# EDGAR Filing Document

**Accession Number:** 0000912577
**File Stem:** 0001193125-26-210932
**Filing Date:** 2026-5
**Character Count:** 524189
**Document Hash:** 2da6452a77db0f09e0abf17143b00dd9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-210932.hdr.sgml**: 20260507

**ACCESSION NUMBER**: 0001193125-26-210932

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260507

**DATE AS OF CHANGE**: 20260507

**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:** 26951691

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FEDERATED INSURANCE SERIES
- **DATE OF NAME CHANGE:** 19960328

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-04-30

**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:** 40 days

- **WAL:** 86 days

- **Total Value of Portfolio Securities:** $74849794.64

- **Amortized Cost of Portfolio Securities:** $74853132.41

- **Cash:** $108.95

- **Total Other Assets:** $113833.68

- **Total Liabilities:** $3223611.99

- **Net Assets of Series:** $71743462.47

- **Number of Shares Outstanding (Series):** 71743869.4300

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $49125188.16              | $61024617.36               | 67.7300%                  | 84.1400%                   |
| 2026-04-02 | $49083396.97              | $60982866.23               | 67.6900%                  | 84.1000%                   |
| 2026-04-06 | $49098835.19              | $60998314.47               | 67.7100%                  | 84.1200%                   |
| 2026-04-07 | $49070892.17              | $60970381.46               | 67.6900%                  | 84.1100%                   |
| 2026-04-08 | $50229884.74              | $62129384.04               | 68.2000%                  | 84.3500%                   |
| 2026-04-09 | $52092971.27              | $61992480.59               | 70.8700%                  | 84.3300%                   |
| 2026-04-10 | $50595283.57              | $61494822.94               | 69.2900%                  | 84.2100%                   |
| 2026-04-13 | $49154608.79              | $61054158.16               | 67.7300%                  | 84.1300%                   |
| 2026-04-14 | $49109914.03              | $61009473.42               | 67.7100%                  | 84.1200%                   |
| 2026-04-15 | $48901013.82              | $61800583.22               | 66.7000%                  | 84.2900%                   |
| 2026-04-16 | $48035395.95              | $60934975.37               | 66.3900%                  | 84.2200%                   |
| 2026-04-17 | $48059784.86              | $60959394.32               | 66.3900%                  | 84.2100%                   |
| 2026-04-20 | $48203653.37              | $61103272.85               | 66.4600%                  | 84.2400%                   |
| 2026-04-21 | $48158771.84              | $61058401.32               | 66.4400%                  | 84.2300%                   |
| 2026-04-22 | $47857713.10              | $60757352.60               | 66.3000%                  | 84.1600%                   |
| 2026-04-23 | $47578071.87              | $60477721.39               | 65.9300%                  | 83.8100%                   |
| 2026-04-24 | $48506773.23              | $60406452.79               | 67.2700%                  | 83.7800%                   |
| 2026-04-27 | $47128686.10              | $60028375.67               | 65.7200%                  | 83.7100%                   |
| 2026-04-28 | $47121009.86              | $60020709.44               | 65.7100%                  | 83.7000%                   |
| 2026-04-29 | $51312968.27              | $60212677.87               | 71.3700%                  | 83.7400%                   |
| 2026-04-30 | $50432422.42              | $63332142.03               | 67.2700%                  | 84.4800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 3.7400%             |
| 2026-04-02 | 3.7400%             |
| 2026-04-06 | 3.7300%             |
| 2026-04-07 | 3.7300%             |
| 2026-04-08 | 3.7300%             |
| 2026-04-09 | 3.7200%             |
| 2026-04-10 | 3.7200%             |
| 2026-04-13 | 3.7100%             |
| 2026-04-14 | 3.7100%             |
| 2026-04-15 | 3.7100%             |
| 2026-04-16 | 3.7200%             |
| 2026-04-17 | 3.7300%             |
| 2026-04-20 | 3.7300%             |
| 2026-04-21 | 3.7300%             |
| 2026-04-22 | 3.7300%             |
| 2026-04-23 | 3.7300%             |
| 2026-04-24 | 3.7300%             |
| 2026-04-27 | 3.7300%             |
| 2026-04-28 | 3.7300%             |
| 2026-04-29 | 3.7300%             |
| 2026-04-30 | 3.7200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 1.0000                      |
|  |  |
| 2026-04-02 | 0.9999                      |
|  |  |
| 2026-04-06 | 0.9999                      |
|  |  |
| 2026-04-07 | 1.0000                      |
|  |  |
| 2026-04-08 | 0.9999                      |
|  |  |
| 2026-04-09 | 1.0000                      |
|  |  |
| 2026-04-10 | 0.9999                      |
|  |  |
| 2026-04-13 | 1.0000                      |
|  |  |
| 2026-04-14 | 0.9999                      |
|  |  |
| 2026-04-15 | 0.9999                      |
|  |  |
| 2026-04-16 | 1.0000                      |
|  |  |
| 2026-04-17 | 1.0000                      |
|  |  |
| 2026-04-20 | 1.0000                      |
|  |  |
| 2026-04-21 | 0.9999                      |
|  |  |
| 2026-04-22 | 0.9999                      |
|  |  |
| 2026-04-23 | 0.9999                      |
|  |  |
| 2026-04-24 | 1.0000                      |
|  |  |
| 2026-04-27 | 0.9999                      |
|  |  |
| 2026-04-28 | 0.9999                      |
|  |  |
| 2026-04-29 | 0.9999                      |
|  |  |
| 2026-04-30 | 0.9999                      |
|  |  |

