# EDGAR Filing Document

**Accession Number:** 0000912577
**File Stem:** 0001193125-25-271546
**Filing Date:** 2025-11
**Character Count:** 513837
**Document Hash:** 9c7feabf1eb87701c1965c4ffa277c64
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-271546.hdr.sgml**: 20251107

**ACCESSION NUMBER**: 0001193125-25-271546

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251107

**DATE AS OF CHANGE**: 20251107

**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:** 251461277

**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):** 2025-10-31

**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:** 43 days

- **WAL:** 98 days

- **Total Value of Portfolio Securities:** $75106833.47

- **Amortized Cost of Portfolio Securities:** $75091895.63

- **Cash:** $0.00

- **Total Other Assets:** $111238.50

- **Total Liabilities:** $1020933.50

- **Net Assets of Series:** $74182532.66

- **Number of Shares Outstanding (Series):** 74182244.3700

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-10-01 | $53030006.63              | $61477787.15               | 69.4900%                  | 80.5600%                   |
| 2025-10-02 | $57001589.05              | $62749469.41               | 73.7500%                  | 81.1900%                   |
| 2025-10-03 | $56514839.14              | $63263019.00               | 72.6300%                  | 81.3000%                   |
| 2025-10-06 | $56566719.72              | $63314999.41               | 72.6500%                  | 81.3200%                   |
| 2025-10-07 | $53992065.42              | $61740444.94               | 70.7700%                  | 80.9300%                   |
| 2025-10-08 | $53391631.20              | $62740110.56               | 68.9400%                  | 81.0200%                   |
| 2025-10-09 | $52763425.47              | $61512004.66               | 69.4200%                  | 80.9300%                   |
| 2025-10-10 | $53456759.87              | $61405690.96               | 70.6100%                  | 81.1100%                   |
| 2025-10-13 | $53456759.87              | $61405690.96               | 70.5800%                  | 81.0800%                   |
| 2025-10-14 | $53551154.74              | $62500173.80               | 70.0000%                  | 81.7000%                   |
| 2025-10-15 | $54257540.32              | $63206647.35               | 70.2800%                  | 81.8700%                   |
| 2025-10-16 | $56730506.42              | $64179701.42               | 72.8700%                  | 82.4400%                   |
| 2025-10-17 | $55921981.96              | $64171263.21               | 71.8300%                  | 82.4300%                   |
| 2025-10-20 | $57582926.62              | $63832236.62               | 74.2900%                  | 82.3500%                   |
| 2025-10-21 | $51325024.40              | $61574363.15               | 68.2000%                  | 81.8200%                   |
| 2025-10-22 | $50834264.16              | $61083631.66               | 67.9900%                  | 81.7000%                   |
| 2025-10-23 | $53566409.97              | $62815806.22               | 70.3100%                  | 82.4500%                   |
| 2025-10-24 | $52558341.40              | $62807823.90               | 68.9800%                  | 82.4300%                   |
| 2025-10-27 | $53071896.45              | $62821407.70               | 69.6500%                  | 82.4500%                   |
| 2025-10-28 | $48674417.51              | $61423957.51               | 65.0700%                  | 82.1200%                   |
| 2025-10-29 | $49841250.80              | $62590819.55               | 65.6100%                  | 82.3900%                   |
| 2025-10-30 | $51108016.00              | $62357613.50               | 67.7500%                  | 82.6700%                   |
| 2025-10-31 | $50918715.21              | $62416576.18               | 67.7100%                  | 83.0000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-10-01 | 4.2300%             |
| 2025-10-02 | 4.2300%             |
| 2025-10-03 | 4.2300%             |
| 2025-10-06 | 4.2200%             |
| 2025-10-07 | 4.2100%             |
| 2025-10-08 | 4.2000%             |
| 2025-10-09 | 4.1900%             |
| 2025-10-10 | 4.1900%             |
| 2025-10-14 | 4.1800%             |
| 2025-10-15 | 4.1900%             |
| 2025-10-16 | 4.2000%             |
| 2025-10-17 | 4.2000%             |
| 2025-10-20 | 4.2100%             |
| 2025-10-21 | 4.2100%             |
| 2025-10-22 | 4.2000%             |
| 2025-10-23 | 4.2000%             |
| 2025-10-24 | 4.2000%             |
| 2025-10-27 | 4.2000%             |
| 2025-10-28 | 4.2000%             |
| 2025-10-29 | 4.2000%             |
| 2025-10-30 | 4.1900%             |
| 2025-10-31 | 4.1800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-10-01 | 1.0002                      |
|  |  |
| 2025-10-02 | 1.0002                      |
|  |  |
| 2025-10-03 | 1.0002                      |
|  |  |
| 2025-10-06 | 1.0002                      |
|  |  |
| 2025-10-07 | 1.0002                      |
|  |  |
| 2025-10-08 | 1.0002                      |
|  |  |
| 2025-10-09 | 1.0002                      |
|  |  |
| 2025-10-10 | 1.0002                      |
|  |  |
| 2025-10-13 | 1.0002                      |
|  |  |
| 2025-10-14 | 1.0002                      |
|  |  |
| 2025-10-15 | 1.0002                      |
|  |  |
| 2025-10-16 | 1.0002                      |
|  |  |
| 2025-10-17 | 1.0002                      |
|  |  |
| 2025-10-20 | 1.0002                      |
|  |  |
| 2025-10-21 | 1.0002                      |
|  |  |
| 2025-10-22 | 1.0002                      |
|  |  |
| 2025-10-23 | 1.0002                      |
|  |  |
| 2025-10-24 | 1.0002                      |
|  |  |
| 2025-10-27 | 1.0002                      |
|  |  |
| 2025-10-28 | 1.0002                      |
|  |  |
| 2025-10-29 | 1.0001                      |
|  |  |
| 2025-10-30 | 1.0001                      |
|  |  |
| 2025-10-31 | 1.0002                      |
|  |  |

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

### Class: Service Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $74182532.66

- **Number of Shares Outstanding:** 74182244.3700

- **Expense Reimbursement/Waiver:** 5746.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0002          |
|  |  |
| 2025-10-02 | 1.0002          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0002          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0002          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0002          |
|  |  |
| 2025-10-21 | 1.0002          |
|  |  |
| 2025-10-22 | 1.0002          |
|  |  |
| 2025-10-23 | 1.0002          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0002          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0001          |
|  |  |
| 2025-10-30 | 1.0001          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $284500.74                | $13812.16               |
| 2025-10-02 | $246967.62                | $47498.85               |
| 2025-10-03 | $4842.14                  | $4993.90                |
| 2025-10-06 | $258042.33                | $59994.16               |
| 2025-10-07 | $386091.12                | $14300.43               |
| 2025-10-08 | $9775.60                  | $16255.37               |
| 2025-10-09 | $12.57                    | $101125.91              |
| 2025-10-10 | $82.50                    | $321204.31              |
| 2025-10-14 | $394.32                   | $79808.59               |
| 2025-10-15 | $2144.43                  | $43353.39               |
| 2025-10-16 | $461128.03                | $64005.63               |
| 2025-10-17 | $12714.48                 | $32491.46               |
| 2025-10-20 | $1724.44                  | $353999.87              |
| 2025-10-21 | $3654.44                  | $336474.64              |
| 2025-10-22 | $112.41                   | $320980.13              |
| 2025-10-23 | $3535.69                  | $78078.55               |
| 2025-10-24 | $1203.69                  | $20164.11               |
| 2025-10-27 | $208.08                   | $5177.82                |
| 2025-10-28 | $139822.47                | $48586.45               |
| 2025-10-29 | $36350.09                 | $119105.75              |
| 2025-10-30 | $5738.23                  | $48319.47               |
| 2025-10-31 | $306328.03                | $545202.55              |

**Total Gross Subscriptions (Month):** $2186725.45

**Total Gross Redemptions (Month):** $2824815.42

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.6000%           |
| 2025-10-02 | 3.6000%           |
| 2025-10-03 | 3.5900%           |
| 2025-10-06 | 3.5900%           |
| 2025-10-07 | 3.5800%           |
| 2025-10-08 | 3.5700%           |
| 2025-10-09 | 3.5600%           |
| 2025-10-10 | 3.5600%           |
| 2025-10-14 | 3.5500%           |
| 2025-10-15 | 3.5600%           |
| 2025-10-16 | 3.5700%           |
| 2025-10-17 | 3.5700%           |
| 2025-10-20 | 3.5800%           |
| 2025-10-21 | 3.5800%           |
| 2025-10-22 | 3.5700%           |
| 2025-10-23 | 3.5700%           |
| 2025-10-24 | 3.5700%           |
| 2025-10-27 | 3.5700%           |
| 2025-10-28 | 3.5700%           |
| 2025-10-29 | 3.5700%           |
| 2025-10-30 | 3.5600%           |
| 2025-10-31 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 15.5300%         | 0.0000%              |
| Insurance company |  | 10.0400%         | 0.0000%              |
| Insurance company |  | 11.5300%         | 0.0000%              |
| Insurance company |  | 17.8700%         | 0.0000%              |
| Insurance company |  | 26.9600%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  4.180%, 11/3/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 00699Q009, C.3 - LEI: BFXS5XCH7N0Y05NIXW11
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 13.4800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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 03.500 CL890718 | 2046-01-01      | 3.5000%  |  | $17029.41          | $16316.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0599 | 2055-06-01      | 6.5000%  |  | $322606.38         | $339604.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7595 | 2051-11-01      | 3.0000%  |  | $825564.60         | $754078.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA2068 | 2055-06-01      | 6.5000%  |  | $45212.22          | $47651.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8478 | 2054-05-01      | 5.0000%  |  | $634586.35         | $636505.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $846470.79         | $850079.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7634 | 2053-12-01      | 7.0000%  |  | $38588.30          | $40927.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  |  | $1796.90           | $1856.42           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $283485.79         | $287325.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $68293.84          | $69374.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $179451.14         | $177920.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $138325.94         | $125125.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $91901.24          | $88600.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $9977.84           | $9019.24           | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ3263 | 2030-04-01      | 4.7200%  |  | $76918.77          | $78992.45          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1725 | 2029-10-01      | 4.3800%  |  | $860000.00         | $870488.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $14533.68          | $14564.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $41446.72          | $42779.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV7735 | 2052-04-01      | 3.0000%  |  | $177317.18         | $160130.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU6494 | 2052-01-01      | 2.5000%  |  | $162727.74         | $141046.27         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $844166.67         | $872401.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR1341 | 2051-02-01      | 2.0000%  |  | $14524.47          | $12055.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $54688.16          | $52700.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK2561 | 2048-03-01      | 4.5000%  |  | $1156.55           | $1153.98           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  |  | $32566.92          | $31876.15          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $343813.82         | $345303.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQD9834 | 2052-04-01      | 3.5000%  |  | $186053.57         | $174307.38         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q60297 G | 2048-12-01      | 4.0000%  |  | $72530.66          | $70552.99          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $63925.64          | $65402.53          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $237591.37         | $243835.35         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $13438.22          | $11976.94          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $32153.54          | $32412.21          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV0872 | 2052-01-01      | 2.5000%  |  | $178438.86         | $154807.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0457 | 2047-09-01      | 3.5000%  |  | $14958.20          | $14210.39          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $459176.06         | $408533.53         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $49594.94          | $49886.79          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1615 | 2029-08-01      | 4.6600%  |  | $342833.33         | $350543.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBT7946 | 2052-11-01      | 5.5000%  |  | $26297.38          | $27193.66          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $348123.73         | $324223.88         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE4964 | 2052-06-01      | 5.0000%  |  | $27323.73          | $27685.11          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $394204.14         | $399081.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $143666.78         | $148689.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU5438 | 2054-12-01      | 5.0000%  |  | $230001.57         | $230778.21         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $141996.16         | $143755.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2733 | 2055-08-01      | 5.5000%  |  | $5307.09           | $5443.44           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $143643.12         | $124632.00         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL2968 | 2042-04-01      | 3.5000%  |  | $3860.33           | $3711.35           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3112 | 2052-10-01      | 5.0000%  |  | $6636.35           | $6669.91           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $343530.32         | $345019.07         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0146 M     | 2055-01-20      | 5.0000%  |  | $40633.05          | $40734.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8312 | 2054-04-01      | 5.0000%  |  | $45.21             | $45.51             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $528975.09         | $520453.30         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  |  | $153464.38         | $145488.32         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3VZN0625 | 2043-02-01      | 3.5000%  |  | $3759.08           | $3593.07           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  |  | $68315.49          | $63685.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $1071.08           | $1111.72           | Agency Mortgage-Backed Securities  |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  |  | $21673.33          | $18304.86          | U.S. Treasuries (including strips) |

### Security 2: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.090%, 11/7/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERM 05585M 10/25/55  | 2055-10-25      | 5.0000%  |  | $13071.52          | $13000.98          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05585D 10/25/55  | 2055-10-25      | 5.0000%  |  | $216.56            | $216.21            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5574FB 09/25/55  | 2055-09-25      | 5.5328%  |  | $14098.51          | $14190.76          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05568E 08/25/55  | 2055-08-25      | 5.0000%  |  | $48311.82          | $48436.06          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-097 FC      | 2053-07-20      | 5.2338%  |  | $32849.56          | $32926.96          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-137 FL      | 2055-08-20      | 5.3838%  |  | $15726.15          | $15808.52          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FC      | 2055-05-20      | 5.8338%  |  | $25907.45          | $26163.51          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FG      | 2055-07-20      | 5.5338%  |  | $1.08              | $1.09              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 DA      | 2050-12-20      | 5.0000%  |  | $13843.58          | $13882.38          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-211 LE      | 2049-03-20      | 5.0000%  |  | $5519.85           | $5589.21           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-043 QA      | 2047-10-20      | 4.5000%  |  | $551.07            | $554.13            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 DA      | 2047-09-20      | 4.0000%  |  | $1767.11           | $1733.26           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-060 FD      | 2054-04-20      | 5.3338%  |  | $34374.40          | $34437.05          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 L       | 2055-03-20      | 5.0000%  |  | $5925.83           | $5961.05           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5558BV 05/25/36  | 2036-05-25      | 5.5000%  |  | $6280.55           | $6446.49           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL077FB R24F077  | 2053-10-25      | 5.4828%  |  | $43192.04          | $43290.90          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5543FH 06/25/55  | 2055-06-25      | 5.6828%  |  | $24334.74          | $24535.45          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5131LU 08/25/51  | 2051-08-25      | 1.5000%  |  | $3156.80           | $2504.99           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC083A R25F083   | 2055-10-25      | 5.0000%  |  | $18097.22          | $18160.79          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030  | 2055-05-25      | 6.5000%  |  | $9910.06           | $10359.62          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 5.4328%  |  | $20044.64          | $20143.65          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC003N R22F003   | 2047-10-25      | 2.0000%  |  | $21407.08          | $19337.78          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 DF      | 2055-05-20      | 5.8338%  |  | $23685.91          | $23876.35          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 EA      | 2050-12-20      | 5.0000%  |  | $10394.55          | $10450.16          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 KA      | 2052-02-20      | 5.0000%  |  | $29655.15          | $29716.53          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 GA      | 2052-02-20      | 5.0000%  |  | $10081.71          | $10114.55          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 H       | 2055-03-20      | 5.0000%  |  | $5495.73           | $5527.40           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 DC      | 2052-03-20      | 5.0000%  |  | $4122.10           | $4147.23           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-024 CG      | 2050-01-20      | 5.0000%  |  | $8780.11           | $8834.81           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-147 FB      | 2054-09-20      | 5.2838%  |  | $47914.37          | $48023.68          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB      | 2054-08-20      | 5.2338%  |  | $30800.57          | $30855.13          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-014 FC      | 2054-01-20      | 5.3838%  |  | $32284.62          | $32374.60          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-075 FA      | 2053-05-20      | 5.2838%  |  | $23679.21          | $23728.38          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-023 F       | 2053-02-20      | 4.9838%  |  | $29202.76          | $29160.97          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-045 UE      | 2051-07-20      | 3.0000%  |  | $1636.80           | $1564.37           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-029 PD      | 2052-02-20      | 2.2500%  |  | $4279.91           | $3858.31           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-140 GF      | 2051-08-20      | 2.5000%  |  | $2017.12           | $1662.66           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 LF      | 2055-08-20      | 5.3338%  |  | $10494.64          | $10539.65          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-133 PC      | 2055-07-20      | 5.0000%  |  | $5155.68           | $5104.35           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-133 MK      | 2055-08-20      | 10.6838% |  | $6121.58           | $6591.07           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-135 N       | 2055-08-20      | 5.0000%  |  | $19507.78          | $19563.27          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-135 D       | 2055-08-20      | 5.0000%  |  | $14562.89          | $14584.36          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-135 CD      | 2052-04-20      | 5.0000%  |  | $39131.06          | $39374.40          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 GK      | 2055-06-20      | 4.5000%  |  | $1446.29           | $1424.91           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-120 TA      | 2051-05-20      | 5.0000%  |  | $7130.04           | $7158.41           | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 06.000 CLCB5650  | 2053-02-01      | 6.0000%  |  | $24527.15          | $25511.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0685 M      | 2055-10-20      | 5.0000%  |  | $1348.48           | $1351.37           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0528 M      | 2040-08-20      | 5.0000%  |  | $1652.94           | $1676.14           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0423 M      | 2055-06-20      | 5.0000%  |  | $3580.16           | $3588.13           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9362 C      | 2055-10-20      | 5.5000%  |  | $5378.53           | $5490.06           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1616 C      | 2055-08-20      | 5.5000%  |  | $291.52            | $297.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9645 C      | 2055-08-20      | 5.5000%  |  | $97.17             | $99.28             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ2208 C      | 2065-06-20      | 6.5000%  |  | $10900.60          | $11276.36          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE7026        | 2054-10-15      | 5.1800%  |  | $387.39            | $395.90            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DB4190        | 2059-09-15      | 5.2000%  |  | $338.47            | $346.29            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CN7596        | 2064-12-15      | 4.3900%  |  | $102.25            | $99.01             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9666 M      | 2054-05-20      | 4.5000%  |  | $187.99            | $184.43            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9603 M      | 2054-04-20      | 4.5000%  |  | $188.00            | $184.46            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8148 M      | 2052-07-20      | 3.0000%  |  | $0.39              | $0.35              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7534 M      | 2051-08-20      | 2.5000%  |  | $418.69            | $363.81            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7989 M      | 2052-04-20      | 3.5000%  |  | $1618.78           | $1496.16           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7315 M      | 2051-04-20      | 4.0000%  |  | $103.39            | $99.67             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 704090 X      | 2038-12-15      | 6.0000%  |  | $6.27              | $6.52              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 727742 X      | 2040-03-15      | 6.0000%  |  | $2.64              | $2.72              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0485 M      | 2055-07-20      | 5.5000%  |  | $32.96             | $33.45             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0663 C      | 2055-08-20      | 5.5000%  |  | $881.50            | $899.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0312 C      | 2055-10-20      | 5.5000%  |  | $2612.02           | $2667.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4546 C      | 2055-08-20      | 5.5000%  |  | $149.29            | $152.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1253  | 2055-10-01      | 6.0000%  |  | $36123.19          | $38015.29          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0594 M      | 2040-09-20      | 5.0000%  |  | $15421.02          | $15594.15          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M      | 2055-05-20      | 5.5000%  |  | $87479.26          | $88701.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0025 M      | 2054-11-20      | 5.0000%  |  | $8801.84           | $8823.00           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3171 C      | 2055-03-20      | 5.5000%  |  | $3180.34           | $3244.33           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8523  | 2055-04-01      | 5.0000%  |  | $1.00              | $1.00              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 700918 X      | 2038-11-15      | 5.5000%  |  | $2.24              | $2.33              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698028 X      | 2039-01-15      | 5.0000%  |  | $51.81             | $53.48             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 680184 X      | 2038-03-15      | 5.5000%  |  | $6.24              | $6.49              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 656323 X      | 2036-11-15      | 6.0000%  |  | $5.75              | $6.00              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 645916 X      | 2036-05-15      | 6.0000%  |  | $2.82              | $2.93              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782333 X      | 2038-06-15      | 5.5000%  |  | $8.06              | $8.50              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736078 X      | 2040-06-15      | 5.0000%  |  | $7.54              | $7.78              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004196 M      | 2038-07-20      | 6.5000%  |  | $66.60             | $71.29             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9417 C      | 2055-04-20      | 5.5000%  |  | $1148.80           | $1171.92           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6856 C      | 2055-02-20      | 5.5000%  |  | $588.91            | $600.76            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5705 C      | 2055-04-20      | 6.5000%  |  | $16.97             | $17.83             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5704 C      | 2055-04-20      | 6.5000%  |  | $3044.36           | $3201.29           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0686 M      | 2055-10-20      | 5.5000%  |  | $15189.57          | $15416.78          | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2021-KF1 | 2031-05-25      | 10.7076% |  | $15698.04          | $15519.81          | Agency Mortgage-Backed Securities         |
| FMAC FREMF MORTGAGE TR 202 | 2031-11-25      | 10.7076% |  | $2.93              | $3.10              | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-11-25      | 3.3030%  |  | $1.02              | $1.01              | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2017-KF3 | 2027-06-25      | 6.9721%  |  | $1.21              | $1.17              | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2022-KF1 | 2032-06-25      | 9.5576%  |  | $22570.92          | $21936.38          | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TRUST 2021- | 2031-01-25      | 4.2557%  |  | $13710.95          | $11194.89          | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2019-KL0 | 2029-06-25      | 3.9584%  |  | $15820.00          | $13363.18          | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.0751%  |  | $12588.85          | $12021.58          | Agency Mortgage-Backed Securities         |

### Security 3: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.940%, 12/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 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:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERM 5579CA 09/25/45 | 2045-09-25      | 4.5000%  |  | $3366.29           | $3348.00           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05477F 11/25/54 | 2054-11-25      | 5.4828%  |  | $8513.30           | $8532.76           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-127 FG     | 2055-07-20      | 5.5038%  |  | $34777.15          | $35000.41          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54 | 2054-12-25      | 5.6328%  |  | $8146.99           | $8213.74           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FA R24F034 | 2054-06-25      | 5.1828%  |  | $8197.40           | $8240.44           | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF DM7011 C     | 2055-09-20      | 5.5000%  |  | $3.59              | $3.66              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8346 M     | 2052-10-20      | 4.0000%  |  | $39114.08          | $37532.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7649 M     | 2051-10-20      | 2.5000%  |  | $14068.03          | $12223.76          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7471 M     | 2051-07-20      | 2.0000%  |  | $3116.96           | $2600.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1223 | 2055-10-01      | 5.5000%  |  | $61017.57          | $62322.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7397 | 2055-01-01      | 5.5000%  |  | $40222.28          | $40971.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7135 | 2054-12-01      | 5.0000%  |  | $59404.28          | $59977.63          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 674510 X     | 2037-10-15      | 6.0000%  |  | $3.00              | $3.12              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 671529 X     | 2037-09-15      | 6.5000%  |  | $3.55              | $3.72              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 662537 X     | 2037-08-15      | 6.5000%  |  | $5.65              | $5.91              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658218 X     | 2036-12-15      | 6.0000%  |  | $2.77              | $2.94              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C     | 2050-06-20      | 5.5000%  |  | $307.69            | $325.65            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 487821 X     | 2039-03-15      | 5.0000%  |  | $28.93             | $29.73             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 744060 X     | 2041-05-15      | 6.0000%  |  | $5.26              | $5.42              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 726832 X     | 2039-10-15      | 5.0000%  |  | $61.43             | $63.40             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004029 M     | 2037-09-20      | 6.5000%  |  | $53.80             | $58.24             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 602212 X     | 2033-03-15      | 6.0000%  |  | $4.97              | $5.13              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AU6655 X     | 2047-01-15      | 4.5000%  |  | $22.94             | $22.77             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6657 C     | 2055-03-20      | 5.5000%  |  | $772.58            | $788.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0681 M     | 2055-10-20      | 3.0000%  |  | $4035.65           | $3642.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0621 M     | 2055-09-20      | 4.5000%  |  | $7886.03           | $7733.66           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0306 M     | 2055-04-20      | 4.5000%  |  | $247.78            | $242.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M     | 2055-02-20      | 5.5000%  |  | $43503.90          | $44105.18          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1487 C     | 2055-10-20      | 5.5000%  |  | $865.96            | $883.39            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 711724 C     | 2043-02-20      | 3.5000%  |  | $250.23            | $235.02            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687833 X     | 2038-08-15      | 6.0000%  |  | $6.06              | $6.33              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 708520 X     | 2039-04-15      | 5.0000%  |  | $3.53              | $3.65              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7988 M     | 2052-04-20      | 3.0000%  |  | $0.38              | $0.35              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AU9418 X     | 2046-09-15      | 4.0000%  |  | $14.51             | $13.98             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0484 M     | 2055-07-20      | 5.0000%  |  | $1364.44           | $1367.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1244 | 2055-10-01      | 6.0000%  |  | $63985.24          | $66476.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9654 | 2054-12-01      | 5.0000%  |  | $43907.91          | $44331.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0878 | 2055-08-01      | 6.0000%  |  | $55513.00          | $57216.47          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0258 M     | 2055-03-20      | 5.0000%  |  | $5107.88           | $5120.42           | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CI4574 C     | 2045-04-20      | 4.0000%  |  | $834.86            | $795.59            | Agency Mortgage-Backed Securities         |

