0.60              | $0.60              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL4385 | 2052-07-01      | 3.0000%  |  | $9978.47           | $8871.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG5878 | 2056-03-01      | 5.5000%  |  | $1242.06           | $1253.71           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF4407 C     | 2064-11-20      | 4.0000%  |  | $532.39            | $501.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY6943 | 2055-07-01      | 6.5000%  |  | $596.17            | $626.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA4127 | 2055-12-01      | 4.5000%  |  | $11189.97          | $10893.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA3849 | 2052-04-01      | 2.5000%  |  | $13184.22          | $11270.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLTA7649 | 2056-03-01      | 4.5000%  |  | $776.62            | $750.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0214 | 2055-04-01      | 5.5000%  |  | $52491.49          | $53198.10          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7746 C     | 2056-03-20      | 3.0000%  |  | $63.13             | $55.69             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7736 C     | 2062-04-20      | 4.0000%  |  | $38.60             | $36.29             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7709 C     | 2064-10-20      | 4.0000%  |  | $87.17             | $82.15             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7706 C     | 2063-10-20      | 4.5000%  |  | $22.94             | $22.01             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0900 C     | 2064-08-20      | 3.0000%  |  | $516.91            | $457.21            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0896 C     | 2064-08-20      | 4.0000%  |  | $211.13            | $198.96            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0878 C     | 2063-08-20      | 4.0000%  |  | $177.66            | $167.41            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0871 C     | 2064-02-20      | 3.5000%  |  | $70.74             | $64.50             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0829 C     | 2064-07-20      | 3.5000%  |  | $365.96            | $333.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0808 C     | 2064-01-20      | 3.0000%  |  | $120.71            | $106.77            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0802 C     | 2064-08-20      | 3.0000%  |  | $99.65             | $88.14             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5359 C     | 2064-08-20      | 3.5000%  |  | $433.81            | $395.54            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3285 C     | 2050-04-20      | 4.0000%  |  | $4011.33           | $3835.20           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3283 C     | 2050-04-20      | 4.0000%  |  | $2195.70           | $2086.76           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9466 C     | 2050-04-20      | 4.0000%  |  | $456.72            | $430.54            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2613 C     | 2064-06-20      | 3.5000%  |  | $277.20            | $252.75            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2608 C     | 2064-06-20      | 2.5000%  |  | $477.72            | $392.31            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2577 C     | 2064-05-20      | 3.5000%  |  | $657.06            | $599.11            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB6276 C     | 2064-06-20      | 3.5000%  |  | $207.37            | $189.08            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DA9234 C     | 2063-06-20      | 2.0000%  |  | $89.52             | $69.53             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7380 C     | 2054-01-20      | 7.5000%  |  | $3451.05           | $3736.78           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3124 C     | 2053-12-20      | 8.0000%  |  | $5380.31           | $5662.66           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3123 C     | 2053-12-20      | 8.0000%  |  | $751.56            | $791.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG5277 | 2056-03-01      | 5.5000%  |  | $0.60              | $0.62              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2650 C     | 2064-05-20      | 3.5000%  |  | $584.66            | $533.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG2328 | 2056-03-01      | 5.0000%  |  | $343.61            | $340.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG2246 | 2056-03-01      | 5.0000%  |  | $0.60              | $0.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5464 | 2053-01-01      | 5.5000%  |  | $3646.02           | $3701.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBW2613 | 2056-03-01      | 6.5000%  |  | $0.60              | $0.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD4403 | 2055-03-01      | 6.5000%  |  | $11635.46          | $12081.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5663 | 2054-11-01      | 5.5000%  |  | $3874.66           | $3958.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ1068 | 2045-07-01      | 3.5000%  |  | $4432.65           | $4160.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT8379 | 2043-06-01      | 3.5000%  |  | $5142.46           | $4837.15           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9274 C     | 2050-05-20      | 4.0000%  |  | $425.78            | $400.98            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9273 C     | 2050-05-20      | 4.0000%  |  | $609.21            | $574.10            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9271 C     | 2050-05-20      | 4.0000%  |  | $571.39            | $539.16            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9270 C     | 2050-05-20      | 4.0000%  |  | $447.92            | $422.93            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3784 C     | 2050-04-20      | 4.0000%  |  | $300.90            | $283.16            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3783 C     | 2050-04-20      | 4.0000%  |  | $289.64            | $272.55            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3781 C     | 2050-04-20      | 4.0000%  |  | $81.28             | $76.44             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3788 C     | 2050-04-20      | 4.0000%  |  | $121.50            | $114.12            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3786 C     | 2050-04-20      | 4.0000%  |  | $180.60            | $169.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT1002 C     | 2050-06-20      | 4.5000%  |  | $261.76            | $264.11            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9465 C     | 2050-04-20      | 4.0000%  |  | $670.36            | $636.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BM9834 C     | 2049-06-20      | 6.0000%  |  | $225.33            | $238.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5275 C     | 2053-01-20      | 7.5000%  |  | $394.25            | $412.73            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9534 C     | 2052-07-20      | 4.5000%  |  | $404.90            | $395.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785053 C     | 2050-06-20      | 4.5000%  |  | $39282.81          | $37687.26          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C     | 2050-06-20      | 5.5000%  |  | $2151.67           | $2275.83           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736644 X     | 2031-05-15      | 6.5000%  |  | $59.87             | $61.81             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736641 X     | 2032-05-15      | 6.5000%  |  | $96.76             | $100.11            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 736306 C     | 2031-02-20      | 7.0000%  |  | $67.82             | $69.23             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK3334 C     | 2065-05-20      | 7.0000%  |  | $7158.76           | $7513.05           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8875 C     | 2055-02-20      | 6.5000%  |  | $632.57            | $673.75            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6287 C     | 2055-02-20      | 6.5000%  |  | $733.96            | $790.86            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7806 C     | 2054-12-20      | 5.5000%  |  | $1226.46           | $1253.73           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY5669 | 2055-06-01      | 5.0000%  |  | $3878.23           | $3852.58           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY5310 | 2055-06-01      | 6.0000%  |  | $653.45            | $684.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3652 | 2055-05-01      | 5.5000%  |  | $14634.52          | $14766.51          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4413 | 2055-05-01      | 6.0000%  |  | $760.62            | $780.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX9235 | 2055-03-01      | 6.5000%  |  | $140.68            | $149.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX8777 | 2055-03-01      | 6.5000%  |  | $3202.07           | $3324.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  |  | $4897.95           | $4398.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7908 | 2046-09-01      | 3.0000%  |  | $4875.21           | $4399.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7470 | 2046-07-01      | 3.5000%  |  | $4998.81           | $4681.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8005 | 2046-09-01      | 3.0000%  |  | $5486.78           | $4948.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS6633 | 2046-02-01      | 3.0000%  |  | $5052.07           | $4574.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6100 | 2045-11-01      | 3.5000%  |  | $4611.70           | $4340.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5518 | 2045-07-01      | 3.5000%  |  | $4452.93           | $4176.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6262 | 2045-11-01      | 3.5000%  |  | $5264.55           | $4931.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2128 | 2042-08-01      | 3.5000%  |  | $19070.14          | $18048.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL9948 | 2047-03-01      | 3.5000%  |  | $5262.29           | $4916.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3314 | 2042-12-01      | 3.5000%  |  | $4151.44           | $3914.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2252 | 2042-08-01      | 3.5000%  |  | $4420.93           | $4171.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT7933 | 2043-07-01      | 3.0000%  |  | $1874.79           | $1717.01           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX4669 | 2055-01-01      | 7.0000%  |  | $609.18            | $654.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA6028 | 2056-04-01      | 4.5000%  |  | $0.60              | $0.58              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  |  | $0.39              | $0.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  |  | $406.04            | $416.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  |  | $0.40              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA1356 | 2043-02-01      | 3.5000%  |  | $7679.33           | $7245.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1850 | 2056-01-01      | 5.5000%  |  | $24921.99          | $25187.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0720 | 2055-07-01      | 6.0000%  |  | $11535.19          | $11986.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7889 | 2052-06-01      | 3.0000%  |  | $10539.62          | $9369.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6871 | 2054-01-01      | 6.5000%  |  | $94976.05          | $99304.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX6633 | 2055-02-01      | 5.5000%  |  | $4952.90           | $5029.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM7936 | 2036-07-01      | 2.0000%  |  | $18074.70          | $16598.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4232 | 2055-04-01      | 5.5000%  |  | $5266.54           | $5319.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA3327 | 2055-07-01      | 4.5000%  |  | $7550.69           | $7322.38           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3121 C     | 2053-12-20      | 8.0000%  |  | $727.76            | $765.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5759 | 2051-09-01      | 2.5000%  |  | $547.69            | $460.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  |  | $126989.43         | $125914.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6018 C     | 2053-10-20      | 7.5000%  |  | $618.25            | $669.44            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2978 C     | 2053-10-20      | 7.5000%  |  | $1587.41           | $1718.84           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2937 C     | 2053-10-20      | 7.5000%  |  | $837.72            | $907.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2424 C     | 2053-11-20      | 7.5000%  |  | $1326.30           | $1382.11           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU9140 C     | 2053-06-20      | 6.0000%  |  | $545.91            | $569.16            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7816 C     | 2053-11-20      | 7.5000%  |  | $1139.27           | $1213.99           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7815 C     | 2053-11-20      | 7.5000%  |  | $1521.05           | $1619.43           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7790 C     | 2053-11-20      | 7.0000%  |  | $454.64            | $476.52            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD7084 X     | 2047-10-15      | 4.0000%  |  | $729.67            | $691.58            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA9058 M     | 2050-08-20      | 3.0000%  |  | $207.70            | $182.46            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8411 M     | 2052-10-20      | 5.0000%  |  | $37.26             | $37.27             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8379 M     | 2052-06-20      | 5.0000%  |  | $43.62             | $43.95             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8304 M     | 2045-10-20      | 3.5000%  |  | $53.41             | $48.35             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8299 M     | 2052-05-20      | 4.0000%  |  | $33.85             | $31.36             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8997 M     | 2053-07-20      | 6.0000%  |  | $50.71             | $51.28             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7867 M     | 2051-08-20      | 3.0000%  |  | $64.57             | $57.20             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7691 M     | 2051-10-20      | 3.0000%  |  | $70.91             | $62.81             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7690 M     | 2051-10-20      | 2.5000%  |  | $166.37            | $138.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7612 M     | 2041-07-20      | 7.0000%  |  | $32.69             | $33.00             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7556 M     | 2051-08-20      | 3.0000%  |  | $82.71             | $73.27             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7461 M     | 2045-04-20      | 3.5000%  |  | $46.41             | $42.03             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7299 M     | 2051-03-20      | 2.5000%  |  | $118.28            | $98.22             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6873 M     | 2039-01-20      | 6.5000%  |  | $64.31             | $69.72             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6872 M     | 2050-09-20      | 6.0000%  |  | $75.94             | $80.06             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6870 M     | 2050-09-20      | 5.0000%  |  | $144.85            | $147.25            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3426 C     | 2053-05-20      | 6.0000%  |  | $533.36            | $550.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6584 M     | 2050-04-20      | 3.5000%  |  | $62.51             | $56.61             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6504 M     | 2050-01-20      | 3.5000%  |  | $165.09            | $149.96            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2423 C     | 2053-11-20      | 7.5000%  |  | $514.58            | $541.78            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX7264 C     | 2054-01-20      | 7.5000%  |  | $983.05            | $1035.68           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7626 C     | 2054-01-20      | 8.0000%  |  | $1547.07           | $1629.56           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7625 C     | 2054-01-20      | 8.0000%  |  | $1518.41           | $1599.39           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7621 C     | 2054-01-20      | 7.5000%  |  | $1317.46           | $1402.68           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7620 C     | 2054-01-20      | 7.5000%  |  | $1879.23           | $1999.95           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6019 C     | 2053-10-20      | 7.5000%  |  | $1361.75           | $1474.50           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CW7531 C     | 2063-06-20      | 2.0000%  |  | $60.49             | $46.98             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW6047 C     | 2053-11-20      | 6.5000%  |  | $576.33            | $609.67            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6481 M     | 2050-02-20      | 6.5000%  |  | $290.87            | $311.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1539 C     | 2053-09-20      | 7.5000%  |  | $873.88            | $930.01            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU0485 C     | 2053-04-20      | 7.5000%  |  | $485.84            | $526.06            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS5067 C     | 2053-01-20      | 7.5000%  |  | $475.76            | $515.15            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR9823 C     | 2053-01-20      | 7.5000%  |  | $848.26            | $918.48            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR2393 C     | 2053-05-20      | 6.0000%  |  | $4822.22           | $5201.34           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CQ3338 C     | 2062-09-20      | 4.5000%  |  | $309.88            | $297.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AF3174 C     | 2035-08-20      | 5.5000%  |  | $104.99            | $105.96            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AE2211 C     | 2036-04-20      | 5.5000%  |  | $62.87             | $64.55             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CL3171 C     | 2052-01-20      | 4.0000%  |  | $509.64            | $480.51            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2187 X     | 2052-06-15      | 5.5000%  |  | $856.36            | $907.45            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7180 M     | 2051-01-20      | 2.5000%  |  | $115.08            | $95.62             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5819 M     | 2049-03-20      | 5.0000%  |  | $61.81             | $62.44             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5266 M     | 2048-06-20      | 5.0000%  |  | $645.78            | $650.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA5177 M     | 2048-05-20      | 3.5000%  |  | $115.42            | $104.59            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 798441 X     | 2042-05-15      | 4.5000%  |  | $160.45            | $161.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ5843 | 2056-01-01      | 5.5000%  |  | $121766.09         | $123675.18         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4387 | 2055-06-01      | 6.0000%  |  | $23245.68          | $23882.12          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1068 | 2054-03-01      | 5.5000%  |  | $9692.63           | $9767.55           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0855 | 2054-02-01      | 6.5000%  |  | $17264.86          | $18051.63          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4176 | 2056-03-01      | 5.0000%  |  | $13052.74          | $12938.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4139 | 2056-02-01      | 5.0000%  |  | $35503.62          | $35235.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CG2269 C     | 2040-08-20      | 5.0000%  |  | $557.70            | $557.