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

### Class: Service Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $71743462.47

- **Number of Shares Outstanding:** 71743869.4300

- **Expense Reimbursement/Waiver:** 3143.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 0.9999          |
|  |  |
| 2026-04-15 | 0.9999          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 0.9999          |
|  |  |
| 2026-04-23 | 0.9999          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 0.9999          |
|  |  |
| 2026-04-28 | 0.9999          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $209366.66                | $29584.67               |
| 2026-04-02 | $1763.14                  | $52927.46               |
| 2026-04-06 | $10857.60                 | $8987.98                |
| 2026-04-07 | $14981.68                 | $48140.92               |
| 2026-04-08 | $188941.52                | $18947.37               |
| 2026-04-09 | $412828.75                | $62562.38               |
| 2026-04-10 | $9504.87                  | $18738.24               |
| 2026-04-13 | $1563.39                  | $459023.55              |
| 2026-04-14 | $26135.97                 | $77621.58               |
| 2026-04-15 | $241.08                   | $214393.53              |
| 2026-04-16 | $63126.08                 | $35256.37               |
| 2026-04-17 | $25923.46                 | $8902.72                |
| 2026-04-20 | $171055.06                | $38457.98               |
| 2026-04-21 | $36308.93                 | $86277.23               |
| 2026-04-22 | $16247.61                 | $323141.32              |
| 2026-04-23 | $1916.87                  | $287623.40              |
| 2026-04-24 | $33635.83                 | $112241.62              |
| 2026-04-27 | $1074.85                  | $148402.45              |
| 2026-04-28 | $60601.62                 | $73340.07               |
| 2026-04-29 | $16817.30                 | $31039.34               |
| 2026-04-30 | $271243.96                | $9277.99                |