### Security 4: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.195%, 12/8/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXYH5, C.4 - ISIN: US3130AXYH58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250034.58
- **C.18.a - Value (excl. sponsor support):** $250034.58
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.140%, 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):** $100039.82
- **C.18.a - Value (excl. sponsor support):** $100039.82
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 6: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.175%, 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):** $100060.13
- **C.18.a - Value (excl. sponsor support):** $100060.13
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.185%, 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):** $200150.99
- **C.18.a - Value (excl. sponsor support):** $200150.99
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 8: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.225%, 11/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3G64, C.4 - ISIN: US3130B3G642, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200000.46
- **C.18.a - Value (excl. sponsor support):** $200000.46
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.045%, 12/10/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U89, C.4 - ISIN: US3130B5U895, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499991.74
- **C.18.a - Value (excl. sponsor support):** $499991.74
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.115%, 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):** $249983.38
- **C.18.a - Value (excl. sponsor support):** $249983.38
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 11: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.160%, 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):** $150046.73
- **C.18.a - Value (excl. sponsor support):** $150046.73
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 12: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.075%, 1/26/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z43, C.4 - ISIN: US3130B5Z431, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500027.40
- **C.18.a - Value (excl. sponsor support):** $500027.40
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.075%, 1/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZR2, C.4 - ISIN: US3130B5ZR26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250014.14
- **C.18.a - Value (excl. sponsor support):** $250014.14
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.380%, 6/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6HR0, C.4 - ISIN: US3130B6HR01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499917.78
- **C.18.a - Value (excl. sponsor support):** $499917.78
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.380%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6KU9, C.4 - ISIN: US3130B6KU92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499911.17
- **C.18.a - Value (excl. sponsor support):** $499911.17
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.040%, 12/26/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TX4, C.4 - ISIN: US3130B6TX41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299995.14
- **C.18.a - Value (excl. sponsor support):** $299995.14
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.040%, 1/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YV2, C.4 - ISIN: US3130B6YV20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299995.13
- **C.18.a - Value (excl. sponsor support):** $299995.13
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.065%, 3/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73Q5, C.4 - ISIN: US3130B73Q57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499989.67
- **C.18.a - Value (excl. sponsor support):** $499989.67
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.000%, 2/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7G65, C.4 - ISIN: US3130B7G650, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499906.94
- **C.18.a - Value (excl. sponsor support):** $499906.94
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **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 20: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.000%, 2/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GM0, C.4 - ISIN: US3130B7GM06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299838.82
- **C.18.a - Value (excl. sponsor support):** $299838.82
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.000%, 2/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7KD5, C.4 - ISIN: US3130B7KD50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499809.55
- **C.18.a - Value (excl. sponsor support):** $499809.55
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: 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):** $99997.33
- **C.18.a - Value (excl. sponsor support):** $99997.33
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 23: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.625%, 10/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VN1, C.4 - ISIN: US3130B7VN14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99828.21
- **C.18.a - Value (excl. sponsor support):** $99828.21
- **C.19 - Percentage of Net Assets:** 0.1300%
- **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 24: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.220%, 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):** $149993.67
- **C.18.a - Value (excl. sponsor support):** $149993.67
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 25: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.140%, 11/14/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PF7, C.4 - ISIN: US313385PF73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249624.72
- **C.18.a - Value (excl. sponsor support):** $249624.72
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **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? Yes, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.100%, 1/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $248333.13
- **C.18.a - Value (excl. sponsor support):** $248333.13
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.970%, 1/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RK4, C.4 - ISIN: US313385RK41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $297904.50
- **C.18.a - Value (excl. sponsor support):** $297904.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **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 28: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.970%, 1/6/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148936.38
- **C.18.a - Value (excl. sponsor support):** $148936.38
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **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 29: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.845%, 1/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RW8, C.4 - ISIN: US313385RW88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148777.62
- **C.18.a - Value (excl. sponsor support):** $148777.62
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **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 30: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.744%, 3/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UU8, C.4 - ISIN: US313385UU85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $295424.63
- **C.18.a - Value (excl. sponsor support):** $295424.63
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **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 31: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.130%, 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):** $99994.19
- **C.18.a - Value (excl. sponsor support):** $99994.19
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 32: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.120%, 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):** $74995.54
- **C.18.a - Value (excl. sponsor support):** $74995.54
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 33: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.095%, 9/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7M7, C.4 - ISIN: US3133ER7M70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24996.62
- **C.18.a - Value (excl. sponsor support):** $24996.62
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.130%, 2/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125025.40
- **C.18.a - Value (excl. sponsor support):** $125025.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.145%, 5/6/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDP3, C.4 - ISIN: US3133ERDP39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50000.23
- **C.18.a - Value (excl. sponsor support):** $50000.23
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.190%, 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):** $100046.38
- **C.18.a - Value (excl. sponsor support):** $100046.38
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 37: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.145%, 6/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHC8, C.4 - ISIN: US3133ERHC89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250016.77
- **C.18.a - Value (excl. sponsor support):** $250016.77
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.140%, 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):** $100042.85
- **C.18.a - Value (excl. sponsor support):** $100042.85
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 39: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.150%, 6/24/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJD4, C.4 - ISIN: US3133ERJD45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100008.89
- **C.18.a - Value (excl. sponsor support):** $100008.89
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.160%, 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):** $100054.56
- **C.18.a - Value (excl. sponsor support):** $100054.56
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 41: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.160%, 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):** $100105.13
- **C.18.a - Value (excl. sponsor support):** $100105.13
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 42: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.165%, 7/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLR0, C.4 - ISIN: US3133ERLR03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175025.39
- **C.18.a - Value (excl. sponsor support):** $175025.39
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.170%, 7/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMQ1, C.4 - ISIN: US3133ERMQ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150023.48
- **C.18.a - Value (excl. sponsor support):** $150023.48
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.170%, 8/6/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNN7, C.4 - ISIN: US3133ERNN70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150027.88
- **C.18.a - Value (excl. sponsor support):** $150027.88
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.170%, 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):** $250135.71
- **C.18.a - Value (excl. sponsor support):** $250135.71
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 46: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.185%, 8/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQA2, C.4 - ISIN: US3133ERQA23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150037.84
- **C.18.a - Value (excl. sponsor support):** $150037.84
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.180%, 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):** $150114.08
- **C.18.a - Value (excl. sponsor support):** $150114.08
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 48: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.190%, 9/3/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100029.01
- **C.18.a - Value (excl. sponsor support):** $100029.01
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.190%, 9/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200064.73
- **C.18.a - Value (excl. sponsor support):** $200064.73
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.185%, 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):** $100018.25
- **C.18.a - Value (excl. sponsor support):** $100018.25
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 51: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.185%, 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):** $100033.61
- **C.18.a - Value (excl. sponsor support):** $100033.61
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 52: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.175%, 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):** $100064.44
- **C.18.a - Value (excl. sponsor support):** $100064.44
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.190%, 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):** $250124.65
- **C.18.a - Value (excl. sponsor support):** $250124.65
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 54: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.120%, 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):** $59996.96
- **C.18.a - Value (excl. sponsor support):** $59996.96
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.190%, 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):** $99994.83
- **C.18.a - Value (excl. sponsor support):** $99994.83
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 56: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.120%, 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):** $199898.01
- **C.18.a - Value (excl. sponsor support):** $199898.01
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 57: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.150%, 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):** $174993.83
- **C.18.a - Value (excl. sponsor support):** $174993.83
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 58: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.155%, 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):** $99994.24
- **C.18.a - Value (excl. sponsor support):** $99994.24
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 59: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.145%, 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):** $249984.06
- **C.18.a - Value (excl. sponsor support):** $249984.06
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 60: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.135%, 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):** $249907.38
- **C.18.a - Value (excl. sponsor support):** $249907.38
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 61: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.170%, 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):** $199987.30
- **C.18.a - Value (excl. sponsor support):** $199987.30
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 62: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.150%, 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):** $149988.49
- **C.18.a - Value (excl. sponsor support):** $149988.49
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.170%, 9/10/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXJ1, C.4 - ISIN: US3133ETXJ15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149984.86
- **C.18.a - Value (excl. sponsor support):** $149984.86
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.180%, 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):** $150090.38
- **C.18.a - Value (excl. sponsor support):** $150090.38
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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,  4.170%, 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):** $249976.45
- **C.18.a - Value (excl. sponsor support):** $249976.45
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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,  4.135%, 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):** $199914.56
- **C.18.a - Value (excl. sponsor support):** $199914.56
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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,  4.180%, 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):** $200132.99
- **C.18.a - Value (excl. sponsor support):** $200132.99
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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,  4.180%, 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):** $100066.56
- **C.18.a - Value (excl. sponsor support):** $100066.56
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 69: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  3.990%, 12/11/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| TVDB 4.250 TVBD 65 A      | 2065-09-15      | 4.2500%  |  | $555.56            | $468.60            | Agency Debentures and Agency Strips |
| TVDB 3.50 TVBD 42 B       | 2042-12-15      | 3.5000%  |  | $1053.33           | $905.75            | Agency Debentures and Agency Strips |
| TVDB 5.375 TVBD 56 A      | 2056-04-01      | 5.3750%  |  | $294.17            | $305.93            | Agency Debentures and Agency Strips |
| FMAC 2.15 FMNT 21-40 J2   | 2040-07-13      | 2.1500%  |  | $0.28              | $0.20              | Agency Debentures and Agency Strips |
| FCSB 3.70 FCOR 27-42 K    | 2042-03-24      | 3.7000%  |  | $716.39            | $615.83            | Agency Debentures and Agency Strips |
| FMAC FEPC 05.000 CLRJ3710 | 2055-03-01      | 5.0000%  |  | $1467.83           | $1480.41           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAB6218 | 2042-09-01      | 3.5000%  |  | $7962.33           | $7618.17           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CLDA9503 | 2054-02-01      | 7.0000%  |  | $231.54            | $247.49            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  |  | $5364.17           | $5483.20           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCB3790 | 2052-06-01      | 4.5000%  |  | $0.21              | $0.21              | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HXBZ4918 | 2032-10-01      | 4.5900%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  |  | $6810.72           | $6785.45           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  |  | $375.35            | $393.87            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  |  | $8407.05           | $8628.17           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $1538.29           | $1558.84           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLRA7537 | 2052-06-01      | 4.5000%  |  | $20240.46          | $20009.40          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBU4842 | 2054-08-01      | 5.5000%  |  | $645.51            | $667.54            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBW7379 | 2052-12-01      | 5.0000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  |  | $2480.18           | $2610.07           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLRA9263 | 2053-06-01      | 5.0000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLQJ9769 | 2054-12-01      | 5.0000%  |  | $823.80            | $826.57            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  |  | $34729.82          | $35494.02          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLCC0074 | 2055-03-01      | 5.5000%  |  | $12418.40          | $12691.65          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLRJ4134 | 2055-05-01      | 5.0000%  |  | $8057.44           | $8109.97           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD4297 | 2053-11-01      | 6.0000%  |  | $14466.02          | $15162.04          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD4696 | 2054-02-01      | 6.0000%  |  | $8077.46           | $8485.65           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD0018 | 2049-06-01      | 3.0000%  |  | $10938.68          | $9974.35           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZL3755 | 2042-09-01      | 3.5000%  |  | $4072.40           | $3925.34           | Agency Mortgage-Backed Securities   |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $952.86            | $1020.74           | U.S. Treasuries (including strips)  |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $11047.17          | $11463.27          | U.S. Treasuries (including strips)  |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $2486.67           | $2549.99           | U.S. Treasuries (including strips)  |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $1476.92           | $1470.98           | U.S. Treasuries (including strips)  |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $9554.75           | $9017.30           | U.S. Treasuries (including strips)  |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $62034.78          | $57309.66          | U.S. Treasuries (including strips)  |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  |  | $530.78            | $490.55            | U.S. Treasuries (including strips)  |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  |  | $1381.06           | $1166.41           | U.S. Treasuries (including strips)  |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $0.06              | $0.05              | U.S. Treasuries (including strips)  |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $3110.89           | $2343.23           | U.S. Treasuries (including strips)  |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  |  | $1857.81           | $1736.11           | U.S. Treasuries (including strips)  |
| USTR 0 1/2 NOTE P 27      | 2027-08-31      | 0.5000%  |  | $0.06              | $0.05              | U.S. Treasuries (including strips)  |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $6332.47           | $5991.14           | U.S. Treasuries (including strips)  |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)  |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  |  | $2082.78           | $2083.05           | U.S. Treasuries (including strips)  |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $11693.33          | $7414.31           | U.S. Treasuries (including strips)  |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $41666.64          | $24949.47          | U.S. Treasuries (including strips)  |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  |  | $3888.00           | $2586.38           | U.S. Treasuries (including strips)  |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  |  | $8056.00           | $4140.77           | U.S. Treasuries (including strips)  |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $17962.11          | $13733.08          | U.S. Treasuries (including strips)  |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $10555.47          | $9064.37           | U.S. Treasuries (including strips)  |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $6093.67           | $5553.69           | U.S. Treasuries (including strips)  |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  |  | $0.06              | $0.05              | U.S. Treasuries (including strips)  |
| USTR 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  |  | $6944.36           | $7873.69           | U.S. Treasuries (including strips)  |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $775.86            | $773.00            | U.S. Treasuries (including strips)  |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  |  | $0.03              | $0.01              | U.S. Treasuries (including strips)  |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $31569.89          | $23742.96          | U.S. Treasuries (including strips)  |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $34608.31          | $34779.56          | U.S. Treasuries (including strips)  |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  |  | $0.22              | $0.22              | U.S. Treasuries (including strips)  |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $955.61            | $650.51            | U.S. Treasuries (including strips)  |
| USTR 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  |  | $10268.61          | $10175.58          | U.S. Treasuries (including strips)  |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)  |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $14.14             | $14.80             | U.S. Treasuries (including strips)  |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)  |
| USTR 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  |  | $4629.39           | $4768.77           | U.S. Treasuries (including strips)  |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  |  | $6944.42           | $7126.52           | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $1691.28           | $1726.68           | U.S. Treasuries (including strips)  |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $1572.75           | $1207.74           | U.S. Treasuries (including strips)  |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $1573.58           | $1639.51           | U.S. Treasuries (including strips)  |
| USTR 3 BOND 45            | 2045-11-15      | 3.0000%  |  | $407.78            | $325.16            | U.S. Treasuries (including strips)  |
| USTR 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  |  | $17153.50          | $17115.93          | U.S. Treasuries (including strips)  |
| USTR 3 5/8 NOTE AF 30     | 2030-10-31      | 3.6250%  |  | $34.33             | $34.19             | U.S. Treasuries (including strips)  |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)  |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)  |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  |  | $1388.81           | $1404.32           | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)  |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $2037.61           | $2119.52           | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  |  | $5550.19           | $5635.18           | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE AK 27     | 2027-02-15      | 4.1250%  |  | $555.56            | $563.35            | U.S. Treasuries (including strips)  |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $2283.22           | $2413.63           | U.S. Treasuries (including strips)  |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $3055.06           | $3151.81           | U.S. Treasuries (including strips)  |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  |  | $2948.53           | $3077.78           | U.S. Treasuries (including strips)  |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  |  | $13888.89          | $14269.60          | U.S. Treasuries (including strips)  |
| USTR 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  |  | $0.11              | $0.11              | U.S. Treasuries (including strips)  |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $13085.03          | $12811.93          | U.S. Treasuries (including strips)  |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $23949.06          | $24402.42          | U.S. Treasuries (including strips)  |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)  |
| USTR 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  |  | $12584.61          | $11887.30          | U.S. Treasuries (including strips)  |

### Security 70: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.190%, 11/28/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $398926.61
- **C.18.a - Value (excl. sponsor support):** $398926.61
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.100%, 11/28/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $698121.57
- **C.18.a - Value (excl. sponsor support):** $698121.57
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 11/28/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $498658.27
- **C.18.a - Value (excl. sponsor support):** $498658.27
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.070%, 12/26/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397697.38
- **C.18.a - Value (excl. sponsor support):** $397697.38
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.860%, 12/26/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248560.87
- **C.18.a - Value (excl. sponsor support):** $248560.87
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.115%, 1/22/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $793320.00
- **C.18.a - Value (excl. sponsor support):** $793320.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.025%, 1/22/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $793320.00
- **C.18.a - Value (excl. sponsor support):** $793320.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 2/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98877.61
- **C.18.a - Value (excl. sponsor support):** $98877.61
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.945%, 3/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $788759.85
- **C.18.a - Value (excl. sponsor support):** $788759.85
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.715%, 3/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $739462.36
- **C.18.a - Value (excl. sponsor support):** $739462.36
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: 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):** $737336.12
- **C.18.a - Value (excl. sponsor support):** $737336.12
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 81: 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):** $392274.13
- **C.18.a - Value (excl. sponsor support):** $392274.13
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 82: 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):** $98068.53
- **C.18.a - Value (excl. sponsor support):** $98068.53
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 83: 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):** $784548.26
- **C.18.a - Value (excl. sponsor support):** $784548.26
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 84: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.165%, 11/6/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $499841.40
- **C.18.a - Value (excl. sponsor support):** $499841.40
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **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? 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,  4.150%, 12/4/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249165.37
- **C.18.a - Value (excl. sponsor support):** $249165.37
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: 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):** $391170.67
- **C.18.a - Value (excl. sponsor support):** $391170.67
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 87: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.150%, 12/11/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $796725.16
- **C.18.a - Value (excl. sponsor support):** $796725.16
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: 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):** $682709.92
- **C.18.a - Value (excl. sponsor support):** $682709.92
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 89: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.125%, 1/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $793888.44
- **C.18.a - Value (excl. sponsor support):** $793888.44
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.845%, 1/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $396944.22
- **C.18.a - Value (excl. sponsor support):** $396944.22
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.120%, 1/29/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $693690.76
- **C.18.a - Value (excl. sponsor support):** $693690.76
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.100%, 11/4/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $749920.39
- **C.18.a - Value (excl. sponsor support):** $749920.39
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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,  4.220%, 11/18/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $698870.96
- **C.18.a - Value (excl. sponsor support):** $698870.96
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.225%, 11/25/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $698340.65
- **C.18.a - Value (excl. sponsor support):** $698340.65
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.210%, 12/2/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199375.45
- **C.18.a - Value (excl. sponsor support):** $199375.45
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.960%, 12/2/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1495315.89
- **C.18.a - Value (excl. sponsor support):** $1495315.89
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 12/16/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $497699.50
- **C.18.a - Value (excl. sponsor support):** $497699.50
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **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 98: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.960%, 12/16/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1194478.80
- **C.18.a - Value (excl. sponsor support):** $1194478.80
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **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 99: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.900%, 12/23/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1491922.29
- **C.18.a - Value (excl. sponsor support):** $1491922.29
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **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 100: 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):** $725206.34
- **C.18.a - Value (excl. sponsor support):** $725206.34
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 101: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.705%, 3/26/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $295565.81
- **C.18.a - Value (excl. sponsor support):** $295565.81
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.785%, 2/3/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $445679.10
- **C.18.a - Value (excl. sponsor support):** $445679.10
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 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):** $344333.54
- **C.18.a - Value (excl. sponsor support):** $344333.54
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 104: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.810%, 2/17/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $741709.92
- **C.18.a - Value (excl. sponsor support):** $741709.92
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **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? 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 Bills,  3.705%, 3/3/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $740672.14
- **C.18.a - Value (excl. sponsor support):** $740672.14
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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,  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):** $98516.41
- **C.18.a - Value (excl. sponsor support):** $98516.41
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 107: 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):** $147418.95
- **C.18.a - Value (excl. sponsor support):** $147418.95
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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 108: 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):** $195414.06
- **C.18.a - Value (excl. sponsor support):** $195414.06
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 109: 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):** $194945.31
- **C.18.a - Value (excl. sponsor support):** $194945.31
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 110: 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):** $352540.23
- **C.18.a - Value (excl. sponsor support):** $352540.23
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 111: 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):** $201044.92
- **C.18.a - Value (excl. sponsor support):** $201044.92
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 112: 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):** $199957.81
- **C.18.a - Value (excl. sponsor support):** $199957.81
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 113: 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):** $149653.13
- **C.18.a - Value (excl. sponsor support):** $149653.13
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 114: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.971%, 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):** $500099.03
- **C.18.a - Value (excl. sponsor support):** $500099.03
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **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 115: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.864%, 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):** $998941.63
- **C.18.a - Value (excl. sponsor support):** $998941.63
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **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 116: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.926%, 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):** $999713.49
- **C.18.a - Value (excl. sponsor support):** $999713.49
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **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 117: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia, REPO,  4.150%, 11/3/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 921AZS005, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $4603000.00
- **C.18.a - Value (excl. sponsor support):** $4603000.00
- **C.19 - Percentage of Net Assets:** 6.2000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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 06.000 CLCC0865 | 2055-08-01      | 6.0000%  |  | $264.06            | $276.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8559 | 2054-05-01      | 7.0000%  |  | $130308.21         | $139540.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  |  | $157701.44         | $158970.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH5685 | 2047-06-01      | 4.0000%  |  | $6839.67           | $6654.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAQ3405 | 2032-11-01      | 3.5000%  |  | $0.75              | $0.73              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAP3886 | 2042-10-01      | 3.5000%  |  | $199.47            | $190.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAO5261 | 2042-06-01      | 3.5000%  |  | $12368.32          | $11822.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL2496 | 2042-02-01      | 4.0000%  |  | $3367.68           | $3311.93           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWAI8582 | 2027-09-01      | 3.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2405 | 2052-11-01      | 5.0000%  |  | $37159.61          | $37630.55          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $468270.06         | $476283.72         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $455531.76         | $464343.27         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  |  | $481959.01         | $461321.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  |  | $237144.92         | $238295.94         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  |  | $461796.80         | $454024.30         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1421 | 2052-07-01      | 4.5000%  |  | $649615.81         | $641514.45         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN2395 | 2049-01-01      | 4.5000%  |  | $2.59              | $2.58              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $276798.51         | $278113.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ6709 | 2048-04-01      | 4.0000%  |  | $24624.18          | $23903.76          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  |  | $483826.54         | $485975.54         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  |  | $472557.27         | $464555.45         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $257354.78         | $261758.98         | Agency Mortgage-Backed Securities  |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  |  | $94593.95          | $88191.50          | U.S. Treasuries (including strips) |

### Security 118: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  4.150%, 11/3/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 13.4800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  |  | $411690.27         | $410755.19         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $1739324.32        | $1733638.07        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $1277294.59        | $1282899.91        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  |  | $2780183.24        | $2824593.80        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  |  | $2637707.03        | $2500924.85        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $1610577.84        | $1450716.13        | U.S. Treasuries (including strips) |