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7447 C     | 2051-08-20      | 4.0000%  |  | $266.63            | $252.14            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7063 C     | 2051-08-20      | 4.0000%  |  | $363.96            | $343.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CD0710 C     | 2051-05-20      | 2.5000%  |  | $415.14            | $356.52            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CC0198 C     | 2051-04-20      | 3.0000%  |  | $3258.86           | $2907.26           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU5005 C     | 2050-05-20      | 3.5000%  |  | $778.59            | $721.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3391 C     | 2050-05-20      | 5.0000%  |  | $276.11            | $276.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3326 C     | 2050-05-20      | 3.0000%  |  | $770.81            | $694.75            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CJ2186 C     | 2052-06-20      | 6.0000%  |  | $662.26            | $714.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSL3225 | 2052-03-01      | 2.0000%  |  | $5269.75           | $4304.84           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1474 | 2055-05-01      | 6.5000%  |  | $4726.97           | $4949.21           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY8608 | 2055-07-01      | 6.0000%  |  | $577.57            | $603.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQY8232 | 2055-06-01      | 7.0000%  |  | $394.87            | $417.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY8133 | 2055-07-01      | 6.0000%  |  | $537.81            | $552.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY7388 | 2055-07-01      | 6.5000%  |  | $618.28            | $648.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQY6690 | 2055-07-01      | 4.5000%  |  | $583.76            | $569.59            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6714 M     | 2050-06-20      | 5.0000%  |  | $202.62            | $204.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3787 C     | 2050-04-20      | 4.0000%  |  | $396.75            | $378.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3780 C     | 2050-04-20      | 4.0000%  |  | $274.28            | $258.43            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5314%  |  | $272.30            | $260.68            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023A3 R20M023 | 2035-03-25      | 1.7400%  |  | $4740.00           | $3829.48           | Agency Mortgage-Backed Securities         |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $3606.30           | $3610.77           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $1119.42           | $1135.07           | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  |  | $316.80            | $310.65            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $107865.42         | $103928.28         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $260.46            | $183.44            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 38        | 2038-02-15      | 4.3750%  |  | $51.96             | $52.00             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  |  | $7402.98           | $5135.15           | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $24584.70          | $25137.72          | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  |  | $30.60             | $30.00             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $223.86            | $225.71            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $53399.58          | $54112.53          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  |  | $55256.76          | $55885.31          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $158830.56         | $161240.38         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  |  | $513.42            | $519.74            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $21157.80          | $21368.52          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  |  | $14.94             | $15.04             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $3142.26           | $2772.23           | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $2720.16           | $2001.39           | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $14461.92          | $7631.14           | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $7562.52           | $5544.68           | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $58.08             | $42.77             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $6933.00           | $4529.03           | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $47287.44          | $36683.88          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  |  | $3033.96           | $2358.92           | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 42        | 2042-02-15      | 3.1250%  |  | $29956.86          | $24465.03          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $9032.94           | $8740.29           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 40        | 2040-08-15      | 3.8750%  |  | $28605.30          | $26289.41          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $7359.00           | $7376.89           | U.S. Treasuries (including strips)        |
| USTR BILL 06/02/26        | 2026-06-02      | 0.0000%  |  | $156.30            | $155.31            | U.S. Treasuries (including strips)        |
| USTR BILL 07/30/26        | 2026-07-30      | 0.0000%  |  | $5.04              | $4.98              | U.S. Treasuries (including strips)        |

### Security 121: 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):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2026-027 GF     | 2055-08-20      | 4.3229%  |  | $49305.07          | $48652.80          | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 05.000 CLRJ3059 | 2054-12-01      | 5.0000%  |  | $27525.74          | $27402.99          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1771 | 2054-06-01      | 5.5000%  |  | $37095.90          | $37467.68          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4291 | 2056-02-01      | 5.0000%  |  | $36279.17          | $36005.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5855 | 2055-10-01      | 6.5000%  |  | $28534.03          | $29628.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  |  | $31524.01          | $32244.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  |  | $6251.22           | $6311.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCC0307 | 2055-04-01      | 7.0000%  |  | $4977.51           | $5276.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS9540 | 2054-11-01      | 5.0000%  |  | $62638.73          | $61976.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3257 | 2055-11-01      | 5.5000%  |  | $41165.21          | $41716.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9428 | 2054-11-01      | 5.0000%  |  | $111546.42         | $110330.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5853 | 2055-10-01      | 5.5000%  |  | $43517.01          | $43836.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1412 | 2054-05-01      | 5.5000%  |  | $18544.80          | $18943.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4175 | 2055-05-01      | 6.5000%  |  | $33401.74          | $35223.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0839 | 2055-08-01      | 6.0000%  |  | $72748.75          | $75074.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM1924 | 2049-07-01      | 4.5000%  |  | $82299.32          | $80986.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1093 | 2052-04-01      | 3.5000%  |  | $66773.73          | $61541.52          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL4385 | 2052-07-01      | 3.0000%  |  | $12624.73          | $11224.78          | Agency Mortgage-Backed Securities         |
| USTR 4 1/4 NOTE J 33      | 2033-03-31      | 4.2500%  |  | $241742.30         | $242989.69         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AF 30     | 2030-10-31      | 3.6250%  |  | $103.30            | $103.39            | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $3608.10           | $2601.58           | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $9703.30           | $7114.25           | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $12500.40          | $12530.78          | U.S. Treasuries (including strips)        |

### Security 122: 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):** $1500000.00
- **C.18.a - Value (excl. sponsor support):** $1500000.00
- **C.19 - Percentage of Net Assets:** 2.0700%
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 4.5119%  |  | $5433.14           | $5425.63           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 4.5119%  |  | $4230.25           | $4232.00           | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5342FA 01/15/47 | 2047-01-15      | 4.0867%  |  | $6674.70           | $6541.17           | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5338FG 08/15/45 | 2045-08-15      | 4.1367%  |  | $3918.87           | $3853.06           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5202GA 05/25/48 | 2048-05-25      | 3.0000%  |  | $4969.58           | $4612.50           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5069PC 02/25/51 | 2051-02-25      | 0.7500%  |  | $7764.16           | $5635.26           | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.1457%  |  | $155.13            | $153.69            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3827BL 03/15/41 | 2041-03-15      | 5.0000%  |  | $1319.60           | $1320.53           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05440F 08/25/54 | 2054-08-25      | 4.7119%  |  | $809.61            | $812.22            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL111EF R25F111 | 2056-01-25      | 4.6619%  |  | $3443.94           | $3429.61           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL136KB R13F136 | 2029-01-25      | 3.5000%  |  | $207.83            | $207.26            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC073KA R13F073 | 2042-10-25      | 3.0000%  |  | $4497.79           | $4344.10           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  |  | $3196.78           | $3070.33           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC072NA R13F072 | 2042-08-25      | 2.5000%  |  | $81.26             | $81.05             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC061BA R13F061 | 2043-01-25      | 3.0000%  |  | $6246.85           | $5909.69           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC133HC R12F133 | 2041-09-25      | 2.5000%  |  | $910.22            | $897.22            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5568FE 08/25/55 | 2055-08-25      | 4.8619%  |  | $9784.43           | $9845.29           | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 6.5422%  |  | $325.74            | $335.33            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508FC 02/25/55 | 2055-02-25      | 4.6619%  |  | $2311.90           | $2326.53           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL083FA R24F083 | 2054-10-25      | 4.8119%  |  | $7327.97           | $7337.79           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5560FB 06/25/55 | 2055-06-25      | 4.6619%  |  | $526.16            | $529.56            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 4.5119%  |  | $7020.62           | $7017.46           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5566DF 07/25/51 | 2051-07-25      | 4.6119%  |  | $1310.70           | $1307.14           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FB R25F034 | 2055-05-25      | 4.7119%  |  | $6476.40           | $6486.29           | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03607B 12/15/37 | 2037-12-15      | 6.2621%  |  | $168.44            | $170.43            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5480FD 03/25/54 | 2054-03-25      | 5.0119%  |  | $2008.96           | $2022.55           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.0819%  |  | $743.81            | $750.84            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL093FL R24F093 | 2054-12-25      | 5.1119%  |  | $3995.66           | $4035.92           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5479FA 12/25/54 | 2054-12-25      | 4.8619%  |  | $2792.50           | $2806.66           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC057FP R25F057 | 2055-07-25      | 4.8119%  |  | $12165.78          | $12225.61          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FJ 11/25/54 | 2054-11-25      | 4.8119%  |  | $9463.19           | $9494.06           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FB R24F064 | 2054-09-25      | 4.7619%  |  | $4106.15           | $4119.15           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 4.6619%  |  | $1074.13           | $1079.89           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL032F R24F032  | 2054-06-25      | 4.9619%  |  | $3863.65           | $3898.14           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.2119%  |  | $3200.62           | $3257.77           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FB R23F047 | 2053-10-25      | 5.0619%  |  | $7659.05           | $7749.07           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  |  | $781.45            | $763.61            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FJ 12/25/54 | 2054-12-25      | 4.8119%  |  | $7632.29           | $7668.02           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 4.5119%  |  | $5115.37           | $5112.48           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC004D R25F004  | 2052-07-25      | 5.5000%  |  | $5355.66           | $5431.93           | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4313FM 03/15/44 | 2044-03-15      | 4.2367%  |  | $625.73            | $618.28            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  |  | $179.38            | $175.41            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FB R16F082 | 2046-11-25      | 4.1764%  |  | $1759.91           | $1752.14           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R23F004 | 2045-07-25      | 5.5000%  |  | $180.46            | $182.34            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FV R24F082 | 2054-11-25      | 4.2719%  |  | $17931.60          | $17751.03          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC025GA R21F025 | 2051-05-25      | 1.0000%  |  | $4440.64           | $3387.24           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5561LA 09/25/51 | 2051-09-25      | 5.5000%  |  | $3956.67           | $4017.43           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5557FM 07/25/55 | 2055-07-25      | 4.7619%  |  | $1121.16           | $1125.21           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549BF 02/25/55 | 2055-02-25      | 4.8619%  |  | $1625.30           | $1635.72           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5542CF 05/25/55 | 2055-05-25      | 5.2119%  |  | $3942.82           | $3987.50           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5535FB 05/25/55 | 2055-05-25      | 4.5119%  |  | $7987.80           | $7997.77           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5526FK 12/25/54 | 2054-12-25      | 4.7119%  |  | $8997.90           | $9012.02           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513MF 11/25/54 | 2054-11-25      | 4.6019%  |  | $1385.11           | $1390.96           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5499FW 02/25/55 | 2055-02-25      | 5.0619%  |  | $1471.65           | $1482.58           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508AF 02/25/55 | 2055-02-25      | 4.6619%  |  | $1012.40           | $1018.83           | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 5505AF 03/15/50 | 2050-03-15      | 4.4813%  |  | $1766.63           | $1749.59           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5492CL 01/25/55 | 2055-01-25      | 4.5000%  |  | $541.64            | $531.77            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FE 02/25/54 | 2054-02-25      | 5.1119%  |  | $4899.13           | $4939.82           | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 6.4904%  |  | $128.88            | $128.84            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 6.4274%  |  | $90.57             | $90.48             | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.3254%  |  | $320.71            | $323.87            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 5.8858%  |  | $144.46            | $147.12            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL105TB R09F105 | 2039-12-25      | 6.5064%  |  | $229.81            | $232.22            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062BA R25F062 | 2051-11-25      | 5.5000%  |  | $4695.39           | $4732.23           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL052FB R25F052 | 2055-07-25      | 4.8619%  |  | $360.87            | $363.07            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC055CF R25F055 | 2055-07-25      | 4.4619%  |  | $27175.03          | $27109.83          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL054FM R25F054 | 2055-07-25      | 4.7619%  |  | $535.60            | $537.53            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC019CA R25F019 | 2051-02-25      | 5.0000%  |  | $2724.84           | $2742.53           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL001FD R25F001 | 2055-02-25      | 4.8619%  |  | $739.06            | $743.57            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL004FB R25F004 | 2053-12-25      | 4.8619%  |  | $396.03            | $398.15            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC099FE R24F099 | 2055-01-25      | 5.1119%  |  | $1193.10           | $1206.25           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL100FD R24F100 | 2054-06-25      | 5.1119%  |  | $2499.43           | $2524.61           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.0119%  |  | $0.23              | $0.23              | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL021FB R25F021 | 2053-07-25      | 4.9619%  |  | $6921.81           | $6969.81           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FB R24F090 | 2053-11-25      | 4.9119%  |  | $6205.22           | $6261.86           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FA R24F090 | 2054-12-25      | 5.1619%  |  | $1026.07           | $1037.18           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC077DF R24F077 | 2053-10-25      | 4.8619%  |  | $820.33            | $827.99            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC093FA R24F093 | 2054-12-25      | 5.1619%  |  | $3720.27           | $3760.73           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082CF R24F082 | 2054-11-25      | 5.0119%  |  | $858.00            | $862.88            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FG 12/25/54 | 2054-12-25      | 5.0119%  |  | $1391.34           | $1400.14           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481AF 12/25/54 | 2054-12-25      | 4.8619%  |  | $6075.83           | $6107.59           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5484FA 12/25/54 | 2054-12-25      | 4.8619%  |  | $1913.13           | $1923.46           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5471BF 11/25/54 | 2054-11-25      | 4.6119%  |  | $5611.36           | $5603.20           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5445FH 08/25/54 | 2054-08-25      | 4.7619%  |  | $5319.55           | $5336.38           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL092HF R24F092 | 2054-12-25      | 4.8619%  |  | $1765.59           | $1776.81           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC092JF R24F092 | 2054-12-25      | 4.8119%  |  | $4655.96           | $4678.01           | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 02.500 CLSD1701 | 2052-05-01      | 2.5000%  |  | $79.21             | $68.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5884 | 2045-09-01      | 3.5000%  |  | $3051.80           | $2864.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5712 | 2045-08-01      | 3.5000%  |  | $94.71             | $88.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4996 | 2045-05-01      | 3.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4336 | 2045-01-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS3898 | 2044-11-01      | 3.5000%  |  | $7.05              | $6.