**Total Gross Subscriptions (Month):** $1574136.23

**Total Gross Redemptions (Month):** $2144888.17

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.0900%           |
| 2026-04-02 | 3.0900%           |
| 2026-04-06 | 3.0900%           |
| 2026-04-07 | 3.0900%           |
| 2026-04-08 | 3.0900%           |
| 2026-04-09 | 3.0800%           |
| 2026-04-10 | 3.0800%           |
| 2026-04-13 | 3.0700%           |
| 2026-04-14 | 3.0700%           |
| 2026-04-15 | 3.0800%           |
| 2026-04-16 | 3.0900%           |
| 2026-04-17 | 3.0900%           |
| 2026-04-20 | 3.1000%           |
| 2026-04-21 | 3.1000%           |
| 2026-04-22 | 3.0900%           |
| 2026-04-23 | 3.0900%           |
| 2026-04-24 | 3.0900%           |
| 2026-04-27 | 3.0900%           |
| 2026-04-28 | 3.0900%           |
| 2026-04-29 | 3.0900%           |
| 2026-04-30 | 3.0900%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 9.2900%          | 0.0000%              |
| Insurance company |  | 26.8400%         | 0.0000%              |
| Insurance company |  | 15.7500%         | 0.0000%              |
| Insurance company |  | 14.2000%         | 0.0000%              |
| Insurance company |  | 15.9800%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  3.650%, 5/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 00699Q009, C.3 - LEI: BFXS5XCH7N0Y05NIXW11
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 13.9400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.000 CLBV7735 | 2052-04-01      | 3.0000%  |  | $204526.92         | $182026.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV0872 | 2052-01-01      | 2.5000%  |  | $203953.19         | $175431.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU6494 | 2052-01-01      | 2.5000%  |  | $181473.77         | $155505.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU5438 | 2054-12-01      | 5.0000%  |  | $274174.04         | $271609.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBT7946 | 2052-11-01      | 5.5000%  |  | $29798.70          | $30658.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $62251.93          | $59024.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK2561 | 2048-03-01      | 4.5000%  |  | $1363.58           | $1341.65           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  |  | $37304.41          | $35703.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $1186.82           | $1221.47           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $56788.30          | $56498.55          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $395931.82         | $393157.44         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE4964 | 2052-06-01      | 5.0000%  |  | $30552.44          | $30626.28          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $403902.89         | $371340.01         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQD9834 | 2052-04-01      | 3.5000%  |  | $220374.34         | $203570.46         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $71073.56          | $72537.72          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $15426.98          | $13555.48          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $36038.16          | $35920.59          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  |  | $175009.24         | $163056.02         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL2968 | 2042-04-01      | 3.5000%  |  | $4436.91           | $4186.66           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3547 | 2055-10-01      | 5.5000%  |  | $278766.03         | $286624.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCC1187 | 2055-10-01      | 4.5000%  |  | $12253.30          | $11850.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0599 | 2055-06-01      | 6.5000%  |  | $2760.62           | $2908.68           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA5152 | 2056-04-01      | 5.0000%  |  | $1118869.17        | $1114537.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8312 | 2054-04-01      | 5.0000%  |  | $81976.46          | $81684.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $962908.16         | $954480.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7634 | 2053-12-01      | 7.0000%  |  | $38137.17          | $40778.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $326712.74         | $327413.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $78562.22          | $78976.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $205137.63         | $200054.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3753 | 2052-06-01      | 4.0000%  |  | $66982.17          | $63227.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $104787.05         | $99260.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $11409.46          | $10163.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0457 | 2047-09-01      | 3.5000%  |  | $17059.02          | $15909.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $15088.42          | $14978.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $46842.98          | $47958.15          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  |  | $79127.24          | $72511.07          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q60297 G | 2048-12-01      | 4.0000%  |  | $79458.99          | $75914.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $234278.50         | $241944.88         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $571748.26         | $501507.08         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $264329.94         | $269353.42         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5495 | 2030-11-01      | 4.4800%  |  | $63106.28          | $63506.30          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $446687.26         | $445634.32         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4601 | 2030-08-01      | 4.2300%  |  | $674920.00         | $675161.28         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $161909.27         | $162270.30         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4192 | 2055-05-01      | 5.5000%  |  | $617947.72         | $625388.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  |  | $1941.60           | $2005.13           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3VZN0625 | 2043-02-01      | 3.5000%  |  | $4378.43           | $4105.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3686 | 2055-11-01      | 5.5000%  |  | $40512.99          | $41357.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $160104.27         | $142253.71         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY4866 | 2055-06-01      | 5.0000%  |  | $116711.85         | $116000.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR1341 | 2051-02-01      | 2.0000%  |  | $16815.59          | $13739.87          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $606299.47         | $588088.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $392073.30         | $389325.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $165960.22         | $142285.81         | Agency Mortgage-Backed Securities  |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $1040.00           | $1076.25           | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $22604.00          | $21432.25          | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  |  | $5444.00           | $5561.81           | U.S. Treasuries (including strips) |