### Security 119: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  4.130%, 11/4/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 2.7000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.500 CLAL4434 | 2043-02-01      | 3.5000%  |  | $10651.59          | $10220.80          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBM3279 | 2044-05-01      | 5.5000%  |  | $183.47            | $191.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM1121 | 2046-12-01      | 3.5000%  |  | $441.75            | $419.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CJBK4844 | 2032-11-01      | 2.5000%  |  | $204.69            | $197.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBK2023 | 2048-04-01      | 5.0000%  |  | $12.47             | $12.66             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBJ8411 | 2049-08-01      | 3.5000%  |  | $78.02             | $73.86             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE9695 | 2055-09-01      | 5.5000%  |  | $3472.99           | $3554.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9320 | 2055-09-01      | 6.5000%  |  | $2773.19           | $2934.18           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9812 | 2055-09-01      | 6.0000%  |  | $1869.84           | $1951.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE6755 | 2055-08-01      | 5.5000%  |  | $3242.65           | $3302.06           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE6420 | 2055-07-01      | 7.0000%  |  | $1301.76           | $1378.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5559 | 2039-12-01      | 5.5000%  |  | $2.42              | $2.49              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5247 | 2054-01-01      | 6.0000%  |  | $41442.79          | $42656.44          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5192 | 2053-11-01      | 6.5000%  |  | $522.43            | $544.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5177 | 2053-10-01      | 4.0000%  |  | $2.66              | $2.54              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  |  | $2314.55           | $2357.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  |  | $58.88             | $56.26             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  |  | $6014.49           | $6038.10           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4958 | 2053-03-01      | 4.5000%  |  | $1839.53           | $1807.81           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4917 | 2053-02-01      | 4.5000%  |  | $1134.69           | $1115.35           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA4942 | 2053-03-01      | 6.0000%  |  | $20807.43          | $21483.88          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  |  | $519.14            | $481.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTMA4643 | 2042-05-01      | 3.0000%  |  | $620.18            | $573.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4618 | 2052-04-01      | 4.0000%  |  | $38.39             | $36.70             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  |  | $127.18            | $113.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CNMA4503 | 2031-12-01      | 1.5000%  |  | $489.37            | $459.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS7351 | 2052-08-01      | 3.5000%  |  | $2843.90           | $2637.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS7280 | 2053-03-01      | 5.0000%  |  | $239.87            | $241.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS8001 | 2054-06-01      | 5.5000%  |  | $977.45            | $1001.22           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE6340 | 2055-08-01      | 6.0000%  |  | $1003.95           | $1032.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE6248 | 2055-10-01      | 6.0000%  |  | $1009.36           | $1051.03           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU7516 | 2051-12-01      | 2.5000%  |  | $32412.99          | $27753.73          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBU5490 | 2055-02-01      | 5.0000%  |  | $2558.23           | $2598.65           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBU4003 | 2053-06-01      | 4.5000%  |  | $20380.00          | $20020.09          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU2803 | 2051-11-01      | 2.5000%  |  | $495.78            | $422.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT4675 | 2051-08-01      | 2.5000%  |  | $58.04             | $49.69             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBQ9287 | 2035-12-01      | 2.0000%  |  | $310.99            | $289.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBQ6681 | 2036-10-01      | 2.0000%  |  | $560.58            | $517.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBQ6485 | 2036-09-01      | 1.5000%  |  | $785.06            | $705.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 REBP2499 | 2050-02-01      | 3.0000%  |  | $37.96             | $34.82             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBO9414 | 2053-06-01      | 6.0000%  |  | $421.46            | $434.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN5319 | 2049-03-01      | 4.5000%  |  | $6167.32           | $6173.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN0474 | 2048-10-01      | 5.0000%  |  | $242.12            | $246.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 I4BM7845 | 2057-06-01      | 4.0000%  |  | $14311.02          | $13670.18          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CRBM7344 | 2044-12-01      | 4.5000%  |  | $1971.99           | $1969.55           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM5694 | 2048-06-01      | 4.0000%  |  | $1104.64           | $1073.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 RIBM5530 | 2034-01-01      | 3.0000%  |  | $84.89             | $82.77             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4807 | 2043-09-01      | 4.5000%  |  | $231.98            | $234.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM3451 | 2048-02-01      | 4.0000%  |  | $19.07             | $18.53             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC8889 | 2054-12-01      | 5.5000%  |  | $1121.84           | $1147.90           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6812 | 2054-12-01      | 5.0000%  |  | $1837.07           | $1850.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC6404 | 2054-11-01      | 5.5000%  |  | $2687.66           | $2764.13           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC5724 | 2054-11-01      | 5.0000%  |  | $18365.26          | $18430.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC3982 | 2054-10-01      | 5.0000%  |  | $23.52             | $23.56             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC3826 | 2054-11-01      | 4.5000%  |  | $914.77            | $908.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC3324 | 2054-09-01      | 5.0000%  |  | $1699.75           | $1704.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC2066 | 2054-10-01      | 4.5000%  |  | $934.49            | $916.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ7223 | 2048-10-01      | 4.5000%  |  | $2939.92           | $2938.36           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 I4BF0340 | 2059-01-01      | 5.0000%  |  | $455.26            | $459.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 I4BF0183 | 2057-01-01      | 4.0000%  |  | $7896.57           | $7543.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I3BF0154 | 2046-11-01      | 3.5000%  |  | $351.96            | $337.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBE7499 | 2047-01-01      | 3.0000%  |  | $395.83            | $362.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC6028 | 2046-05-01      | 3.5000%  |  | $2480.67           | $2366.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC0326 | 2045-12-01      | 3.5000%  |  | $120.47            | $114.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC0152 | 2046-01-01      | 3.5000%  |  | $55.68             | $52.87             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4067 | 2055-11-01      | 6.0000%  |  | $3469.00           | $3583.93           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF2707 | 2055-10-01      | 5.5000%  |  | $9121.75           | $9321.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF2272 | 2055-09-01      | 6.0000%  |  | $1051.63           | $1095.72           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAD8529 | 2040-08-01      | 4.5000%  |  | $52.51             | $53.04             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLAD0130 | 2039-08-01      | 6.5000%  |  | $1.50              | $1.60              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5876 | 2055-11-01      | 4.0000%  |  | $43163.67          | $41149.80          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CTMA5787 | 2045-06-01      | 7.5000%  |  | $433.24            | $461.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  |  | $30.69             | $31.56             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  |  | $214.11            | $220.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5684 | 2040-04-01      | 5.5000%  |  | $75558.36          | $77557.81          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL3026 | 2042-12-01      | 3.5000%  |  | $23.32             | $22.29             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAJ5441 | 2041-11-01      | 4.0000%  |  | $92.00             | $90.48             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI2310 | 2041-05-01      | 4.5000%  |  | $70.36             | $71.02             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAH0210 | 2040-12-01      | 4.5000%  |  | $284.07            | $286.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL535811 | 2031-04-01      | 6.5000%  |  | $2.21              | $2.30              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CT257132 | 2028-03-01      | 5.0000%  |  | $5.44              | $5.49              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CT256962 | 2027-11-01      | 6.0000%  |  | $1.85              | $1.91              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CT257500 | 2028-11-01      | 6.0000%  |  | $0.89              | $0.92              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE5204 | 2055-07-01      | 6.0000%  |  | $10856.77          | $11213.88          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIDE4630 | 2040-08-01      | 5.5000%  |  | $1331.17           | $1375.81           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDE4537 | 2040-07-01      | 5.0000%  |  | $1525.65           | $1551.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE3046 | 2055-06-01      | 6.0000%  |  | $1606.51           | $1682.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIDE2771 | 2040-06-01      | 6.0000%  |  | $1536.75           | $1599.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE1948 | 2055-06-01      | 5.0000%  |  | $1832.49           | $1844.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE1444 | 2055-06-01      | 5.0000%  |  | $6990.24           | $6997.68           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5270 | 2054-02-01      | 5.0000%  |  | $9853.57           | $9874.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4357 | 2051-06-01      | 3.0000%  |  | $274.68            | $245.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4303 | 2036-04-01      | 2.0000%  |  | $1619.08           | $1495.74           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CTFS6691 | 2042-03-01      | 1.5000%  |  | $60661.91          | $51450.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS6610 | 2053-12-01      | 6.5000%  |  | $353.88            | $369.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS6360 | 2047-07-01      | 3.5000%  |  | $18011.62          | $17115.30          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS5993 | 2051-02-01      | 3.0000%  |  | $5949.99           | $5421.02           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS5891 | 2047-05-01      | 3.5000%  |  | $343.51            | $327.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS5885 | 2053-09-01      | 5.5000%  |  | $2877.05           | $2931.61           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIFS5429 | 2038-03-01      | 4.0000%  |  | $41.53             | $41.10             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS4815 | 2052-05-01      | 3.0000%  |  | $782.33            | $696.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS5275 | 2053-07-01      | 5.0000%  |  | $208.25            | $211.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  |  | $171.22            | $159.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS4308 | 2053-04-01      | 5.0000%  |  | $75.78             | $76.74             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS3245 | 2052-11-01      | 5.5000%  |  | $45.40             | $46.41             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFS2369 | 2036-11-01      | 2.0000%  |  | $138.97            | $128.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS2321 | 2052-02-01      | 2.5000%  |  | $71.62             | $61.35             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS2126 | 2052-06-01      | 3.5000%  |  | $61.54             | $57.50             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4184 | 2050-11-01      | 3.0000%  |  | $1.16              | $1.04              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS1977 | 2051-11-01      | 2.0000%  |  | $54.00             | $44.23             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS1891 | 2050-01-01      | 4.0000%  |  | $257.62            | $249.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS1605 | 2048-05-01      | 4.5000%  |  | $10.43             | $10.54             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS1598 | 2052-04-01      | 2.0000%  |  | $118.83            | $97.14             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS1396 | 2052-04-01      | 4.0000%  |  | $25.49             | $24.71             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1227 | 2052-04-01      | 3.0000%  |  | $601.08            | $541.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS0240 | 2052-01-01      | 3.0000%  |  | $939.82            | $851.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS0834 | 2052-02-01      | 2.5000%  |  | $857.65            | $730.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM8613 | 2050-11-01      | 3.0000%  |  | $194.74            | $176.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM8196 | 2048-12-01      | 3.5000%  |  | $7665.02           | $7248.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM8966 | 2051-10-01      | 2.5000%  |  | $13.53             | $11.69             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM7531 | 2051-05-01      | 3.0000%  |  | $53.83             | $48.34             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM6063 | 2051-02-01      | 3.0000%  |  | $3.61              | $3.24              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM5992 | 2051-02-01      | 2.5000%  |  | $129.53            | $111.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM5759 | 2050-04-01      | 4.5000%  |  | $149.04            | $147.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFM5575 | 2036-01-01      | 3.5000%  |  | $2.24              | $2.19              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM5298 | 2050-10-01      | 3.5000%  |  | $18.71             | $17.49             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM4383 | 2047-02-01      | 4.5000%  |  | $2501.03           | $2523.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV8166 | 2052-04-01      | 2.5000%  |  | $2269.83           | $1938.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV8156 | 2052-04-01      | 2.5000%  |  | $500.00            | $426.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC1330 | 2054-09-01      | 6.0000%  |  | $120.05            | $125.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC1090 | 2054-09-01      | 6.0000%  |  | $10512.48          | $10835.05          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC0637 | 2054-10-01      | 5.0000%  |  | $304.28            | $306.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB8213 | 2054-07-01      | 6.5000%  |  | $2116.70           | $2204.38           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB7825 | 2054-08-01      | 6.0000%  |  | $694.26            | $716.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB5294 | 2054-06-01      | 6.0000%  |  | $395.44            | $410.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIDB2693 | 2039-04-01      | 6.0000%  |  | $340.58            | $353.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM3093 | 2048-11-01      | 4.0000%  |  | $12.61             | $12.25             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFM3016 | 2032-03-01      | 3.5000%  |  | $4100.40           | $4088.58           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM2778 | 2050-03-01      | 3.0000%  |  | $440.67            | $398.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6362 | 2050-07-01      | 2.5000%  |  | $816.54            | $704.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1034 | 2055-09-01      | 6.5000%  |  | $930.95            | $991.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0606 | 2055-09-01      | 6.0000%  |  | $2571.74           | $2673.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0432 | 2055-10-01      | 5.5000%  |  | $1991.05           | $2055.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0292 | 2055-09-01      | 5.5000%  |  | $1287.82           | $1311.18           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9929 | 2055-09-01      | 6.0000%  |  | $5020.85           | $5251.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CQMA2919 | 2047-02-01      | 3.0000%  |  | $2341.72           | $2127.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3574 | 2049-01-01      | 3.5000%  |  | $716.56            | $671.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CQMA2537 | 2046-02-01      | 3.5000%  |  | $220.33            | $207.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CRMA1417 | 2043-04-01      | 3.0000%  |  | $75.13             | $69.83             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CKMA1214 | 2042-10-01      | 3.0000%  |  | $1.47              | $1.34              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA0907 | 2041-11-01      | 4.0000%  |  | $20.58             | $20.24             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA1689 | 2033-12-01      | 4.0000%  |  | $77.44             | $77.12             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA0587 | 2030-12-01      | 4.0000%  |  | $29.02             | $28.96             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL994168 | 2038-11-01      | 5.5000%  |  | $0.93              | $0.97              | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CL988123 | 2029-03-01      | 7.5000%  |  | $11.81             | $11.88             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL929626 | 2038-06-01      | 5.5000%  |  | $45.81             | $47.77             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIDF2647 | 2040-11-01      | 5.5000%  |  | $1061.80           | $1093.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1325 | 2055-10-01      | 6.0000%  |  | $1300.39           | $1353.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1174 | 2055-09-01      | 6.0000%  |  | $5093.52           | $5283.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL733533 | 2033-08-01      | 4.5000%  |  | $10.08             | $10.12             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAY1670 | 2045-02-01      | 3.5000%  |  | $34.25             | $32.59             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX7629 | 2045-02-01      | 3.5000%  |  | $19331.74          | $18012.92          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAU0949 | 2043-08-01      | 3.5000%  |  | $197.20            | $188.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8299 | 2046-11-01      | 3.0000%  |  | $17.43             | $16.04             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS8141 | 2046-10-01      | 4.0000%  |  | $31.98             | $31.10             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS8157 | 2046-10-01      | 4.5000%  |  | $11.39             | $11.36             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIAS7855 | 2031-09-01      | 2.0000%  |  | $78.19             | $74.78             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS6627 | 2046-02-01      | 4.5000%  |  | $0.72              | $0.72              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL906302 | 2037-01-01      | 6.0000%  |  | $5.68              | $5.97              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL889529 | 2038-03-01      | 6.0000%  |  | $8.82              | $9.35              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL888876 | 2033-05-01      | 5.5000%  |  | $59.96             | $62.27             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCC1180 | 2055-10-01      | 4.5000%  |  | $21524.18          | $21244.04          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0666 | 2055-07-01      | 6.0000%  |  | $2865.34           | $2965.57           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0012 | 2055-02-01      | 6.5000%  |  | $12769.31          | $13656.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 ZLFP0051 | 2050-10-01      | 2.0000%  |  | $28.70             | $23.69             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9438 | 2054-09-01      | 5.5000%  |  | $24179.15          | $24607.16          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9853 | 2054-11-01      | 5.5000%  |  | $181.66            | $185.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS6228 | 2045-11-01      | 4.0000%  |  | $27285.06          | $26557.46          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS1626 | 2044-02-01      | 4.5000%  |  | $5.19              | $5.21              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS0656 | 2043-10-01      | 4.0000%  |  | $129.06            | $126.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ9047 | 2042-12-01      | 3.5000%  |  | $822.11            | $788.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAQ8803 | 2043-01-01      | 3.5000%  |  | $40.52             | $38.73             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAO9944 | 2042-07-01      | 3.5000%  |  | $21.18             | $20.24             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO9876 | 2042-07-01      | 3.5000%  |  | $468.40            | $448.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO1013 | 2042-04-01      | 3.5000%  |  | $51.82             | $49.69             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL8626 | 2046-06-01      | 3.5000%  |  | $1169.38           | $1111.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL9403 | 2046-11-01      | 3.0000%  |  | $431.50            | $395.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL7306 | 2042-09-01      | 4.5000%  |  | $285.64            | $288.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8317 | 2054-04-01      | 5.0000%  |  | $881.88            | $889.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8173 | 2054-03-01      | 6.5000%  |  | $36410.71          | $38404.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8141 | 2054-03-01      | 5.5000%  |  | $37589.55          | $38555.17          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7300 | 2053-10-01      | 5.5000%  |  | $7787.82           | $8014.82           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7274 | 2053-10-01      | 6.5000%  |  | $61890.95          | $65813.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6862 | 2053-08-01      | 5.0000%  |  | $106.61            | $107.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6830 | 2053-07-01      | 4.5000%  |  | $8645.96           | $8487.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6705 | 2053-07-01      | 6.5000%  |  | $20264.46          | $21628.21          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5534 | 2053-01-01      | 4.5000%  |  | $3718.33           | $3657.28           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5294 | 2052-11-01      | 5.5000%  |  | $1634.32           | $1671.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICB3424 | 2037-05-01      | 3.0000%  |  | $27.92             | $27.09             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB3299 | 2047-04-01      | 2.5000%  |  | $588.35            | $511.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB3292 | 2052-04-01      | 2.5000%  |  | $4.39              | $3.81              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB2503 | 2036-12-01      | 2.5000%  |  | $450.34            | $426.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2400 | 2051-12-01      | 2.5000%  |  | $2962.44           | $2530.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA8635 | 2051-01-01      | 4.0000%  |  | $753.11            | $733.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICA6840 | 2035-09-01      | 2.0000%  |  | $3700.22           | $3429.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 PLAR8153 | 2042-12-01      | 3.0000%  |  | $618.47            | $556.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB9019 | 2043-04-01      | 3.0000%  |  | $12.80             | $11.90             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAL7521 | 2039-06-01      | 5.0000%  |  | $343.43            | $349.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CL253546 | 2030-12-01      | 7.5000%  |  | $5.83              | $6.07              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS6501 | 2053-11-01      | 5.5000%  |  | $410.39            | $424.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM7322 | 2047-07-01      | 4.5000%  |  | $7.05              | $7.06              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4229 | 2036-01-01      | 2.0000%  |  | $5172.80           | $4788.68           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4699 | 2052-08-01      | 3.5000%  |  | $64.75             | $60.03             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL545121 | 2031-08-01      | 6.5000%  |  | $6.58              | $6.83              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3836 | 2053-01-01      | 4.5000%  |  | $60.58             | $59.92             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBP1161 | 2050-01-01      | 4.0000%  |  | $1384.29           | $1335.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM6149 | 2036-02-01      | 2.0000%  |  | $353.24            | $327.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLCB0805 | 2051-06-01      | 1.5000%  |  | $182.10            | $141.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL890604 | 2044-10-01      | 4.5000%  |  | $227.93            | $230.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL5096 | 2043-11-01      | 4.0000%  |  | $1019.25           | $994.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS3852 | 2052-05-01      | 3.0000%  |  | $7.41              | $6.61              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4033 | 2050-05-01      | 5.0000%  |  | $1050.98           | $1067.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBE9612 | 2047-06-01      | 3.5000%  |  | $50.81             | $47.84             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3977 | 2052-11-01      | 4.5000%  |  | $149.16            | $147.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3592 | 2049-02-01      | 4.0000%  |  | $3.09              | $3.00              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL9105 | 2046-10-01      | 4.5000%  |  | $50.03             | $50.09             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL888205 | 2037-02-01      | 6.5000%  |  | $68.84             | $72.94             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFM3244 | 2045-07-01      | 5.0000%  |  | $48.19             | $49.75             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM3173 | 2047-07-01      | 3.5000%  |  | $70.82             | $67.69             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC3331 | 2054-09-01      | 5.0000%  |  | $3827.72           | $3833.16           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CT257007 | 2027-12-01      | 6.0000%  |  | $5.76              | $5.91              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL889117 | 2035-10-01      | 5.0000%  |  | $5.06              | $5.15              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8520 | 2054-05-01      | 5.0000%  |  | $15540.22          | $15794.05          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA1574 | 2048-04-01      | 5.0000%  |  | $260.30            | $265.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM2239 | 2048-12-01      | 3.0000%  |  | $434.23            | $397.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 ZL310017 | 2035-06-01      | 7.0000%  |  | $4.99              | $5.25              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM7518 | 2051-06-01      | 2.5000%  |  | $205.53            | $178.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS3578 | 2053-01-01      | 3.5000%  |  | $3198.23           | $3000.02           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5572 | 2054-11-01      | 3.5000%  |  | $5.77              | $5.34              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB4371 | 2052-08-01      | 3.5000%  |  | $43.89             | $40.77             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBV5405 | 2052-04-01      | 4.0000%  |  | $134.83            | $130.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAB1389 | 2040-08-01      | 4.5000%  |  | $6.20              | $6.27              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAH2892 | 2041-01-01      | 4.5000%  |  | $2116.18           | $2135.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW1290 | 2052-10-01      | 5.0000%  |  | $119.50            | $120.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM3295 | 2032-12-01      | 2.0000%  |  | $13.22             | $12.65             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB8640 | 2054-07-01      | 7.0000%  |  | $65.28             | $68.95             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTAB2503 | 2031-03-01      | 4.5000%  |  | $1.39              | $1.40              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM3674 | 2048-03-01      | 3.5000%  |  | $14366.32          | $13455.45          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4261 | 2036-02-01      | 2.0000%  |  | $1.01              | $0.93              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIFM1112 | 2034-05-01      | 4.0000%  |  | $7.60              | $7.62              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CQAS9236 | 2044-02-01      | 3.0000%  |  | $2.84              | $2.64              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS2596 | 2052-03-01      | 2.5000%  |  | $98.39             | $84.27             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8817 | 2051-02-01      | 2.0000%  |  | $464.73            | $381.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDA0866 | 2053-09-01      | 5.5000%  |  | $1105.88           | $1126.57           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICB0759 | 2036-06-01      | 2.0000%  |  | $3529.66           | $3260.68           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLAL1798 | 2039-10-01      | 6.5000%  |  | $0.55              | $0.59              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS9994 | 2047-04-01      | 4.5000%  |  | $6.49              | $6.49              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0093 | 2056-05-01      | 3.5000%  |  | $175.10            | $158.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS8817 | 2052-05-01      | 3.0000%  |  | $80.94             | $72.92             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM3148 | 2050-02-01      | 4.0000%  |  | $102.15            | $98.84             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CNMA2801 | 2026-11-01      | 2.5000%  |  | $5137.55           | $5099.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4868 | 2049-12-01      | 3.0000%  |  | $38.20             | $34.05             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB7083 | 2054-06-01      | 6.5000%  |  | $323.28            | $338.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBC1497 | 2046-08-01      | 4.0000%  |  | $7.81              | $7.61              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4467 | 2051-11-01      | 3.0000%  |  | $492.83            | $440.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4239 | 2051-01-01      | 3.0000%  |  | $89.26             | $80.09             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBQ2999 | 2050-10-01      | 2.5000%  |  | $143.46            | $123.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY9021 | 2053-08-01      | 6.5000%  |  | $73.90             | $77.59             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBE3669 | 2047-06-01      | 4.5000%  |  | $4337.71           | $4305.53           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  |  | $7.34              | $7.30              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS4703 | 2053-05-01      | 4.5000%  |  | $192.39            | $190.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA2495 | 2046-01-01      | 3.5000%  |  | $15.92             | $15.11             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBU8845 | 2052-05-01      | 3.5000%  |  | $6.24              | $5.78              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2410 | 2051-12-01      | 2.5000%  |  | $3946.96           | $3380.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBW4947 | 2053-02-01      | 6.5000%  |  | $740.05            | $775.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA2705 | 2046-08-01      | 3.0000%  |  | $0.85              | $0.78              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  |  | $60468.29          | $60864.70          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4917 | 2052-10-01      | 5.5000%  |  | $4312.83           | $4406.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $177994.06         | $178078.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB0816 | 2054-04-01      | 5.5000%  |  | $4213.94           | $4288.54           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8118 | 2050-12-01      | 2.0000%  |  | $587.49            | $482.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF1909 | 2055-10-01      | 5.5000%  |  | $2738.51           | $2798.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0592 | 2055-06-01      | 6.5000%  |  | $11895.87          | $12674.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC8994 | 2055-01-01      | 4.5000%  |  | $1259.92           | $1239.65           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CQMA3317 | 2048-02-01      | 3.5000%  |  | $143.45            | $134.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB0337 | 2054-03-01      | 6.5000%  |  | $173.87            | $184.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT2334 | 2052-03-01      | 2.5000%  |  | $1537.43           | $1315.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS0007 | 2050-08-01      | 3.0000%  |  | $198.73            | $177.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CICC0044 | 2040-02-01      | 5.0000%  |  | $3515.22           | $3569.22           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5584 | 2055-01-01      | 4.5000%  |  | $80064.74          | $78377.78          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC8693 | 2054-12-01      | 5.5000%  |  | $99.04             | $100.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIDD0668 | 2040-08-01      | 5.5000%  |  | $1280.63           | $1320.03           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6471 | 2053-06-01      | 4.5000%  |  | $316.79            | $311.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS3306 | 2050-11-01      | 3.0000%  |  | $299.03            | $271.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC8681 | 2055-02-01      | 5.0000%  |  | $1387.98           | $1400.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY8494 | 2053-08-01      | 5.5000%  |  | $57.50             | $58.74             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5755 | 2040-05-01      | 6.5000%  |  | $2550.34           | $2671.50           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0589 | 2055-09-01      | 5.5000%  |  | $2883.26           | $2955.87           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW5261 | 2053-02-01      | 5.0000%  |  | $759.68            | $761.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD0575 | 2055-04-01      | 6.0000%  |  | $7702.30           | $8039.81           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5887 | 2040-11-01      | 5.5000%  |  | $22153.27          | $22740.34          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9797 | 2055-09-01      | 6.0000%  |  | $6673.52           | $6864.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  |  | $496.32            | $488.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  |  | $190254.77         | $190339.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4932 | 2053-01-01      | 3.0000%  |  | $497.05            | $442.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD4120 | 2055-03-01      | 6.5000%  |  | $1986.61           | $2110.95           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5591 | 2040-01-01      | 5.5000%  |  | $8.57              | $8.80              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA0003 | 2054-09-01      | 6.0000%  |  | $12609.58          | $13277.64          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2791 | 2048-12-01      | 4.0000%  |  | $5627.79           | $5419.58           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB7668 | 2054-07-01      | 5.5000%  |  | $310.75            | $315.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIDC6763 | 2039-12-01      | 4.0000%  |  | $1154.06           | $1140.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE5133 | 2055-07-01      | 6.0000%  |  | $1487.80           | $1551.82           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC7573 | 2046-05-01      | 3.0000%  |  | $28.09             | $25.73             | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFM5580 | 2036-01-01      | 1.5000%  |  | $246.49            | $222.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA5659 | 2050-05-01      | 2.5000%  |  | $269.34            | $229.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA1614 | 2055-03-01      | 5.0000%  |  | $6802.05           | $6869.22           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0734 | 2055-10-01      | 5.5000%  |  | $13695.00          | $13923.37          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD6724 | 2055-04-01      | 6.5000%  |  | $1048.21           | $1115.54           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX3493 | 2055-10-01      | 6.5000%  |  | $1367.88           | $1448.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS4751 | 2053-05-01      | 3.5000%  |  | $1808.29           | $1674.50           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA4894 | 2053-01-01      | 6.0000%  |  | $3209.95           | $3314.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBR2278 | 2036-08-01      | 2.0000%  |  | $6250.59           | $5772.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD2874 | 2055-03-01      | 6.0000%  |  | $1224.01           | $1276.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD3090 | 2055-02-01      | 5.5000%  |  | $1674.40           | $1711.93           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9108 | 2055-10-01      | 6.0000%  |  | $1680.13           | $1745.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4116 | 2055-11-01      | 6.0000%  |  | $2063.96           | $2144.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8745 | 2047-02-01      | 3.0000%  |  | $472.95            | $434.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8193 | 2055-09-01      | 6.0000%  |  | $9775.64           | $10102.38          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE2090 | 2055-07-01      | 5.0000%  |  | $1641.40           | $1650.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIDE3178 | 2040-07-01      | 6.0000%  |  | $1747.29           | $1818.09           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD8699 | 2055-09-01      | 6.0000%  |  | $2582.74           | $2695.92           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0439 | 2052-08-01      | 3.5000%  |  | $11951.10          | $11079.70          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBE0391 | 2046-09-01      | 3.0000%  |  | $162.85            | $149.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD6679 | 2055-07-01      | 6.0000%  |  | $1475.31           | $1557.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 K2255062 | 2033-12-01      | 7.0000%  |  | $0.94              | $0.96              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA0115 | 2029-07-01      | 4.5000%  |  | $39.29             | $39.50             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAB9382 | 2043-05-01      | 4.0000%  |  | $1250.62           | $1228.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB8615 | 2043-03-01      | 3.0000%  |  | $1481.54           | $1377.13           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB6768 | 2042-10-01      | 3.0000%  |  | $28.69             | $26.67             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAB2346 | 2041-02-01      | 4.5000%  |  | $39.92             | $40.33             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL995713 | 2038-10-01      | 6.0000%  |  | $1.06              | $1.12              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL995681 | 2038-05-01      | 6.0000%  |  | $2.56              | $2.72              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA5385 | 2050-03-01      | 4.5000%  |  | $1.60              | $1.58              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA3861 | 2049-07-01      | 3.5000%  |  | $180.93            | $171.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2798 | 2048-12-01      | 4.5000%  |  | $72.21             | $71.87             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA4182 | 2049-09-01      | 4.5000%  |  | $41.31             | $41.04             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA1510 | 2048-04-01      | 3.5000%  |  | $31.02             | $29.21             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA0562 | 2047-10-01      | 5.0000%  |  | $8.88              | $9.06              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY8581 | 2053-08-01      | 6.5000%  |  | $5456.29           | $5728.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY4940 | 2053-07-01      | 5.0000%  |  | $894.87            | $897.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY4144 | 2053-07-01      | 5.5000%  |  | $12740.42          | $12975.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBY1448 | 2053-12-01      | 4.0000%  |  | $23.27             | $22.20             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY1365 | 2054-02-01      | 6.0000%  |  | $24455.36          | $25227.15          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD5527 | 2055-06-01      | 5.0000%  |  | $1265.94           | $1281.57           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD3428 | 2055-04-01      | 6.0000%  |  | $9516.39           | $9944.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD2562 | 2055-02-01      | 6.0000%  |  | $2344.18           | $2446.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD2331 | 2055-03-01      | 5.5000%  |  | $2421.79           | $2459.45           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD2290 | 2055-02-01      | 6.0000%  |  | $1549.74           | $1604.73           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD2669 | 2055-04-01      | 6.0000%  |  | $1078.82           | $1129.31           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD1751 | 2055-01-01      | 5.5000%  |  | $3489.07           | $3566.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD0646 | 2055-08-01      | 6.0000%  |  | $4741.42           | $4956.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC9695 | 2055-01-01      | 6.0000%  |  | $11445.46          | $11775.82          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY0750 | 2053-05-01      | 6.5000%  |  | $484.50            | $515.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6306 | 2052-08-01      | 5.0000%  |  | $6.61              | $6.70              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW3929 | 2052-08-01      | 5.0000%  |  | $4593.54           | $4609.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBW1804 | 2037-07-01      | 2.5000%  |  | $61.83             | $58.56             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW1485 | 2052-06-01      | 5.0000%  |  | $18559.00          | $18652.92          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW0044 | 2052-07-01      | 5.0000%  |  | $140.83            | $142.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBV9019 | 2037-04-01      | 3.0000%  |  | $26.07             | $25.11             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0766 | 2055-06-01      | 6.0000%  |  | $3612.27           | $3767.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD9726 | 2055-06-01      | 5.5000%  |  | $1784.21           | $1816.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIDD9483 | 2040-06-01      | 5.5000%  |  | $992.92            | $1027.45           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9811 | 2055-05-01      | 6.0000%  |  | $11127.23          | $11444.88          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4146 | 2050-09-01      | 5.0000%  |  | $325.67            | $329.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  |  | $681.02            | $584.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA4027 | 2040-05-01      | 3.5000%  |  | $13.41             | $12.88             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  |  | $5.14              | $4.64              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  |  | $1.96              | $1.88              | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4491 | 2051-12-01      | 1.5000%  |  | $32.86             | $25.42             | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CTMA4473 | 2041-11-01      | 1.5000%  |  | $3487.41           | $2957.88           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA3215 | 2037-12-01      | 3.5000%  |  | $438.91            | $424.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA3128 | 2037-09-01      | 3.5000%  |  | $216.70            | $210.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3073 | 2047-07-01      | 4.5000%  |  | $6.09              | $6.07              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD7164 | 2055-04-01      | 6.5000%  |  | $1128.37           | $1195.03           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD7147 | 2055-09-01      | 5.0000%  |  | $2611.99           | $2612.95           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIDD5613 | 2040-03-01      | 6.5000%  |  | $979.00            | $1026.40           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDD5598 | 2040-03-01      | 5.0000%  |  | $1020.84           | $1035.93           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM2389 | 2050-02-01      | 3.5000%  |  | $410.45            | $386.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM2274 | 2049-08-01      | 4.0000%  |  | $1637.57           | $1589.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFM1468 | 2049-08-01      | 5.0000%  |  | $30.67             | $31.20             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM1420 | 2047-12-01      | 3.5000%  |  | $5.38              | $5.12              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDA7695 | 2053-12-01      | 5.5000%  |  | $39.34             | $40.00             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL747594 | 2033-11-01      | 6.5000%  |  | $1.57              | $1.63              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL735227 | 2035-02-01      | 5.5000%  |  | $2.07              | $2.16              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM1263 | 2049-07-01      | 4.5000%  |  | $157.01            | $155.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM1006 | 2049-06-01      | 3.5000%  |  | $3.32              | $3.13              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA3036 | 2055-10-01      | 5.5000%  |  | $65511.85          | $67577.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA2365 | 2052-07-01      | 4.0000%  |  | $44343.89          | $42836.13          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0442 | 2054-11-01      | 3.5000%  |  | $60800.57          | $56311.47          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9640 | 2054-12-01      | 5.0000%  |  | $29135.97          | $29553.77          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CICB9576 | 2039-08-01      | 6.5000%  |  | $1471.43           | $1541.72           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CICB9569 | 2039-11-01      | 6.0000%  |  | $2221.19           | $2313.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9489 | 2054-11-01      | 5.5000%  |  | $8290.59           | $8478.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9338 | 2054-10-01      | 6.0000%  |  | $88622.87          | $92321.19          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9059 | 2054-08-01      | 5.5000%  |  | $3980.08           | $4054.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9011 | 2054-08-01      | 6.0000%  |  | $545.39            | $565.42            | Agency Mortgage-Backed Securities |