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS2676 | 2029-06-01      | 3.0000%  |  | $13.87             | $13.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CVAR1938 | 2027-12-01      | 2.5000%  |  | $12.34             | $12.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6623 | 2046-02-01      | 4.0000%  |  | $0.05              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR2574 | 2043-02-01      | 3.5000%  |  | $93.89             | $88.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAQ5323 | 2042-11-01      | 3.5000%  |  | $13.66             | $12.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAQ0527 | 2042-11-01      | 3.5000%  |  | $4215.72           | $3959.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP4793 | 2042-09-01      | 3.5000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2126 | 2042-08-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $41.16             | $37.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAO9775 | 2042-08-01      | 3.5000%  |  | $0.06              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $0.18              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  |  | $14423.94          | $12486.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6929 | 2050-09-01      | 2.0000%  |  | $0.18              | $0.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6908 | 2050-09-01      | 2.0000%  |  | $0.21              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  |  | $4073.77           | $3339.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6698 | 2050-08-01      | 2.0000%  |  | $23461.64          | $19060.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6578 | 2050-08-01      | 2.5000%  |  | $42501.29          | $36122.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6582 | 2050-08-01      | 2.5000%  |  | $0.16              | $0.14              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0084 | 2056-01-01      | 5.0000%  |  | $0.59              | $0.58              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4421 | 2055-04-01      | 6.5000%  |  | $0.21              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3245 | 2055-01-01      | 5.0000%  |  | $319.88            | $318.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4260 | 2036-02-01      | 1.5000%  |  | $0.15              | $0.14              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3093 | 2054-12-01      | 6.0000%  |  | $3022.86           | $3113.84           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3080 | 2054-12-01      | 5.5000%  |  | $1.52              | $1.54              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3048 | 2054-12-01      | 6.0000%  |  | $0.26              | $0.27              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2909 | 2054-12-01      | 5.5000%  |  | $0.27              | $0.27              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2919 | 2054-12-01      | 6.0000%  |  | $0.26              | $0.27              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2700 | 2054-07-01      | 6.5000%  |  | $0.38              | $0.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG5737 | 2056-04-01      | 5.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG5519 | 2056-03-01      | 6.0000%  |  | $1482.10           | $1528.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG5122 | 2056-03-01      | 5.5000%  |  | $1816.35           | $1832.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG1673 | 2056-02-01      | 5.0000%  |  | $3229.90           | $3215.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9992 | 2056-01-01      | 5.0000%  |  | $608.06            | $603.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9747 | 2056-01-01      | 6.0000%  |  | $2780.04           | $2916.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9733 | 2056-01-01      | 5.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9093 | 2056-01-01      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9871 | 2056-01-01      | 5.0000%  |  | $4194.66           | $4154.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4563 | 2052-09-01      | 5.0000%  |  | $28.29             | $28.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5300 | 2052-12-01      | 5.5000%  |  | $2.26              | $2.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS0225 | 2043-08-01      | 4.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7385 | 2045-09-01      | 3.5000%  |  | $0.11              | $0.10              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q50241 G | 2047-08-01      | 3.5000%  |  | $297.69            | $277.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9365 | 2054-10-01      | 5.5000%  |  | $0.27              | $0.28              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM2287 | 2046-12-01      | 3.5000%  |  | $103.75            | $96.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6977 | 2050-09-01      | 2.0000%  |  | $0.37              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CKBM6148 | 2049-10-01      | 3.5000%  |  | $57.45             | $52.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  |  | $0.22              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA4904 | 2053-10-01      | 6.0000%  |  | $0.21              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3259 | 2052-04-01      | 3.5000%  |  | $0.23              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6155 | 2054-08-01      | 5.5000%  |  | $47.32             | $47.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9373 | 2054-10-01      | 5.0000%  |  | $0.29              | $0.28              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $1157.35           | $1170.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $14233.22          | $14065.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQA8776 | 2050-04-01      | 4.0000%  |  | $0.08              | $0.07              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2469 | 2054-09-01      | 6.5000%  |  | $0.21              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 RIAL6425 | 2029-10-01      | 2.5000%  |  | $3.77              | $3.68              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC2197 | 2036-08-01      | 2.0000%  |  | $5084.00           | $4673.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  |  | $6.72              | $6.54              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAS8740 | 2037-02-01      | 3.5000%  |  | $8.74              | $8.46              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9644 | 2055-09-01      | 6.5000%  |  | $1.04              | $1.10              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  |  | $0.20              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0259 | 2055-04-01      | 6.0000%  |  | $33.79             | $35.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0145 | 2055-09-01      | 6.5000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0778 | 2055-10-01      | 6.0000%  |  | $2.27              | $2.34              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA4398 | 2056-01-01      | 6.0000%  |  | $2946.80           | $3029.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5952 | 2041-01-01      | 5.5000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA1417 | 2055-12-01      | 6.0000%  |  | $0.60              | $0.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4125 | 2055-11-01      | 5.0000%  |  | $0.60              | $0.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBV5448 | 2041-01-01      | 5.0000%  |  | $485.90            | $494.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8795 | 2056-01-01      | 5.0000%  |  | $345.54            | $342.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4138 | 2055-11-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF3445 | 2055-10-01      | 6.5000%  |  | $2229.12           | $2337.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3185 | 2055-10-01      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2432 | 2055-11-01      | 5.0000%  |  | $0.89              | $0.90              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF2377 | 2055-11-01      | 4.5000%  |  | $384.19            | $372.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF2184 | 2055-11-01      | 5.5000%  |  | $1059.07           | $1067.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2581 | 2055-10-01      | 5.0000%  |  | $0.38              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1557 | 2055-10-01      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7716 | 2054-12-01      | 6.0000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC7977 | 2055-01-01      | 6.5000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC6924 | 2054-11-01      | 5.5000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6533 | 2054-11-01      | 5.0000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6387 | 2054-11-01      | 5.0000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5514 | 2054-11-01      | 5.0000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC4067 | 2054-10-01      | 6.0000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC3816 | 2054-10-01      | 7.0000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC4445 | 2054-11-01      | 4.5000%  |  | $0.27              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC3317 | 2054-09-01      | 5.0000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8370 | 2056-02-01      | 5.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9970 | 2055-02-01      | 5.5000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9614 | 2054-12-01      | 6.0000%  |  | $16687.26          | $17242.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9439 | 2054-11-01      | 5.5000%  |  | $0.27              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  |  | $2440.97           | $2490.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9317 | 2054-10-01      | 5.0000%  |  | $114.09            | $112.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CICB9257 | 2039-09-01      | 4.5000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9232 | 2054-08-01      | 7.0000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 ZL310167 | 2044-02-01      | 4.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CZ257280 | 2048-05-01      | 4.5000%  |  | $11.49             | $11.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 NP257135 | 2038-03-01      | 5.5000%  |  | $6.89              | $7.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 NQ256109 | 2036-01-01      | 6.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLRQ0016 | 2055-06-01      | 7.0000%  |  | $0.19              | $0.20              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ5214 | 2055-11-01      | 4.5000%  |  | $0.90              | $0.88              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4651 | 2055-08-01      | 6.0000%  |  | $369.31            | $382.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4131 | 2055-05-01      | 6.5000%  |  | $12593.19          | $13189.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC7350 | 2054-11-01      | 7.0000%  |  | $0.26              | $0.28              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4403 | 2055-06-01      | 6.5000%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1892 | 2041-05-01      | 5.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL4434 | 2043-02-01      | 3.5000%  |  | $2069.87           | $1966.26           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2570 | 2052-11-01      | 5.0000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3586 | 2055-02-01      | 6.0000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2451 | 2054-10-01      | 5.5000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1727 | 2055-06-01      | 5.5000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU5890 | 2051-12-01      | 2.5000%  |  | $0.20              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5758 | 2055-03-01      | 6.0000%  |  | $0.26              | $0.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5473 | 2055-01-01      | 6.0000%  |  | $391.21            | $408.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBU5195 | 2039-11-01      | 5.0000%  |  | $0.27              | $0.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU4913 | 2054-08-01      | 5.0000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4850 | 2054-08-01      | 5.5000%  |  | $3539.27           | $3583.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CKBU4849 | 2054-07-01      | 6.5000%  |  | $0.21              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  |  | $7247.48           | $7189.94           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  |  | $1579.02           | $1566.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR2227 | 2051-08-01      | 2.5000%  |  | $0.22              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5496 | 2055-12-01      | 5.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF4952 | 2055-11-01      | 5.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF5352 | 2055-12-01      | 6.0000%  |  | $310.95            | $322.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  |  | $0.14              | $0.12              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7240 | 2050-10-01      | 2.5000%  |  | $676.88            | $581.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  |  | $10502.31          | $8955.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA6432 | 2050-07-01      | 3.5000%  |  | $2293.75           | $2139.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7131 | 2050-09-01      | 2.5000%  |  | $0.15              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7115 | 2050-09-01      | 2.0000%  |  | $0.18              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6017 | 2050-06-01      | 2.5000%  |  | $0.14              | $0.12              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY8627 | 2055-07-01      | 6.0000%  |  | $0.70              | $0.71              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY7959 | 2055-07-01      | 6.5000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQY7124 | 2055-07-01      | 7.0000%  |  | $0.26              | $0.28              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY6150 | 2055-06-01      | 5.5000%  |  | $196.46            | $200.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4745 | 2055-06-01      | 6.0000%  |  | $940.80            | $962.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3995 | 2055-05-01      | 5.5000%  |  | $0.27              | $0.28              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3465 | 2055-05-01      | 5.5000%  |  | $3927.78           | $4009.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRMA1217 | 2042-10-01      | 4.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0353 | 2030-03-01      | 4.5000%  |  | $20.03             | $20.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0318 | 2030-02-01      | 4.5000%  |  | $17.41             | $17.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0200 | 2029-10-01      | 4.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CZAB9638 | 2053-06-01      | 3.5000%  |  | $0.07              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB8231 | 2042-06-01      | 3.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 K2255538 | 2034-11-01      | 5.5000%  |  | $9.20              | $9.20              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIQO4559 | 2040-11-01      | 4.5000%  |  | $418.74            | $418.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI9058 | 2054-07-01      | 6.0000%  |  | $2731.33           | $2814.36           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI7266 | 2054-06-01      | 5.5000%  |  | $4044.28           | $4074.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI4750 | 2054-05-01      | 6.5000%  |  | $0.23              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  |  | $1.07              | $1.09              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  |  | $2.63              | $2.68              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4961 | 2052-06-01      | 5.0000%  |  | $448.20            | $449.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD5776 | 2052-01-01      | 3.0000%  |  | $84.08             | $75.05             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD2148 | 2051-12-01      | 2.5000%  |  | $0.43              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0864 | 2031-10-01      | 4.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  |  | $0.07              | $0.06              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3SZN0134 | 2043-06-01      | 3.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0113 | 2053-10-01      | 6.5000%  |  | $3104.74           | $3232.87           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0625 | 2051-05-01      | 2.5000%  |  | $0.20              | $0.17              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI2239 | 2054-03-01      | 6.0000%  |  | $0.21              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2171 | 2052-06-01      | 4.5000%  |  | $74.21             | $72.51             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC7410 | 2051-09-01      | 2.5000%  |  | $0.21              | $0.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA7640 | 2054-04-01      | 6.5000%  |  | $395.57            | $419.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA2230 | 2035-04-01      | 3.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  |  | $1550.79           | $1441.03           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6078 | 2049-01-01      | 4.5000%  |  | $627.70            | $618.83            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G16792 G | 2034-03-01      | 4.0000%  |  | $39.04             | $38.93             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI4959 | 2054-05-01      | 5.0000%  |  | $1905.07           | $1904.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3672 | 2053-10-01      | 7.5000%  |  | $0.16              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5935 | 2049-03-01      | 4.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5917 | 2053-03-01      | 6.0000%  |  | $0.24              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT1679 | 2049-01-01      | 4.5000%  |  | $8406.52           | $8269.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8623 | 2047-01-01      | 3.0000%  |  | $0.09              | $0.08              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0028 | 2047-01-01      | 3.0000%  |  | $0.28              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3511 | 2055-02-01      | 6.0000%  |  | $0.26              | $0.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1675 | 2055-05-01      | 5.5000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4855 | 2055-09-01      | 6.0000%  |  | $9.85              | $10.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3616 | 2055-07-01      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2103 | 2054-12-01      | 5.5000%  |  | $2.35              | $2.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB4914 | 2055-02-01      | 7.0000%  |  | $512.55            | $563.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA2728 | 2056-01-01      | 6.5000%  |  | $0.54              | $0.57              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE6941 | 2056-01-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0112 | 2056-04-01      | 6.0000%  |  | $11352.90          | $11649.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3539 | 2055-11-01      | 5.0000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLTA6782 | 2056-02-01      | 7.0000%  |  | $0.60              | $0.64              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL3427 | 2050-08-01      | 3.0000%  |  | $0.30              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU6016 | 2043-09-01      | 3.5000%  |  | $53.06             | $49.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU0100 | 2043-06-01      | 3.5000%  |  | $499.50            | $469.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT9223 | 2043-07-01      | 3.0000%  |  | $0.07              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT8615 | 2043-07-01      | 3.5000%  |  | $0.13              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT8393 | 2043-06-01      | 3.5000%  |  | $0.12              | $0.11              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT5901 | 2043-06-01      | 3.5000%  |  | $3018.76           | $2850.