### Security 2: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.670%, 5/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2026-047 PT      | 2056-03-20      | 5.5000%  |  | $30719.43          | $30928.96          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 ET      | 2056-03-20      | 5.5000%  |  | $241653.23         | $244410.15         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 FH      | 2056-03-20      | 4.2901%  |  | $3686.97           | $3684.58           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 CV      | 2039-01-20      | 4.5000%  |  | $11124.53          | $10900.16          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-030 VF      | 2056-02-20      | 4.4901%  |  | $69473.45          | $69504.87          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-196 J       | 2055-11-20      | 4.5000%  |  | $25158.79          | $24953.92          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 DF      | 2055-05-20      | 5.2901%  |  | $27119.30          | $27360.72          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FC      | 2055-05-20      | 5.2901%  |  | $25659.54          | $25900.37          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 JF      | 2053-12-20      | 4.4401%  |  | $20331.57          | $20398.53          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FG      | 2055-07-20      | 4.9901%  |  | $38040.13          | $38463.64          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-119 DF      | 2055-07-20      | 4.9901%  |  | $37941.98          | $38319.66          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 PA      | 2055-10-20      | 5.5000%  |  | $5875.28           | $5946.14           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 EA      | 2052-09-20      | 4.5000%  |  | $53264.38          | $52551.33          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 MT      | 2056-03-20      | 4.5000%  |  | $7648.90           | $7517.15           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-051 TF      | 2054-03-20      | 4.6401%  |  | $662.15            | $665.47            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FH      | 2054-11-20      | 5.3201%  |  | $38409.04          | $38781.72          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-212 HK      | 2046-09-20      | 5.0000%  |  | $7692.31           | $7751.99           | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA7257 M      | 2051-03-20      | 3.5000%  |  | $319.72            | $294.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2891 M      | 2045-06-20      | 3.0000%  |  | $578.37            | $523.23            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2825 M      | 2045-05-20      | 3.0000%  |  | $1877.32           | $1699.13           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1012 M      | 2043-05-20      | 3.5000%  |  | $124.33            | $117.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3934  | 2040-02-01      | 3.0000%  |  | $48.68             | $45.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3802  | 2049-10-01      | 3.0000%  |  | $0.11              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA4439  | 2056-01-01      | 6.0000%  |  | $23825.59          | $24482.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5466  | 2053-01-01      | 5.5000%  |  | $1.20              | $1.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA7939  | 2035-11-01      | 2.5000%  |  | $86.75             | $81.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1189  | 2048-02-01      | 3.5000%  |  | $0.13              | $0.12              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBU8868  | 2037-03-01      | 2.0000%  |  | $0.50              | $0.46              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC4437  | 2046-04-01      | 3.5000%  |  | $165.61            | $154.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5696  | 2045-08-01      | 3.5000%  |  | $211.96            | $197.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6203  | 2045-11-01      | 3.5000%  |  | $77.47             | $72.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP6242  | 2042-10-01      | 3.5000%  |  | $343.73            | $323.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAP1703  | 2042-08-01      | 4.5000%  |  | $21.51             | $21.35             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA9049  | 2050-04-01      | 3.0000%  |  | $600.66            | $532.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL9562  | 2041-07-01      | 6.0000%  |  | $212.82            | $224.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CISB8152  | 2037-05-01      | 1.5000%  |  | $976.32            | $875.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1515  | 2046-01-01      | 4.0000%  |  | $66.36             | $64.02             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZT1773  | 2049-02-01      | 5.5000%  |  | $68.10             | $69.74             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0180  | 2044-08-01      | 3.5000%  |  | $45.48             | $42.73             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4481  | 2042-04-01      | 3.5000%  |  | $196.71            | $185.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2958  | 2038-07-01      | 5.5000%  |  | $61.09             | $63.14             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4907  | 2047-05-01      | 4.0000%  |  | $797.20            | $764.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA1111  | 2041-10-01      | 3.5000%  |  | $17.20             | $16.24             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4374  | 2027-08-01      | 2.5000%  |  | $51.22             | $50.77             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787344 C      | 2054-04-20      | 5.5000%  |  | $1687.26           | $1735.29           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781607 X      | 2033-03-15      | 6.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 744060 X      | 2041-05-15      | 6.0000%  |  | $7.70              | $7.96              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR0697 C      | 2056-03-20      | 5.0000%  |  | $2345.41           | $2365.13           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1069 M      | 2056-04-20      | 4.5000%  |  | $56602.42          | $54790.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB1060 M      | 2056-04-20      | 6.0000%  |  | $10241.20          | $10361.67          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ3509 C      | 2066-03-20      | 6.0000%  |  | $4.93              | $5.08              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9396 C      | 2056-04-20      | 6.0000%  |  | $4478.44           | $4638.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4444 C      | 2055-11-20      | 6.5000%  |  | $2480.38           | $2629.64           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9678 C      | 2055-11-20      | 5.5000%  |  | $4929.93           | $5012.14           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8156        | 2061-02-15      | 4.9300%  |  | $1496.47           | $1502.90           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6337 C      | 2055-11-20      | 6.5000%  |  | $3148.41           | $3328.36           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7245        | 2066-12-15      | 5.7400%  |  | $1221.74           | $1288.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB7488 C      | 2054-06-20      | 7.0000%  |  | $4642.45           | $4912.63           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9964 M      | 2054-10-20      | 5.0000%  |  | $1105.81           | $1102.30           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9906 M      | 2054-09-20      | 5.5000%  |  | $15522.49          | $15736.32          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CD6024        | 2063-09-15      | 2.4100%  |  | $219.20            | $186.03            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9104 M      | 2053-08-20      | 4.5000%  |  | $0.66              | $0.64              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7883 M      | 2052-02-20      | 3.5000%  |  | $46688.27          | $42708.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3791  | 2037-05-01      | 2.5000%  |  | $757.09            | $713.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3937  | 2050-02-01      | 3.0000%  |  | $159.17            | $141.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7660  | 2048-10-01      | 4.5000%  |  | $13.89             | $13.64             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4596  | 2044-12-01      | 3.5000%  |  | $12.52             | $11.69             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0025 M      | 2054-11-20      | 5.0000%  |  | $149.51            | $149.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4682  | 2046-10-01      | 3.0000%  |  | $1219.49           | $1097.03           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7533 M      | 2051-08-20      | 2.0000%  |  | $2922.56           | $2400.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4579  | 2052-04-01      | 3.0000%  |  | $13177.43          | $11575.67          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6489 C      | 2056-02-20      | 5.5000%  |  | $9045.77           | $9401.85           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1983 C      | 2055-12-20      | 7.0000%  |  | $862.72            | $903.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3358  | 2048-05-01      | 4.5000%  |  | $102.37            | $100.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7397  | 2055-01-01      | 5.5000%  |  | $9753.30           | $9891.32           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2675  | 2053-09-01      | 5.5000%  |  | $1671.71           | $1702.00           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP7342 C      | 2066-03-20      | 6.0000%  |  | $4.11              | $4.24              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ3507 C      | 2066-03-20      | 6.0000%  |  | $4742.48           | $4884.58           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH5942  | 2053-12-01      | 5.5000%  |  | $0.62              | $0.63              | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1567        | 2060-11-15      | 5.3700%  |  | $105.10            | $108.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4141 C      | 2056-01-20      | 6.0000%  |  | $8434.39           | $8630.75           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3883  | 2043-12-01      | 3.5000%  |  | $55.74             | $52.46             | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-055 DG      | 2058-11-16      | 4.0000%  |  | $768.44            | $742.16            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-055 DA      | 2058-11-16      | 4.5000%  |  | $27256.49          | $26820.28          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-055 DC      | 2058-11-16      | 4.5000%  |  | $20052.59          | $19731.67          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-013 AD      | 2058-04-16      | 4.0000%  |  | $7669.49           | $7315.11           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-031 CA      | 2065-10-16      | 3.0000%  |  | $82582.83          | $73966.44          | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2019-KF6 | 2029-05-25      | 6.1167%  |  | $1727.05           | $1630.43           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-150 A       | 2062-07-16      | 1.4000%  |  | $4268.15           | $3325.84           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-055 HB      | 2067-01-16      | 4.5000%  |  | $920.53            | $772.36            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-055 KL      | 2067-01-16      | 4.5000%  |  | $14207.30          | $13714.32          | Agency Mortgage-Backed Securities         |