### Security 120: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  4.080%, 1/20/2026
- **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:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **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 FNRA CL082FB R16F082 | 2046-11-25      | 4.6973%  |  | $3304.22           | $3288.78           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  |  | $5228.16           | $5010.62           | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.5175%  |  | $551.30            | $555.71            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 6.6060%  |  | $0.97              | $0.98              | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 6.6065%  |  | $0.10              | $0.10              | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FE 02/25/55 | 2055-02-25      | 5.8328%  |  | $2815.91           | $2845.70           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5449FL 08/25/54 | 2054-08-25      | 5.5328%  |  | $31391.07          | $31602.78          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 5.0328%  |  | $8106.57           | $8110.29           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5069PC 02/25/51 | 2051-02-25      | 0.7500%  |  | $13343.77          | $9805.32           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  |  | $1437.55           | $1400.89           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  |  | $315.96            | $308.26            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC057FP R25F057 | 2055-07-25      | 5.3328%  |  | $0.50              | $0.50              | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5269FL 10/25/52 | 2052-10-25      | 5.0028%  |  | $18267.34          | $18074.37          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R25F004 | 2054-07-25      | 5.0000%  |  | $253.96            | $254.12            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.6028%  |  | $1247.93           | $1257.78           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FV R24F082 | 2054-11-25      | 4.7928%  |  | $49369.20          | $48983.42          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC009FM R24F009 | 2054-03-25      | 5.0328%  |  | $5364.27           | $5365.08           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011CF R24F011 | 2054-03-25      | 5.0328%  |  | $17399.74          | $17402.35          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.7328%  |  | $427.44            | $431.09            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 5.0328%  |  | $12844.58          | $12844.86          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FT R24F005 | 2054-03-25      | 4.9828%  |  | $19197.98          | $19187.77          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL027FA R22F027 | 2052-06-25      | 4.8054%  |  | $0.49              | $0.48              | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FB R23F047 | 2053-10-25      | 5.5828%  |  | $14737.44          | $14827.80          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.3338%  |  | $0.46              | $0.47              | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5475FJ 11/25/54 | 2054-11-25      | 5.4328%  |  | $24680.68          | $24785.53          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 5.0328%  |  | $10560.22          | $10529.65          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 5.0328%  |  | $10815.38          | $10819.10          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 6.5093%  |  | $249.31            | $255.92            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5517FC 03/25/55 | 2055-03-25      | 5.1328%  |  | $16271.19          | $16225.66          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 5.9328%  |  | $2100.07           | $2127.56           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.6828%  |  | $1661.85           | $1675.24           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FA 09/25/54 | 2054-09-25      | 5.0828%  |  | $0.94              | $0.95              | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 6.7311%  |  | $592.83            | $613.63            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.8199%  |  | $277.70            | $275.13            | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  |  | $7282.43           | $6002.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I3BF0476 | 2049-03-01      | 3.5000%  |  | $1835.83           | $1738.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  |  | $1788.62           | $1766.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBE7475 | 2047-02-01      | 3.5000%  |  | $1391.19           | $1317.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE1808 | 2046-11-01      | 4.0000%  |  | $199.08            | $192.79            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBD9908 | 2052-11-01      | 3.8640%  |  | $2765.68           | $2735.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF1878 | 2055-10-01      | 6.5000%  |  | $458.78            | $480.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2272 | 2055-06-01      | 6.0000%  |  | $768.13            | $795.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7768 | 2055-05-01      | 5.0000%  |  | $4698.64           | $4711.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC8510 | 2054-12-01      | 6.5000%  |  | $780.12            | $818.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC4052 | 2054-10-01      | 5.5000%  |  | $1075.73           | $1092.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3168 | 2054-10-01      | 6.0000%  |  | $1759.52           | $1828.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  |  | $1369.99           | $1412.03           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA4697 | 2049-11-01      | 5.0000%  |  | $103.76            | $107.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5588 | 2054-05-01      | 5.5000%  |  | $2302.30           | $2359.11           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  |  | $30.02             | $30.81             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  |  | $17.22             | $17.72             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9080 | 2053-05-01      | 6.5000%  |  | $31.58             | $33.53             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9079 | 2053-05-01      | 6.5000%  |  | $34.70             | $36.89             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  |  | $267.11            | $272.59            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0997 | 2035-03-01      | 5.6000%  |  | $4359.50           | $4682.84           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0717 | 2034-09-01      | 5.1900%  |  | $2809.57           | $2940.33           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0716 | 2035-09-01      | 5.2100%  |  | $4854.89           | $5078.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX9082 | 2053-05-01      | 6.0000%  |  | $1831.94           | $1927.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX8274 | 2053-03-01      | 5.5000%  |  | $2164.84           | $2205.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX0472 | 2052-10-01      | 5.0000%  |  | $1084.51           | $1095.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9301 | 2052-09-01      | 5.0000%  |  | $1678.97           | $1694.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9846 | 2052-09-01      | 5.0000%  |  | $0.59              | $0.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7885 | 2052-08-01      | 4.5000%  |  | $2069.51           | $2060.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW7037 | 2052-09-01      | 5.0000%  |  | $619.32            | $629.51            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6755 | 2052-11-01      | 4.0510%  |  | $3594.29           | $3573.79           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6747 | 2052-08-01      | 4.0850%  |  | $6858.61           | $6827.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW5871 | 2052-08-01      | 5.0000%  |  | $1097.60           | $1100.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW4872 | 2053-04-01      | 5.0000%  |  | $1971.60           | $2005.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW3953 | 2052-09-01      | 5.0000%  |  | $1998.81           | $2005.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV9671 | 2052-06-01      | 3.0000%  |  | $2456.55           | $2205.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV9286 | 2052-07-01      | 5.0000%  |  | $1504.26           | $1530.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6946 | 2045-04-01      | 3.0000%  |  | $2701.21           | $2488.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY1769 | 2045-01-01      | 3.5000%  |  | $109.29            | $104.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV5039 | 2044-02-01      | 4.0000%  |  | $3200.24           | $3144.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1662 | 2054-09-01      | 7.0000%  |  | $709.71            | $751.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1630 | 2054-08-01      | 7.0000%  |  | $1159.09           | $1232.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC0072 | 2054-09-01      | 5.5000%  |  | $904.17            | $922.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB7341 | 2054-07-01      | 7.0000%  |  | $805.55            | $852.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB6796 | 2054-07-01      | 6.5000%  |  | $1261.63           | $1329.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB6791 | 2054-07-01      | 6.0000%  |  | $1222.76           | $1271.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5641 | 2054-06-01      | 7.0000%  |  | $294.90            | $313.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5653 | 2054-07-01      | 7.0000%  |  | $1067.16           | $1137.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3968 | 2054-05-01      | 6.0000%  |  | $848.56            | $882.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0423 | 2054-05-01      | 6.5000%  |  | $118.84            | $124.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7494 | 2054-02-01      | 6.0000%  |  | $1878.42           | $1966.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7461 | 2054-01-01      | 6.0000%  |  | $787.96            | $820.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850190 | 2035-09-01      | 5.5000%  |  | $67.10             | $69.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL753942 | 2033-12-01      | 5.5000%  |  | $75.30             | $76.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL746356 | 2033-10-01      | 5.5000%  |  | $137.22            | $142.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL743684 | 2033-11-01      | 5.5000%  |  | $100.43            | $101.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAV1839 | 2033-12-01      | 3.5000%  |  | $98.48             | $95.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU1226 | 2043-07-01      | 3.5000%  |  | $937.74            | $895.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT2023 | 2043-04-01      | 3.5000%  |  | $24.07             | $23.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  |  | $14.54             | $13.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ3750 | 2046-01-01      | 3.0000%  |  | $68.14             | $62.52             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01941 G | 2041-07-01      | 5.0000%  |  | $97.98             | $100.64            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01869 G | 2041-07-01      | 5.0000%  |  | $113.13            | $115.95            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q01608 G | 2041-06-01      | 5.5000%  |  | $58.15             | $60.44             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q00961 G | 2041-05-01      | 5.0000%  |  | $110.05            | $112.69            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00421 G | 2041-05-01      | 5.5000%  |  | $64.64             | $67.14             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4154 | 2045-08-01      | 3.5000%  |  | $46.07             | $43.94             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4170 | 2053-11-01      | 5.5000%  |  | $0.44              | $0.45              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3967 | 2053-09-01      | 6.0000%  |  | $81.18             | $85.20             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8530 | 2055-05-01      | 4.0000%  |  | $6499.49           | $6196.28           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  |  | $14.49             | $14.22             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q38428 G | 2046-01-01      | 3.0000%  |  | $130.36            | $120.16            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q32301 G | 2045-03-01      | 4.0000%  |  | $1748.20           | $1703.72           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC U99177 G | 2044-02-01      | 4.0000%  |  | $4113.98           | $4052.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3054 | 2054-12-01      | 5.0000%  |  | $1048.73           | $1054.47           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX8628 | 2055-03-01      | 7.0000%  |  | $1742.62           | $1841.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV7953 | 2052-08-01      | 5.0000%  |  | $1247.93           | $1271.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV7330 | 2052-07-01      | 5.0000%  |  | $1833.13           | $1839.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV7998 | 2052-08-01      | 5.0000%  |  | $2299.41           | $2326.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV5706 | 2052-05-01      | 3.5000%  |  | $3008.08           | $2800.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV2569 | 2052-07-01      | 5.0000%  |  | $1319.83           | $1335.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8275 | 2052-08-01      | 5.0000%  |  | $1905.75           | $1947.75           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBT7242 | 2051-09-01      | 1.7660%  |  | $9241.92           | $8783.32           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  |  | $6723.01           | $6707.81           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  |  | $7964.91           | $7946.90           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9138 | 2028-07-01      | 5.4600%  |  | $8922.00           | $9036.32           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS3097 | 2028-09-01      | 1.4000%  |  | $9625.00           | $8985.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR5244 | 2051-02-01      | 2.5000%  |  | $1134.64           | $997.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBQ0188 | 2050-08-01      | 3.0000%  |  | $0.16              | $0.14              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q63806 G | 2049-05-01      | 5.0000%  |  | $74.05             | $75.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  |  | $183.92            | $167.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7470 | 2046-07-01      | 3.5000%  |  | $3978.44           | $3773.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6337 | 2045-12-01      | 3.5000%  |  | $7903.20           | $7538.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5376 | 2045-07-01      | 3.5000%  |  | $8198.63           | $7790.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4346 | 2045-01-01      | 4.0000%  |  | $8755.95           | $8633.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAQ6240 | 2042-12-01      | 4.0000%  |  | $307.97            | $302.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAP7366 | 2042-09-01      | 3.5000%  |  | $1781.94           | $1703.24           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8215 | 2052-11-01      | 6.0000%  |  | $6011.29           | $6274.41           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  |  | $257.64            | $254.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA1300 | 2049-08-01      | 5.5000%  |  | $231.83            | $243.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQJ9078 | 2054-11-01      | 4.5000%  |  | $0.49              | $0.49              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ4181 | 2054-08-01      | 6.0000%  |  | $1527.90           | $1572.18           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3082 | 2054-09-01      | 6.5000%  |  | $817.84            | $869.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6728 | 2053-07-01      | 6.0000%  |  | $798.70            | $822.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $6033.35           | $6157.03           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0618 | 2052-10-01      | 4.5000%  |  | $142.92            | $141.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA9606 | 2050-05-01      | 3.0000%  |  | $280.98            | $255.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8770 | 2050-03-01      | 3.0000%  |  | $421.66            | $384.20            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q58278 G | 2048-09-01      | 4.0000%  |  | $356.89            | $346.39            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q52133 G | 2047-11-01      | 4.0000%  |  | $954.97            | $936.37            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.050 WNWN2149 | 2028-11-01      | 2.0500%  |  | $736.04            | $699.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  |  | $203.27            | $204.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  |  | $0.43              | $0.44              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6031 | 2054-08-01      | 6.0000%  |  | $0.45              | $0.47              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX6092 | 2055-02-01      | 7.0000%  |  | $5511.18           | $5895.04           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX4086 | 2055-01-01      | 6.5000%  |  | $2185.93           | $2311.09           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX0437 | 2054-12-01      | 6.5000%  |  | $1083.59           | $1153.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0628 | 2040-11-01      | 4.0000%  |  | $1298.47           | $1283.00           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5633 | 2054-02-01      | 6.0000%  |  | $338.50            | $352.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  |  | $2423.85           | $2498.02           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3338 | 2053-06-01      | 5.5000%  |  | $1059.00           | $1090.57           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $1341.85           | $1320.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  |  | $0.37              | $0.32              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0380 | 2048-06-01      | 4.5000%  |  | $915.66            | $908.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  |  | $8258.36           | $8298.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4298 | 2036-03-01      | 2.5000%  |  | $2071.73           | $1956.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3275 | 2041-07-01      | 4.5000%  |  | $1742.15           | $1757.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3147 | 2041-06-01      | 4.5000%  |  | $1870.66           | $1887.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0601 | 2055-06-01      | 6.5000%  |  | $6237.70           | $6505.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9154 | 2054-09-01      | 6.0000%  |  | $952.63            | $987.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS4809 | 2036-07-01      | 2.5000%  |  | $989.99            | $936.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4633 | 2053-05-01      | 5.5000%  |  | $5819.41           | $6069.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM9043 | 2049-02-01      | 4.0000%  |  | $0.24              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4099 | 2042-10-01      | 3.5000%  |  | $887.82            | $850.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  |  | $782.48            | $805.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA1188 | 2052-02-01      | 2.0000%  |  | $0.48              | $0.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0501 | 2055-01-01      | 5.5000%  |  | $0.48              | $0.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9495 | 2049-12-01      | 5.0000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO1388 | 2049-07-01      | 3.5000%  |  | $1220.02           | $1148.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO1163 | 2049-07-01      | 3.5000%  |  | $879.35            | $831.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN7018 | 2049-05-01      | 4.5000%  |  | $1713.97           | $1697.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP1243 | 2037-08-01      | 3.5000%  |  | $70.62             | $69.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN5423 | 2049-04-01      | 3.5000%  |  | $1977.67           | $1866.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN5336 | 2049-03-01      | 5.0000%  |  | $1150.78           | $1175.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO9108 | 2037-07-01      | 3.5000%  |  | $337.20            | $328.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO7345 | 2042-08-01      | 4.0000%  |  | $44.38             | $43.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO3178 | 2042-06-01      | 4.0000%  |  | $106.63            | $105.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  |  | $77.31             | $73.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL9918 | 2047-02-01      | 3.5000%  |  | $0.13              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7946 | 2046-01-01      | 3.5000%  |  | $1569.42           | $1496.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  |  | $43.94             | $43.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI6285 | 2041-07-01      | 5.5000%  |  | $95.04             | $98.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4614 | 2031-07-01      | 4.5000%  |  | $69.45             | $69.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2839 | 2041-06-01      | 5.5000%  |  | $158.71            | $165.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9421 | 2041-04-01      | 5.5000%  |  | $91.78             | $95.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9893 | 2041-03-01      | 5.5000%  |  | $97.39             | $100.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH4838 | 2041-01-01      | 5.5000%  |  | $78.47             | $81.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH0277 | 2040-12-01      | 5.5000%  |  | $84.71             | $88.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545304 | 2031-11-01      | 7.5000%  |  | $13.12             | $13.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.940 MY465990 | 2027-07-01      | 5.9390%  |  | $1393.51           | $1396.78           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462306 | 2037-04-01      | 6.3780%  |  | $549.95            | $571.91            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $1.09              | $1.15              | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $0.33              | $0.34              | 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%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P58016 G | 2037-08-01      | 6.0000%  |  | $107.81            | $111.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZJ1456 | 2041-03-01      | 5.0000%  |  | $25.88             | $26.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7471 | 2048-12-01      | 4.0000%  |  | $1257.95           | $1223.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH7620 | 2047-08-01      | 3.5000%  |  | $7914.82           | $7443.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTBQ4473 | 2041-02-01      | 2.0000%  |  | $344.19            | $299.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL1741 | 2041-07-01      | 5.0000%  |  | $49.13             | $50.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9466 | 2047-04-01      | 4.0000%  |  | $8290.21           | $8057.95           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  |  | $1286.34           | $1311.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAL3797 | 2028-06-01      | 2.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q20120 G | 2043-07-01      | 4.5000%  |  | $59.49             | $59.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  |  | $1268.90           | $1296.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8575 | 2052-09-01      | 5.0000%  |  | $1602.97           | $1613.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 I3BF0558 | 2049-12-01      | 5.0000%  |  | $760.35            | $783.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9264 | 2053-06-01      | 5.5000%  |  | $45044.85          | $46301.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS1111 | 2043-11-01      | 4.0000%  |  | $3675.60           | $3606.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV2323 | 2028-12-01      | 3.5000%  |  | $323.41            | $321.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH8664 | 2047-09-01      | 4.0000%  |  | $181.31            | $176.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1776 | 2054-10-01      | 5.5000%  |  | $1239.65           | $1262.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM6737 | 2049-12-01      | 3.5000%  |  | $881.01            | $827.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX0420 | 2052-11-01      | 5.5000%  |  | $1034.34           | $1056.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850191 | 2035-09-01      | 5.5000%  |  | $111.27            | $112.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3503 | 2042-08-01      | 3.0000%  |  | $125.19            | $116.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX0356 | 2052-10-01      | 5.0000%  |  | $1838.65           | $1860.97           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G67709 G | 2048-03-01      | 3.5000%  |  | $7728.05           | $7316.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO6186 | 2049-09-01      | 3.0000%  |  | $919.14            | $839.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ6455 | 2054-09-01      | 6.5000%  |  | $775.35            | $808.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD4227 | 2053-05-01      | 4.5000%  |  | $1209.97           | $1189.35           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 760011 G        | 2045-04-01      | 5.1230%  |  | $2165.88           | $2199.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLBX3789 | 2053-02-01      | 7.5000%  |  | $918.82            | $989.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY8199 | 2045-04-01      | 3.0000%  |  | $386.12            | $355.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS9730 | 2044-07-01      | 5.0000%  |  | $280.35            | $289.44            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  |  | $274.68            | $278.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4349 | 2052-08-01      | 5.0000%  |  | $5823.09           | $5924.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  |  | $7377.76           | $6473.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2140 | 2052-06-01      | 3.5000%  |  | $903.67            | $839.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI3666 | 2041-05-01      | 5.5000%  |  | $78.35             | $81.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2649 | 2041-06-01      | 5.5000%  |  | $89.40             | $92.98             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $90.35             | $80.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6175 | 2053-05-01      | 5.0000%  |  | $6414.13           | $6518.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6945 | 2045-05-01      | 3.5000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH8733 | 2054-01-01      | 7.0000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6259 | 2053-05-01      | 5.5000%  |  | $7473.30           | $7800.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2776 | 2050-07-01      | 2.0000%  |  | $1800.33           | $1483.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2263 | 2054-08-01      | 6.0000%  |  | $1166.71           | $1202.01           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ6013 | 2054-10-01      | 6.0000%  |  | $1720.83           | $1770.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8082 | 2050-08-01      | 2.0000%  |  | $3664.57           | $3012.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  |  | $2956.56           | $2888.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2978 | 2042-05-01      | 3.5000%  |  | $178.20            | $171.32            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q09890 G | 2042-08-01      | 3.5000%  |  | $326.87            | $314.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2153 | 2042-04-01      | 3.5000%  |  | $1244.60           | $1199.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5990 | 2053-03-01      | 5.5000%  |  | $6734.04           | $6881.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK6112 | 2048-07-01      | 4.0000%  |  | $310.25            | $303.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBW4885 | 2053-04-01      | 5.5000%  |  | $2252.16           | $2322.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN0879 | 2048-11-01      | 4.5000%  |  | $1779.10           | $1771.45           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC L10215 G | 2033-01-01      | 6.0000%  |  | $114.90            | $117.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4170 | 2048-07-01      | 4.0000%  |  | $1158.87           | $1133.49           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM6224 | 2035-01-01      | 2.7889%  |  | $9943.16           | $8869.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4560 | 2048-10-01      | 4.5000%  |  | $1438.04           | $1437.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $417.95            | $415.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $920.44            | $915.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  |  | $3170.51           | $3247.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  |  | $7408.79           | $7767.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0595 | 2048-12-01      | 4.0000%  |  | $936.36            | $910.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0536 | 2048-10-01      | 4.0000%  |  | $47.41             | $46.37             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX X2BM6011 | 2026-11-01      | 3.3426%  |  | $48.64             | $48.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4176 | 2048-07-01      | 4.5000%  |  | $2595.36           | $2587.18           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL9418 | 2030-11-01      | 1.6100%  |  | $6000.00           | $5316.89           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4424 | 2029-10-01      | 2.1400%  |  | $12731.44          | $11904.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 REBK7908 | 2048-11-01      | 4.0000%  |  | $101.44            | $96.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7794 | 2048-07-01      | 4.5000%  |  | $2221.96           | $2213.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7767 | 2048-07-01      | 4.5000%  |  | $1404.51           | $1399.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7532 | 2048-07-01      | 4.5000%  |  | $980.19            | $970.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2767 | 2050-07-01      | 2.0000%  |  | $1560.10           | $1283.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK2262 | 2050-04-01      | 4.0000%  |  | $828.80            | $804.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $133.00            | $115.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 NP257135 | 2038-03-01      | 5.5000%  |  | $11.79             | $12.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6193 | 2053-05-01      | 6.0000%  |  | $7218.07           | $7585.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB2669 | 2054-04-01      | 6.5000%  |  | $247.71            | $261.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2900 | 2050-06-01      | 3.0000%  |  | $0.20              | $0.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ3793 | 2046-03-01      | 3.5000%  |  | $0.13              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK2004 | 2048-04-01      | 4.5000%  |  | $1622.55           | $1615.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8192 | 2046-10-01      | 3.5000%  |  | $3038.14           | $2884.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8322 | 2052-08-01      | 5.0000%  |  | $1446.04           | $1472.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8286 | 2052-08-01      | 5.0000%  |  | $1960.57           | $2017.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM5609 | 2044-05-01      | 5.5000%  |  | $216.93            | $226.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1056 | 2047-04-01      | 4.0000%  |  | $2296.75           | $2232.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9536 | 2052-10-01      | 5.0000%  |  | $987.92            | $1003.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $10878.33          | $10921.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7716 | 2054-12-01      | 6.0000%  |  | $0.45              | $0.46              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8170 | 2054-03-01      | 6.5000%  |  | $5492.43           | $5865.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7771 | 2054-01-01      | 4.5000%  |  | $1633.30           | $1613.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7416 | 2053-11-01      | 5.5000%  |  | $24560.51          | $25033.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7309 | 2053-10-01      | 6.5000%  |  | $5760.51           | $6148.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6062 | 2053-04-01      | 5.0000%  |  | $1111.96           | $1139.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6184 | 2053-05-01      | 5.5000%  |  | $7428.53           | $7696.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6174 | 2053-05-01      | 5.0000%  |  | $1851.78           | $1886.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4897 | 2052-10-01      | 5.0000%  |  | $6064.05           | $6103.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4564 | 2052-09-01      | 5.0000%  |  | $2236.41           | $2264.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3800 | 2052-06-01      | 3.0000%  |  | $1401.17           | $1268.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA7061 | 2050-09-01      | 3.5000%  |  | $6743.53           | $6396.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5817 | 2048-03-01      | 3.5000%  |  | $2128.81           | $2024.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  |  | $2191.10           | $2062.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4288 | 2038-01-01      | 4.0000%  |  | $286.81            | $281.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ3144 | 2047-11-01      | 4.0000%  |  | $241.48            | $234.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1041 | 2052-06-01      | 3.0000%  |  | $2616.68           | $2373.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS3898 | 2044-11-01      | 3.5000%  |  | $12.27             | $11.68             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD3046 | 2053-03-01      | 6.5000%  |  | $2188.49           | $2335.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH6108 | 2041-03-01      | 5.5000%  |  | $123.90            | $128.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  |  | $716.46            | $700.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH0230 | 2047-04-01      | 4.0000%  |  | $2067.39           | $2006.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3863 | 2049-07-01      | 3.5000%  |  | $1567.84           | $1474.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3339 | 2049-04-01      | 4.5000%  |  | $1073.37           | $1073.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA3239 | 2049-03-01      | 5.0000%  |  | $1299.51           | $1332.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2186 | 2048-08-01      | 4.0000%  |  | $4871.33           | $4739.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2042 | 2048-06-01      | 4.0000%  |  | $1699.86           | $1651.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0807 | 2047-12-01      | 4.0000%  |  | $11107.50          | $10870.02          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ1623 | 2034-06-01      | 4.5600%  |  | $2166.00           | $2182.72           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS3550 | 2041-07-01      | 4.5000%  |  | $2042.62           | $2062.58           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  |  | $302.94            | $296.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5384 | 2048-04-01      | 4.0000%  |  | $26.04             | $25.29             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  |  | $9127.55           | $8724.42           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM7279 | 2048-07-01      | 4.0000%  |  | $181.94            | $175.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM5061 | 2047-12-01      | 4.0000%  |  | $24.52             | $23.98             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2620 | 2047-02-01      | 4.0000%  |  | $456.04            | $442.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL9150 | 2040-11-01      | 5.0000%  |  | $205.33            | $211.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4152 | 2042-11-01      | 3.0000%  |  | $239.07            | $222.27            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A33609 G | 2035-03-01      | 5.0000%  |  | $116.38            | $117.19            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A92096 G | 2040-05-01      | 5.5000%  |  | $144.46            | $150.37            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G15823 G | 2031-02-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07922 G | 2044-01-01      | 3.5000%  |  | $310.04            | $296.58            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  |  | $0.71              | $0.70              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  |  | $0.15              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3153 | 2047-10-01      | 4.5000%  |  | $3220.48           | $3196.58           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  |  | $1876.96           | $1929.80           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CTSC0764 | 2045-08-01      | 5.5000%  |  | $0.49              | $0.50              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  |  | $1073.41           | $1017.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3859 | 2054-05-01      | 6.0000%  |  | $232.52            | $242.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO9040 | 2050-02-01      | 3.5000%  |  | $1539.24           | $1440.08           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  |  | $1471.95           | $1455.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBT8387 | 2052-09-01      | 4.5000%  |  | $1849.08           | $1841.20           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4263 | 2053-11-01      | 6.0000%  |  | $27158.04          | $28347.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4407 | 2052-08-01      | 5.0000%  |  | $2319.43           | $2331.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX0473 | 2052-10-01      | 5.0000%  |  | $883.51            | $893.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0249 | 2055-04-01      | 5.5000%  |  | $0.47              | $0.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD1866 | 2054-12-01      | 5.0000%  |  | $919.09            | $927.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $53437.50          | $53661.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW6423 | 2052-08-01      | 5.0000%  |  | $849.92            | $864.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB3967 | 2054-05-01      | 6.5000%  |  | $626.53            | $670.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $62.70             | $57.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE7474 | 2047-02-01      | 4.0000%  |  | $2103.27           | $2044.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW0040 | 2052-07-01      | 5.0000%  |  | $1322.47           | $1341.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1753 | 2054-09-01      | 5.5000%  |  | $0.46              | $0.47              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3245 | 2055-01-01      | 5.0000%  |  | $7235.25           | $7287.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1985 | 2054-09-01      | 5.5000%  |  | $182.80            | $187.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  |  | $614.51            | $612.23            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.650 WNWN2124 | 2028-09-01      | 1.6500%  |  | $687.50            | $646.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI4480 | 2054-03-01      | 6.0000%  |  | $40.99             | $42.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBT8058 | 2053-03-01      | 5.5000%  |  | $3572.82           | $3685.02           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX2669 | 2055-01-01      | 6.5000%  |  | $1189.95           | $1252.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7896 | 2052-08-01      | 4.5000%  |  | $809.03            | $799.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0627 | 2055-02-01      | 5.5000%  |  | $0.48              | $0.50              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9792 | 2055-01-01      | 6.0000%  |  | $2952.40           | $3042.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC5413 | 2054-12-01      | 6.5000%  |  | $539.19            | $565.17            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5315%  |  | $2929.61           | $2555.85           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5315%  |  | $1871.10           | $1783.57           | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.4576%  |  | $2310.26           | $2212.95           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL01SA1 R21M01S | 2030-12-25      | 0.8330%  |  | $110.53            | $103.11            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3193%  |  | $2818.68           | $2486.69           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  |  | $5795.39           | $5441.20           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  |  | $918.92            | $880.27            | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.0605%  |  | $2977.52           | $2937.94           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.0836%  |  | $2852.50           | $2514.53           | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014 | 2027-09-25      | 2.8760%  |  | $3862.37           | $3796.41           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0212A2 R19M02 | 2031-02-25      | 2.3500%  |  | $7323.64           | $6819.19           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2447%  |  | $1.05              | $0.91              | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.4761%  |  | $1412.18           | $1435.23           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.4683%  |  | $6375.04           | $5615.31           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  |  | $164.62            | $158.05            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  |  | $22.94             | $20.96             | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.0961%  |  | $887.70            | $834.89            | Agency Mortgage-Backed Securities         |
| USTR TINT 08/15/30        | 2030-08-15      | 0.0000%  |  | $511.00            | $425.61            | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/30        | 2030-02-15      | 0.0000%  |  | $1405.00           | $1194.66           | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/28        | 2028-11-15      | 0.0000%  |  | $831.00            | $743.20            | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/28        | 2028-08-15      | 0.0000%  |  | $402.50            | $363.40            | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/28        | 2028-02-15      | 0.0000%  |  | $1900.13           | $1747.61           | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  |  | $794.13            | $550.50            | U.S. Treasuries (including strips)        |
| USTR 6 1/8 TPRN 27        | 2027-11-15      | 0.0000%  |  | $832.55            | $774.24            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $1389.65           | $1421.74           | 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,  3.880%, 1/30/2026
- **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):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 2.7000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **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 2025-069 VF     | 2055-04-20      | 5.3338%  |  | $2.98              | $2.99              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.3338%  |  | $5.95              | $5.95              | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 04.500 CLDB1988 | 2054-09-01      | 4.5000%  |  | $447.27            | $437.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1514 | 2052-08-01      | 5.0000%  |  | $0.78              | $0.79              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA1508 | 2053-10-01      | 5.5000%  |  | $25.22             | $25.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA1051 | 2053-10-01      | 5.5000%  |  | $759.11            | $771.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6347 | 2045-12-01      | 4.0000%  |  | $285.36            | $279.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2134 | 2042-08-01      | 3.5000%  |  | $4435.58           | $4253.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $36.67             | $34.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT257367 | 2028-09-01      | 5.5000%  |  | $33.54             | $34.05             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI7509 | 2054-06-01      | 6.0000%  |  | $19485.15          | $20440.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  |  | $1815.02           | $1907.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9478 | 2053-07-01      | 5.5000%  |  | $8104.16           | $8293.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5605 | 2055-01-01      | 3.5000%  |  | $34.84             | $32.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4341 | 2048-03-01      | 3.0000%  |  | $0.27              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV1780 | 2055-06-01      | 5.0000%  |  | $1.00              | $1.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  |  | $10906.88          | $10655.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3330 | 2048-01-01      | 3.5000%  |  | $51.55             | $48.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE6218 | 2055-10-01      | 5.5000%  |  | $1580.19           | $1628.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE1957 | 2055-06-01      | 5.0000%  |  | $1167.28           | $1173.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0308 | 2055-06-01      | 5.5000%  |  | $4.01              | $4.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3225 | 2055-01-01      | 6.5000%  |  | $398.00            | $420.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC8770 | 2055-01-01      | 5.0000%  |  | $1296.45           | $1307.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2897 | 2054-09-01      | 6.0000%  |  | $690.42            | $717.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC1906 | 2054-09-01      | 6.5000%  |  | $1376.36           | $1452.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1063 | 2054-09-01      | 7.0000%  |  | $1095.97           | $1160.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8732 | 2054-08-01      | 6.5000%  |  | $84.74             | $89.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7335 | 2054-07-01      | 6.0000%  |  | $11843.18          | $12275.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8013 | 2054-06-01      | 6.5000%  |  | $2747.85           | $2863.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1974 | 2054-09-01      | 6.5000%  |  | $1095.43           | $1142.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  |  | $824.59            | $841.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8299 | 2052-12-01      | 5.5000%  |  | $4175.93           | $4305.83           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  |  | $1857.80           | $1923.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  |  | $0.75              | $0.74              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH0239 | 2053-09-01      | 6.0000%  |  | $846.97            | $889.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD0528 | 2051-11-01      | 3.0000%  |  | $341.68            | $307.90            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q38388 G | 2046-01-01      | 4.0000%  |  | $358.51            | $349.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $0.84              | $0.85              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  |  | $665.31            | $687.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1596 | 2049-01-01      | 5.0000%  |  | $25.59             | $26.07             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  |  | $0.12              | $0.11              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4689 | 2046-11-01      | 3.5000%  |  | $0.14              | $0.13              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3619 | 2042-11-01      | 3.5000%  |  | $0.19              | $0.18              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  |  | $0.51              | $0.51              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN4257 | 2049-03-01      | 4.5000%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  |  | $0.45              | $0.43              | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  |  | $2.58              | $2.54              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CNMA5688 | 2035-03-01      | 5.5000%  |  | $0.88              | $0.90              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD5776 | 2052-01-01      | 3.0000%  |  | $2696.33           | $2434.78           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  |  | $1379.00           | $1393.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CI890882 | 2034-02-01      | 4.5000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK5291 | 2048-06-01      | 4.5000%  |  | $1258.59           | $1257.93           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0668 | 2043-04-01      | 4.0000%  |  | $3243.34           | $3192.63           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9844 | 2053-09-01      | 5.5000%  |  | $26947.10          | $27773.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5138 | 2054-11-01      | 5.5000%  |  | $0.92              | $0.95              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9302 | 2053-06-01      | 6.5000%  |  | $7036.49           | $7340.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0487 | 2054-09-01      | 6.5000%  |  | $1299.81           | $1368.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB5344 | 2054-05-01      | 6.0000%  |  | $1144.08           | $1179.44           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q31601 G | 2045-02-01      | 4.0000%  |  | $1549.60           | $1510.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA3301 | 2053-10-01      | 6.0000%  |  | $554.08            | $571.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $56.05             | $57.20             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  |  | $2312.78           | $2385.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB2856 | 2055-01-01      | 5.0000%  |  | $574.40            | $580.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0957 | 2055-06-01      | 6.0000%  |  | $2.01              | $2.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3003 | 2054-09-01      | 5.5000%  |  | $1623.50           | $1675.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  |  | $0.89              | $0.89              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1779 | 2055-06-01      | 6.0000%  |  | $2583.10           | $2692.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CNMA5837 | 2035-09-01      | 5.0000%  |  | $0.97              | $0.99              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ8657 | 2054-11-01      | 5.5000%  |  | $0.92              | $0.93              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1995 | 2055-06-01      | 6.0000%  |  | $1410.23           | $1452.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8745 | 2047-02-01      | 3.0000%  |  | $189.18            | $173.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB9940 | 2054-09-01      | 5.0000%  |  | $1668.76           | $1684.24           | Agency Mortgage-Backed Securities         |
| USTR TINT 05/15/32        | 2032-05-15      | 0.0000%  |  | $0.00              | $0.00              | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  |  | $0.06              | $0.04              | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/31        | 2031-08-15      | 0.0000%  |  | $0.02              | $0.01              | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $86331.80          | $88854.53          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $90298.10          | $93289.29          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $246658.00         | $254511.59         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $57670.10          | $58184.49          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $265122.00         | $273832.22         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $294371.00         | $287345.24         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  |  | $145400.40         | $92887.58          | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $4228.30           | $3737.09           | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  |  | $85.60             | $89.64             | U.S. Treasuries (including strips)        |
| USTR BILL 03/12/26        | 2026-03-12      | 0.0000%  |  | $30.00             | $29.59             | U.S. Treasuries (including strips)        |
| USTR BILL 10/01/26        | 2026-10-01      | 0.0000%  |  | $114281.20         | $110472.21         | U.S. Treasuries (including strips)        |
| USTR 5 3/8 TPRN 31        | 2031-02-15      | 0.0000%  |  | $0.10              | $0.08              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $117392.90         | $116995.29         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $250000.00         | $261605.43         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  |  | $271724.60         | $267870.43         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $5670.40           | $5791.13           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $5690.70           | $5822.11           | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  |  | $1352.70           | $1361.22           | 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,  3.850%, 1/30/2026
- **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):** $1500000.00
- **C.18.a - Value (excl. sponsor support):** $1500000.00
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **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 2024-184 JF     | 2054-11-20      | 5.3838%  |  | $4286.62           | $4297.80           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-110 FC     | 2054-07-20      | 5.1838%  |  | $9927.93           | $9951.82           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FW     | 2054-06-20      | 5.3338%  |  | $186.99            | $187.70            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.3338%  |  | $2.95              | $2.95              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 UF     | 2054-02-20      | 5.1838%  |  | $6464.40           | $6505.47           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5245DF 08/25/52 | 2052-08-25      | 4.8828%  |  | $0.37              | $0.36              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-095 F      | 2055-05-20      | 5.5538%  |  | $22457.78          | $22607.89          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 NF     | 2051-05-20      | 5.0338%  |  | $3525.04           | $3530.45           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-184 FD     | 2053-12-20      | 5.2838%  |  | $15026.53          | $15126.77          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-154 FJ     | 2053-10-20      | 5.4838%  |  | $1947.24           | $1962.59           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-112 FD     | 2053-08-20      | 5.4838%  |  | $18924.38          | $19031.11          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-029 FC     | 2052-02-20      | 4.0000%  |  | $5748.22           | $5200.71           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 FN     | 2051-03-20      | 5.0338%  |  | $2519.08           | $2522.94           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 MF     | 2051-05-20      | 5.0338%  |  | $3538.14           | $3543.57           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FH     | 2055-08-20      | 5.2538%  |  | $21413.92          | $21495.41          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 EF     | 2065-08-20      | 5.1838%  |  | $21264.06          | $21335.53          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FE     | 2055-08-20      | 5.3338%  |  | $3182.87           | $3201.35           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF     | 2055-06-20      | 5.6838%  |  | $36323.31          | $36741.16          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-131 HF     | 2063-09-20      | 5.2338%  |  | $18140.50          | $18233.27          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 FW     | 2065-06-20      | 5.0838%  |  | $20022.63          | $20072.05          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-025 KF     | 2052-02-20      | 4.0000%  |  | $10802.26          | $9948.22           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-152 FJ     | 2053-10-20      | 5.3338%  |  | $9902.10           | $9976.10           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-080 FB     | 2055-05-20      | 5.6838%  |  | $12995.24          | $13106.36          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-081 GV     | 2036-05-20      | 5.0000%  |  | $1175.19           | $1195.76           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-050 FG     | 2055-03-20      | 5.3338%  |  | $22706.79          | $22792.21          | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 04.000 CTMA1154 | 2032-08-01      | 4.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAB8287 | 2042-04-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT6319 | 2043-06-01      | 3.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT3164 | 2043-04-01      | 3.0000%  |  | $0.07              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8689 | 2047-01-01      | 3.5000%  |  | $183.70            | $174.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8189 | 2046-10-01      | 3.0000%  |  | $68.72             | $63.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8105 | 2046-10-01      | 3.0000%  |  | $8156.89           | $7500.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7884 | 2046-09-01      | 3.0000%  |  | $10.50             | $9.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7863 | 2046-09-01      | 3.0000%  |  | $40785.40          | $37302.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8005 | 2046-09-01      | 3.0000%  |  | $5864.23           | $5363.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6337 | 2045-12-01      | 3.5000%  |  | $2311.68           | $2204.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS5993 | 2045-10-01      | 3.0000%  |  | $1234.91           | $1133.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5004 | 2045-05-01      | 3.5000%  |  | $8650.42           | $8230.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5375 | 2045-07-01      | 3.5000%  |  | $11574.63          | $10998.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR8866 | 2043-06-01      | 3.5000%  |  | $286.63            | $273.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR3320 | 2043-02-01      | 3.5000%  |  | $1700.62           | $1629.73           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7347 C     | 2055-04-20      | 6.0000%  |  | $3624.91           | $3764.34           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5602 C     | 2064-10-20      | 6.5000%  |  | $2266.36           | $2344.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF4407 C     | 2064-11-20      | 4.0000%  |  | $334.60            | $316.09            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7807 C     | 2054-12-20      | 5.5000%  |  | $872.35            | $890.01            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7736 C     | 2062-04-20      | 4.0000%  |  | $24.39             | $22.87             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7724 C     | 2063-12-20      | 7.5000%  |  | $113.39            | $117.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7706 C     | 2063-10-20      | 4.5000%  |  | $14.54             | $14.11             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0915 C     | 2064-08-20      | 2.5000%  |  | $230.12            | $190.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0900 C     | 2064-08-20      | 3.0000%  |  | $324.79            | $287.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL7278 | 2030-08-01      | 3.5000%  |  | $221.98            | $220.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6744 | 2045-04-01      | 3.5000%  |  | $7369.60           | $7053.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAY9046 | 2035-05-01      | 3.0000%  |  | $62.09             | $58.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6113 | 2052-05-01      | 3.0000%  |  | $0.31              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS3789 | 2053-01-01      | 6.0000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4495 | 2052-03-01      | 3.5000%  |  | $0.29              | $0.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3401 | 2055-11-01      | 5.0000%  |  | $0.38              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFA3284 | 2036-09-01      | 2.5000%  |  | $0.38              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA2449 | 2052-04-01      | 2.0000%  |  | $0.37              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2443 | 2055-08-01      | 6.0000%  |  | $2.89              | $2.97              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5626 | 2054-11-01      | 5.5000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5581 | 2054-11-01      | 5.0000%  |  | $0.32              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC4569 | 2054-11-01      | 5.0000%  |  | $5120.42           | $5122.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5314 | 2054-11-01      | 5.5000%  |  | $2180.50           | $2217.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC4076 | 2054-10-01      | 6.0000%  |  | $0.34              | $0.35              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0499 | 2050-08-01      | 3.0000%  |  | $0.20              | $0.19              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CISB8329 | 2039-09-01      | 6.0000%  |  | $3.46              | $3.59              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8020 | 2034-12-01      | 2.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZT1100 | 2042-12-01      | 3.5000%  |  | $11.34             | $10.83             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  |  | $47.46             | $44.90             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLZS0468 | 2029-10-01      | 7.5000%  |  | $10.14             | $10.43             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC N35004 G | 2045-05-01      | 3.0000%  |  | $17.65             | $16.32             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  |  | $59.30             | $59.41             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9627 | 2045-01-01      | 3.5000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 4PZL0907 | 2035-01-01      | 5.0000%  |  | $9.67              | $9.78              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3LZL0755 | 2037-02-01      | 4.5000%  |  | $14.15             | $14.18             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 08.000 CLZJ4912 | 2031-02-01      | 8.0000%  |  | $12.76             | $13.37             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI9526 | 2039-12-01      | 5.0000%  |  | $415.98            | $429.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL6324 | 2036-12-01      | 6.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3832 | 2043-07-01      | 3.5000%  |  | $1726.15           | $1648.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6733 | 2042-03-01      | 3.5000%  |  | $18324.74          | $17651.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ9198 | 2042-01-01      | 3.5000%  |  | $0.03              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ5964 | 2041-11-01      | 3.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545304 | 2031-11-01      | 7.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 ZK310219 | 2048-10-01      | 3.0000%  |  | $0.33              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CT256856 | 2027-08-01      | 6.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 K2254169 | 2031-12-01      | 6.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  |  | $0.32              | $0.33              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL190350 | 2034-03-01      | 5.5000%  |  | $4.18              | $4.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI9058 | 2054-07-01      | 6.0000%  |  | $2807.24           | $2907.09           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI8376 | 2054-06-01      | 6.0000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI7511 | 2054-06-01      | 5.5000%  |  | $0.70              | $0.72              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR1463 | 2043-01-01      | 3.0000%  |  | $230.08            | $213.