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT4192 | 2043-05-01      | 3.5000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CRAT3973 | 2033-04-01      | 3.0000%  |  | $34.85             | $33.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2118 | 2043-03-01      | 3.0000%  |  | $3.27              | $3.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9224 | 2051-01-01      | 2.0000%  |  | $0.21              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ2998 | 2050-10-01      | 2.0000%  |  | $3739.53           | $3036.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ1163 | 2050-08-01      | 2.0000%  |  | $91.43             | $74.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP7525 | 2050-11-01      | 2.0000%  |  | $0.20              | $0.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP7519 | 2050-11-01      | 2.0000%  |  | $0.19              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8087 | 2050-08-01      | 2.0000%  |  | $0.18              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP6618 | 2050-08-01      | 2.5000%  |  | $0.16              | $0.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP6345 | 2050-06-01      | 3.0000%  |  | $0.15              | $0.13              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB4847 | 2050-10-01      | 2.5000%  |  | $0.17              | $0.14              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQB1382 | 2050-07-01      | 3.0000%  |  | $28.43             | $25.23             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA7234 | 2050-02-01      | 3.0000%  |  | $136.81            | $121.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQA6444 | 2050-01-01      | 4.5000%  |  | $0.35              | $0.34              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC V80167 G | 2043-07-01      | 3.0000%  |  | $0.06              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC U90879 G | 2043-02-01      | 3.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC U90828 G | 2043-02-01      | 3.5000%  |  | $0.06              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC U70677 G | 2028-10-01      | 3.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Z40266 G | 2043-12-01      | 3.5000%  |  | $2772.84           | $2622.87           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4264 | 2053-11-01      | 6.0000%  |  | $7566.17           | $7871.60           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3997 | 2053-09-01      | 6.0000%  |  | $410.93            | $427.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3957 | 2053-10-01      | 6.0000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  |  | $15251.67          | $15364.12          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8526 | 2055-04-01      | 6.5000%  |  | $0.18              | $0.19              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0094 | 2049-09-01      | 3.5000%  |  | $25.53             | $23.66             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0837 | 2052-01-01      | 3.0000%  |  | $0.20              | $0.18              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTSC0188 | 2041-09-01      | 2.0000%  |  | $0.19              | $0.17              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8354 | 2039-11-01      | 3.5000%  |  | $39.77             | $38.32             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8165 | 2037-05-01      | 3.5000%  |  | $0.17              | $0.16              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1859 | 2049-03-01      | 5.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0713 | 2048-10-01      | 4.5000%  |  | $48.31             | $47.48             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0536 | 2048-03-01      | 3.5000%  |  | $277.63            | $259.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  |  | $1681.34           | $1573.78           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0103 | 2056-03-01      | 5.5000%  |  | $13845.79          | $13948.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA7104 | 2056-03-01      | 6.0000%  |  | $0.60              | $0.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1646 | 2055-12-01      | 5.5000%  |  | $2153.81           | $2189.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF6363 | 2055-12-01      | 6.5000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4518 | 2056-03-01      | 5.5000%  |  | $0.60              | $0.61              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0885 | 2055-10-01      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0595 | 2055-09-01      | 5.5000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0601 | 2055-09-01      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0427 | 2055-10-01      | 5.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF0405 | 2055-10-01      | 4.5000%  |  | $0.30              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF0402 | 2055-10-01      | 4.5000%  |  | $787.54            | $762.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF0011 | 2055-10-01      | 5.0000%  |  | $541.66            | $537.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3034 | 2054-09-01      | 6.5000%  |  | $0.23              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ3006 | 2054-09-01      | 5.0000%  |  | $7.94              | $7.93              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ1814 | 2054-08-01      | 7.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1341 | 2055-10-01      | 5.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ1383 | 2054-08-01      | 7.0000%  |  | $299.83            | $321.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ1794 | 2054-08-01      | 5.5000%  |  | $395.16            | $406.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH9541 | 2054-02-01      | 5.5000%  |  | $0.26              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH9196 | 2054-01-01      | 7.0000%  |  | $410.93            | $438.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH5013 | 2053-11-01      | 6.0000%  |  | $0.38              | $0.40              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH0832 | 2053-08-01      | 6.5000%  |  | $0.24              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH0799 | 2053-08-01      | 6.0000%  |  | $0.15              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1122 | 2054-08-01      | 7.0000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC0728 | 2055-01-01      | 5.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB8615 | 2054-06-01      | 6.0000%  |  | $0.59              | $0.61              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB8365 | 2054-07-01      | 7.0000%  |  | $358.15            | $385.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB8887 | 2054-07-01      | 7.0000%  |  | $0.20              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8877 | 2054-07-01      | 6.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB7565 | 2054-08-01      | 6.5000%  |  | $0.49              | $0.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7356 | 2054-07-01      | 6.0000%  |  | $0.53              | $0.55              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0312 | 2046-01-01      | 4.5000%  |  | $35.89             | $35.42             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4646 | 2046-01-01      | 3.0000%  |  | $132.94            | $120.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6899 | 2049-04-01      | 4.5000%  |  | $13.24             | $13.01             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6340 | 2049-03-01      | 4.5000%  |  | $0.26              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY2427 | 2055-05-01      | 6.0000%  |  | $0.52              | $0.53              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY1656 | 2055-03-01      | 6.5000%  |  | $0.43              | $0.45              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY1646 | 2055-05-01      | 5.0000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY1039 | 2055-04-01      | 5.0000%  |  | $8200.49           | $8113.68           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0111 | 2055-04-01      | 6.5000%  |  | $0.20              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX9580 | 2055-04-01      | 6.5000%  |  | $0.59              | $0.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY0716 | 2053-04-01      | 6.0000%  |  | $0.18              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2615 | 2050-03-01      | 3.0000%  |  | $20.23             | $18.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4692 | 2052-09-01      | 3.5000%  |  | $0.30              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA4118 | 2050-04-01      | 4.0000%  |  | $0.30              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA3262 | 2054-01-01      | 2.5000%  |  | $21334.43          | $18033.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3185 | 2055-10-01      | 5.5000%  |  | $866.58            | $880.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA2926 | 2053-04-01      | 4.5000%  |  | $0.30              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ2366 | 2055-09-01      | 5.5000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLFA1000 | 2055-02-01      | 7.0000%  |  | $19033.81          | $20084.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6618 | 2055-09-01      | 6.0000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0889 | 2055-04-01      | 6.0000%  |  | $0.27              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9841 | 2054-12-01      | 6.5000%  |  | $1680.92           | $1760.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9995 | 2056-01-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3600 | 2055-11-01      | 5.5000%  |  | $1309.39           | $1329.69           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3670 | 2055-08-01      | 6.0000%  |  | $0.27              | $0.27              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA8081 | 2056-03-01      | 5.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4462 | 2053-10-01      | 5.5000%  |  | $0.60              | $0.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4071 | 2056-01-01      | 5.5000%  |  | $3344.30           | $3413.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ7925 | 2055-11-01      | 6.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3428 | 2055-12-01      | 5.5000%  |  | $17070.40          | $17403.26          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA3806 | 2056-01-01      | 5.0000%  |  | $0.60              | $0.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0833 | 2055-08-01      | 5.0000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE0217 | 2055-06-01      | 7.0000%  |  | $682.70            | $727.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3241 | 2052-04-01      | 3.0000%  |  | $0.24              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3013 | 2052-03-01      | 2.0000%  |  | $14.56             | $11.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2285 | 2051-12-01      | 2.5000%  |  | $9050.87           | $7773.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2160 | 2051-11-01      | 3.0000%  |  | $1130.65           | $1014.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1630 | 2051-09-01      | 2.5000%  |  | $0.21              | $0.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1113 | 2051-07-01      | 2.0000%  |  | $0.23              | $0.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0498 | 2051-05-01      | 2.0000%  |  | $4.25              | $3.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0455 | 2051-05-01      | 2.5000%  |  | $55.38             | $46.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB0867 | 2051-06-01      | 3.5000%  |  | $6.70              | $6.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAJ7715 | 2026-12-01      | 3.0000%  |  | $11.45             | $11.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1863 | 2041-05-01      | 5.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI2626 | 2041-06-01      | 4.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH6283 | 2041-04-01      | 5.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CKAH2705 | 2041-01-01      | 4.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL629291 | 2032-02-01      | 6.5000%  |  | $8.61              | $9.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545189 | 2031-08-01      | 7.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL539079 | 2030-02-01      | 7.5000%  |  | $14.12             | $14.41             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0538 | 2048-03-01      | 3.5000%  |  | $442.04            | $412.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0387 | 2047-11-01      | 3.0000%  |  | $435.34            | $394.32            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $1.76              | $1.80              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA5219 | 2050-02-01      | 3.0000%  |  | $0.07              | $0.06              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  |  | $22.36             | $21.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  |  | $34.77             | $32.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4338 | 2045-01-01      | 3.5000%  |  | $4338.40           | $4082.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CNMA4226 | 2031-01-01      | 2.0000%  |  | $20.87             | $20.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  |  | $1.91              | $1.97              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL5779 | 2043-09-01      | 3.0000%  |  | $3056.58           | $2801.80           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9666 | 2046-04-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA5132 | 2053-12-01      | 6.5000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC1067 | 2054-06-01      | 6.0000%  |  | $69.38             | $71.80             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $30.90             | $31.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8140 | 2054-03-01      | 5.5000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ8983 | 2054-11-01      | 5.0000%  |  | $34.27             | $33.86             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQY3101 | 2055-05-01      | 7.0000%  |  | $0.26              | $0.28              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1234 | 2055-04-01      | 5.0000%  |  | $69.60             | $69.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5602 | 2054-10-01      | 5.0000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0830 | 2055-03-01      | 6.0000%  |  | $0.81              | $0.83              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6727 | 2042-03-01      | 3.5000%  |  | $823.80            | $775.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAB4986 | 2032-04-01      | 3.5000%  |  | $18.03             | $17.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT0139 | 2051-06-01      | 2.5000%  |  | $684.99            | $586.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3000 | 2051-12-01      | 2.0000%  |  | $19.15             | $15.43             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1185 | 2051-10-01      | 3.0000%  |  | $1540.08           | $1356.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CKMA3811 | 2049-10-01      | 3.0000%  |  | $0.03              | $0.02              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE1063 | 2052-04-01      | 3.0000%  |  | $0.45              | $0.40              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4840 | 2055-06-01      | 6.0000%  |  | $1.20              | $1.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9820 | 2055-01-01      | 6.0000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQJ9078 | 2054-11-01      | 4.5000%  |  | $0.26              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5924 | 2055-04-01      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4454 | 2055-09-01      | 6.5000%  |  | $1.19              | $1.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9053 | 2056-01-01      | 5.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA0984 | 2055-12-01      | 6.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9069 | 2056-01-01      | 5.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSL4383 | 2052-04-01      | 2.5000%  |  | $0.30              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9092 | 2056-01-01      | 6.0000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA9115 | 2056-04-01      | 5.0000%  |  | $0.90              | $0.90              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA6002 | 2041-03-01      | 4.0000%  |  | $2711.75           | $2652.83           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX7599 | 2055-03-01      | 6.5000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX6393 | 2055-02-01      | 7.0000%  |  | $0.59              | $0.63              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX3424 | 2055-01-01      | 6.0000%  |  | $0.26              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2653 | 2054-12-01      | 6.0000%  |  | $0.19              | $0.20              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY3462 | 2055-05-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX1512 | 2054-12-01      | 5.5000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA7751 | 2056-03-01      | 5.5000%  |  | $4977.70           | $5049.51           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA7602 | 2056-03-01      | 5.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA7596 | 2056-02-01      | 6.0000%  |  | $2804.89           | $2900.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA7447 | 2056-03-01      | 5.5000%  |  | $0.60              | $0.61              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA7003 | 2056-03-01      | 6.0000%  |  | $0.60              | $0.63              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB7301 | 2042-12-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAB5267 | 2042-05-01      | 4.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5172 | 2042-05-01      | 3.5000%  |  | $3803.68           | $3585.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4223 | 2042-01-01      | 3.5000%  |  | $343.06            | $323.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAB0133 | 2039-01-01      | 5.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC1675 | 2055-12-01      | 5.0000%  |  | $6000.35           | $5984.67           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA2347 | 2055-11-01      | 5.5000%  |  | $0.62              | $0.62              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA7549 | 2056-02-01      | 5.5000%  |  | $2652.49           | $2695.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE7942 | 2055-08-01      | 5.5000%  |  | $486.34            | $496.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4399 | 2055-03-01      | 5.5000%  |  | $545.49            | $549.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3974 | 2055-04-01      | 6.5000%  |  | $0.27              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE2204 | 2055-07-01      | 5.5000%  |  | $932.78            | $952.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0136 | 2055-09-01      | 5.5000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF2365 | 2055-10-01      | 6.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6448 | 2056-01-01      | 5.5000%  |  | $360.35            | $368.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA6030 | 2056-04-01      | 5.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8631 | 2056-01-01      | 5.0000%  |  | $409.62            | $406.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2392 | 2055-11-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA0004 | 2055-12-01      | 6.0000%  |  | $3171.03           | $3253.82           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA8564 | 2056-03-01      | 5.0000%  |  | $0.90              | $0.90              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF6758 | 2056-01-01      | 4.5000%  |  | $0.30              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3731 | 2055-10-01      | 6.0000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF7743 | 2055-11-01      | 6.0000%  |  | $354.99            | $368.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8582 | 2056-01-01      | 5.5000%  |  | $2541.07           | $2593.