### Security 3: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.660%, 5/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2026-043 FB      | 2056-03-20      | 4.5901%  |  | $49264.65          | $49047.49          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 QT      | 2056-03-20      | 4.5000%  |  | $0.61              | $0.60              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 QT      | 2066-02-20      | 6.5000%  |  | $82912.11          | $85554.94          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 KJ      | 2054-09-20      | 4.5000%  |  | $29982.54          | $29661.76          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-147 FB      | 2054-09-20      | 4.7401%  |  | $42359.01          | $42598.88          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 FH      | 2056-03-20      | 4.2901%  |  | $25439.27          | $25422.78          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-196 GA      | 2065-05-20      | 4.7500%  |  | $18040.55          | $18030.55          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-068 FA      | 2056-04-20      | 4.7988%  |  | $13888.89          | $14139.32          | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MB0996 M      | 2056-03-20      | 5.0000%  |  | $1637.42           | $1632.23           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0204 M      | 2055-02-20      | 5.0000%  |  | $1709.75           | $1704.33           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0815 M      | 2055-12-20      | 6.0000%  |  | $13179.78          | $13512.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ9012 C      | 2053-03-20      | 7.0000%  |  | $1648.83           | $1725.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ3557 C      | 2066-03-20      | 6.0000%  |  | $2075.16           | $2137.34           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1173 C      | 2056-02-20      | 6.0000%  |  | $2133.11           | $2217.69           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9397 C      | 2056-04-20      | 6.0000%  |  | $140.73            | $145.71            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9347 C      | 2066-03-20      | 6.5000%  |  | $1619.52           | $1706.26           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8744 C      | 2056-01-20      | 6.5000%  |  | $1939.44           | $2013.43           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8653 C      | 2056-02-20      | 5.5000%  |  | $0.56              | $0.58              | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DP6817        | 2061-03-15      | 4.0800%  |  | $1722.18           | $1603.61           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4402 C      | 2056-02-20      | 6.0000%  |  | $0.58              | $0.60              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3024 C      | 2056-01-20      | 6.0000%  |  | $1250.72           | $1280.59           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1299 C      | 2056-02-20      | 6.0000%  |  | $0.57              | $0.60              | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1564        | 2060-11-15      | 5.4100%  |  | $0.57              | $0.58              | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1560        | 2060-11-15      | 5.4000%  |  | $363.77            | $375.56            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6438        | 2060-11-15      | 5.0300%  |  | $0.56              | $0.56              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5099 C      | 2055-09-20      | 6.5000%  |  | $1286.64           | $1362.75           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6758        | 2060-12-15      | 5.2500%  |  | $401.50            | $410.10            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 711724 C      | 2043-02-20      | 3.5000%  |  | $370.61            | $343.33            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 699113 X      | 2038-09-15      | 6.0000%  |  | $4.87              | $5.12              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 696189 X      | 2038-08-15      | 5.5000%  |  | $4.49              | $4.69              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 681706 X      | 2038-12-15      | 6.0000%  |  | $2.94              | $3.10              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 645916 X      | 2036-05-15      | 6.0000%  |  | $2.88              | $2.99              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 638595 X      | 2039-02-15      | 6.0000%  |  | $13.17             | $13.83             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 618681 X      | 2036-10-15      | 6.5000%  |  | $8.11              | $8.62              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783038 M      | 2040-07-20      | 5.5000%  |  | $179.78            | $185.64            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782835 X      | 2039-12-15      | 6.0000%  |  | $7.76              | $8.24              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783584 M      | 2041-07-20      | 4.5000%  |  | $3.54              | $3.51              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783551 X      | 2040-12-15      | 6.0000%  |  | $4.19              | $4.44              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782474 X      | 2038-12-15      | 5.5000%  |  | $5.33              | $5.57              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782415 X      | 2038-10-15      | 6.5000%  |  | $0.27              | $0.30              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782333 X      | 2038-06-15      | 5.5000%  |  | $7.92              | $8.27              | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7954        | 2060-07-15      | 5.9900%  |  | $303.69            | $323.09            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7951        | 2060-07-15      | 5.9900%  |  | $303.69            | $323.09            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ6452        | 2060-06-15      | 4.8300%  |  | $261.56            | $259.64            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DG0415        | 2061-02-15      | 5.2300%  |  | $2426.70           | $2449.55           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3005        | 2060-04-15      | 5.7000%  |  | $383.28            | $402.21            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DB4200        | 2059-12-15      | 5.5900%  |  | $83.97             | $87.31             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CY9778        | 2060-05-15      | 5.6800%  |  | $148.79            | $155.39            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB2257 X      | 2047-08-15      | 4.5000%  |  | $100.24            | $97.71             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9485 M      | 2054-02-20      | 4.0000%  |  | $32473.62          | $30587.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8570 M      | 2053-01-20      | 5.5000%  |  | $1.33              | $1.36              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7471 M      | 2051-07-20      | 2.0000%  |  | $23563.27          | $19350.