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  |  | $0.36              | $0.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAQ7191 | 2043-07-01      | 3.0000%  |  | $188.07            | $174.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAP9568 | 2027-10-01      | 3.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0896 C     | 2064-08-20      | 4.0000%  |  | $132.74            | $125.40            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0829 C     | 2064-07-20      | 3.5000%  |  | $229.82            | $207.55            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0808 C     | 2064-01-20      | 3.0000%  |  | $75.85             | $67.22             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0802 C     | 2064-08-20      | 3.0000%  |  | $62.61             | $55.49             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5420 C     | 2064-08-20      | 4.0000%  |  | $309.58            | $292.45            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5359 C     | 2064-08-20      | 3.5000%  |  | $272.35            | $245.96            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2650 C     | 2064-05-20      | 3.5000%  |  | $500.12            | $451.67            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2613 C     | 2064-06-20      | 3.5000%  |  | $226.51            | $204.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7625 C     | 2054-01-20      | 8.0000%  |  | $1011.80           | $1068.89           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7621 C     | 2054-01-20      | 7.5000%  |  | $827.42            | $872.16            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CW7531 C     | 2063-06-20      | 2.0000%  |  | $38.05             | $30.02             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M     | 2052-06-20      | 4.0000%  |  | $8341.86           | $8007.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6872 M     | 2050-09-20      | 6.0000%  |  | $48.45             | $51.18             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6870 M     | 2050-09-20      | 5.0000%  |  | $93.66             | $96.02             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6716 M     | 2050-06-20      | 6.0000%  |  | $108.77            | $114.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6714 M     | 2050-06-20      | 5.0000%  |  | $135.87            | $138.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6584 M     | 2050-04-20      | 3.5000%  |  | $39.48             | $35.84             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6512 M     | 2035-03-20      | 2.5000%  |  | $137.15            | $130.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6504 M     | 2050-01-20      | 3.5000%  |  | $104.28            | $94.95             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7180 M     | 2051-01-20      | 2.5000%  |  | $72.73             | $61.10             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6157 M     | 2049-09-20      | 5.0000%  |  | $48.44             | $49.43             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ6522 | 2054-10-01      | 5.0000%  |  | $0.36              | $0.36              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5685 | 2054-10-01      | 6.5000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ4774 | 2054-09-01      | 5.5000%  |  | $2526.98           | $2573.66           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ3006 | 2054-09-01      | 5.0000%  |  | $980.42            | $991.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ2102 | 2054-08-01      | 6.0000%  |  | $4259.22           | $4430.25           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8281 | 2054-01-01      | 6.0000%  |  | $2322.31           | $2418.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  |  | $0.33              | $0.33              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7559 | 2053-03-01      | 5.5000%  |  | $27649.98          | $28579.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5819 M     | 2049-03-20      | 5.0000%  |  | $40.39             | $41.16             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5266 M     | 2048-06-20      | 5.0000%  |  | $419.73            | $426.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4782 M     | 2047-10-20      | 5.5000%  |  | $137.29            | $142.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4130 | 2055-05-01      | 6.0000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3639 | 2055-03-01      | 5.5000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3660 | 2055-03-01      | 6.5000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1421 | 2054-05-01      | 5.5000%  |  | $0.32              | $0.32              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ1375 | 2054-02-01      | 4.5000%  |  | $0.33              | $0.33              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE4107 | 2055-08-01      | 5.5000%  |  | $713.38            | $726.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9295 | 2055-04-01      | 6.0000%  |  | $610.31            | $627.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9150 | 2055-05-01      | 6.0000%  |  | $0.31              | $0.32              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8332 | 2053-06-01      | 6.0000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $1545.58           | $1572.03           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  |  | $0.31              | $0.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8268 | 2052-11-01      | 5.5000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8106 | 2050-11-01      | 2.0000%  |  | $0.24              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK4499 | 2042-02-01      | 3.5000%  |  | $20411.09          | $19665.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $78126.64          | $78509.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3391 C     | 2050-05-20      | 5.0000%  |  | $174.03            | $175.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK4810 | 2048-09-01      | 4.0000%  |  | $10926.74          | $10641.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQF6627 | 2053-01-01      | 6.5000%  |  | $26.59             | $28.21             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7816 C     | 2053-11-20      | 7.5000%  |  | $765.30            | $807.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0878 C     | 2063-08-20      | 4.0000%  |  | $111.54            | $105.37            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7612 M     | 2041-07-20      | 7.0000%  |  | $20.74             | $20.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  |  | $0.34              | $0.35              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7381 C     | 2054-01-20      | 8.0000%  |  | $412.79            | $435.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3507 | 2055-10-01      | 5.5000%  |  | $0.38              | $0.38              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7709 C     | 2064-10-20      | 4.0000%  |  | $54.70             | $51.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  |  | $220.70            | $227.47            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3138 C     | 2055-03-20      | 6.0000%  |  | $4440.31           | $4589.37           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8030 M     | 2051-08-20      | 3.0000%  |  | $91.65             | $82.22             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1404 C     | 2054-05-20      | 6.5000%  |  | $681.02            | $721.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE6880 | 2055-10-01      | 5.5000%  |  | $2327.62           | $2389.21           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3115 C     | 2055-08-20      | 6.0000%  |  | $5335.94           | $5515.06           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7447 C     | 2055-10-20      | 6.0000%  |  | $0.77              | $0.81              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9238 | 2054-12-01      | 6.0000%  |  | $0.36              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U4BF0202 | 2051-01-01      | 4.5000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6729 | 2049-05-01      | 4.5000%  |  | $42.57             | $42.37             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0457 | 2042-09-01      | 3.5000%  |  | $1442.42           | $1378.72           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA5177 M     | 2048-05-20      | 3.5000%  |  | $72.96             | $66.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3877 | 2054-10-01      | 6.0000%  |  | $0.35              | $0.36              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3577 | 2055-03-01      | 5.5000%  |  | $0.38              | $0.38              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  |  | $661.01            | $681.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5981 | 2054-11-01      | 5.5000%  |  | $0.37              | $0.37              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH1710 | 2053-10-01      | 6.0000%  |  | $720.68            | $755.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI8650 | 2054-06-01      | 6.0000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQB1479 | 2050-07-01      | 3.0000%  |  | $0.19              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  |  | $1563.10           | $1611.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3870 | 2049-07-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH5578 | 2053-12-01      | 7.5000%  |  | $0.23              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8420 | 2046-12-01      | 3.0000%  |  | $5975.85           | $5484.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4027 | 2048-05-01      | 3.5000%  |  | $1345.48           | $1273.78           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CN3251 C     | 2052-04-20      | 5.0000%  |  | $425.75            | $443.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2978 | 2042-05-01      | 3.5000%  |  | $32304.31          | $31057.58          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2423 C     | 2053-11-20      | 7.5000%  |  | $395.37            | $415.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2395 | 2053-01-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3780 C     | 2050-04-20      | 4.0000%  |  | $173.31            | $165.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0871 C     | 2064-02-20      | 3.5000%  |  | $44.43             | $40.13             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G60081 G | 2045-06-01      | 4.0000%  |  | $0.12              | $0.11              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6873 M     | 2039-01-20      | 6.5000%  |  | $46.63             | $50.22             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CNRD5139 | 2033-01-01      | 5.5000%  |  | $25.99             | $26.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTBQ4473 | 2041-02-01      | 2.0000%  |  | $46278.31          | $40229.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8997 M     | 2053-07-20      | 6.0000%  |  | $31.87             | $32.29             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0844 C     | 2064-08-20      | 4.0000%  |  | $117.33            | $110.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA8431 | 2053-01-01      | 6.5000%  |  | $37.30             | $38.96             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3284 C     | 2050-04-20      | 4.0000%  |  | $2044.93           | $1977.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE3619 | 2047-05-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1773 | 2054-06-01      | 5.5000%  |  | $0.36              | $0.36              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9478 | 2053-07-01      | 5.5000%  |  | $724.02            | $740.96            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT1002 C     | 2050-06-20      | 4.5000%  |  | $165.09            | $168.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7813 C     | 2053-11-20      | 7.5000%  |  | $8779.16           | $9155.67           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C     | 2050-06-20      | 5.5000%  |  | $1415.73           | $1498.38           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8193 | 2052-02-01      | 2.0000%  |  | $3.34              | $2.73              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9003 | 2045-02-01      | 3.5000%  |  | $0.15              | $0.14              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  |  | $0.33              | $0.34              | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G07692 G | 2044-03-01      | 4.5000%  |  | $21.82             | $21.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2000 | 2054-09-01      | 6.0000%  |  | $0.34              | $0.35              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9465 C     | 2050-04-20      | 4.0000%  |  | $423.08            | $407.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5647 | 2053-02-01      | 5.5000%  |  | $0.31              | $0.32              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3788 C     | 2050-04-20      | 4.0000%  |  | $76.69             | $73.02             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD5578 | 2052-09-01      | 3.5000%  |  | $417.32            | $389.21            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW6047 C     | 2053-11-20      | 6.5000%  |  | $362.16            | $380.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6871 M     | 2050-09-20      | 5.5000%  |  | $94.86             | $98.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9453 | 2051-03-01      | 2.0000%  |  | $181.59            | $150.15            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 798441 X     | 2042-05-15      | 4.5000%  |  | $101.98            | $104.20            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3786 C     | 2050-04-20      | 4.0000%  |  | $114.16            | $108.92            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8267 M     | 2052-09-20      | 4.0000%  |  | $38863.13          | $37224.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN0508 | 2048-09-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI2416 | 2054-04-01      | 6.0000%  |  | $1163.56           | $1207.64           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  |  | $1994.45           | $2057.48           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3TZT0906 | 2034-06-01      | 4.5000%  |  | $42.02             | $42.67             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0941 | 2052-04-01      | 3.0000%  |  | $0.28              | $0.25              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BY1855 C     | 2050-12-20      | 4.0000%  |  | $257.11            | $245.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1534 C     | 2053-09-20      | 7.5000%  |  | $2667.82           | $2782.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2548 | 2055-01-01      | 5.5000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7035 | 2054-12-01      | 6.0000%  |  | $0.33              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0564 | 2054-05-01      | 5.5000%  |  | $1950.13           | $1990.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD3832 | 2055-03-01      | 5.0000%  |  | $126.23            | $126.55            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q30510 G | 2044-12-01      | 3.5000%  |  | $766.77            | $731.13            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CL3171 C     | 2052-01-20      | 4.0000%  |  | $321.41            | $307.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4264 | 2053-11-01      | 6.0000%  |  | $794.52            | $828.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3740 | 2053-09-01      | 6.0000%  |  | $0.60              | $0.63              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  |  | $31.24             | $31.39             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG6307 C     | 2054-11-20      | 5.5000%  |  | $384.94            | $392.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7624 C     | 2054-01-20      | 8.0000%  |  | $795.27            | $840.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF2389 | 2052-10-01      | 5.5000%  |  | $26.87             | $27.41             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7556 M     | 2051-08-20      | 3.0000%  |  | $52.24             | $46.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7789 | 2054-08-01      | 5.5000%  |  | $563.55            | $582.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE2763 | 2052-05-01      | 4.5000%  |  | $492.17            | $487.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF6885 | 2053-02-01      | 6.0000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7620 C     | 2054-01-20      | 7.5000%  |  | $1179.39           | $1242.62           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q52446 G | 2047-11-01      | 3.5000%  |  | $572.05            | $545.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF6198 | 2053-01-01      | 6.0000%  |  | $625.61            | $649.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLZJ4914 | 2031-02-01      | 7.5000%  |  | $12.82             | $13.03             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6156 | 2053-07-01      | 6.0000%  |  | $1289.28           | $1344.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5173 | 2047-11-01      | 4.5000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CR2394 X     | 2053-05-15      | 6.0000%  |  | $1329.55           | $1435.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9643 | 2052-09-01      | 5.0000%  |  | $1049.90           | $1063.78           | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G05398 G | 2033-11-01      | 5.0000%  |  | $2.58              | $2.63              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH4693 | 2053-11-01      | 5.5000%  |  | $26.95             | $27.79             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3783 C     | 2050-04-20      | 4.0000%  |  | $182.83            | $174.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB7361 | 2054-07-01      | 6.5000%  |  | $1564.62           | $1642.06           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3997 C     | 2063-05-20      | 1.5000%  |  | $51.32             | $36.83             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7867 M     | 2051-08-20      | 3.0000%  |  | $40.78             | $36.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8451 | 2046-12-01      | 3.0000%  |  | $3.91              | $3.57              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH6083 | 2053-12-01      | 7.5000%  |  | $0.21              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7355 | 2046-06-01      | 3.5000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBE4489 | 2046-12-01      | 3.0000%  |  | $354.49            | $324.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7348 C     | 2055-04-20      | 6.5000%  |  | $3366.71           | $3548.49           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8875 C     | 2055-02-20      | 6.5000%  |  | $397.32            | $420.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1076 C     | 2055-07-20      | 6.0000%  |  | $703.55            | $727.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2132 | 2055-09-01      | 6.0000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG3520 | 2053-05-01      | 5.0000%  |  | $1628.54           | $1639.55           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6243 | 2049-01-01      | 4.5000%  |  | $228.67            | $228.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9200 | 2054-09-01      | 4.5000%  |  | $0.37              | $0.36              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7806 C     | 2054-12-20      | 5.5000%  |  | $770.52            | $786.81            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7481 M     | 2038-12-20      | 7.0000%  |  | $27.00             | $28.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6536 | 2055-05-01      | 5.5000%  |  | $0.35              | $0.36              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7114 | 2054-09-01      | 6.0000%  |  | $0.33              | $0.34              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7627 C     | 2054-01-20      | 7.5000%  |  | $642.87            | $678.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5457 | 2054-05-01      | 5.5000%  |  | $0.34              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ9480 | 2048-03-01      | 4.5000%  |  | $9.74              | $9.71              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0138 | 2053-12-01      | 5.5000%  |  | $0.32              | $0.32              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  |  | $36774.10          | $37530.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3617 | 2055-10-01      | 5.5000%  |  | $0.38              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLDF1511 | 2055-10-01      | 4.0000%  |  | $0.38              | $0.36              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7746 C     | 2056-03-20      | 3.0000%  |  | $39.86             | $35.33             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3274 C     | 2055-03-20      | 6.0000%  |  | $2858.34           | $2954.28           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF1989 | 2052-10-01      | 5.0000%  |  | $0.21              | $0.21              | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8381 M     | 2052-09-20      | 5.0000%  |  | $25.10             | $25.32             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX3908 | 2055-01-01      | 5.0000%  |  | $0.36              | $0.36              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2938 C     | 2053-10-20      | 7.5000%  |  | $1968.48           | $2101.57           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6976 | 2053-02-01      | 5.5000%  |  | $363.35            | $380.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  |  | $1033.67           | $1052.24           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG8390 | 2053-07-01      | 5.0000%  |  | $1646.18           | $1649.68           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG7496 | 2053-07-01      | 6.0000%  |  | $1380.28           | $1445.40           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CV4691 C     | 2063-07-20      | 6.0000%  |  | $127.28            | $129.96            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU9140 C     | 2053-06-20      | 6.0000%  |  | $343.12            | $357.78            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7815 C     | 2053-11-20      | 7.5000%  |  | $955.25            | $1006.90           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7790 C     | 2053-11-20      | 7.0000%  |  | $418.37            | $437.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1539 C     | 2053-09-20      | 7.5000%  |  | $548.78            | $578.20            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CT5358 C     | 2063-03-20      | 5.5000%  |  | $146.87            | $148.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD9132 | 2055-05-01      | 5.0000%  |  | $586.47            | $591.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8565 | 2055-05-01      | 6.0000%  |  | $0.34              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7807 | 2055-05-01      | 5.0000%  |  | $0.37              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6665 | 2055-06-01      | 5.5000%  |  | $1507.16           | $1547.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7099 | 2055-06-01      | 6.0000%  |  | $0.17              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4903 | 2055-03-01      | 5.5000%  |  | $106.92            | $108.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD3814 | 2055-03-01      | 4.5000%  |  | $438.79            | $430.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD4435 | 2055-03-01      | 6.5000%  |  | $0.37              | $0.40              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS5067 C     | 2053-01-20      | 7.5000%  |  | $298.74            | $318.94            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR9823 C     | 2053-01-20      | 7.5000%  |  | $533.23            | $569.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR2393 C     | 2053-05-20      | 6.0000%  |  | $3031.65           | $3280.82           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR0057 C     | 2052-12-20      | 7.5000%  |  | $420.09            | $437.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  |  | $315.26            | $326.74            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  |  | $0.19              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  |  | $10.91             | $9.94              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3LZL0757 | 2037-05-01      | 4.5000%  |  | $13.58             | $13.75             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2187 X     | 2052-06-15      | 5.5000%  |  | $539.55            | $572.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  |  | $0.36              | $0.36              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3426 C     | 2053-05-20      | 6.0000%  |  | $335.36            | $346.61            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783274 X     | 2036-04-15      | 6.0000%  |  | $272.80            | $288.32            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0433 C     | 2054-03-20      | 6.0000%  |  | $578.18            | $607.49            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  |  | $21202.83          | $19960.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785053 C     | 2050-06-20      | 4.5000%  |  | $25835.41          | $25265.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9449 | 2047-04-01      | 3.5000%  |  | $1766.22           | $1671.19           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q63567 G | 2049-05-01      | 4.0000%  |  | $0.14              | $0.14              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  |  | $0.27              | $0.28              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8856 | 2054-02-01      | 6.0000%  |  | $903.02            | $945.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  |  | $866.88            | $889.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG3914 | 2053-06-01      | 6.0000%  |  | $87.65             | $91.87             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7391 | 2055-01-01      | 6.0000%  |  | $0.35              | $0.36              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7251 | 2054-12-01      | 5.0000%  |  | $0.40              | $0.41              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8069 | 2050-06-01      | 3.5000%  |  | $0.09              | $0.08              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6008 | 2054-08-01      | 5.5000%  |  | $0.33              | $0.33              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD5076 | 2054-03-01      | 6.5000%  |  | $36325.02          | $38672.62          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD4934 | 2053-04-01      | 4.0000%  |  | $0.32              | $0.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  |  | $7305.00           | $7528.54           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2917 | 2053-05-01      | 5.5000%  |  | $1637.71           | $1674.30           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2871 | 2053-04-01      | 5.5000%  |  | $398.36            | $407.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1872 | 2052-11-01      | 5.5000%  |  | $13589.73          | $14027.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1868 | 2052-11-01      | 5.5000%  |  | $36.35             | $37.60             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2677 | 2053-04-01      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1051 | 2052-07-01      | 4.0000%  |  | $2989.35           | $2875.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1012 | 2055-02-01      | 5.5000%  |  | $0.36              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1746 | 2055-02-01      | 5.5000%  |  | $196.25            | $200.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9629 | 2055-01-01      | 6.0000%  |  | $1243.68           | $1278.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9026 | 2055-02-01      | 5.5000%  |  | $701.17            | $712.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC8676 | 2055-01-01      | 6.5000%  |  | $599.98            | $624.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7761 | 2054-12-01      | 6.0000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDC6767 | 2039-12-01      | 4.5000%  |  | $0.36              | $0.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6532 | 2054-11-01      | 5.0000%  |  | $12290.53          | $12295.03          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 705308 C     | 2039-01-20      | 7.2500%  |  | $67.94             | $70.37             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 705648 X     | 2038-12-15      | 6.5000%  |  | $39.82             | $42.45             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 787165 X     | 2052-02-15      | 3.5000%  |  | $420.91            | $398.15            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784794 X     | 2042-06-15      | 4.0000%  |  | $224.69            | $219.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8685 | 2055-09-01      | 6.5000%  |  | $868.63            | $904.71            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1014 C     | 2055-07-20      | 5.5000%  |  | $36.73             | $37.63             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ9080 | 2054-11-01      | 6.0000%  |  | $915.96            | $942.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC5780 | 2054-10-01      | 7.0000%  |  | $898.98            | $957.11            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3444 C     | 2053-05-20      | 6.0000%  |  | $347.69            | $361.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9483 | 2046-12-01      | 3.0000%  |  | $10.27             | $9.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0388 | 2053-03-01      | 4.5000%  |  | $0.36              | $0.35              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9229 | 2055-07-01      | 6.0000%  |  | $0.36              | $0.37              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3157 C     | 2055-03-20      | 6.5000%  |  | $1354.11           | $1418.95           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 733533 X     | 2041-01-15      | 3.5000%  |  | $36.06             | $34.10             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AR8429 C     | 2037-05-20      | 5.5000%  |  | $248.43            | $258.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH7497 | 2053-12-01      | 7.5000%  |  | $0.15              | $0.17              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH6039 | 2053-12-01      | 7.0000%  |  | $0.33              | $0.36              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQH5209 | 2053-11-01      | 5.0000%  |  | $2556.34           | $2568.35           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH2022 | 2053-10-01      | 6.0000%  |  | $692.27            | $727.47            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736644 X     | 2031-05-15      | 6.5000%  |  | $53.61             | $55.51             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736641 X     | 2032-05-15      | 6.5000%  |  | $65.54             | $68.07             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 736306 C     | 2031-02-20      | 7.0000%  |  | $49.27             | $50.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2162 | 2055-04-01      | 5.5000%  |  | $0.36              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE8760 | 2055-09-01      | 5.0000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI7743 | 2054-06-01      | 6.0000%  |  | $0.34              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY8587 | 2045-08-01      | 3.5000%  |  | $193.15            | $183.18            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD7084 X     | 2047-10-15      | 4.0000%  |  | $507.59            | $488.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  |  | $0.34              | $0.35              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0280 C     | 2055-08-20      | 6.5000%  |  | $632.29            | $667.59            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ0778 C     | 2054-01-20      | 6.5000%  |  | $597.28            | $636.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4131 | 2055-11-01      | 6.5000%  |  | $0.38              | $0.39              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ7518 | 2055-11-01      | 5.0000%  |  | $0.38              | $0.38              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3192 | 2055-11-01      | 6.0000%  |  | $0.76              | $0.79              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6338 | 2045-12-01      | 3.5000%  |  | $11749.52          | $11206.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ3472 | 2055-09-01      | 5.0000%  |  | $0.38              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9794 | 2055-09-01      | 6.0000%  |  | $0.40              | $0.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2871 | 2055-03-01      | 5.5000%  |  | $419.60            | $430.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9446 | 2054-11-01      | 4.5000%  |  | $0.35              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CKBM7860 | 2050-12-01      | 4.0000%  |  | $1147.21           | $1084.89           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1540 C     | 2053-09-20      | 7.5000%  |  | $483.55            | $509.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU0485 C     | 2053-04-20      | 7.5000%  |  | $305.52            | $326.17            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q60516 G | 2048-12-01      | 4.5000%  |  | $757.54            | $751.29            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6481 M     | 2050-02-20      | 6.5000%  |  | $188.79            | $201.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC8358 | 2054-12-01      | 4.5000%  |  | $440.56            | $435.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1616 | 2055-05-01      | 5.0000%  |  | $1080.46           | $1087.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CKDC8611 | 2054-10-01      | 6.0000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CQ3338 C     | 2062-09-20      | 4.5000%  |  | $211.17            | $204.94            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP7290 X     | 2045-10-15      | 4.5000%  |  | $145.92            | $144.63            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AF3174 C     | 2035-08-20      | 5.5000%  |  | $68.79             | $69.77             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AE2211 C     | 2036-04-20      | 5.5000%  |  | $40.85             | $42.33             | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CL8529 C     | 2039-07-20      | 5.5000%  |  | $248.60            | $256.86            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CJ2186 C     | 2052-06-20      | 6.0000%  |  | $416.50            | $450.73            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CG2269 C     | 2040-08-20      | 5.0000%  |  | $398.53            | $401.47            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7447 C     | 2051-08-20      | 4.0000%  |  | $168.11            | $161.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2148 | 2055-07-01      | 5.5000%  |  | $0.36              | $0.37              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0308 | 2055-02-01      | 5.5000%  |  | $0.36              | $0.37              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0810 | 2055-04-01      | 5.5000%  |  | $0.36              | $0.36              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQZ4544 | 2055-10-01      | 4.5000%  |  | $306.69            | $301.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6251 | 2053-07-01      | 6.0000%  |  | $73.02             | $75.27             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG2506 | 2053-05-01      | 5.5000%  |  | $764.78            | $790.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG2186 | 2053-04-01      | 6.0000%  |  | $2251.69           | $2324.90           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $89.88             | $91.72             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG0752 | 2053-04-01      | 5.5000%  |  | $1986.59           | $2026.50           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF9670 | 2053-03-01      | 5.5000%  |  | $32.11             | $32.96             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF9575 | 2053-03-01      | 6.0000%  |  | $0.69              | $0.71              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF8204 | 2053-02-01      | 6.0000%  |  | $28.40             | $29.38             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF8195 | 2053-02-01      | 6.0000%  |  | $206.16            | $213.17            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C04052 G | 2042-06-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC3674 | 2054-10-01      | 5.0000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC2066 | 2054-10-01      | 4.5000%  |  | $0.37              | $0.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1995 | 2054-10-01      | 5.5000%  |  | $7536.77           | $7655.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC0552 | 2054-07-01      | 6.0000%  |  | $226.91            | $234.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9392 | 2054-08-01      | 6.5000%  |  | $0.35              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDB7478 | 2040-03-01      | 4.5000%  |  | $0.36              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7356 | 2054-07-01      | 6.0000%  |  | $0.35              | $0.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4849 | 2054-12-01      | 5.5000%  |  | $6992.88           | $7130.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIDB2344 | 2039-10-01      | 4.0000%  |  | $238.62            | $235.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1968 | 2054-09-01      | 6.5000%  |  | $0.29              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB0064 | 2054-04-01      | 6.0000%  |  | $93.33             | $97.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA4116 | 2053-12-01      | 7.0000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA2994 | 2053-11-01      | 7.0000%  |  | $0.37              | $0.39              | Agency Mortgage-Backed Securities         |
| FMAC 02.000 FGPC J22899 G | 2028-03-01      | 2.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2608 C     | 2064-06-20      | 2.5000%  |  | $300.31            | $248.27            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2577 C     | 2064-05-20      | 3.5000%  |  | $412.60            | $372.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB6276 C     | 2064-06-20      | 3.5000%  |  | $130.22            | $117.60            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DA9234 C     | 2063-06-20      | 2.0000%  |  | $56.31             | $44.44             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3785 C     | 2050-04-20      | 4.0000%  |  | $422.77            | $404.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BM9834 C     | 2049-06-20      | 6.0000%  |  | $141.97            | $150.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5373 C     | 2052-12-20      | 7.5000%  |  | $342.02            | $357.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5275 C     | 2053-01-20      | 7.5000%  |  | $247.51            | $258.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9570 C     | 2052-07-20      | 4.5000%  |  | $328.16            | $324.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9534 C     | 2052-07-20      | 4.5000%  |  | $266.27            | $263.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9301 M     | 2053-11-20      | 3.5000%  |  | $5449.44           | $5017.29           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA9058 M     | 2050-08-20      | 3.0000%  |  | $131.19            | $116.60            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8411 M     | 2052-10-20      | 5.0000%  |  | $23.46             | $23.66             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8379 M     | 2052-06-20      | 5.0000%  |  | $27.46             | $27.90             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8304 M     | 2045-10-20      | 3.5000%  |  | $34.00             | $30.86             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8299 M     | 2052-05-20      | 4.0000%  |  | $21.33             | $20.03             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7866 M     | 2052-01-20      | 2.5000%  |  | $217.35            | $182.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7811 M     | 2051-12-20      | 2.5000%  |  | $42.59             | $35.75             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7691 M     | 2051-10-20      | 3.0000%  |  | $44.78             | $40.13             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7690 M     | 2051-10-20      | 2.5000%  |  | $105.09            | $88.24             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA8719 | 2050-04-01      | 3.5000%  |  | $242.25            | $228.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA8603 | 2050-04-01      | 3.5000%  |  | $303.56            | $286.45            | Agency Mortgage-Backed Securities         |
| FMAC 08.500 FGPC G60687 G | 2031-05-01      | 8.5000%  |  | $1.11              | $1.16              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA1386 | 2049-07-01      | 3.5000%  |  | $874.63            | $824.18            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q38388 G | 2046-01-01      | 4.0000%  |  | $495.58            | $482.97            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q29019 G | 2044-10-01      | 4.0000%  |  | $0.13              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  |  | $691.49            | $704.08            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G16210 G | 2032-06-01      | 3.5000%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G16043 G | 2030-08-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1017 C     | 2055-07-20      | 6.0000%  |  | $63.87             | $66.58             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1015 C     | 2055-07-20      | 5.5000%  |  | $60.94             | $62.31             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1008 C     | 2055-06-20      | 6.0000%  |  | $898.47            | $928.64            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB0634 M     | 2055-09-20      | 5.5000%  |  | $248.19            | $251.46            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0369 M     | 2055-05-20      | 7.0000%  |  | $184.19            | $191.23            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0368 M     | 2055-05-20      | 6.5000%  |  | $847.51            | $878.55            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9519 C     | 2055-09-20      | 6.5000%  |  | $11285.26          | $11949.76          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8602 C     | 2055-10-20      | 6.0000%  |  | $0.75              | $0.78              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7452 C     | 2055-10-20      | 6.0000%  |  | $683.69            | $709.98            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1003 C     | 2055-08-20      | 6.0000%  |  | $7603.65           | $7858.91           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0272 C     | 2055-08-20      | 6.5000%  |  | $651.67            | $686.46            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK3334 C     | 2065-05-20      | 7.0000%  |  | $5385.61           | $5568.65           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3116 C     | 2055-08-20      | 6.0000%  |  | $9544.84           | $9865.26           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7157 C     | 2055-01-20      | 6.0000%  |  | $399.16            | $417.44            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7090 C     | 2055-01-20      | 7.0000%  |  | $766.49            | $824.32            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7063 C     | 2051-08-20      | 4.0000%  |  | $229.77            | $219.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CD0710 C     | 2051-05-20      | 2.5000%  |  | $262.58            | $227.92            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CC0198 C     | 2051-04-20      | 3.0000%  |  | $2059.55           | $1858.69           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW9306 C     | 2050-08-20      | 2.0000%  |  | $146.11            | $120.77            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU5005 C     | 2050-05-20      | 3.5000%  |  | $492.00            | $457.19            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3326 C     | 2050-05-20      | 3.0000%  |  | $487.08            | $444.08            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q28932 G | 2044-10-01      | 4.0000%  |  | $836.24            | $821.90            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q24207 G | 2044-01-01      | 4.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V83149 G | 2047-04-01      | 4.0000%  |  | $1071.14           | $1042.33           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q18603 G | 2043-06-01      | 3.5000%  |  | $590.32            | $570.13            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q17952 G | 2043-05-01      | 4.0000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC U91253 G | 2043-04-01      | 4.0000%  |  | $194.94            | $191.87            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q08985 G | 2042-06-01      | 4.0000%  |  | $752.56            | $743.04            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7461 M     | 2045-04-20      | 3.5000%  |  | $29.43             | $26.71             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7299 M     | 2051-03-20      | 2.5000%  |  | $74.75             | $62.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2447 | 2047-01-01      | 3.5000%  |  | $5627.84           | $5340.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $4.09              | $3.75              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2855 | 2046-09-01      | 3.0000%  |  | $26491.14          | $24245.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF2300 | 2055-10-01      | 6.0000%  |  | $0.38              | $0.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF2305 | 2055-10-01      | 5.5000%  |  | $1714.92           | $1745.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF1881 | 2055-10-01      | 5.0000%  |  | $0.38              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDF0635 | 2040-09-01      | 5.5000%  |  | $682.18            | $700.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF0420 | 2055-10-01      | 5.0000%  |  | $0.38              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF0419 | 2055-10-01      | 5.0000%  |  | $0.38              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0446 | 2055-10-01      | 6.0000%  |  | $0.38              | $0.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF0402 | 2055-10-01      | 4.5000%  |  | $0.38              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE9661 | 2055-09-01      | 7.0000%  |  | $0.38              | $0.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9556 | 2055-10-01      | 5.5000%  |  | $0.38              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8701 | 2055-09-01      | 6.5000%  |  | $0.75              | $0.78              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8533 | 2055-09-01      | 6.0000%  |  | $1709.07           | $1760.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8256 | 2055-09-01      | 5.5000%  |  | $4533.48           | $4643.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8904 | 2055-10-01      | 5.5000%  |  | $0.38              | $0.39              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3822 | 2053-09-01      | 5.5000%  |  | $702.36            | $724.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4462 | 2053-11-01      | 6.0000%  |  | $541.21            | $566.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $0.32              | $0.32              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE6448 | 2055-08-01      | 6.5000%  |  | $1061.34           | $1105.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE4688 | 2055-07-01      | 5.0000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5312 | 2055-09-01      | 6.0000%  |  | $0.37              | $0.39              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7383 C     | 2054-01-20      | 8.0000%  |  | $2317.88           | $2444.21           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7380 C     | 2054-01-20      | 7.5000%  |  | $2166.15           | $2312.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI4763 | 2054-04-01      | 6.0000%  |  | $258.27            | $267.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI2213 | 2054-03-01      | 5.0000%  |  | $684.87            | $692.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI0936 | 2054-03-01      | 6.0000%  |  | $2396.86           | $2495.92           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CTRB5274 | 2044-01-01      | 6.0000%  |  | $10.83             | $11.29             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9621 | 2053-08-01      | 5.5000%  |  | $7983.63           | $8199.51           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9611 | 2053-08-01      | 5.0000%  |  | $1302.55           | $1314.15           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9455 | 2053-07-01      | 6.0000%  |  | $10054.81          | $10418.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9433 | 2053-07-01      | 5.5000%  |  | $9526.45           | $9832.84           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9384 | 2053-07-01      | 6.0000%  |  | $9065.72           | $9457.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA9252 | 2053-06-01      | 4.5000%  |  | $2965.70           | $2924.35           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8209 | 2053-01-01      | 5.5000%  |  | $2614.17           | $2666.96           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4411 | 2051-01-01      | 2.5000%  |  | $0.22              | $0.19              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ4872 C     | 2054-01-20      | 6.0000%  |  | $577.16            | $604.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3124 C     | 2053-12-20      | 8.0000%  |  | $3567.21           | $3765.25           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3123 C     | 2053-12-20      | 8.0000%  |  | $546.84            | $577.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3122 C     | 2053-12-20      | 8.0000%  |  | $496.16            | $523.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6778 | 2053-02-01      | 5.5000%  |  | $4590.24           | $4718.23           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH5696 C     | 2055-03-20      | 6.0000%  |  | $5861.06           | $6057.81           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6287 C     | 2055-02-20      | 6.5000%  |  | $460.77            | $492.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3325 C     | 2050-05-20      | 3.0000%  |  | $366.46            | $330.71            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3285 C     | 2050-04-20      | 4.0000%  |  | $2532.34           | $2453.97           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3283 C     | 2050-04-20      | 4.0000%  |  | $1386.22           | $1335.40           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU0673 C     | 2050-04-20      | 4.0000%  |  | $274.14            | $261.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9466 C     | 2050-04-20      | 4.0000%  |  | $288.27            | $275.48            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9274 C     | 2050-05-20      | 4.0000%  |  | $269.66            | $257.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9273 C     | 2050-05-20      | 4.0000%  |  | $386.09            | $368.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9272 C     | 2050-05-20      | 4.0000%  |  | $197.28            | $188.59            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9271 C     | 2050-05-20      | 4.0000%  |  | $396.53            | $379.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9270 C     | 2050-05-20      | 4.0000%  |  | $282.85            | $270.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3784 C     | 2050-04-20      | 4.0000%  |  | $189.97            | $181.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3782 C     | 2050-04-20      | 4.0000%  |  | $204.95            | $195.67            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3781 C     | 2050-04-20      | 4.0000%  |  | $97.54             | $93.12             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3787 C     | 2050-04-20      | 4.0000%  |  | $250.37            | $241.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8082 | 2050-08-01      | 2.0000%  |  | $9448.37           | $7766.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9325 | 2050-03-01      | 5.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO3106 | 2049-10-01      | 3.0000%  |  | $1726.19           | $1557.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM5950 | 2048-11-01      | 3.0000%  |  | $0.09              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5857 | 2049-04-01      | 4.0000%  |  | $4100.42           | $4009.05           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  |  | $203.56            | $208.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF6431 | 2053-01-01      | 6.0000%  |  | $301.25            | $314.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6330 | 2053-01-01      | 5.5000%  |  | $311.53            | $324.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF2151 | 2052-10-01      | 5.5000%  |  | $1367.29           | $1393.44           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1354 | 2052-10-01      | 5.5000%  |  | $1247.66           | $1272.36           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9297 | 2052-09-01      | 5.0000%  |  | $317.66            | $320.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9014 | 2052-08-01      | 5.0000%  |  | $750.87            | $758.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8861 | 2052-09-01      | 5.0000%  |  | $1165.66           | $1185.05           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8833 | 2052-09-01      | 4.5000%  |  | $211.96            | $208.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8787 | 2052-08-01      | 4.5000%  |  | $595.87            | $594.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8140 | 2052-08-01      | 5.0000%  |  | $7.65              | $7.69              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE8103 | 2052-08-01      | 4.0000%  |  | $3457.30           | $3313.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7863 | 2052-08-01      | 5.0000%  |  | $717.99            | $729.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7356 | 2052-08-01      | 5.0000%  |  | $914.74            | $930.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5829 | 2052-07-01      | 5.0000%  |  | $53.87             | $55.38             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5777 | 2052-07-01      | 5.0000%  |  | $690.95            | $701.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4746 | 2052-06-01      | 5.0000%  |  | $792.53            | $797.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1454 | 2054-11-01      | 5.5000%  |  | $0.35              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1422 | 2054-05-01      | 4.5000%  |  | $0.38              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA1156 | 2054-07-01      | 6.5000%  |  | $0.33              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0566 | 2054-04-01      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0557 | 2052-09-01      | 3.5000%  |  | $0.35              | $0.33              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9495 | 2054-11-01      | 5.5000%  |  | $0.36              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9470 | 2054-11-01      | 5.0000%  |  | $0.35              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9429 | 2054-11-01      | 5.0000%  |  | $0.36              | $0.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9230 | 2054-08-01      | 7.0000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8538 | 2054-05-01      | 5.5000%  |  | $0.34              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  |  | $0.34              | $0.33              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6010 | 2053-04-01      | 5.5000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5045 | 2052-10-01      | 5.0000%  |  | $0.33              | $0.33              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7338 | 2050-10-01      | 2.0000%  |  | $0.24              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM5179 | 2047-07-01      | 3.0000%  |  | $0.10              | $0.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5135 | 2048-07-01      | 4.0000%  |  | $10518.73          | $10255.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5012 | 2048-03-01      | 3.5000%  |  | $7190.66           | $6828.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3562 | 2048-02-01      | 4.5000%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM2006 | 2048-01-01      | 4.0000%  |  | $3130.39           | $3042.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK0915 | 2048-07-01      | 4.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  |  | $1406.38           | $1370.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ4916 | 2048-03-01      | 3.5000%  |  | $0.06              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTBJ3862 | 2038-01-01      | 3.0000%  |  | $0.08              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH9312 | 2047-09-01      | 3.5000%  |  | $9819.75           | $9276.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH7058 | 2047-12-01      | 3.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  |  | $11321.76          | $10680.99          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07351 G | 2042-08-01      | 3.5000%  |  | $0.69              | $0.67              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G07137 G | 2039-10-01      | 6.0000%  |  | $129.37            | $137.26            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  |  | $132.34            | $138.30            | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC G01903 G | 2034-01-01      | 8.0000%  |  | $60.71             | $63.95             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $5.66              | $6.00              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A48052 G | 2035-12-01      | 5.5000%  |  | $113.15            | $118.14            | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  |  | $0.12              | $0.13              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $0.90              | $0.93              | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  |  | $0.15              | $0.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6610 | 2050-08-01      | 3.0000%  |  | $0.17              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  |  | $0.36              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ5876 | 2050-11-01      | 2.5000%  |  | $286.27            | $249.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $3962.73           | $3685.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2122 | 2042-08-01      | 3.0000%  |  | $19438.47          | $18076.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO5534 | 2042-07-01      | 3.5000%  |  | $430.62            | $413.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL735502 | 2035-04-01      | 6.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3121 C     | 2053-12-20      | 8.0000%  |  | $494.90            | $522.37            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6019 C     | 2053-10-20      | 7.5000%  |  | $854.64            | $912.42            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6018 C     | 2053-10-20      | 7.5000%  |  | $416.19            | $444.33            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2978 C     | 2053-10-20      | 7.5000%  |  | $997.19            | $1064.61           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2937 C     | 2053-10-20      | 7.5000%  |  | $525.77            | $561.32            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2424 C     | 2053-11-20      | 7.5000%  |  | $947.94            | $986.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX7264 C     | 2054-01-20      | 7.5000%  |  | $696.60            | $731.25            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3996 C     | 2063-08-20      | 2.0000%  |  | $106.96            | $84.41             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7626 C     | 2054-01-20      | 8.0000%  |  | $970.64            | $1025.38           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF8917 | 2053-03-01      | 6.0000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7826 | 2053-02-01      | 6.0000%  |  | $1242.24           | $1302.53           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7301 | 2053-01-01      | 6.0000%  |  | $1004.25           | $1040.69           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ3596 | 2055-09-01      | 5.5000%  |  | $0.37              | $0.39              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1646 | 2055-09-01      | 6.0000%  |  | $0.37              | $0.39              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY7484 | 2055-07-01      | 6.0000%  |  | $0.37              | $0.39              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY1039 | 2055-04-01      | 5.0000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA5884 | 2040-11-01      | 4.0000%  |  | $0.38              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  |  | $0.27              | $0.23              | Agency Mortgage-Backed Securities         |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $35673.00          | $36223.99          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AL 26     | 2026-03-15      | 4.6250%  |  | $3662.55           | $3694.49           | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  |  | $220.91            | $221.18            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AU 25     | 2025-11-15      | 4.5000%  |  | $310.80            | $317.25            | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  |  | $3963.75           | $3949.03           | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Z 26      | 2026-05-31      | 0.7500%  |  | $13.69             | $13.49             | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  |  | $199.13            | $197.08            | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE U 26      | 2026-01-31      | 0.3750%  |  | $0.04              | $0.04              | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE Q 27      | 2027-09-30      | 0.3750%  |  | $8224.95           | $7737.76           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $6498.26           | $6648.32           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $8810.21           | $8953.38           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $21309.08          | $21770.91          | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE J 27      | 2027-03-31      | 0.6250%  |  | $103.01            | $98.79             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  |  | $229.46            | $226.35            | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $3562.54           | $1969.28           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $1318.24           | $1314.89           | U.S. Treasuries (including strips)        |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  |  | $0.04              | $0.03              | U.S. Treasuries (including strips)        |
| USTR BILL 03/12/26        | 2026-03-12      | 0.0000%  |  | $16.95             | $16.72             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $7402.05           | $7377.85           | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  |  | $76304.63          | $76777.64          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  |  | $375.00            | $385.17            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  |  | $6005.36           | $6097.05           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  |  | $3861.68           | $3912.29           | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AY 26     | 2026-02-28      | 4.6250%  |  | $188.63            | $190.49            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  |  | $6465.23           | $6547.36           | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  |  | $14073.45          | $14162.14          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  |  | $9002.25           | $9220.92           | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $23876.55          | $24826.09          | U.S. Treasuries (including strips)        |
| USTR TRFR BF 07/31/27     | 2027-07-31      | 3.9245%  |  | $9375.00           | $9372.09           | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  |  | $938.25            | $925.92            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $22891.50          | $23560.42          | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  |  | $11116.50          | $10525.04          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $9375.00           | $9571.25           | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $236.66            | $236.84            | U.S. Treasuries (including strips)        |