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA4545 | 2052-01-01      | 2.5000%  |  | $0.30              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3077 | 2054-12-01      | 5.5000%  |  | $0.54              | $0.55              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7039 | 2054-07-01      | 6.0000%  |  | $11.95             | $12.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB6391 | 2054-07-01      | 7.0000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8085 | 2050-08-01      | 3.5000%  |  | $35.16             | $32.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC2489 | 2054-09-01      | 5.5000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0671 | 2055-03-01      | 5.5000%  |  | $0.26              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0497 | 2055-02-01      | 6.0000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0199 | 2054-12-01      | 5.5000%  |  | $0.55              | $0.56              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ9648 | 2055-12-01      | 5.0000%  |  | $1764.73           | $1750.22           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5181 | 2055-10-01      | 5.5000%  |  | $0.56              | $0.57              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4856 | 2055-10-01      | 6.0000%  |  | $0.90              | $0.93              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4779 | 2055-10-01      | 6.5000%  |  | $0.86              | $0.91              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ4636 | 2055-10-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3567 | 2055-11-01      | 5.5000%  |  | $8410.08           | $8584.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA3548 | 2055-02-01      | 4.0000%  |  | $0.30              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA2434 | 2055-07-01      | 5.5000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  |  | $58273.63          | $59869.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA1352 | 2052-02-01      | 2.0000%  |  | $0.28              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA1163 | 2055-04-01      | 6.5000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0721 | 2042-01-01      | 2.0000%  |  | $4876.37           | $4261.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0633 | 2055-02-01      | 5.5000%  |  | $22159.05          | $22618.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0583 | 2042-08-01      | 2.0000%  |  | $1718.75           | $1502.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0546 | 2054-12-01      | 5.5000%  |  | $7983.42           | $8129.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6946 | 2053-06-01      | 5.5000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6618 | 2053-06-01      | 5.5000%  |  | $0.26              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6481 | 2053-06-01      | 5.5000%  |  | $0.27              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  |  | $0.51              | $0.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6310 | 2053-05-01      | 5.0000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6135 | 2053-04-01      | 4.5000%  |  | $20.40             | $19.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6078 | 2053-04-01      | 5.5000%  |  | $6728.04           | $6820.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5910 | 2053-03-01      | 5.5000%  |  | $14022.37          | $14195.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5854 | 2053-03-01      | 6.0000%  |  | $0.20              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5796 | 2053-02-01      | 5.5000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  |  | $0.24              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  |  | $0.46              | $0.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5448 | 2053-01-01      | 5.0000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6266 | 2053-05-01      | 6.0000%  |  | $8246.57           | $8537.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6238 | 2053-05-01      | 4.5000%  |  | $0.21              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4066 | 2056-02-01      | 5.5000%  |  | $11913.56          | $12061.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ4632 | 2055-10-01      | 5.5000%  |  | $2978.90           | $3015.43           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4457 | 2055-09-01      | 6.5000%  |  | $1.19              | $1.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ2945 | 2055-09-01      | 5.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4184 | 2050-11-01      | 3.0000%  |  | $0.11              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4154 | 2035-10-01      | 1.5000%  |  | $0.14              | $0.12              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4146 | 2050-09-01      | 5.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLMA4138 | 2050-09-01      | 1.5000%  |  | $50.48             | $38.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CKMA4136 | 2050-09-01      | 2.0000%  |  | $59.29             | $46.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4049 | 2050-06-01      | 3.5000%  |  | $0.07              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA4076 | 2035-07-01      | 3.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CKMA3974 | 2050-03-01      | 3.5000%  |  | $68.43             | $62.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3872 | 2049-12-01      | 3.5000%  |  | $7.93              | $7.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA3827 | 2034-11-01      | 2.5000%  |  | $0.05              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CKMA3753 | 2049-08-01      | 3.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3695 | 2034-07-01      | 3.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $73.97             | $59.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3466 | 2048-09-01      | 3.5000%  |  | $26.25             | $24.35             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG5569 | 2053-06-01      | 5.5000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL3912 | 2056-01-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3778 | 2055-12-01      | 5.5000%  |  | $631.15            | $644.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL4401 | 2052-08-01      | 3.0000%  |  | $0.61              | $0.55              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX8729 | 2053-03-01      | 6.0000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX8278 | 2053-03-01      | 5.5000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX8968 | 2053-06-01      | 6.0000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX7863 | 2053-03-01      | 6.5000%  |  | $0.29              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX7862 | 2053-03-01      | 6.0000%  |  | $0.20              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX7833 | 2053-03-01      | 5.5000%  |  | $797.95            | $816.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX6752 | 2053-03-01      | 5.0000%  |  | $62.55             | $62.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX4945 | 2053-01-01      | 6.5000%  |  | $0.19              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7853 | 2052-09-01      | 4.5000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7198 | 2052-09-01      | 4.5000%  |  | $0.24              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBY0044 | 2053-05-01      | 4.5000%  |  | $0.28              | $0.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW1001 | 2052-07-01      | 4.5000%  |  | $0.56              | $0.55              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV8464 | 2052-04-01      | 3.0000%  |  | $0.48              | $0.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBV7887 | 2037-07-01      | 2.0000%  |  | $0.23              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV6432 | 2055-12-01      | 4.5000%  |  | $796.52            | $772.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV6408 | 2055-11-01      | 5.0000%  |  | $1122.38           | $1112.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV6086 | 2055-09-01      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0656 | 2062-06-01      | 4.0000%  |  | $0.22              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 I4BF0377 | 2059-04-01      | 3.0000%  |  | $7853.48           | $6829.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U4BF0247 | 2051-06-01      | 4.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U3BF0212 | 2041-02-01      | 4.5000%  |  | $9.43              | $9.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 R3BF0203 | 2047-02-01      | 3.0000%  |  | $38.39             | $34.78             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG2351 | 2053-05-01      | 5.0000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF7882 | 2053-02-01      | 5.5000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6778 | 2053-02-01      | 5.5000%  |  | $3167.76           | $3214.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7136 | 2055-10-01      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6149 | 2055-04-01      | 6.5000%  |  | $0.64              | $0.67              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6009 | 2055-04-01      | 6.5000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD5795 | 2055-04-01      | 7.0000%  |  | $392.35            | $420.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD5546 | 2055-06-01      | 5.5000%  |  | $4356.89           | $4436.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6221 | 2055-04-01      | 5.5000%  |  | $0.26              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3975 | 2055-03-01      | 6.5000%  |  | $259.98            | $274.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDD3905 | 2055-02-01      | 7.5000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  |  | $0.44              | $0.45              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ3472 | 2055-09-01      | 5.0000%  |  | $0.30              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ1024 | 2055-08-01      | 6.5000%  |  | $408.14            | $423.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ0904 | 2055-08-01      | 5.0000%  |  | $3618.83           | $3575.95           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY9384 | 2055-08-01      | 5.5000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CJMA3367 | 2033-03-01      | 3.5000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CNMA3286 | 2028-02-01      | 3.0000%  |  | $24.01             | $23.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD3396 | 2055-03-01      | 5.5000%  |  | $390.26            | $398.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2711 | 2055-06-01      | 5.5000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA0354 | 2052-03-01      | 2.0000%  |  | $53.69             | $44.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG6081 | 2056-04-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL745140 | 2035-11-01      | 5.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL725690 | 2034-08-01      | 6.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ2903 | 2045-09-01      | 3.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ2108 | 2045-10-01      | 3.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6103 | 2045-06-01      | 3.0000%  |  | $0.09              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAY4708 | 2031-05-01      | 4.0000%  |  | $85.00             | $84.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAX9600 | 2045-03-01      | 3.0000%  |  | $955.91            | $873.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAW7421 | 2042-01-01      | 4.0000%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAW0937 | 2029-04-01      | 3.0000%  |  | $9.21              | $9.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAV9185 | 2034-03-01      | 3.5000%  |  | $16.60             | $16.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4785 | 2052-10-01      | 5.0000%  |  | $6862.48           | $6854.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4619 | 2052-09-01      | 4.5000%  |  | $0.23              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAM8703 | 2030-04-01      | 3.0400%  |  | $692.71            | $666.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  |  | $44.04             | $41.34             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XMAL9759 | 2036-09-01      | 6.1780%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9865 | 2047-02-01      | 3.0000%  |  | $3722.32           | $3347.36           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF4428 | 2052-12-01      | 6.0000%  |  | $0.18              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5847 | 2049-12-01      | 3.5000%  |  | $0.25              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  |  | $1.77              | $1.74              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2338 | 2055-08-01      | 5.5000%  |  | $5465.89           | $5506.75           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL2240 | 2055-07-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2072 | 2055-08-01      | 6.0000%  |  | $0.26              | $0.27              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2053 | 2055-08-01      | 6.0000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1984 | 2055-07-01      | 6.0000%  |  | $1859.06           | $1905.97           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1880 | 2053-11-01      | 6.5000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1441 | 2054-01-01      | 5.5000%  |  | $0.27              | $0.28              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL4385 | 2052-07-01      | 3.0000%  |  | $0.60              | $0.53              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1314 | 2055-06-01      | 5.5000%  |  | $0.76              | $0.77              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1115 | 2055-05-01      | 6.0000%  |  | $2183.64           | $2234.79           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0711 | 2053-07-01      | 5.0000%  |  | $0.27              | $0.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CW890725 | 2030-12-01      | 3.5000%  |  | $23.90             | $23.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6631 | 2050-08-01      | 2.0000%  |  | $0.46              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CKBM6968 | 2051-10-01      | 2.5000%  |  | $1648.81           | $1375.31           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2680 | 2054-10-01      | 5.5000%  |  | $1888.81           | $1906.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLSD5043 | 2054-02-01      | 7.0000%  |  | $0.21              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6076 | 2052-04-01      | 3.5000%  |  | $0.24              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  |  | $580.52            | $586.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG0752 | 2053-04-01      | 5.5000%  |  | $2956.26           | $2989.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4714 | 2053-06-01      | 5.0000%  |  | $5.53              | $5.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2735 | 2051-02-01      | 3.5000%  |  | $1579.33           | $1465.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0147 | 2055-09-01      | 5.5000%  |  | $506.47            | $515.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ1629 | 2055-09-01      | 5.5000%  |  | $895.03            | $915.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQY7353 | 2055-07-01      | 7.0000%  |  | $0.24              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD4441 | 2055-03-01      | 6.5000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3230 | 2055-09-01      | 6.0000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $0.58              | $0.61              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9206 | 2054-09-01      | 5.0000%  |  | $15426.24          | $15320.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9823 | 2047-06-01      | 3.5000%  |  | $0.11              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5179 | 2053-06-01      | 5.0000%  |  | $0.20              | $0.20              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ4467 | 2054-09-01      | 7.0000%  |  | $0.26              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAS6715 | 2031-02-01      | 2.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9380 | 2053-07-01      | 5.5000%  |  | $45.53             | $46.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 U4BF0241 | 2052-05-01      | 3.5000%  |  | $22.33             | $20.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR0909 | 2051-04-01      | 2.0000%  |  | $0.21              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2054 | 2051-11-01      | 2.0000%  |  | $0.44              | $0.36              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI1993 | 2054-03-01      | 5.5000%  |  | $0.26              | $0.27              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA9571 | 2056-04-01      | 5.0000%  |  | $1740.44           | $1726.52           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA9116 | 2056-03-01      | 5.0000%  |  | $0.90              | $0.89              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA8618 | 2056-03-01      | 5.5000%  |  | $3670.89           | $3731.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4305 | 2052-08-01      | 5.0000%  |  | $10267.87          | $10322.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4334 | 2052-08-01      | 4.0000%  |  | $9883.07           | $9416.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4097 | 2052-07-01      | 4.5000%  |  | $23486.70          | $22908.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4039 | 2052-07-01      | 5.0000%  |  | $8677.58           | $8614.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  |  | $5069.92           | $4854.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4409 | 2052-08-01      | 5.0000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4407 | 2052-08-01      | 5.0000%  |  | $10761.65          | $10682.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3426 | 2052-04-01      | 3.5000%  |  | $0.21              | $0.20              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P00029 G | 2033-03-01      | 6.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS3220 | 2029-09-01      | 3.0000%  |  | $10.17             | $10.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3211 | 2047-12-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA5022 | 2050-01-01      | 4.0000%  |  | $24.44             | $23.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $11991.40          | $11900.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6177 | 2053-05-01      | 5.0000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5105 | 2053-08-01      | 4.5000%  |  | $0.26              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9919 | 2028-04-01      | 3.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT6813 | 2051-10-01      | 3.0000%  |  | $0.16              | $0.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4455 | 2053-07-01      | 5.0000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  |  | $0.17              | $0.17              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3650 | 2053-08-01      | 6.0000%  |  | $23892.00          | $24971.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO0988 | 2049-07-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA8532 | 2054-02-01      | 5.5000%  |  | $0.26              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC0453 | 2054-10-01      | 4.5000%  |  | $0.23              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLRJ2235 | 2054-08-01      | 7.0000%  |  | $0.50              | $0.53              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1172 | 2055-05-01      | 5.5000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA4701 | 2034-11-01      | 2.5000%  |  | $0.09              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX5166 | 2053-03-01      | 5.5000%  |  | $411.11            | $418.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5737 | 2050-05-01      | 3.5000%  |  | $0.15              | $0.