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6931 M      | 2050-10-20      | 2.5000%  |  | $6.75              | $5.79              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6410 M      | 2050-01-20      | 3.5000%  |  | $21.89             | $20.19             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5597 M      | 2048-11-20      | 5.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4586 M      | 2047-07-20      | 3.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4322 M      | 2047-03-20      | 4.0000%  |  | $218.52            | $208.81            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1449 M      | 2043-11-20      | 4.0000%  |  | $105.63            | $101.92            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0319 M      | 2042-08-20      | 4.0000%  |  | $38.57             | $37.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC2412  | 2056-04-01      | 6.5000%  |  | $15.35             | $16.30             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782131 X      | 2036-12-15      | 5.5000%  |  | $0.27              | $0.28              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782088 X      | 2036-05-15      | 6.0000%  |  | $0.17              | $0.18              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782579 X      | 2039-02-15      | 5.5000%  |  | $16.48             | $17.16             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 757038 X      | 2040-12-15      | 4.0000%  |  | $21.59             | $20.69             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 753314 X      | 2040-12-15      | 4.0000%  |  | $65.25             | $62.59             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786682 C      | 2053-05-20      | 6.0000%  |  | $172.92            | $179.35            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784298 X      | 2046-07-15      | 5.0000%  |  | $22.58             | $23.16             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 550764 X      | 2035-12-15      | 5.5000%  |  | $1.23              | $1.27              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 487821 X      | 2039-03-15      | 5.0000%  |  | $28.72             | $29.34             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 743173 X      | 2040-12-15      | 4.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736663 X      | 2040-03-15      | 5.0000%  |  | $15.93             | $16.17             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 730133 X      | 2040-05-15      | 5.0000%  |  | $5.49              | $5.58              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723240 X      | 2039-10-15      | 5.0000%  |  | $5.97              | $6.13              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004619 M      | 2040-01-20      | 5.5000%  |  | $10.46             | $10.83             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004577 M      | 2039-11-20      | 4.5000%  |  | $47.42             | $47.04             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004522 M      | 2039-08-20      | 6.0000%  |  | $15.58             | $16.45             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004246 M      | 2038-09-20      | 6.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004029 M      | 2037-09-20      | 6.5000%  |  | $54.08             | $59.15             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003965 M      | 2037-03-20      | 5.5000%  |  | $0.76              | $0.78              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003841 M      | 2036-04-20      | 5.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3690  | 2055-11-01      | 5.5000%  |  | $2482.68           | $2525.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4802  | 2037-07-01      | 2.5000%  |  | $85.86             | $80.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2375  | 2048-09-01      | 4.0000%  |  | $811.39            | $774.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1189  | 2048-02-01      | 3.5000%  |  | $0.10              | $0.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY6023  | 2045-09-01      | 3.5000%  |  | $141.39            | $131.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4783  | 2045-04-01      | 3.5000%  |  | $69.15             | $64.76             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787344 C      | 2054-04-20      | 5.5000%  |  | $115.24            | $118.52            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003432 M      | 2033-08-20      | 6.5000%  |  | $0.39              | $0.41              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003626 M      | 2034-10-20      | 6.5000%  |  | $0.63              | $0.66              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 785994 X      | 2052-02-15      | 4.0000%  |  | $15.56             | $14.64             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5285 C      | 2055-12-20      | 6.0000%  |  | $0.56              | $0.59              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4798 C      | 2066-01-20      | 7.0000%  |  | $120.82            | $126.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9507  | 2045-10-01      | 3.5000%  |  | $4.71              | $4.40              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ3540 C      | 2066-03-20      | 6.0000%  |  | $971.09            | $1000.19           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0871 M      | 2056-01-20      | 5.0000%  |  | $39650.31          | $39524.45          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY3765 X      | 2047-03-15      | 4.5000%  |  | $24.11             | $23.67             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9250  | 2045-03-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  |  | $4288.39           | $3451.52           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6437 C      | 2055-03-20      | 6.5000%  |  | $1043.55           | $1121.45           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP4331 C      | 2066-02-20      | 6.0000%  |  | $2737.31           | $2817.99           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0936 M      | 2056-02-20      | 5.0000%  |  | $5080.29           | $5064.17           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8124        | 2060-12-15      | 5.7900%  |  | $387.80            | $410.59            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5298 C      | 2055-11-20      | 6.5000%  |  | $0.56              | $0.58              | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6877        | 2064-05-15      | 6.0100%  |  | $10.07             | $10.46             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ8216 C      | 2056-04-20      | 5.0000%  |  | $0.56              | $0.56              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT1323  | 2048-10-01      | 3.0000%  |  | $0.07              | $0.06              | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD2266        | 2060-03-15      | 5.6900%  |  | $0.55              | $0.58              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4581  | 2037-04-01      | 1.5000%  |  | $57.55             | $51.59             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786934 C      | 2053-09-20      | 6.0000%  |  | $558.38            | $580.86            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF6555        | 2067-09-15      | 5.8300%  |  | $2829.45           | $2962.55           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6755        | 2060-12-15      | 5.2500%  |  | $0.55              | $0.57              | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DP3520        | 2061-04-15      | 5.1500%  |  | $1112.95           | $1127.54           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4263 M      | 2047-02-20      | 4.0000%  |  | $325.58            | $310.