### Security 123: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  4.020%, 12/3/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **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 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  |  | $0.53              | $0.54              | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  |  | $121123.16         | $123937.62         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  |  | $0.05              | $0.05              | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  |  | $33911.42          | $35078.15          | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  |  | $220830.53         | $228062.40         | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  |  | $1622.58           | $1526.47           | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  |  | $351582.88         | $339886.32         | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE T 25  | 2025-12-31      | 2.6250%  |  | $0.26              | $0.26              | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $26833.26          | $27341.23          | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  |  | $11191.98          | $11316.71          | U.S. Treasuries (including strips) |
| USTR 2 NOTE F 26      | 2026-11-15      | 2.0000%  |  | $1578.95           | $1565.32           | U.S. Treasuries (including strips) |
| USTR 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  |  | $5.74              | $4.67              | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $90729.37          | $90986.22          | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 55    | 2055-02-15      | 2.3750%  |  | $84965.49          | $84407.90          | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $16267.53          | $15939.76          | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $48715.11          | $46326.58          | U.S. Treasuries (including strips) |
| USTR 1 TRIB 49        | 2049-02-15      | 1.0000%  |  | $0.95              | $0.71              | U.S. Treasuries (including strips) |
| USTR 2 1/2 TRIB 29    | 2029-01-15      | 2.5000%  |  | $3233.36           | $3382.63           | U.S. Treasuries (including strips) |
| USTR BILL 02/26/26    | 2026-02-26      | 0.0000%  |  | $0.32              | $0.31              | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  |  | $2507.63           | $2503.47           | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  |  | $14650.47          | $14680.48          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  |  | $0.11              | $0.11              | U.S. Treasuries (including strips) |