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3035 | 2052-03-01      | 2.0000%  |  | $0.24              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7913 | 2045-12-01      | 3.5000%  |  | $0.11              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5901 | 2053-03-01      | 5.0000%  |  | $1.96              | $1.95              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4468 | 2051-11-01      | 3.5000%  |  | $3.36              | $3.11              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8095 | 2050-08-01      | 2.0000%  |  | $0.31              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX8562 | 2053-04-01      | 5.5000%  |  | $200.64            | $206.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB5275 | 2054-06-01      | 5.5000%  |  | $5.24              | $5.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  |  | $0.17              | $0.14              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH2611 | 2053-10-01      | 6.0000%  |  | $0.26              | $0.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5788 | 2050-05-01      | 2.5000%  |  | $0.17              | $0.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4204 | 2040-12-01      | 2.0000%  |  | $263.87            | $231.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7011 | 2050-09-01      | 2.0000%  |  | $0.18              | $0.15              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  |  | $3811.30           | $3923.68           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF4931 | 2052-12-01      | 6.0000%  |  | $0.16              | $0.16              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF4134 | 2052-11-01      | 5.5000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF3421 | 2052-11-01      | 5.0000%  |  | $5442.59           | $5433.52           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0618 | 2052-10-01      | 4.5000%  |  | $81.35             | $79.15             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE7747 | 2052-08-01      | 4.5000%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG5611 | 2053-06-01      | 5.5000%  |  | $0.16              | $0.16              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD5318 | 2054-04-01      | 6.5000%  |  | $5855.55           | $6227.74           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3425 | 2053-07-01      | 5.5000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3047 | 2053-01-01      | 6.0000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2707 | 2053-04-01      | 5.0000%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2323 | 2053-02-01      | 6.0000%  |  | $2608.42           | $2682.18           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1868 | 2052-11-01      | 5.5000%  |  | $19817.42          | $20258.17          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1844 | 2052-06-01      | 3.0000%  |  | $0.23              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2612 | 2052-10-01      | 4.5000%  |  | $139.94            | $135.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1628 | 2052-09-01      | 5.0000%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1501 | 2052-08-01      | 4.0000%  |  | $0.23              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC L10214 G | 2033-03-01      | 5.5000%  |  | $13.84             | $13.95             | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  |  | $4.80              | $4.84              | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $0.92              | $0.93              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  |  | $0.54              | $0.55              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U3BF0199 | 2041-02-01      | 4.5000%  |  | $24.36             | $24.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  |  | $0.19              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  |  | $14.71             | $13.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I3BF0157 | 2046-08-01      | 4.0000%  |  | $62.00             | $60.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0092 | 2056-06-01      | 3.5000%  |  | $2.59              | $2.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBE7197 | 2047-03-01      | 4.5000%  |  | $26.82             | $26.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD9654 | 2046-11-01      | 3.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2849 | 2046-09-01      | 3.0000%  |  | $0.06              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2856 | 2046-09-01      | 3.0000%  |  | $0.09              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF7763 | 2056-01-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7410 | 2055-12-01      | 5.5000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6916 | 2055-12-01      | 5.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8609 | 2055-05-01      | 6.0000%  |  | $1604.60           | $1652.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8973 | 2055-09-01      | 6.5000%  |  | $394.84            | $411.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8970 | 2055-09-01      | 6.0000%  |  | $1.99              | $2.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8931 | 2055-09-01      | 6.0000%  |  | $1.49              | $1.54              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7587 | 2055-04-01      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD7227 | 2055-05-01      | 5.5000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA3229 | 2049-03-01      | 5.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  |  | $0.26              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7122 | 2052-04-01      | 3.5000%  |  | $0.21              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CJMA2874 | 2032-01-01      | 2.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA1373 | 2043-03-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  |  | $27.21             | $27.57             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2220 | 2054-08-01      | 6.5000%  |  | $2852.87           | $3011.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2201 | 2054-08-01      | 5.5000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1515 | 2054-05-01      | 5.5000%  |  | $0.47              | $0.48              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1511 | 2054-05-01      | 5.5000%  |  | $0.54              | $0.55              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ1536 | 2054-05-01      | 6.5000%  |  | $0.35              | $0.36              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ1366 | 2054-04-01      | 5.0000%  |  | $0.27              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  |  | $985.07            | $1010.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ1227 | 2054-04-01      | 6.0000%  |  | $0.19              | $0.20              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1213 | 2054-04-01      | 5.5000%  |  | $0.27              | $0.28              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ1055 | 2054-03-01      | 5.0000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0947 | 2054-02-01      | 6.5000%  |  | $0.42              | $0.44              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CNFS7971 | 2031-07-01      | 1.5000%  |  | $95.07             | $89.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS6623 | 2038-03-01      | 2.0000%  |  | $0.23              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7130 | 2054-01-01      | 5.0000%  |  | $323.21            | $321.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIFS7113 | 2039-02-01      | 4.5000%  |  | $107.62            | $107.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9033 | 2054-08-01      | 6.5000%  |  | $0.50              | $0.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9017 | 2054-08-01      | 6.0000%  |  | $2972.03           | $3055.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9003 | 2054-08-01      | 6.0000%  |  | $1.89              | $1.97              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTB0021 | 2056-03-01      | 5.0000%  |  | $563.08            | $561.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA9630 | 2056-04-01      | 5.5000%  |  | $3309.93           | $3352.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7285 | 2045-09-01      | 3.5000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  |  | $8.55              | $8.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7013 | 2045-07-01      | 3.5000%  |  | $3045.63           | $2866.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  |  | $8577.60           | $8514.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6954 | 2045-06-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  |  | $24.85             | $24.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CQAL6513 | 2044-07-01      | 5.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CWAL5852 | 2029-09-01      | 4.0000%  |  | $3.09              | $3.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CRAL4741 | 2044-01-01      | 4.5000%  |  | $7.47              | $7.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL4708 | 2043-03-01      | 4.0000%  |  | $508.62            | $493.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3402 | 2055-11-01      | 5.5000%  |  | $0.60              | $0.61              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3531 | 2054-08-01      | 6.5000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2519 | 2055-09-01      | 6.0000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1771 | 2054-06-01      | 5.5000%  |  | $774.64            | $782.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ1752 | 2054-05-01      | 4.5000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ0096 | 2053-10-01      | 6.0000%  |  | $5092.93           | $5257.48           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0009 | 2053-10-01      | 6.5000%  |  | $0.23              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL4298 | 2048-11-01      | 3.5000%  |  | $0.30              | $0.28              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4139 | 2056-02-01      | 5.0000%  |  | $5967.84           | $5922.85           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ0917 | 2054-02-01      | 5.0000%  |  | $58.97             | $58.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3336 | 2049-04-01      | 4.0000%  |  | $0.14              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTCA2985 | 2039-01-01      | 4.5000%  |  | $23.37             | $23.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CICA2527 | 2033-10-01      | 4.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBO2994 | 2049-09-01      | 4.0000%  |  | $32.75             | $31.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO2201 | 2049-09-01      | 3.0000%  |  | $0.06              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBN6701 | 2049-06-01      | 5.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN6711 | 2049-06-01      | 4.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN5409 | 2049-04-01      | 3.5000%  |  | $0.06              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN4303 | 2048-12-01      | 5.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9091 | 2055-10-01      | 6.5000%  |  | $0.51              | $0.54              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9010 | 2055-10-01      | 5.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9793 | 2055-09-01      | 6.0000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5708 | 2053-06-01      | 5.0000%  |  | $64.56             | $64.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5565 | 2052-11-01      | 5.0000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CV890615 | 2029-06-01      | 4.0000%  |  | $12.55             | $12.48             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL887398 | 2036-07-01      | 6.0000%  |  | $10.40             | $10.75             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX0008 | 2054-11-01      | 5.5000%  |  | $0.77              | $0.79              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5952 | 2055-12-01      | 5.5000%  |  | $342.85            | $350.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 ZLSI2120 | 2054-07-01      | 6.5000%  |  | $0.21              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3LSE5000 | 2045-08-01      | 3.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB5153 | 2042-04-01      | 2.0000%  |  | $1557.07           | $1350.15           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTRB5384 | 2046-01-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ3761 | 2055-09-01      | 5.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1389 | 2055-04-01      | 6.0000%  |  | $0.27              | $0.28              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ3473 | 2055-09-01      | 5.5000%  |  | $0.60              | $0.61              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ2900 | 2055-09-01      | 5.5000%  |  | $0.81              | $0.82              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF3264 | 2055-11-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5423 | 2055-05-01      | 6.5000%  |  | $0.17              | $0.17              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX4489 | 2054-12-01      | 6.0000%  |  | $426.14            | $442.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8692 | 2054-06-01      | 5.5000%  |  | $0.27              | $0.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAX9517 | 2045-02-01      | 3.5000%  |  | $3002.74           | $2818.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  |  | $0.46              | $0.47              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICA1427 | 2033-03-01      | 3.0000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD8064 | 2046-10-01      | 3.0000%  |  | $0.07              | $0.06              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6307 | 2054-09-01      | 5.0000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4258 | 2051-02-01      | 3.5000%  |  | $0.12              | $0.11              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  |  | $4.04              | $3.87              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1490 | 2052-08-01      | 4.5000%  |  | $7468.53           | $7331.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9887 | 2054-08-01      | 6.5000%  |  | $0.20              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8030 | 2054-02-01      | 7.0000%  |  | $0.19              | $0.20              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6729 | 2049-05-01      | 4.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDC6767 | 2039-12-01      | 4.5000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0586 | 2055-06-01      | 6.0000%  |  | $75.29             | $78.06             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7384 | 2055-01-01      | 6.0000%  |  | $237.63            | $247.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL2948 | 2055-10-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4826 | 2055-06-01      | 6.5000%  |  | $0.26              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0775 | 2055-10-01      | 5.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC 06.050 FGPC T30454 G | 2038-02-01      | 6.0500%  |  | $28.05             | $29.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5302 | 2053-07-01      | 5.0000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3458 | 2050-08-01      | 3.5000%  |  | $3246.32           | $3026.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3508 | 2048-02-01      | 3.5000%  |  | $13.74             | $12.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2009 | 2052-05-01      | 3.0000%  |  | $16.38             | $14.58             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1851 | 2052-05-01      | 4.0000%  |  | $0.20              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1107 | 2051-12-01      | 2.5000%  |  | $0.21              | $0.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS0599 | 2051-04-01      | 2.0000%  |  | $19.39             | $15.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6269 | 2051-02-01      | 2.0000%  |  | $0.20              | $0.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6048 | 2053-02-01      | 5.0000%  |  | $707.04            | $701.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4595 | 2050-09-01      | 3.0000%  |  | $65.05             | $57.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  |  | $2200.02           | $1975.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM2745 | 2050-03-01      | 4.5000%  |  | $0.06              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDB4897 | 2054-12-01      | 4.5000%  |  | $0.30              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3858 | 2054-04-01      | 5.5000%  |  | $173.34            | $176.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3724 | 2054-05-01      | 5.5000%  |  | $410.26            | $415.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9804 | 2055-01-01      | 5.5000%  |  | $0.27              | $0.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  |  | $6766.07           | $7067.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8847 | 2054-07-01      | 6.0000%  |  | $0.24              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8756 | 2054-06-01      | 6.0000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8722 | 2054-06-01      | 6.5000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB8465 | 2054-05-01      | 4.5000%  |  | $0.27              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8383 | 2054-04-01      | 5.5000%  |  | $0.26              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  |  | $107.93            | $108.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7950 | 2054-02-01      | 4.5000%  |  | $2962.37           | $2895.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7907 | 2053-11-01      | 6.5000%  |  | $0.13              | $0.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0976 | 2055-01-01      | 6.5000%  |  | $759.79            | $799.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0658 | 2055-03-01      | 6.5000%  |  | $0.50              | $0.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB7302 | 2042-12-01      | 3.5000%  |  | $713.70            | $672.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY0909 | 2053-03-01      | 6.0000%  |  | $0.41              | $0.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB2979 | 2037-02-01      | 2.5000%  |  | $14.54             | $13.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CQAL7846 | 2045-08-01      | 4.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7218 | 2050-10-01      | 2.0000%  |  | $6090.50           | $4945.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5309 | 2045-07-01      | 3.5000%  |  | $4638.71           | $4396.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4095 | 2052-07-01      | 4.5000%  |  | $30383.02          | $29724.31          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB7816 | 2054-01-01      | 7.0000%  |  | $0.16              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB7534 | 2053-11-01      | 7.0000%  |  | $0.19              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  |  | $22920.73          | $23832.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7474 | 2053-11-01      | 5.5000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7306 | 2053-10-01      | 6.0000%  |  | $6820.19           | $7118.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7234 | 2046-05-01      | 3.0000%  |  | $524.25            | $472.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  |  | $0.21              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8779 | 2051-02-01      | 2.0000%  |  | $0.20              | $0.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7331 | 2050-10-01      | 2.0000%  |  | $0.18              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTCA2239 | 2038-08-01      | 4.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2184 | 2048-08-01      | 4.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2039 | 2048-07-01      | 4.0000%  |  | $3377.14           | $3234.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2640 | 2048-11-01      | 4.5000%  |  | $10774.62          | $10655.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2626 | 2048-11-01      | 4.0000%  |  | $0.54              | $0.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1545 | 2048-04-01      | 4.0000%  |  | $0.11              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1537 | 2048-04-01      | 4.0000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1056 | 2048-01-01      | 4.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1774 | 2047-12-01      | 4.0000%  |  | $2.58              | $2.47              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY8504 | 2053-08-01      | 5.5000%  |  | $15.07             | $15.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY5839 | 2053-07-01      | 6.0000%  |  | $0.19              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2799 | 2053-04-01      | 6.0000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  |  | $0.46              | $0.45              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8156 | 2051-07-01      | 2.5000%  |  | $26.41             | $22.40             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  |  | $1292.25           | $1096.28           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8106 | 2050-11-01      | 2.0000%  |  | $3409.49           | $2770.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 RIAV5665 | 2028-12-01      | 2.5000%  |  | $10.09             | $9.89              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV1360 | 2028-11-01      | 3.5000%  |  | $6.44              | $6.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV0198 | 2028-10-01      | 3.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAU7484 | 2043-09-01      | 4.5000%  |  | $193.76            | $191.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CVAU7218 | 2028-09-01      | 3.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  |  | $7010.75           | $6927.86           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CKBM6623 | 2050-10-01      | 2.5000%  |  | $24.40             | $20.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5137 | 2044-06-01      | 4.5000%  |  | $1737.29           | $1714.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4857 | 2048-03-01      | 4.0000%  |  | $55.25             | $53.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3719 | 2045-12-01      | 4.5000%  |  | $159.85            | $158.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM1100 | 2045-02-01      | 3.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1778 | 2047-02-01      | 4.0000%  |  | $6.34              | $6.10              | Agency Mortgage-Backed Securities         |