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL9935  | 2045-08-01      | 3.0000%  |  | $0.09              | $0.08              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0622 M      | 2055-09-20      | 5.0000%  |  | $0.72              | $0.72              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8702 C      | 2056-01-20      | 5.0000%  |  | $463.15            | $466.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9406  | 2045-04-01      | 3.5000%  |  | $16.47             | $15.39             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5014 C      | 2056-01-20      | 6.0000%  |  | $2.77              | $2.90              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8041 M      | 2052-05-20      | 2.0000%  |  | $54544.77          | $44793.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4541 C      | 2056-02-20      | 5.5000%  |  | $2222.53           | $2292.89           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784071 X      | 2041-06-15      | 6.0000%  |  | $4.66              | $4.94              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI2826  | 2035-02-01      | 5.5000%  |  | $8.48              | $8.70              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3160 C      | 2056-01-20      | 6.0000%  |  | $4802.66           | $4914.47           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1070 M      | 2056-04-20      | 5.0000%  |  | $27665.92          | $27614.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7231  | 2045-08-01      | 3.5000%  |  | $31.54             | $29.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI1173  | 2041-04-01      | 5.5000%  |  | $208.31            | $214.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555880  | 2033-11-01      | 5.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8750  | 2053-03-01      | 6.0000%  |  | $0.38              | $0.40              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT2077  | 2046-08-01      | 3.5000%  |  | $52.97             | $49.69             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1515  | 2046-01-01      | 4.0000%  |  | $0.15              | $0.15              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS4189  | 2035-06-01      | 6.5000%  |  | $4.22              | $4.49              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN2844  | 2049-01-01      | 4.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4792  | 2043-01-01      | 3.0000%  |  | $14.73             | $13.49             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK5632  | 2028-06-01      | 2.5000%  |  | $18.49             | $18.24             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI7933  | 2037-08-01      | 5.5000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004426 M      | 2039-04-20      | 6.0000%  |  | $1.81              | $1.91              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004425 M      | 2039-04-20      | 5.5000%  |  | $12.43             | $12.94             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003443 M      | 2033-09-20      | 5.5000%  |  | $0.55              | $0.56              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003295 M      | 2032-10-20      | 5.5000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003284 M      | 2032-09-20      | 5.5000%  |  | $3.61              | $3.66              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003306 M      | 2032-11-20      | 5.5000%  |  | $6.15              | $6.37              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002686 M      | 2028-12-20      | 5.5000%  |  | $0.18              | $0.18              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002589 M      | 2028-05-20      | 6.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY6960 X      | 2047-01-15      | 4.5000%  |  | $194.46            | $190.86            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY0512 X      | 2047-06-15      | 4.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AU8925 X      | 2046-08-15      | 4.5000%  |  | $56.06             | $55.18             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AU6700 X      | 2047-02-15      | 4.5000%  |  | $163.91            | $161.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DS2093 C      | 2056-04-20      | 5.0000%  |  | $5191.40           | $5190.82           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR8068 C      | 2056-04-20      | 5.5000%  |  | $2.14              | $2.18              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR6297 C      | 2056-04-20      | 6.0000%  |  | $1800.86           | $1861.35           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5889 C      | 2065-10-20      | 7.0000%  |  | $428.03            | $448.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6210 C      | 2055-12-20      | 6.0000%  |  | $1631.53           | $1669.52           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7589 M      | 2051-09-20      | 2.5000%  |  | $0.37              | $0.32              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 683958 X      | 2038-02-15      | 6.0000%  |  | $6.77              | $7.03              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9568  | 2045-05-01      | 3.5000%  |  | $20.18             | $18.85             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2351  | 2053-02-01      | 5.0000%  |  | $0.41              | $0.41              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 704090 X      | 2038-12-15      | 6.0000%  |  | $7.02              | $7.33              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 716792 X      | 2039-04-15      | 4.5000%  |  | $0.15              | $0.15              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 726832 X      | 2039-10-15      | 5.0000%  |  | $64.54             | $66.22             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723434 X      | 2039-11-15      | 5.0000%  |  | $10.06             | $10.32             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782858 X      | 2039-11-15      | 6.0000%  |  | $2.67              | $2.83              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004697 M      | 2040-05-20      | 5.0000%  |  | $0.19              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7800  | 2046-08-01      | 3.0000%  |  | $7060.90           | $6349.64           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783391 X      | 2040-07-15      | 6.0000%  |  | $2.77              | $2.94              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5056  | 2045-05-01      | 3.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5135 M      | 2048-04-20      | 3.0000%  |  | $91.94             | $82.25             | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.1927%  |  | $3708.63           | $3543.81           | Agency Mortgage-Backed Securities         |
| FMAC FREM MTG TR 2018-KF43 | 2028-02-25      | 12.5167% |  | $6.01              | $5.86              | Agency Mortgage-Backed Securities         |