### Security 124: Societe Generale, New York Branch

- **C.1 - Title:** Societe Generale, New York Branch, REPO,  4.210%, 11/4/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 988FSF000, C.3 - LEI: 254900J6B390XMPVLV82
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA MNAR XX.XXX HXBZ1249 | 2029-07-01      | 4.7200%  |  | $18869.58          | $19332.23          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1167 | 2029-06-01      | 4.8350%  |  | $17269.00          | $17763.05          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ0708 | 2029-04-01      | 4.8200%  |  | $99001.57          | $101694.48         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ0521 | 2029-02-01      | 4.8800%  |  | $8537.92           | $8761.74           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY8516 | 2053-08-01      | 6.0000%  |  | $0.66              | $0.68              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY6131 | 2053-09-01      | 6.5000%  |  | $607.94            | $634.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4409 | 2053-05-01      | 5.0000%  |  | $0.89              | $0.90              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY3598 | 2053-06-01      | 5.5000%  |  | $1940.30           | $1977.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2239 | 2053-05-01      | 6.5000%  |  | $1188.17           | $1253.63           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6113 | 2053-01-01      | 6.0000%  |  | $111.45            | $115.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG5435 | 2053-06-01      | 5.0000%  |  | $0.89              | $0.90              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG6247 | 2053-06-01      | 5.0000%  |  | $0.79              | $0.80              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG2759 | 2053-05-01      | 5.5000%  |  | $847.68            | $871.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF9945 | 2053-04-01      | 6.0000%  |  | $0.97              | $1.00              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF8469 | 2053-03-01      | 6.5000%  |  | $0.66              | $0.71              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7245 | 2053-02-01      | 5.5000%  |  | $1092.01           | $1114.94           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF6885 | 2053-02-01      | 6.0000%  |  | $0.78              | $0.81              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  |  | $0.84              | $0.86              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF5855 | 2053-01-01      | 5.5000%  |  | $0.56              | $0.57              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF5620 | 2052-12-01      | 5.0000%  |  | $0.71              | $0.72              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF3828 | 2052-11-01      | 5.5000%  |  | $3.50              | $3.59              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF3006 | 2052-11-01      | 5.5000%  |  | $0.83              | $0.86              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF2389 | 2052-10-01      | 5.5000%  |  | $72.46             | $73.92             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE7181 | 2052-06-01      | 3.5000%  |  | $0.78              | $0.72              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE5591 | 2052-07-01      | 4.0000%  |  | $367.38            | $351.96            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE5080 | 2052-07-01      | 5.0000%  |  | $0.69              | $0.69              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9795 | 2055-01-01      | 5.5000%  |  | $0.97              | $1.00              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD3879 | 2051-12-01      | 2.5000%  |  | $0.80              | $0.68              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD2148 | 2051-12-01      | 2.5000%  |  | $906.28            | $787.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8772 | 2054-06-01      | 6.0000%  |  | $0.90              | $0.93              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8869 | 2054-07-01      | 6.5000%  |  | $704.73            | $747.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6331 | 2053-05-01      | 6.0000%  |  | $500.28            | $516.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5658 | 2053-02-01      | 6.5000%  |  | $978.54            | $1044.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5497 | 2053-01-01      | 6.5000%  |  | $0.66              | $0.69              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6186 | 2053-05-01      | 5.5000%  |  | $0.83              | $0.85              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5156 | 2052-11-01      | 6.5000%  |  | $0.66              | $0.70              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4290 | 2052-08-01      | 5.0000%  |  | $317.94            | $320.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3755 | 2052-05-01      | 3.5000%  |  | $374.68            | $347.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4424 | 2052-07-01      | 5.5000%  |  | $978.64            | $1015.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICB2980 | 2037-03-01      | 2.5000%  |  | $342.45            | $324.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2751 | 2052-02-01      | 2.5000%  |  | $780.08            | $667.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1878 | 2051-10-01      | 3.0000%  |  | $2446.54           | $2194.89           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2668 | 2052-01-01      | 3.0000%  |  | $2.40              | $2.14              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2621 | 2052-01-01      | 2.5000%  |  | $552.23            | $480.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  |  | $0.82              | $0.73              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIQO0744 | 2037-08-01      | 3.0000%  |  | $97.50             | $93.72             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR8810 | 2043-03-01      | 3.5000%  |  | $238.35            | $227.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR6195 | 2043-04-01      | 3.5000%  |  | $141.93            | $135.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBQ1567 | 2050-09-01      | 3.0000%  |  | $120.93            | $109.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAX9600 | 2045-03-01      | 3.0000%  |  | $1434.92           | $1328.41           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH5791 | 2053-12-01      | 7.5000%  |  | $0.77              | $0.83              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM7411 | 2051-05-01      | 2.0000%  |  | $39.31             | $31.99             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3955 | 2049-08-01      | 3.5000%  |  | $0.13              | $0.13              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5876 | 2054-05-01      | 6.0000%  |  | $30.30             | $31.48             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD5514 | 2053-07-01      | 4.5000%  |  | $84.65             | $84.29             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTSC0160 | 2041-07-01      | 2.0000%  |  | $0.67              | $0.58              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA6956 | 2053-12-01      | 7.5000%  |  | $0.82              | $0.88              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRA8431 | 2053-01-01      | 6.5000%  |  | $760.74            | $794.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZN0955 | 2048-10-01      | 4.0000%  |  | $597.83            | $582.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA1079 | 2048-01-01      | 3.5000%  |  | $0.17              | $0.16              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC1614 | 2054-09-01      | 6.0000%  |  | $1821.46           | $1879.74           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDB0516 | 2054-06-01      | 7.5000%  |  | $538.41            | $574.74            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI4437 | 2054-05-01      | 6.0000%  |  | $0.90              | $0.94              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB4475 | 2054-09-01      | 5.5000%  |  | $0.87              | $0.88              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE1079 | 2052-04-01      | 3.5000%  |  | $0.76              | $0.70              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1775 | 2052-11-01      | 4.5000%  |  | $0.84              | $0.83              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ6816 | 2045-07-01      | 3.5000%  |  | $584.03            | $555.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBU8670 | 2052-05-01      | 4.5000%  |  | $625.49            | $615.09            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB8669 | 2051-02-01      | 2.0000%  |  | $0.72              | $0.59              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL791406 | 2034-10-01      | 5.5000%  |  | $343.38            | $357.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC5763 | 2051-08-01      | 3.0000%  |  | $0.74              | $0.67              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICB3205 | 2037-03-01      | 2.5000%  |  | $29.75             | $28.05             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9442 | 2054-11-01      | 6.0000%  |  | $0.92              | $0.95              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0676 | 2062-09-01      | 3.5000%  |  | $0.82              | $0.74              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIBM1068 | 2032-01-01      | 3.5000%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8332 | 2053-06-01      | 6.0000%  |  | $1012.53           | $1044.70           | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBS2372 | 2031-06-01      | 1.9800%  |  | $732.66            | $651.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL852448 | 2035-12-01      | 6.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAV5021 | 2044-02-01      | 3.5000%  |  | $1086.78           | $1034.94           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAW0354 | 2044-03-01      | 4.5000%  |  | $87.12             | $86.19             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CIQO1516 | 2038-08-01      | 6.0000%  |  | $1267.40           | $1318.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  |  | $0.19              | $0.18              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6536 | 2046-01-01      | 3.5000%  |  | $59.94             | $56.86             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8484 | 2054-11-01      | 4.0000%  |  | $0.95              | $0.91              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 U4BF0247 | 2051-06-01      | 4.5000%  |  | $890.87            | $887.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8942 | 2052-09-01      | 5.0000%  |  | $1876.94           | $1910.09           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAY4200 | 2045-05-01      | 3.0000%  |  | $597.80            | $550.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4031 | 2052-07-01      | 4.5000%  |  | $0.80              | $0.78              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI5628 | 2054-05-01      | 7.0000%  |  | $44.61             | $47.61             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA2504 | 2053-12-01      | 7.0000%  |  | $0.69              | $0.73              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO2256 | 2049-10-01      | 3.0000%  |  | $430.87            | $389.94            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ2140 | 2054-08-01      | 6.5000%  |  | $0.74              | $0.79              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS4976 | 2045-05-01      | 3.0000%  |  | $27.42             | $25.18             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD4583 | 2053-12-01      | 3.5000%  |  | $0.92              | $0.86              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH5787 | 2053-12-01      | 7.5000%  |  | $0.56              | $0.61              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD6679 | 2052-02-01      | 2.5000%  |  | $7.70              | $6.67              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ2855 | 2054-09-01      | 6.5000%  |  | $1240.59           | $1321.50           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0416 | 2043-01-01      | 3.5000%  |  | $0.42              | $0.41              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8251 | 2050-12-01      | 2.5000%  |  | $0.70              | $0.60              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC9677 | 2051-10-01      | 3.0000%  |  | $1441.19           | $1307.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC9077 | 2046-12-01      | 3.5000%  |  | $26.15             | $24.75             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT0711 | 2048-10-01      | 3.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD3917 | 2053-10-01      | 6.0000%  |  | $0.77              | $0.80              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ0742 | 2054-08-01      | 6.5000%  |  | $1513.03           | $1577.89           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQJ0341 | 2054-07-01      | 7.0000%  |  | $1330.77           | $1425.91           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQJ0160 | 2054-07-01      | 4.5000%  |  | $0.98              | $0.96              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH8657 | 2054-01-01      | 7.0000%  |  | $0.96              | $1.04              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQH7895 | 2054-01-01      | 4.5000%  |  | $0.98              | $0.95              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH7874 | 2054-01-01      | 6.5000%  |  | $2.80              | $2.99              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7631 | 2054-01-01      | 7.5000%  |  | $0.57              | $0.61              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7630 | 2054-01-01      | 7.5000%  |  | $0.62              | $0.66              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7499 | 2053-12-01      | 7.5000%  |  | $0.40              | $0.43              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7472 | 2054-01-01      | 7.5000%  |  | $0.73              | $0.79              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7405 | 2053-12-01      | 7.5000%  |  | $0.56              | $0.60              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3792 | 2049-07-01      | 3.5000%  |  | $0.22              | $0.21              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3685 | 2049-06-01      | 4.5000%  |  | $3043.09           | $3024.90           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA4435 | 2049-10-01      | 4.5000%  |  | $25.81             | $25.62             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2184 | 2048-08-01      | 4.0000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTCA1864 | 2038-06-01      | 4.5000%  |  | $1417.08           | $1434.20           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2626 | 2048-11-01      | 4.0000%  |  | $115.62            | $112.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1540 | 2048-04-01      | 4.0000%  |  | $249.24            | $242.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA1530 | 2043-04-01      | 3.5000%  |  | $0.16              | $0.15              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA1422 | 2033-03-01      | 2.5000%  |  | $113.45            | $108.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  |  | $0.37              | $0.36              | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ5060 | 2035-09-01      | 5.0400%  |  | $12130.00          | $12606.78          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4064 | 2032-06-01      | 4.6300%  |  | $26528.39          | $27083.00          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4026 | 2032-07-01      | 4.7200%  |  | $10179.30          | $10467.48          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ3843 | 2032-08-01      | 4.6500%  |  | $2239.45           | $2289.30           | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ3761 | 2035-05-01      | 4.3000%  |  | $3099.00           | $3064.86           | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4483 | 2032-07-01      | 4.7000%  |  | $22262.17          | $22878.93          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ3284 | 2030-03-01      | 4.8100%  |  | $18661.00          | $19226.58          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ3273 | 2030-03-01      | 4.5500%  |  | $17199.00          | $17564.85          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7985 | 2054-01-01      | 7.5000%  |  | $0.68              | $0.73              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6876 | 2053-12-01      | 7.5000%  |  | $1350.80           | $1476.55           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH6533 | 2053-12-01      | 7.0000%  |  | $0.85              | $0.91              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6079 | 2053-12-01      | 7.5000%  |  | $0.65              | $0.70              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6046 | 2053-12-01      | 7.5000%  |  | $0.70              | $0.76              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6042 | 2053-12-01      | 7.5000%  |  | $0.71              | $0.77              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH5868 | 2053-11-01      | 6.5000%  |  | $1937.21           | $2068.87           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH5827 | 2053-12-01      | 7.5000%  |  | $0.65              | $0.71              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH5717 | 2053-12-01      | 7.0000%  |  | $0.55              | $0.59              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBA2908 | 2045-11-01      | 4.0000%  |  | $26.97             | $26.26             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 REBT1311 | 2051-07-01      | 2.0000%  |  | $298.29            | $244.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR9603 | 2051-05-01      | 2.5000%  |  | $47.81             | $40.72             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR6496 | 2051-04-01      | 2.5000%  |  | $401.58            | $350.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR1340 | 2051-02-01      | 2.0000%  |  | $74.05             | $61.23             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ9453 | 2051-03-01      | 2.0000%  |  | $69.18             | $57.20             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAZ8516 | 2045-09-01      | 4.0000%  |  | $1847.70           | $1807.35           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF2486 | 2055-10-01      | 6.0000%  |  | $1.00              | $1.04              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF2159 | 2055-10-01      | 6.0000%  |  | $1.00              | $1.05              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIDF2611 | 2040-11-01      | 4.5000%  |  | $1.00              | $1.00              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDF1741 | 2050-10-01      | 4.5000%  |  | $1183.54           | $1171.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF1682 | 2055-10-01      | 5.5000%  |  | $1.00              | $1.02              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF0449 | 2055-10-01      | 6.0000%  |  | $1.00              | $1.03              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF0267 | 2055-09-01      | 6.0000%  |  | $1.01              | $1.04              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0231 | 2055-10-01      | 5.5000%  |  | $1.01              | $1.03              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0230 | 2055-10-01      | 5.5000%  |  | $1.00              | $1.03              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0809 | 2055-10-01      | 5.5000%  |  | $152.91            | $155.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE9661 | 2055-09-01      | 7.0000%  |  | $1.00              | $1.07              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE8533 | 2055-09-01      | 6.0000%  |  | $1.00              | $1.03              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE6216 | 2055-10-01      | 5.5000%  |  | $1117.03           | $1148.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE4455 | 2055-06-01      | 6.5000%  |  | $1328.16           | $1382.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE4396 | 2055-10-01      | 5.5000%  |  | $1.00              | $1.03              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE3530 | 2055-06-01      | 5.0000%  |  | $1129.10           | $1137.16           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2204 | 2055-07-01      | 5.5000%  |  | $0.91              | $0.94              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE1852 | 2055-06-01      | 6.0000%  |  | $2822.90           | $2944.88           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1559 | 2055-07-01      | 5.5000%  |  | $1.04              | $1.06              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ8482 | 2050-12-01      | 2.5000%  |  | $0.45              | $0.39              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ8429 | 2050-12-01      | 2.0000%  |  | $1358.25           | $1132.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ4495 | 2051-02-01      | 2.0000%  |  | $288.91            | $236.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBP9679 | 2050-07-01      | 3.0000%  |  | $1293.37           | $1162.87           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBP6715 | 2050-09-01      | 2.0000%  |  | $66.89             | $54.92             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBP5800 | 2050-05-01      | 2.5000%  |  | $358.45            | $308.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBP2389 | 2050-04-01      | 4.5000%  |  | $29.92             | $29.47             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBP2099 | 2050-02-01      | 3.0000%  |  | $0.29              | $0.26              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBP0672 | 2035-03-01      | 3.0000%  |  | $173.64            | $168.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBO7258 | 2035-01-01      | 3.0000%  |  | $100.64            | $97.45             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBN7758 | 2049-09-01      | 3.0000%  |  | $1438.28           | $1301.22           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN5404 | 2049-04-01      | 4.5000%  |  | $0.38              | $0.38              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9389 | 2052-09-01      | 5.0000%  |  | $1696.35           | $1717.51           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW4881 | 2053-04-01      | 5.5000%  |  | $3208.04           | $3320.88           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW0044 | 2052-07-01      | 5.0000%  |  | $250.36            | $252.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV9913 | 2052-06-01      | 3.5000%  |  | $1071.56           | $993.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV9909 | 2052-06-01      | 4.5000%  |  | $2217.37           | $2202.17           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV9868 | 2052-05-01      | 3.5000%  |  | $0.81              | $0.76              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV5391 | 2047-04-01      | 3.0000%  |  | $3392.44           | $3094.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBV3023 | 2052-02-01      | 2.0000%  |  | $1683.03           | $1372.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBV1659 | 2055-05-01      | 5.5000%  |  | $1431.80           | $1456.71           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU7509 | 2051-12-01      | 2.5000%  |  | $0.78              | $0.67              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU6701 | 2051-12-01      | 2.5000%  |  | $0.71              | $0.61              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN3898 | 2048-12-01      | 4.5000%  |  | $97.34             | $96.88             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1012 | 2055-06-01      | 5.5000%  |  | $298.82            | $304.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE0004 | 2055-05-01      | 5.0000%  |  | $1424.85           | $1435.44           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD9320 | 2055-05-01      | 6.5000%  |  | $1039.15           | $1088.58           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9296 | 2055-04-01      | 6.0000%  |  | $789.81            | $812.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD8432 | 2055-06-01      | 5.5000%  |  | $2682.98           | $2767.57           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD8124 | 2055-05-01      | 5.0000%  |  | $2012.96           | $2027.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7709 | 2055-06-01      | 6.5000%  |  | $1435.52           | $1498.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7565 | 2055-04-01      | 6.5000%  |  | $1567.94           | $1655.10           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD7311 | 2055-06-01      | 5.5000%  |  | $1044.01           | $1076.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD7227 | 2055-05-01      | 5.5000%  |  | $0.97              | $0.98              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6414 | 2055-03-01      | 6.5000%  |  | $0.92              | $0.96              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD6331 | 2055-04-01      | 5.0000%  |  | $2882.50           | $2893.75           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4903 | 2055-03-01      | 5.5000%  |  | $124.06            | $126.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD5334 | 2055-04-01      | 6.5000%  |  | $0.87              | $0.92              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD3470 | 2055-03-01      | 6.0000%  |  | $261.30            | $272.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD1646 | 2055-01-01      | 6.5000%  |  | $1531.21           | $1602.62           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6636 | 2054-10-01      | 5.5000%  |  | $0.94              | $0.96              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6050 | 2054-09-01      | 6.0000%  |  | $1498.74           | $1558.06           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6041 | 2054-08-01      | 5.0000%  |  | $0.98              | $0.99              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  |  | $33.77             | $34.72             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD5246 | 2052-04-01      | 2.5000%  |  | $0.89              | $0.76              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLSD5125 | 2054-04-01      | 7.0000%  |  | $0.72              | $0.77              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD4980 | 2054-03-01      | 5.0000%  |  | $0.85              | $0.86              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4698 | 2054-01-01      | 6.0000%  |  | $0.86              | $0.89              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD4679 | 2053-05-01      | 5.0000%  |  | $0.87              | $0.88              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU4746 | 2054-07-01      | 6.0000%  |  | $0.88              | $0.91              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU4253 | 2053-11-01      | 6.5000%  |  | $1930.78           | $2058.75           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU0720 | 2051-10-01      | 2.0000%  |  | $0.78              | $0.64              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT7713 | 2051-09-01      | 2.5000%  |  | $1231.56           | $1070.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT4709 | 2051-09-01      | 2.5000%  |  | $1762.88           | $1502.97           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC4794 | 2051-08-01      | 3.0000%  |  | $2303.27           | $2083.62           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC4690 | 2051-08-01      | 2.5000%  |  | $216.50            | $188.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQC3597 | 2051-06-01      | 2.0000%  |  | $0.75              | $0.61              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQC0885 | 2051-04-01      | 2.0000%  |  | $0.64              | $0.53              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB7230 | 2051-01-01      | 2.0000%  |  | $0.57              | $0.47              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB4948 | 2050-11-01      | 2.0000%  |  | $0.66              | $0.54              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA7048 | 2050-02-01      | 3.5000%  |  | $6.02              | $5.72              | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC G60552 G | 2031-12-01      | 7.0000%  |  | $268.21            | $282.01            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G60081 G | 2045-06-01      | 4.0000%  |  | $122.07            | $119.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA4215 | 2050-12-01      | 2.0000%  |  | $1.39              | $1.14              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  |  | $60.20             | $59.18             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5882 | 2054-07-01      | 6.0000%  |  | $0.87              | $0.91              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ9169 | 2048-05-01      | 4.0000%  |  | $0.11              | $0.10              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAL7205 | 2029-12-01      | 3.5000%  |  | $320.35            | $318.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO4151 | 2042-06-01      | 3.5000%  |  | $81.59             | $78.19             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAO9750 | 2042-08-01      | 3.0000%  |  | $0.11              | $0.10              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY0448 | 2053-05-01      | 6.5000%  |  | $0.82              | $0.87              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF8264 | 2053-02-01      | 5.5000%  |  | $0.82              | $0.83              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1767 | 2052-11-01      | 5.5000%  |  | $812.00            | $827.92            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8501 | 2035-08-01      | 2.0000%  |  | $0.44              | $0.41              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDD7992 | 2055-04-01      | 4.5000%  |  | $1925.00           | $1892.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6411 | 2055-04-01      | 6.5000%  |  | $0.88              | $0.92              | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.802 WVWV0105 | 2031-12-01      | 4.7560%  |  | $1.00              | $1.00              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC1029 | 2055-09-01      | 6.0000%  |  | $0.99              | $1.04              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE8220 | 2055-08-01      | 5.0000%  |  | $1.00              | $1.00              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6861 | 2054-10-01      | 6.0000%  |  | $23.41             | $24.30             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC4595 | 2054-10-01      | 6.0000%  |  | $1119.51           | $1153.76           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2284 | 2054-10-01      | 5.5000%  |  | $0.98              | $1.01              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD9459 | 2055-05-01      | 7.0000%  |  | $1152.19           | $1227.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6413 | 2055-03-01      | 6.5000%  |  | $0.86              | $0.90              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7555 | 2052-08-01      | 3.0000%  |  | $0.75              | $0.68              | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX HYAM7016 | 2029-10-01      | 3.4700%  |  | $0.85              | $0.84              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY0098 | 2053-05-01      | 6.5000%  |  | $602.19            | $642.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1808 | 2051-10-01      | 2.5000%  |  | $41.55             | $35.82             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG7311 | 2053-07-01      | 5.5000%  |  | $76.53             | $78.41             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQI7899 | 2054-06-01      | 7.5000%  |  | $617.14            | $658.88            | Agency Mortgage-Backed Securities  |
| FMAC FKAR 03.800 WAWA4844 | 2042-10-01      | 3.8000%  |  | $1628.57           | $1447.27           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE3531 | 2055-08-01      | 5.5000%  |  | $0.85              | $0.87              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC7823 | 2054-12-01      | 6.0000%  |  | $0.84              | $0.87              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1897 | 2055-06-01      | 6.0000%  |  | $538.86            | $560.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBQ1092 | 2050-08-01      | 3.0000%  |  | $0.46              | $0.41              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA2717 | 2050-02-01      | 3.0000%  |  | $1.01              | $0.92              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9802 | 2055-01-01      | 5.5000%  |  | $0.95              | $0.97              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CTFA3074 | 2041-08-01      | 1.5000%  |  | $1085.56           | $909.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC5779 | 2054-10-01      | 6.5000%  |  | $0.99              | $1.04              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD6918 | 2054-11-01      | 6.5000%  |  | $0.85              | $0.90              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA4542 | 2051-02-01      | 2.5000%  |  | $2.73              | $2.33              | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4585 | 2030-08-01      | 4.1700%  |  | $7578.90           | $7609.18           | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4292 | 2030-07-01      | 4.5200%  |  | $44977.73          | $45753.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF0811 | 2055-10-01      | 6.0000%  |  | $1.00              | $1.04              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7326 | 2052-05-01      | 3.5000%  |  | $1.65              | $1.53              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3128 | 2053-06-01      | 5.0000%  |  | $2337.68           | $2356.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIBM3487 | 2031-06-01      | 3.5000%  |  | $90.11             | $89.49             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  |  | $0.42              | $0.38              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI6952 | 2054-05-01      | 7.0000%  |  | $0.85              | $0.91              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH5809 | 2053-12-01      | 7.5000%  |  | $0.57              | $0.61              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN2043 | 2048-12-01      | 4.5000%  |  | $724.35            | $723.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBP9369 | 2050-07-01      | 2.0000%  |  | $0.59              | $0.48              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH5821 | 2053-12-01      | 7.0000%  |  | $0.77              | $0.83              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE7936 | 2055-08-01      | 6.5000%  |  | $1147.94           | $1212.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD9401 | 2055-05-01      | 5.0000%  |  | $1500.85           | $1504.19           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM5510 | 2051-01-01      | 2.0000%  |  | $0.70              | $0.57              | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.500 WNWN4016 | 2033-12-01      | 4.5000%  |  | $6431.00           | $6483.71           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE9341 | 2052-09-01      | 4.5000%  |  | $2738.49           | $2704.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA5317 | 2050-03-01      | 3.0000%  |  | $0.27              | $0.24              | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ2356 | 2034-11-01      | 4.6100%  |  | $2.00              | $2.03              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM4252 | 2050-09-01      | 2.0000%  |  | $0.92              | $0.75              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7390 | 2052-05-01      | 4.0000%  |  | $0.77              | $0.74              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAJ7709 | 2041-12-01      | 3.5000%  |  | $3004.88           | $2888.91           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4503 | 2048-09-01      | 4.0000%  |  | $121.75            | $118.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2163 | 2048-08-01      | 4.5000%  |  | $0.21              | $0.21              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $196.92            | $170.86            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ3703 | 2054-09-01      | 5.5000%  |  | $2.56              | $2.65              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB0454 | 2051-05-01      | 2.5000%  |  | $0.71              | $0.61              | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC G60961 G | 2047-04-01      | 4.5000%  |  | $2303.57           | $2310.23           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ1703 | 2054-08-01      | 6.5000%  |  | $1277.45           | $1361.09           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD3580 | 2052-04-01      | 2.0000%  |  | $0.84              | $0.69              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  |  | $0.79              | $0.73              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM9154 | 2051-10-01      | 2.0000%  |  | $726.22            | $595.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG9714 | 2053-09-01      | 6.0000%  |  | $0.88              | $0.91              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFM7391 | 2036-05-01      | 2.5000%  |  | $0.41              | $0.39              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS9450 | 2047-04-01      | 3.5000%  |  | $0.17              | $0.16              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1330 | 2052-11-01      | 5.0000%  |  | $0.76              | $0.76              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH8528 | 2047-12-01      | 3.5000%  |  | $234.48            | $220.63            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1238 | 2029-07-01      | 5.7800%  |  | $587.88            | $606.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ7199 | 2048-09-01      | 3.5000%  |  | $0.31              | $0.29              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8002 | 2049-07-01      | 4.5000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G15950 G | 2031-08-01      | 3.5000%  |  | $185.49            | $184.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS4786 | 2045-04-01      | 3.0000%  |  | $69.65             | $64.43             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7627 | 2054-01-01      | 7.5000%  |  | $0.85              | $0.91              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  |  | $0.46              | $0.40              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA5466 | 2035-04-01      | 3.0000%  |  | $182.03            | $177.02            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1632 | 2029-09-01      | 4.3900%  |  | $15437.00          | $15652.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO1146 | 2049-06-01      | 3.5000%  |  | $0.12              | $0.11              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB8329 | 2039-09-01      | 6.0000%  |  | $9.22              | $9.58              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 I3BF0292 | 2048-05-01      | 3.0000%  |  | $167.80            | $152.65            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ0808 | 2034-04-01      | 4.7200%  |  | $5628.00           | $5770.29           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAX8367 | 2044-11-01      | 4.0000%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI0818 | 2054-02-01      | 7.0000%  |  | $752.22            | $802.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CVAL8047 | 2030-11-01      | 3.5000%  |  | $0.21              | $0.21              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTSC0211 | 2041-12-01      | 2.0000%  |  | $73.32             | $64.05             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8056 | 2046-10-01      | 3.0000%  |  | $0.18              | $0.17              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  |  | $68.57             | $67.68             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8295 | 2046-11-01      | 3.0000%  |  | $1353.03           | $1246.72           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6672 | 2053-07-01      | 5.0000%  |  | $754.63            | $760.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0367 | 2052-04-01      | 3.5000%  |  | $0.92              | $0.85              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQB2781 | 2050-09-01      | 2.5000%  |  | $2017.13           | $1728.16           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1340 | 2052-03-01      | 3.0000%  |  | $479.95            | $433.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAV8711 | 2029-03-01      | 3.5000%  |  | $30.99             | $30.74             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAU1691 | 2043-08-01      | 3.0000%  |  | $2947.96           | $2740.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAT3060 | 2043-04-01      | 3.0000%  |  | $1932.62           | $1797.64           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT3487 | 2043-04-01      | 3.5000%  |  | $0.13              | $0.12              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CQAT2404 | 2033-05-01      | 3.0000%  |  | $155.08            | $150.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT2021 | 2043-04-01      | 3.5000%  |  | $586.88            | $561.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAT0998 | 2043-04-01      | 3.5000%  |  | $0.17              | $0.16              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5495 | 2054-11-01      | 5.5000%  |  | $0.93              | $0.95              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC5420 | 2054-11-01      | 5.0000%  |  | $1583.12           | $1590.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC4977 | 2054-11-01      | 4.5000%  |  | $2322.42           | $2282.65           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDC4702 | 2054-09-01      | 7.0000%  |  | $487.54            | $516.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4698 | 2054-10-01      | 5.5000%  |  | $980.77            | $999.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC4601 | 2054-10-01      | 6.0000%  |  | $1415.54           | $1476.71           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN1642 | 2048-11-01      | 4.5000%  |  | $1703.05           | $1701.43           | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX SOBM7863 | 2055-10-01      | 5.3580%  |  | $7.60              | $7.70              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 U6BM7360 | 2057-02-01      | 3.0000%  |  | $0.90              | $0.80              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM5897 | 2048-05-01      | 3.5000%  |  | $256.09            | $241.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKBM5598 | 2043-02-01      | 3.0000%  |  | $0.16              | $0.15              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBM5466 | 2043-10-01      | 2.5000%  |  | $69.10             | $62.69             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBM5179 | 2047-07-01      | 3.0000%  |  | $0.26              | $0.24              | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX LBBM4874 | 2048-11-01      | 3.1560%  |  | $27.57             | $27.06             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM4756 | 2048-09-01      | 4.5000%  |  | $187.48            | $186.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBM4614 | 2033-03-01      | 3.0000%  |  | $59.73             | $58.46             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $0.28              | $0.27              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4322 | 2048-07-01      | 4.0000%  |  | $93.51             | $90.86             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBM4151 | 2032-06-01      | 2.5000%  |  | $0.19              | $0.18              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4484 | 2047-05-01      | 4.0000%  |  | $0.21              | $0.20              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  |  | $0.15              | $0.14              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBM1565 | 2047-04-01      | 3.0000%  |  | $728.66            | $668.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD1735 | 2055-02-01      | 5.0000%  |  | $1716.81           | $1742.68           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC9671 | 2055-01-01      | 5.5000%  |  | $0.92              | $0.94              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6760 | 2054-11-01      | 5.0000%  |  | $0.95              | $0.95              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1554 | 2052-09-01      | 4.5000%  |  | $10.87             | $10.75             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA0582 | 2053-09-01      | 6.5000%  |  | $868.78            | $911.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK7489 | 2048-07-01      | 4.5000%  |  | $2265.98           | $2268.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM5695 | 2049-02-01      | 4.0000%  |  | $70.59             | $68.47             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA2506 | 2053-11-01      | 7.0000%  |  | $0.57              | $0.62              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  |  | $1412.10           | $1356.74           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH0158 | 2047-03-01      | 3.5000%  |  | $36.63             | $34.18             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH4699 | 2053-11-01      | 6.0000%  |  | $0.87              | $0.91              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA7477 | 2050-03-01      | 3.0000%  |  | $50.29             | $45.72             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD3251 | 2053-07-01      | 6.0000%  |  | $168.17            | $174.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6943 | 2050-09-01      | 2.0000%  |  | $0.63              | $0.52              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7926 | 2054-01-01      | 7.5000%  |  | $0.59              | $0.64              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF8171 | 2053-02-01      | 5.5000%  |  | $1098.92           | $1121.56           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQI9871 | 2054-07-01      | 4.5000%  |  | $0.98              | $0.96              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW8761 | 2052-10-01      | 5.5000%  |  | $940.24            | $983.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAO7185 | 2042-09-01      | 4.0000%  |  | $0.13              | $0.13              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7288 | 2050-10-01      | 2.0000%  |  | $468.58            | $385.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0903 | 2053-04-01      | 5.5000%  |  | $37.39             | $38.18             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ6913 | 2051-12-01      | 2.0000%  |  | $0.80              | $0.66              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3SZM9438 | 2046-12-01      | 3.0000%  |  | $0.34              | $0.31              | Agency Mortgage-Backed Securities  |
| FMAC FMAR 8D0222 G        | 2052-05-01      | 3.4980%  |  | $5908.13           | $5701.93           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  |  | $968.42            | $998.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC7267 | 2054-12-01      | 5.5000%  |  | $917.95            | $945.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8318 | 2046-11-01      | 3.0000%  |  | $780.25            | $713.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5279 | 2054-11-01      | 5.5000%  |  | $0.94              | $0.97              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD8103 | 2055-04-01      | 5.5000%  |  | $1006.24           | $1037.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF0002 | 2055-10-01      | 6.0000%  |  | $1.00              | $1.04              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF3396 | 2055-10-01      | 6.0000%  |  | $2265.89           | $2360.52           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO4398 | 2040-11-01      | 4.5000%  |  | $1.00              | $1.00              | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4771 | 2032-09-01      | 4.8700%  |  | $111.00            | $114.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMB0295 | 2055-01-01      | 4.5000%  |  | $409.16            | $400.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4930 | 2055-04-01      | 5.5000%  |  | $43.70             | $44.40             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR2822 | 2050-12-01      | 2.0000%  |  | $1408.91           | $1160.42           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC0717 | 2051-04-01      | 3.0000%  |  | $32.14             | $28.69             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3185 | 2054-10-01      | 5.5000%  |  | $0.95              | $0.97              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6996 | 2050-09-01      | 2.5000%  |  | $271.08            | $231.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIBT6754 | 2036-09-01      | 2.0000%  |  | $192.90            | $178.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD8350 | 2055-05-01      | 5.5000%  |  | $1.01              | $1.03              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9787 | 2055-01-01      | 5.0000%  |  | $0.96              | $0.97              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC4697 | 2054-10-01      | 5.0000%  |  | $0.99              | $0.99              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC9610 | 2055-01-01      | 6.5000%  |  | $694.12            | $725.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC9101 | 2055-06-01      | 6.0000%  |  | $1322.77           | $1381.29           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC8570 | 2055-01-01      | 5.5000%  |  | $2435.97           | $2507.16           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC6402 | 2054-11-01      | 5.0000%  |  | $395.12            | $396.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC6425 | 2054-11-01      | 5.0000%  |  | $0.84              | $0.84              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC5706 | 2054-11-01      | 4.5000%  |  | $3400.68           | $3338.94           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC5480 | 2054-11-01      | 5.0000%  |  | $949.39            | $950.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC4444 | 2054-10-01      | 6.0000%  |  | $0.99              | $1.02              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC3207 | 2054-10-01      | 5.0000%  |  | $1430.54           | $1431.66           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3569 | 2054-10-01      | 5.5000%  |  | $982.08            | $1013.78           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK2003 | 2048-04-01      | 4.5000%  |  | $0.19              | $0.19              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1446 | 2052-08-01      | 4.5000%  |  | $0.77              | $0.76              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD1382 | 2052-08-01      | 4.0000%  |  | $282.87            | $270.96            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1377 | 2052-07-01      | 3.5000%  |  | $47.24             | $44.02             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8189 | 2046-10-01      | 3.0000%  |  | $1294.58           | $1188.06           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS8154 | 2046-10-01      | 4.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8074 | 2046-10-01      | 3.0000%  |  | $38.02             | $34.78             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785561 C     | 2051-07-20      | 3.0000%  |  | $1341.38           | $1220.51           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4834 | 2055-09-01      | 5.5000%  |  | $8162.15           | $8311.67           | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.850 WRWR0001 | 2040-06-01      | 4.8500%  |  | $1.00              | $1.00              | Agency Mortgage-Backed Securities  |
| FMAC FMAR 8B0498 G        | 2055-10-01      | 5.2840%  |  | $6491.74           | $6604.26           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL3192 | 2055-11-01      | 6.0000%  |  | $504.11            | $524.66            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQZ4544 | 2055-10-01      | 4.5000%  |  | $691.70            | $679.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7327 | 2055-03-01      | 6.0000%  |  | $0.92              | $0.96              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAS9519 | 2032-04-01      | 3.5000%  |  | $89.67             | $88.85             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9465 | 2047-04-01      | 4.0000%  |  | $1487.36           | $1450.75           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAS9327 | 2032-03-01      | 3.0000%  |  | $0.15              | $0.15              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8784 | 2047-02-01      | 3.0000%  |  | $0.23              | $0.21              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAS8610 | 2032-01-01      | 3.0000%  |  | $220.45            | $215.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8276 | 2046-11-01      | 3.0000%  |  | $318.19            | $291.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 K2918243 | 2037-05-01      | 6.0000%  |  | $26.10             | $26.66             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8462 | 2054-07-01      | 6.0000%  |  | $407.38            | $421.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS5044 | 2053-06-01      | 4.5000%  |  | $25.77             | $25.59             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0846 | 2052-02-01      | 3.0000%  |  | $1456.82           | $1299.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM9716 | 2051-12-01      | 2.5000%  |  | $110.58            | $95.87             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM8733 | 2036-09-01      | 2.0000%  |  | $383.20            | $354.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8122 | 2049-06-01      | 3.5000%  |  | $7.82              | $7.35              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM7495 | 2036-04-01      | 2.0000%  |  | $21.43             | $19.96             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM6555 | 2051-04-01      | 2.0000%  |  | $68.75             | $56.76             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM6426 | 2051-03-01      | 2.0000%  |  | $0.60              | $0.49              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQZ7298 | 2055-10-01      | 7.0000%  |  | $663.79            | $706.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV5622 | 2052-06-01      | 3.0000%  |  | $195.95            | $174.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFA2615 | 2037-05-01      | 3.0000%  |  | $930.72            | $904.01            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ7663 | 2055-11-01      | 6.5000%  |  | $800.44            | $838.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5577 | 2052-11-01      | 5.0000%  |  | $0.87              | $0.87              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY5063 | 2053-07-01      | 6.5000%  |  | $236.34            | $252.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1684 | 2052-11-01      | 5.5000%  |  | $2508.33           | $2584.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2170 | 2055-03-01      | 6.5000%  |  | $787.54            | $824.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE3033 | 2055-06-01      | 6.5000%  |  | $1301.72           | $1371.10           | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5017 | 2032-09-01      | 4.8700%  |  | $1.00              | $1.03              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE0638 | 2055-05-01      | 5.0000%  |  | $1398.10           | $1409.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC2628 | 2055-04-01      | 5.0000%  |  | $1207.12           | $1208.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ6682 | 2051-08-01      | 2.0000%  |  | $0.70              | $0.57              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAY7550 | 2045-05-01      | 3.0000%  |  | $0.12              | $0.11              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA7144 | 2035-09-01      | 2.5000%  |  | $154.75            | $146.74            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4756 | 2054-02-01      | 6.0000%  |  | $0.92              | $0.96              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1010 | 2048-07-01      | 3.5000%  |  | $3238.40           | $3041.20           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX8149 | 2053-05-01      | 6.0000%  |  | $854.02            | $896.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD7383 | 2055-01-01      | 6.0000%  |  | $0.95              | $0.99              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD5575 | 2055-03-01      | 6.5000%  |  | $0.85              | $0.89              | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ3602 | 2032-04-01      | 4.7100%  |  | $0.99              | $1.02              | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ5317 | 2035-10-01      | 4.4200%  |  | $85000.00          | $84859.18          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM4936 | 2047-11-01      | 3.5000%  |  | $0.85              | $0.81              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6985 | 2054-11-01      | 5.0000%  |  | $132.13            | $132.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC4701 | 2054-10-01      | 6.5000%  |  | $893.62            | $931.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM3149 | 2047-11-01      | 4.5000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 I4BF0548 | 2061-07-01      | 3.0000%  |  | $0.64              | $0.55              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  |  | $0.78              | $0.75              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH7191 | 2053-12-01      | 7.0000%  |  | $0.68              | $0.72              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD4122 | 2053-10-01      | 3.0000%  |  | $35.30             | $31.42             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ8604 | 2054-11-01      | 5.0000%  |  | $2329.10           | $2332.24           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD1639 | 2055-01-01      | 6.5000%  |  | $753.82            | $788.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CISB8378 | 2040-04-01      | 5.0000%  |  | $0.85              | $0.86              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE6557 | 2055-08-01      | 5.0000%  |  | $2001.83           | $2009.94           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU5315 | 2054-12-01      | 5.0000%  |  | $0.90              | $0.91              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI7739 | 2054-06-01      | 6.0000%  |  | $0.91              | $0.94              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBD8540 | 2047-01-01      | 4.0000%  |  | $130.06            | $126.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM4344 | 2048-06-01      | 4.5000%  |  | $1221.90           | $1223.58           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  |  | $26.38             | $26.09             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA2734 | 2033-11-01      | 3.0000%  |  | $207.56            | $200.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC1795 | 2054-11-01      | 5.5000%  |  | $0.99              | $1.01              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5736 | 2050-12-01      | 4.0000%  |  | $154.71            | $149.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM5651 | 2051-01-01      | 2.5000%  |  | $720.71            | $619.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIAS6537 | 2031-01-01      | 2.5000%  |  | $0.11              | $0.10              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6520 | 2046-01-01      | 3.5000%  |  | $312.22            | $296.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7162 | 2046-05-01      | 3.5000%  |  | $2224.88           | $2121.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS3707 | 2044-11-01      | 4.0000%  |  | $121.02            | $117.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  |  | $0.15              | $0.14              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS0024 | 2043-07-01      | 3.5000%  |  | $76.59             | $73.12             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLAR9188 | 2043-03-01      | 2.5000%  |  | $35.13             | $31.86             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAR5259 | 2043-02-01      | 3.0000%  |  | $1126.51           | $1047.12           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAR3391 | 2043-01-01      | 3.0000%  |  | $0.19              | $0.18              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CVAQ9950 | 2028-01-01      | 2.5000%  |  | $49.10             | $48.32             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CVAQ8711 | 2027-12-01      | 2.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAP9766 | 2042-10-01      | 4.0000%  |  | $91.62             | $90.19             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP8743 | 2042-10-01      | 3.5000%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP2134 | 2042-08-01      | 3.5000%  |  | $0.13              | $0.13              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP0048 | 2042-07-01      | 3.5000%  |  | $365.91            | $352.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO8131 | 2042-08-01      | 3.5000%  |  | $2323.93           | $2221.30           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO4134 | 2042-06-01      | 3.5000%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM5537 | 2036-01-01      | 2.0000%  |  | $148.01            | $137.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM4904 | 2050-11-01      | 2.5000%  |  | $320.85            | $279.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM4719 | 2050-11-01      | 3.0000%  |  | $105.94            | $95.92             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM3951 | 2050-07-01      | 3.0000%  |  | $69.23             | $62.93             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM4416 | 2050-09-01      | 3.0000%  |  | $130.97            | $117.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3462 | 2033-12-01      | 3.5000%  |  | $26.40             | $26.15             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM3229 | 2047-02-01      | 3.5000%  |  | $6.19              | $5.92              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3152 | 2045-02-01      | 4.0000%  |  | $0.35              | $0.34              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM3117 | 2050-05-01      | 3.0000%  |  | $214.55            | $195.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2714 | 2050-03-01      | 3.0000%  |  | $0.34              | $0.30              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD0783 | 2051-12-01      | 2.0000%  |  | $0.76              | $0.63              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CTSC0765 | 2045-08-01      | 5.0000%  |  | $1968.26           | $2004.28           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTSC0188 | 2041-09-01      | 2.0000%  |  | $8.68              | $7.62              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8509 | 2036-01-01      | 2.0000%  |  | $0.51              | $0.47              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CISB8308 | 2039-06-01      | 5.0000%  |  | $5.63              | $5.72              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CISB8172 | 2037-07-01      | 4.0000%  |  | $1820.95           | $1801.19           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8058 | 2035-08-01      | 2.5000%  |  | $0.33              | $0.31              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB1215 | 2039-07-01      | 6.0000%  |  | $6.82              | $7.09              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB0361 | 2035-07-01      | 3.0000%  |  | $0.29              | $0.28              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2541 | 2054-09-01      | 6.5000%  |  | $1400.60           | $1494.05           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2008 | 2054-09-01      | 6.5000%  |  | $1923.95           | $2048.75           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC2016 | 2054-09-01      | 5.0000%  |  | $928.14            | $928.94            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1211 | 2049-06-01      | 3.5000%  |  | $141.94            | $133.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7192 | 2053-02-01      | 5.5000%  |  | $0.67              | $0.70              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB7463 | 2055-02-01      | 5.5000%  |  | $1196.03           | $1227.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3108 | 2054-10-01      | 6.0000%  |  | $1.00              | $1.03              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC1674 | 2054-09-01      | 5.5000%  |  | $0.97              | $1.00              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB7008 | 2054-07-01      | 6.0000%  |  | $975.82            | $1011.58           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDB6834 | 2054-07-01      | 5.0000%  |  | $0.89              | $0.89              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB6204 | 2054-07-01      | 5.5000%  |  | $0.97              | $1.00              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB4843 | 2054-10-01      | 6.5000%  |  | $0.99              | $1.04              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB2541 | 2054-08-01      | 6.0000%  |  | $844.24            | $868.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDB2307 | 2054-10-01      | 4.5000%  |  | $1662.22           | $1635.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB2037 | 2054-05-01      | 6.0000%  |  | $27.04             | $28.10             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB1997 | 2054-10-01      | 6.5000%  |  | $0.99              | $1.04              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB1696 | 2054-06-01      | 6.5000%  |  | $940.43            | $990.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA7568 | 2054-02-01      | 7.0000%  |  | $0.98              | $1.05              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  |  | $0.51              | $0.53              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA5879 | 2053-12-01      | 7.0000%  |  | $0.90              | $0.95              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA4359 | 2054-02-01      | 6.0000%  |  | $517.50            | $534.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD1051 | 2052-07-01      | 4.0000%  |  | $503.65            | $484.45            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0968 | 2052-04-01      | 3.5000%  |  | $0.74              | $0.69              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD1751 | 2051-10-01      | 2.5000%  |  | $0.76              | $0.66              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1741 | 2052-10-01      | 5.0000%  |  | $0.78              | $0.79              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1683 | 2052-10-01      | 4.5000%  |  | $1255.65           | $1240.77           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0451 | 2050-10-01      | 3.0000%  |  | $0.52              | $0.46              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0390 | 2050-04-01      | 3.0000%  |  | $0.29              | $0.26              | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA2505 | 2053-12-01      | 7.0000%  |  | $0.60              | $0.64              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA2503 | 2053-12-01      | 7.0000%  |  | $0.66              | $0.71              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA1268 | 2053-10-01      | 6.5000%  |  | $0.64              | $0.69              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA1668 | 2053-10-01      | 6.5000%  |  | $774.09            | $827.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA0279 | 2053-12-01      | 7.5000%  |  | $0.82              | $0.88              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA0846 | 2053-11-01      | 5.5000%  |  | $36.93             | $37.54             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL787216 | 2034-07-01      | 5.5000%  |  | $0.12              | $0.13              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL745418 | 2036-04-01      | 5.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL735504 | 2035-04-01      | 6.0000%  |  | $87.28             | $90.99             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL735036 | 2034-12-01      | 5.5000%  |  | $121.84            | $125.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL725690 | 2034-08-01      | 6.0000%  |  | $306.89            | $321.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL708631 | 2033-06-01      | 6.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ7024 | 2045-10-01      | 3.5000%  |  | $679.20            | $646.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAZ4763 | 2045-10-01      | 4.0000%  |  | $1296.48           | $1262.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAZ2953 | 2030-09-01      | 3.0000%  |  | $303.27            | $297.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAZ2109 | 2045-10-01      | 4.0000%  |  | $0.25              | $0.24              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKAZ1909 | 2045-06-01      | 3.0000%  |  | $667.53            | $603.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAY8429 | 2045-08-01      | 3.5000%  |  | $299.59            | $282.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAY7802 | 2045-04-01      | 3.0000%  |  | $1788.94           | $1648.38           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD3676 | 2053-08-01      | 6.0000%  |  | $1019.97           | $1071.82           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4382 | 2053-11-01      | 6.0000%  |  | $412.12            | $429.42            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8371 | 2053-11-01      | 5.0000%  |  | $0.88              | $0.88              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $0.85              | $0.87              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  |  | $0.83              | $0.83              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8296 | 2053-02-01      | 3.5000%  |  | $0.87              | $0.80              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8273 | 2052-11-01      | 3.5000%  |  | $28.36             | $26.27             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8271 | 2052-10-01      | 2.5000%  |  | $35.31             | $30.16             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8218 | 2052-06-01      | 2.0000%  |  | $53.06             | $43.36             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  |  | $1274.26           | $1181.55           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8128 | 2051-02-01      | 2.0000%  |  | $0.68              | $0.56              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CQAY1959 | 2035-03-01      | 3.0000%  |  | $386.46            | $366.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAX5308 | 2042-01-01      | 3.5000%  |  | $0.11              | $0.10              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAW2074 | 2029-04-01      | 3.5000%  |  | $77.80             | $77.08             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7575 | 2055-01-01      | 5.5000%  |  | $2421.03           | $2497.35           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7565 | 2053-09-01      | 5.5000%  |  | $1.60              | $1.65              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD7538 | 2051-04-01      | 2.0000%  |  | $0.65              | $0.54              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD7508 | 2049-10-01      | 3.5000%  |  | $0.32              | $0.30              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD7270 | 2054-12-01      | 6.0000%  |  | $0.94              | $0.97              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8006 | 2049-08-01      | 4.0000%  |  | $0.11              | $0.10              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6905 | 2054-11-01      | 6.0000%  |  | $1.86              | $1.92              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBJ5515 | 2033-01-01      | 3.0000%  |  | $48.66             | $47.05             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ4626 | 2048-02-01      | 4.5000%  |  | $2042.08           | $2030.06           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ3997 | 2048-02-01      | 3.5000%  |  | $118.13            | $111.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH6713 | 2047-08-01      | 3.5000%  |  | $65.36             | $61.42             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  |  | $2161.91           | $2114.57           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  |  | $0.17              | $0.16              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0738 | 2063-06-01      | 4.5000%  |  | $1334.07           | $1308.84           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 R3BF0725 | 2052-07-01      | 4.5000%  |  | $492.56            | $492.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 U6BF0498 | 2053-09-01      | 2.5000%  |  | $2907.48           | $2497.71           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 R3BF0444 | 2049-09-01      | 3.0000%  |  | $0.40              | $0.36              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 U4BF0316 | 2052-07-01      | 4.0000%  |  | $0.37              | $0.36              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 U3BF0194 | 2040-07-01      | 4.5000%  |  | $0.18              | $0.19              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 I4BF0120 | 2056-07-01      | 4.0000%  |  | $0.36              | $0.34              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBE0084 | 2046-12-01      | 3.0000%  |  | $0.31              | $0.28              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBD7043 | 2047-03-01      | 4.0000%  |  | $161.25            | $156.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBC9078 | 2046-12-01      | 4.0000%  |  | $468.63            | $455.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA4116 | 2053-12-01      | 7.0000%  |  | $0.76              | $0.81              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA4107 | 2053-12-01      | 7.5000%  |  | $0.68              | $0.73              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB0360 | 2035-04-01      | 3.5000%  |  | $0.31              | $0.31              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0308 | 2035-01-01      | 2.5000%  |  | $0.33              | $0.31              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CNSA0069 | 2032-05-01      | 1.5000%  |  | $0.77              | $0.72              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3SZT0936 | 2043-09-01      | 3.0000%  |  | $0.12              | $0.11              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT0240 | 2048-01-01      | 3.5000%  |  | $0.38              | $0.35              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $33.38             | $33.25             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8514 | 2029-01-01      | 3.5000%  |  | $27.19             | $27.01             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS3771 | 2043-07-01      | 3.5000%  |  | $0.13              | $0.13              | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC T65450 G | 2047-12-01      | 3.5000%  |  | $0.08              | $0.07              | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC T65441 G | 2047-10-01      | 3.5000%  |  | $285.64            | $266.25            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC T65432 G | 2047-08-01      | 3.5000%  |  | $0.14              | $0.13              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3VZN0678 | 2043-04-01      | 4.0000%  |  | $0.18              | $0.18              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3SZN0138 | 2043-07-01      | 3.0000%  |  | $0.14              | $0.13              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3SZN0134 | 2043-06-01      | 3.0000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities  |
| FMAC 02.500 FGPC G18683 G | 2033-04-01      | 2.5000%  |  | $0.51              | $0.49              | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G18587 G | 2031-02-01      | 3.0000%  |  | $85.47             | $83.83             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD4521 | 2052-09-01      | 3.5000%  |  | $0.91              | $0.84              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3132 | 2052-01-01      | 2.5000%  |  | $2270.30           | $1991.98           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD3126 | 2053-06-01      | 6.0000%  |  | $0.63              | $0.65              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2723 | 2053-03-01      | 5.5000%  |  | $979.37            | $1001.26           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD2536 | 2051-10-01      | 2.5000%  |  | $0.81              | $0.71              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2421 | 2053-03-01      | 5.5000%  |  | $0.74              | $0.76              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2349 | 2053-02-01      | 5.5000%  |  | $0.78              | $0.81              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD2170 | 2051-07-01      | 3.0000%  |  | $137.74            | $124.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI8838 | 2054-07-01      | 6.0000%  |  | $1152.73           | $1196.90           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI8055 | 2054-06-01      | 5.5000%  |  | $0.92              | $0.93              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  |  | $0.84              | $0.88              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI6357 | 2054-05-01      | 6.0000%  |  | $0.93              | $0.97              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQI5499 | 2054-05-01      | 4.5000%  |  | $0.97              | $0.95              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI5153 | 2054-05-01      | 5.5000%  |  | $896.68            | $923.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQI2213 | 2054-03-01      | 5.0000%  |  | $0.92              | $0.93              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 3PSE9055 | 2052-03-01      | 2.0000%  |  | $638.66            | $507.81            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 3PRE6054 | 2050-04-01      | 4.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3PRE6046 | 2050-05-01      | 3.5000%  |  | $220.47            | $201.98            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 3JRE0027 | 2051-05-01      | 2.0000%  |  | $0.72              | $0.57              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CTRB5279 | 2044-02-01      | 6.0000%  |  | $7.75              | $8.02              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8790 | 2053-04-01      | 5.0000%  |  | $0.81              | $0.82              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  |  | $0.81              | $0.82              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA8307 | 2052-12-01      | 6.0000%  |  | $34.96             | $36.34             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7402 | 2052-05-01      | 3.5000%  |  | $0.77              | $0.72              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7382 | 2052-05-01      | 3.5000%  |  | $0.77              | $0.71              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX3681 | 2052-12-01      | 6.5000%  |  | $913.03            | $971.20            | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.600 WNWN4084 | 2035-07-01      | 4.6000%  |  | $40176.00          | $40563.03          | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.750 WNWN2662 | 2032-04-01      | 4.7500%  |  | $5937.00           | $6089.18           | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.370 WNWN1644 | 2035-06-01      | 4.3700%  |  | $24995.00          | $24800.63          | Agency Mortgage-Backed Securities  |
| FMAC FKAR WV0127          | 2035-08-01      | 4.8570%  |  | $14988.97          | $14988.23          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC U49046 G | 2029-02-01      | 4.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC V82084 G | 2045-12-01      | 3.5000%  |  | $281.73            | $267.75            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC U99045 G | 2043-03-01      | 3.5000%  |  | $177.82            | $170.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4306 | 2053-11-01      | 6.5000%  |  | $0.85              | $0.91              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD4288 | 2053-10-01      | 4.5000%  |  | $10.50             | $10.42             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICA9432 | 2036-03-01      | 2.0000%  |  | $260.79            | $241.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA8388 | 2035-12-01      | 2.5000%  |  | $430.92            | $408.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7963 | 2050-11-01      | 2.5000%  |  | $0.65              | $0.56              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $834.33            | $688.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7031 | 2050-09-01      | 2.5000%  |  | $600.59            | $523.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6929 | 2050-09-01      | 2.0000%  |  | $985.98            | $810.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6577 | 2050-08-01      | 2.5000%  |  | $124.27            | $108.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA6424 | 2050-07-01      | 3.0000%  |  | $301.68            | $269.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6080 | 2050-06-01      | 2.5000%  |  | $0.47              | $0.41              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA5549 | 2050-04-01      | 3.0000%  |  | $842.87            | $762.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA5461 | 2035-03-01      | 2.5000%  |  | $236.48            | $223.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA5424 | 2050-03-01      | 3.0000%  |  | $0.31              | $0.28              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA5220 | 2050-02-01      | 3.0000%  |  | $2374.76           | $2116.81           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA4831 | 2049-12-01      | 4.5000%  |  | $58.74             | $58.09             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA4804 | 2049-12-01      | 3.5000%  |  | $1875.79           | $1766.40           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4792 | 2049-12-01      | 3.0000%  |  | $0.27              | $0.24              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4736 | 2049-11-01      | 3.0000%  |  | $610.74            | $546.33            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH5577 | 2053-12-01      | 7.0000%  |  | $0.66              | $0.72              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH5590 | 2053-12-01      | 7.0000%  |  | $0.60              | $0.64              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4725 | 2053-11-01      | 7.0000%  |  | $1427.38           | $1527.79           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4200 | 2053-11-01      | 7.0000%  |  | $960.45            | $1026.56           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH1842 | 2053-09-01      | 6.0000%  |  | $0.94              | $0.98              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH1248 | 2053-09-01      | 6.5000%  |  | $2851.73           | $3033.93           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG9475 | 2053-08-01      | 6.0000%  |  | $0.84              | $0.87              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG8217 | 2053-08-01      | 6.0000%  |  | $1642.02           | $1697.91           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG7322 | 2053-07-01      | 6.0000%  |  | $0.72              | $0.75              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG7097 | 2053-07-01      | 6.0000%  |  | $398.48            | $416.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA1024 | 2051-05-01      | 2.5000%  |  | $21.13             | $18.02             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0645 | 2047-08-01      | 3.5000%  |  | $3385.49           | $3208.44           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0452 | 2054-02-01      | 6.0000%  |  | $0.87              | $0.90              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9959 | 2055-02-01      | 5.0000%  |  | $0.99              | $1.00              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9645 | 2054-12-01      | 5.0000%  |  | $0.96              | $0.96              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  |  | $0.96              | $0.94              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9506 | 2054-11-01      | 6.0000%  |  | $0.92              | $0.96              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9329 | 2054-10-01      | 5.5000%  |  | $0.98              | $0.99              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9206 | 2054-09-01      | 5.0000%  |  | $1.94              | $1.94              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO2977 | 2042-05-01      | 3.5000%  |  | $76.29             | $73.21             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.775 CAAO0385 | 2042-02-01      | 2.7750%  |  | $0.27              | $0.26              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL8658 | 2046-06-01      | 3.5000%  |  | $226.14            | $214.97            | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX JUAL8674 | 2049-01-01      | 5.6240%  |  | $0.17              | $0.18              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAL9631 | 2046-12-01      | 3.0000%  |  | $320.82            | $294.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAL9500 | 2043-08-01      | 3.0000%  |  | $773.51            | $719.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX3530 | 2055-09-01      | 6.0000%  |  | $1.03              | $1.06              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4345 | 2049-10-01      | 3.0000%  |  | $0.33              | $0.30              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4133 | 2049-09-01      | 3.0000%  |  | $0.37              | $0.34              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA6622 | 2052-01-01      | 2.5000%  |  | $343.79            | $296.36            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA2319 | 2050-03-01      | 3.0000%  |  | $0.42              | $0.37              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ8018 | 2054-11-01      | 6.0000%  |  | $0.93              | $0.97              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQJ4917 | 2054-10-01      | 4.5000%  |  | $0.98              | $0.96              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ3088 | 2054-08-01      | 6.5000%  |  | $2920.72           | $3046.05           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQJ1155 | 2054-08-01      | 4.5000%  |  | $0.96              | $0.94              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQJ1785 | 2054-07-01      | 7.0000%  |  | $828.51            | $883.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAL9418 | 2031-08-01      | 3.5000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAL9378 | 2031-09-01      | 3.0000%  |  | $50.16             | $49.26             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  |  | $0.71              | $0.71              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CVAL5759 | 2029-07-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAL5218 | 2044-03-01      | 5.0000%  |  | $32.53             | $33.26             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAK5856 | 2042-04-01      | 4.0000%  |  | $26.89             | $26.43             | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX LBAK0020 | 2042-02-01      | 6.7500%  |  | $532.69            | $557.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  |  | $94.73             | $91.49             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAJ4557 | 2041-11-01      | 4.0000%  |  | $0.18              | $0.18              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAI2443 | 2041-05-01      | 5.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAH2683 | 2041-01-01      | 4.0000%  |  | $135.29            | $133.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 K2602324 | 2031-09-01      | 7.5000%  |  | $75.67             | $77.89             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CT257536 | 2029-01-01      | 5.0000%  |  | $54.05             | $54.59             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIQO1487 | 2038-07-01      | 5.0000%  |  | $893.54            | $908.74            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ2295 | 2034-10-01      | 4.3500%  |  | $58444.75          | $58236.69          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ2075 | 2029-11-01      | 4.0600%  |  | $43930.05          | $44120.10          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1585 | 2029-08-01      | 4.6500%  |  | $13623.00          | $13909.01          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ1575 | 2034-10-01      | 4.5450%  |  | $1172.48           | $1187.66           | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1388 | 2029-08-01      | 4.7400%  |  | $29898.99          | $30608.79          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1296 | 2029-07-01      | 4.7700%  |  | $12589.00          | $12925.18          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1293 | 2029-07-01      | 4.7700%  |  | $14880.00          | $15277.36          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1263 | 2029-07-01      | 4.6200%  |  | $22100.00          | $22618.91          | Agency Mortgage-Backed Securities  |
| USTR 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  |  | $25.30             | $25.07             | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/27     | 2027-04-30      | 3.9255%  |  | $743.80            | $743.46            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $0.30              | $0.31              | U.S. Treasuries (including strips) |
| USTR BILL 11/28/25        | 2025-11-28      | 0.0000%  |  | $3936.70           | $3924.81           | U.S. Treasuries (including strips) |