| FNMA MNMS 02.940 MTBL5079 | 2040-02-01      | 2.9400%  |  | $0.46              | $0.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 REBK7908 | 2048-11-01      | 4.0000%  |  | $53.92             | $50.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK7616 | 2048-09-01      | 5.0000%  |  | $8.34              | $8.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $75.66             | $64.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 RIBJ9151 | 2033-01-01      | 2.5000%  |  | $18.96             | $18.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4287 | 2038-01-01      | 4.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ3775 | 2048-01-01      | 3.5000%  |  | $0.05              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0697 | 2062-12-01      | 2.5000%  |  | $0.48              | $0.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE8773 | 2055-09-01      | 5.0000%  |  | $861.12            | $854.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8611 | 2055-10-01      | 5.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8495 | 2055-09-01      | 6.0000%  |  | $2.09              | $2.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE7252 | 2055-09-01      | 6.5000%  |  | $0.27              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7258 | 2055-09-01      | 6.0000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDE6938 | 2056-01-01      | 4.5000%  |  | $741.39            | $724.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7192 | 2055-08-01      | 6.0000%  |  | $35.81             | $37.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6731 | 2042-03-01      | 3.5000%  |  | $0.45              | $0.43              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAL3797 | 2028-06-01      | 2.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA9323 | 2054-02-01      | 5.5000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1881 | 2056-01-01      | 6.0000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1214 | 2055-10-01      | 5.5000%  |  | $1051.98           | $1078.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC1686 | 2055-12-01      | 5.0000%  |  | $83.11             | $82.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0731 | 2055-07-01      | 6.0000%  |  | $170.92            | $175.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCC0307 | 2055-04-01      | 7.0000%  |  | $43.34             | $45.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 ZLFP0129 | 2054-12-01      | 6.5000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS9944 | 2054-08-01      | 5.0000%  |  | $0.26              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA9724 | 2054-03-01      | 5.5000%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS9508 | 2054-03-01      | 4.5000%  |  | $0.27              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9401 | 2054-10-01      | 6.0000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFS9157 | 2042-05-01      | 2.0000%  |  | $2586.86           | $2246.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9783 | 2054-11-01      | 5.5000%  |  | $53.42             | $54.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8483 | 2054-02-01      | 5.5000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS8339 | 2053-07-01      | 3.5000%  |  | $0.28              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7280 | 2053-03-01      | 5.0000%  |  | $0.25              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8017 | 2049-10-01      | 3.5000%  |  | $41.33             | $38.28             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6638 | 2054-10-01      | 5.5000%  |  | $15.65             | $15.88             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6561 | 2054-10-01      | 6.0000%  |  | $0.27              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6031 | 2054-08-01      | 6.0000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6008 | 2054-08-01      | 5.5000%  |  | $2634.83           | $2656.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT2023 | 2043-04-01      | 3.5000%  |  | $13.83             | $13.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2665 | 2043-04-01      | 3.0000%  |  | $0.08              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT0998 | 2043-04-01      | 3.5000%  |  | $0.05              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS9560 | 2046-10-01      | 3.0000%  |  | $0.14              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CNAS8537 | 2026-12-01      | 2.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  |  | $87.70             | $79.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7882 | 2046-09-01      | 3.0000%  |  | $0.08              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7730 | 2046-08-01      | 3.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT2032 | 2043-04-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7580 | 2046-07-01      | 3.0000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18552 G | 2030-05-01      | 3.0000%  |  | $18.95             | $18.64             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08622 G | 2045-01-01      | 3.0000%  |  | $20.10             | $18.28             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  |  | $164.34            | $158.43            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08541 G | 2043-08-01      | 3.5000%  |  | $19.68             | $18.53             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G16234 G | 2031-09-01      | 3.5000%  |  | $30.89             | $30.59             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G16136 G | 2032-02-01      | 3.0000%  |  | $18.65             | $18.21             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  |  | $0.35              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAA7383 | 2037-02-01      | 4.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 NP995783 | 2037-11-01      | 8.0000%  |  | $8.16              | $8.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL995228 | 2038-11-01      | 6.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995076 | 2038-11-01      | 6.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL990834 | 2038-09-01      | 6.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CRAB7668 | 2043-01-01      | 3.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.600 CA908287 | 2036-12-01      | 5.6000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.900 CA906944 | 2036-12-01      | 5.9000%  |  | $8.20              | $8.20              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA6568 | 2056-02-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA5089 | 2056-02-01      | 6.0000%  |  | $0.60              | $0.62              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA4384 | 2056-01-01      | 6.0000%  |  | $3225.13           | $3313.42           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA3114 | 2056-01-01      | 5.0000%  |  | $3275.11           | $3255.27           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA2947 | 2055-12-01      | 6.5000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA2511 | 2056-01-01      | 6.5000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA2161 | 2055-12-01      | 5.5000%  |  | $0.49              | $0.50              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2137 | 2056-01-01      | 5.0000%  |  | $0.90              | $0.89              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA1916 | 2056-01-01      | 5.0000%  |  | $0.59              | $0.59              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA0998 | 2055-12-01      | 6.5000%  |  | $0.60              | $0.63              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA0638 | 2055-12-01      | 5.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTRB5368 | 2045-10-01      | 5.0000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9575 | 2053-08-01      | 5.5000%  |  | $0.47              | $0.47              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA8721 | 2053-04-01      | 4.5000%  |  | $0.27              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8417 | 2053-01-01      | 6.0000%  |  | $80.19             | $83.62             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  |  | $15323.74          | $15495.52          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  |  | $243.78            | $237.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $26849.45          | $26868.59          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7788 | 2052-08-01      | 5.0000%  |  | $21375.59          | $21248.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4662 | 2051-02-01      | 2.5000%  |  | $79.91             | $68.48             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3723 | 2050-10-01      | 2.0000%  |  | $0.18              | $0.14              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA3592 | 2050-09-01      | 3.5000%  |  | $0.13              | $0.12              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA1729 | 2049-11-01      | 3.5000%  |  | $952.77            | $889.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD1697 | 2055-03-01      | 6.5000%  |  | $361.95            | $377.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD0827 | 2055-01-01      | 6.0000%  |  | $0.20              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  |  | $0.49              | $0.49              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  |  | $0.15              | $0.16              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  |  | $0.19              | $0.20              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $3.40              | $3.43              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  |  | $599.41            | $616.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  |  | $55.48             | $56.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIDD2613 | 2040-02-01      | 6.0000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8273 | 2052-11-01      | 3.5000%  |  | $2.74              | $2.52              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8262 | 2052-09-01      | 2.5000%  |  | $0.25              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB6513 | 2042-10-01      | 3.5000%  |  | $1934.23           | $1823.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAQ6290 | 2032-12-01      | 3.0000%  |  | $12.71             | $12.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9610 | 2047-05-01      | 4.5000%  |  | $25.89             | $25.50             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0660 | 2043-03-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8263 | 2052-09-01      | 5.0000%  |  | $437.05            | $433.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7988 | 2050-12-01      | 2.0000%  |  | $9.07              | $7.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  |  | $20956.77          | $20932.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAS8553 | 2036-12-01      | 3.0000%  |  | $0.08              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CWCA2522 | 2033-09-01      | 3.5000%  |  | $144.96            | $143.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7274 | 2054-02-01      | 5.0000%  |  | $4.43              | $4.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTBJ2544 | 2037-12-01      | 3.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4860 | 2049-12-01      | 3.0000%  |  | $5.62              | $5.02              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3168 | 2055-03-01      | 5.0000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ8604 | 2054-11-01      | 5.0000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC7771 | 2054-12-01      | 5.0000%  |  | $42.86             | $42.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9661 | 2055-06-01      | 5.5000%  |  | $0.27              | $0.27              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZA3611 | 2043-11-01      | 3.5000%  |  | $0.10              | $0.09              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC T65103 G | 2042-11-01      | 3.0000%  |  | $123.77            | $112.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN6074 | 2049-05-01      | 4.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0665 | 2043-03-01      | 3.5000%  |  | $0.18              | $0.17              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0547 | 2042-12-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0451 | 2042-09-01      | 3.5000%  |  | $0.05              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3SZN0138 | 2043-07-01      | 3.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9924 | 2028-05-01      | 3.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3SZM9438 | 2046-12-01      | 3.0000%  |  | $0.10              | $0.09              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM5966 | 2048-03-01      | 3.5000%  |  | $86.86             | $81.00             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM3990 | 2047-08-01      | 4.0000%  |  | $0.31              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM3155 | 2047-05-01      | 4.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2525 | 2046-12-01      | 3.0000%  |  | $52.21             | $46.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  |  | $0.05              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK9431 | 2042-03-01      | 3.5000%  |  | $254.84            | $239.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6733 | 2042-03-01      | 3.5000%  |  | $2981.02           | $2820.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL9282 | 2046-06-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY4264 | 2045-06-01      | 3.5000%  |  | $0.10              | $0.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA6575 | 2054-04-01      | 5.5000%  |  | $0.17              | $0.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8618 | 2051-01-01      | 3.0000%  |  | $5851.68           | $5273.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8784 | 2047-02-01      | 3.0000%  |  | $55.22             | $49.58             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0120 | 2056-07-01      | 4.0000%  |  | $7109.80           | $6737.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ3793 | 2046-03-01      | 3.5000%  |  | $0.08              | $0.07              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  |  | $1166.72           | $1177.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2591 | 2052-08-01      | 5.0000%  |  | $700.74            | $702.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLSD5614 | 2051-02-01      | 1.5000%  |  | $0.27              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2483 | 2048-10-01      | 4.5000%  |  | $5.30              | $5.21              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8322 | 2053-05-01      | 4.5000%  |  | $0.25              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD5146 | 2048-08-01      | 3.0000%  |  | $78.44             | $71.87             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  |  | $1.70              | $1.50              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8819 | 2055-06-01      | 6.5000%  |  | $336.26            | $355.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0501 | 2055-01-01      | 5.5000%  |  | $0.55              | $0.56              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  |  | $2676.87           | $2737.12           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY7558 | 2055-07-01      | 6.0000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAA8438 | 2039-06-01      | 4.5000%  |  | $29.57             | $29.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 GLAB0459 | 2039-02-01      | 5.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAB8463 | 2043-02-01      | 2.5000%  |  | $48.71             | $43.23             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5829 | 2052-07-01      | 5.0000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN6265 | 2049-05-01      | 3.0000%  |  | $1212.13           | $1068.07           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8279 | 2052-11-01      | 6.0000%  |  | $12.24             | $12.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 REAE5424 | 2040-10-01      | 3.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAE2611 | 2040-09-01      | 3.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAE0755 | 2040-01-01      | 7.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA6035 | 2041-04-01      | 3.5000%  |  | $2059.44           | $1984.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5997 | 2056-03-01      | 5.0000%  |  | $0.31              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5956 | 2046-01-01      | 5.5000%  |  | $153.07            | $155.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CNMA5901 | 2035-11-01      | 5.5000%  |  | $19.53             | $19.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5911 | 2055-12-01      | 6.0000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5820 | 2045-09-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZN6161 | 2049-05-01      | 3.5000%  |  | $448.53            | $415.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CNRD5042 | 2030-12-01      | 1.5000%  |  | $0.09              | $0.08              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1356 | 2055-05-01      | 6.0000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5879 | 2055-11-01      | 5.5000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0724 | 2055-07-01      | 6.0000%  |  | $0.54              | $0.56              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5973 | 2055-10-01      | 5.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2194 | 2054-12-01      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9795 | 2055-01-01      | 5.5000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB9339 | 2043-05-01      | 3.0000%  |  | $0.07              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5312 | 2052-12-01      | 6.0000%  |  | $0.21              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6041 | 2054-08-01      | 5.0000%  |  | $0.26              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6524 | 2053-12-01      | 6.5000%  |  | $0.22              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV3042 | 2052-02-01      | 2.5000%  |  | $0.23              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3239 | 2048-01-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIBM4706 | 2033-09-01      | 4.0000%  |  | $9.48              | $9.39              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM3940 | 2047-08-01      | 3.5000%  |  | $80.44             | $75.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX0433 | 2052-11-01      | 6.0000%  |  | $0.34              | $0.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ9374 | 2051-01-01      | 2.5000%  |  | $0.22              | $0.18              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $1.27              | $1.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4371 | 2052-02-01      | 3.5000%  |  | $0.24              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  |  | $590.52            | $600.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9133 | 2055-05-01      | 5.5000%  |  | $0.27              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5930 | 2055-08-01      | 6.0000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE5856 | 2055-08-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4375 | 2055-09-01      | 6.5000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8789 | 2055-09-01      | 6.0000%  |  | $4212.09           | $4309.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE3186 | 2055-07-01      | 5.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE2710 | 2055-07-01      | 5.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0273 | 2055-06-01      | 5.5000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  |  | $14841.84          | $14730.76          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6385 | 2052-07-01      | 4.5000%  |  | $0.21              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  |  | $0.24              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB1369 | 2054-03-01      | 6.0000%  |  | $971.55            | $997.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0491 | 2054-06-01      | 6.5000%  |  | $0.19              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0455 | 2054-04-01      | 6.5000%  |  | $0.29              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB0804 | 2054-04-01      | 5.0000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDA6334 | 2054-04-01      | 5.0000%  |  | $450.81            | $449.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA5972 | 2054-01-01      | 5.5000%  |  | $20.93             | $21.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3671 | 2053-10-01      | 7.5000%  |  | $0.16              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA2570 | 2053-09-01      | 6.5000%  |  | $0.18              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1855 | 2054-04-01      | 6.5000%  |  | $0.23              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA1637 | 2053-10-01      | 6.0000%  |  | $2659.11           | $2742.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA1098 | 2053-12-01      | 6.5000%  |  | $108.30            | $112.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA0007 | 2053-09-01      | 5.5000%  |  | $1008.37           | $1018.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 KL835052 | 2035-05-01      | 5.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.490 CA824295 | 2035-06-01      | 4.4900%  |  | $13.98             | $13.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL759153 | 2034-01-01      | 5.5000%  |  | $43.77             | $44.39             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  |  | $0.22              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  |  | $0.27              | $0.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5590 | 2040-01-01      | 5.0000%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE8359 | 2040-11-01      | 4.0000%  |  | $877.44            | $848.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5446 | 2054-08-01      | 6.5000%  |  | $0.17              | $0.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA4928 | 2053-02-01      | 6.5000%  |  | $2833.92           | $2949.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  |  | $5909.10           | $5863.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $5551.11           | $5508.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  |  | $0.23              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ8919 | 2054-11-01      | 7.0000%  |  | $354.19            | $378.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5552 | 2054-09-01      | 6.5000%  |  | $1719.56           | $1786.86           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  |  | $505.24            | $434.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7509 | 2049-11-01      | 3.0000%  |  | $0.11              | $0.10              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3321 | 2042-07-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1534 | 2041-06-01      | 4.5000%  |  | $412.43            | $408.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3LZL0755 | 2037-02-01      | 4.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC J37648 G | 2032-09-01      | 3.0000%  |  | $165.81            | $161.49            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC J31435 G | 2030-04-01      | 3.0000%  |  | $136.32            | $134.18            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC J22426 G | 2028-02-01      | 3.0000%  |  | $15.63             | $15.50             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA0836 | 2055-12-01      | 6.5000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0104 | 2056-03-01      | 6.0000%  |  | $450.92            | $461.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8530 | 2055-09-01      | 6.5000%  |  | $0.20              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1664 | 2055-05-01      | 5.5000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAB9703 | 2043-06-01      | 3.5000%  |  | $1134.47           | $1065.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA4105 | 2053-12-01      | 6.5000%  |  | $0.52              | $0.55              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8361 | 2054-04-01      | 6.5000%  |  | $0.18              | $0.19              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  |  | $0.19              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6748 | 2053-07-01      | 5.5000%  |  | $2450.84           | $2512.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBO9370 | 2034-11-01      | 5.0000%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM3305 | 2049-06-01      | 5.5000%  |  | $80.55             | $82.30             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ2131 | 2054-08-01      | 6.5000%  |  | $0.16              | $0.17              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  |  | $6.79              | $6.94              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  |  | $0.34              | $0.35              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ0918 | 2054-02-01      | 5.0000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBW1977 | 2052-07-01      | 3.5000%  |  | $201.28            | $185.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6903 | 2053-08-01      | 5.0000%  |  | $0.26              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAX4277 | 2045-01-01      | 3.0000%  |  | $607.03            | $553.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ0095 | 2053-10-01      | 6.0000%  |  | $0.21              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6033 | 2055-04-01      | 6.5000%  |  | $566.11            | $598.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6909 | 2054-12-01      | 5.0000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB1457 | 2040-03-01      | 5.5000%  |  | $240.00            | $245.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIFA3110 | 2040-10-01      | 4.5000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ2863 | 2054-11-01      | 5.0000%  |  | $0.35              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT9636 | 2043-07-01      | 3.5000%  |  | $3011.42           | $2833.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS0023 | 2043-07-01      | 3.5000%  |  | $55.18             | $51.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAU1307 | 2033-07-01      | 3.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL012A2 R18M012 | 2030-08-25      | 3.6538%  |  | $1349.68           | $1323.65           | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL003A2 R18M003 | 2030-02-25      | 3.0746%  |  | $3960.98           | $3826.99           | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.0730%  |  | $1847.63           | $1830.61           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.0835%  |  | $4711.50           | $4167.79           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0183A2 R19M01 | 2031-09-25      | 2.5770%  |  | $695.38            | $635.78            | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC01SA1X R23M01 | 2033-07-25      | 4.4995%  |  | $7.74              | $7.75              | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.4759%  |  | $830.69            | $839.17            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A1 R22M013 | 2032-05-25      | 2.5865%  |  | $4565.04           | $4377.21           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A2 R22M003 | 2031-11-25      | 1.7073%  |  | $9210.00           | $8007.42           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5314%  |  | $1053.14           | $1008.16           | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.4574%  |  | $2054.06           | $1961.45           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A1 R20M001 | 2029-10-25      | 2.1510%  |  | $1046.30           | $1029.56           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023AB R21M023 | 2031-11-25      | 0.5000%  |  | $834.06            | $700.71            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL009A2 R19M009 | 2029-06-25      | 2.9370%  |  | $441.61            | $428.55            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G | 2031-01-25      | 1.1810%  |  | $7.64              | $7.62              | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL001A1 R22M001 | 2031-10-25      | 1.6685%  |  | $1403.86           | $1314.25           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  |  | $540.88            | $518.90            | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC006A1 R21M006 | 2033-03-25      | 1.4947%  |  | $6225.10           | $5999.84           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL053A2 R20M053 | 2032-11-25      | 1.6838%  |  | $871.50            | $745.62            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.4681%  |  | $7702.50           | $6821.74           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0061A2 R21M00 | 2031-03-25      | 1.4606%  |  | $1500.00           | $1301.04           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL051A1 R20M051 | 2030-12-25      | 0.8500%  |  | $1128.42           | $1076.04           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0491A1 R20M04 | 2030-11-25      | 1.2554%  |  | $2014.30           | $1911.77           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3244%  |  | $1880.32           | $1671.25           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL041A1 R20M041 | 2029-03-25      | 1.2900%  |  | $79.33             | $78.75             | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  |  | $129.32            | $127.15            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A1 R26M004 | 2030-11-25      | 2.8864%  |  | $4524.20           | $4405.12           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004AV R26M004 | 2039-01-25      | 2.8864%  |  | $5750.09           | $5308.08           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  |  | $1229.42           | $1130.61           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL025AV2 R19M02 | 2026-12-25      | 2.2660%  |  | $268.79            | $267.90            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  |  | $6090.60           | $5757.53           | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.0946%  |  | $530.66            | $495.34            | Agency Mortgage-Backed Securities         |
| USTR 3 7/8 NOTE P 32      | 2032-08-31      | 3.8750%  |  | $8892.63           | $8795.72           | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  |  | $2912.19           | $2911.18           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $9448.71           | $9574.86           | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $33554.19          | $34063.28          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  |  | $83.55             | $74.52             | U.S. Treasuries (including strips)        |
| USTR BILL 07/02/26        | 2026-07-02      | 0.0000%  |  | $0.30              | $0.30              | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $2.37              | $2.35              | U.S. Treasuries (including strips)        |

### Security 123: 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):** $300000.00
- **C.18.a - Value (excl. sponsor support):** $300000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **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%  |  | $179932.47         | $177289.27         | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  |  | $13894.55          | $14130.51          | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  |  | $12101.69          | $12595.88          | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  |  | $10172.32          | $10446.13          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  |  | $5186.44           | $5237.04           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  |  | $10169.49          | $10285.16          | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  |  | $0.04              | $0.04              | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  |  | $5158.58           | $4521.25           | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  |  | $1625.90           | $1419.93           | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $1027.83           | $892.10            | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  |  | $2605.30           | $2478.71           | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  |  | $203.39            | $196.30            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 56    | 2056-02-15      | 4.7500%  |  | $6003.46           | $5891.81           | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/26 | 2026-07-31      | 3.8354%  |  | $227.80            | $229.33            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $14584.64          | $15070.00          | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  |  | $117.71            | $120.41            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  |  | $4.72              | $4.67              | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  |  | $7698.71           | $7568.70           | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  |  | $37044.94          | $38800.98          | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  |  | $5084.73           | $4655.75           | U.S. Treasuries (including strips) |

### Security 124: 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):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **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%  |  | $4411.89           | $4449.04           | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  |  | $99738.68          | $101256.18         | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  |  | $0.16              | $0.17              | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  |  | $101973.68         | $102719.11         | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $17081.26          | $17848.98          | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  |  | $97408.95          | $92255.67          | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  |  | $0.16              | $0.15              | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  |  | $104854.32         | $103917.77         | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  |  | $9886.05           | $6619.09           | U.S. Treasuries (including strips) |
| USTR BILL 01/21/27    | 2027-01-21      | 0.0000%  |  | $1615.79           | $1568.67           | U.S. Treasuries (including strips) |
| USTR BILL 10/29/26    | 2026-10-29      | 0.0000%  |  | $0.05              | $0.05              | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 34  | 2034-07-15      | 1.8750%  |  | $0.05              | $0.05              | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  |  | $0.21              | $0.18              | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/26 | 2026-07-31      | 3.8354%  |  | $0.05              | $0.05              | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  |  | $0.05              | $0.05              | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  |  | $289.95            | $294.41            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  |  | $80033.68          | $82231.35          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  |  | $1546.95           | $1570.24           | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  |  | $0.06              | $0.03              | U.S. Treasuries (including strips) |

### Security 125: 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):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **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%  |  | $4667.40           | $4642.03           | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  |  | $22244.95          | $22111.62          | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BL 27 | 2027-11-30      | 3.3750%  |  | $0.05              | $0.05              | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  |  | $23118.03          | $23137.39          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  |  | $24999.83          | $25084.46          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  |  | $36827.28          | $37080.68          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  |  | $34550.23          | $35185.15          | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31      | 2031-01-31      | 4.0000%  |  | $33190.00          | $33423.07          | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  |  | $1050.63           | $1048.72           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  |  | $5187.15           | $5259.77           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 29  | 2029-09-30      | 3.8750%  |  | $225.15            | $224.91            | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  |  | $32003.50          | $31295.92          | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  |  | $24999.90          | $24120.84          | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  |  | $23508.25          | $23249.19          | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  |  | $18475.35          | $17577.69          | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  |  | $26906.90          | $25743.98          | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  |  | $1339.25           | $1302.77           | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  |  | $743.60            | $386.41            | U.S. Treasuries (including strips) |
| USTR BILL 03/18/27    | 2027-03-18      | 0.0000%  |  | $84211.50          | $81274.20          | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  |  | $12500.00          | $12196.92          | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30     | 2030-07-31      | 4.0000%  |  | $12.60             | $12.71             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE U 31  | 2031-01-31      | 3.7500%  |  | $37147.90          | $37003.80          | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $28697.53          | $28321.01          | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  |  | $24456.58          | $25582.96          | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  |  | $27271.60          | $19387.52          | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Federated Hermes Insurance Series

**Date:** 2026-04-07

**By:** Stephen Van Meter

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

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