### Security 125: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.260%, 11/24/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FCSB FCOR 03SF 26-28 JZ   | 2028-02-11      | 4.5050%  |  | $405.13            | $409.19            | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF AF 27/11   | 2027-11-12      | 4.5200%  |  | $56213.85          | $56998.44          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF D 27/10    | 2027-10-25      | 4.6900%  |  | $7209.23           | $7264.68           | Agency Debentures and Agency Strips |
| FNMA FNFR SOFR A 11/05/27 | 2027-11-05      | 4.5300%  |  | $365160.00         | $370518.62         | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 28 K7   | 2028-05-23      | 4.4900%  |  | $54523.08          | $55189.73          | Agency Debentures and Agency Strips |
| FCSB 3.75 FCSB 27 HQ      | 2027-02-22      | 3.7500%  |  | $3.08              | $3.10              | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BD 27/09   | 2027-09-07      | 4.4400%  |  | $141.54            | $142.54            | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 02/28 6870 | 2028-02-15      | 4.6000%  |  | $19230.77          | $19473.56          | Agency Debentures and Agency Strips |
| FHLB 0.83 FHOR 21-27 5383 | 2027-02-10      | 0.8300%  |  | $5.13              | $4.95              | Agency Debentures and Agency Strips |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $5165.69           | $4159.34           | U.S. Treasuries (including strips)  |

## N-MFP: Signatures

**Registrant:** Federated Hermes Insurance Series

**Date:** 2025-11-07

**By:** Stephen Van Meter

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

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