### Security 4: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.660%, 5/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2026-047 ET      | 2056-03-20      | 5.5000%  |  | $15501.93          | $15678.78          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 FH      | 2056-03-20      | 4.2901%  |  | $534.31            | $533.96            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-030 FB      | 2056-02-20      | 4.4901%  |  | $173.35            | $173.40            | Agency Collateralized Mortgage Obligation |
| FMAC FHLMCT SLSTT SERIES 2 | 2060-07-26      | 5.9846%  |  | $14826.57          | $9665.60           | Agency Mortgage-Backed Securities         |
| FNMA FNRM RC069QL R21F069  | 2051-10-25      | 2.0000%  |  | $268.42            | $162.92            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 QT      | 2066-02-20      | 6.5000%  |  | $58987.82          | $60868.06          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 KJ      | 2054-09-20      | 4.5000%  |  | $12896.59          | $12758.61          | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC MULTI SCR 2021- | 2051-01-25      | 7.3952%  |  | $413.16            | $428.34            | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 03.500 CLZL3068  | 2042-05-01      | 3.5000%  |  | $3.70              | $3.50              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI9650  | 2040-01-01      | 5.5000%  |  | $185.26            | $190.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI9801  | 2040-03-01      | 5.0000%  |  | $8.25              | $8.33              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI8303  | 2038-11-01      | 5.5000%  |  | $4.66              | $4.80              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M      | 2055-04-20      | 5.5000%  |  | $0.41              | $0.42              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0150 M      | 2055-01-20      | 7.0000%  |  | $3.10              | $3.23              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0024 M      | 2054-11-20      | 4.5000%  |  | $0.50              | $0.48              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0815 M      | 2055-12-20      | 6.0000%  |  | $18843.75          | $19319.06          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ9979 C      | 2066-04-20      | 6.0000%  |  | $10347.51          | $10657.55          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ9954 C      | 2066-04-20      | 6.0000%  |  | $2510.37           | $2585.59           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ6860        | 2060-12-15      | 5.6300%  |  | $327.99            | $343.46            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ5809        | 2067-09-15      | 5.6000%  |  | $2024.86           | $2085.12           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF8938        | 2059-12-15      | 5.4800%  |  | $23.13             | $23.95             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3001        | 2060-01-15      | 5.6400%  |  | $143.12            | $149.19            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7244        | 2060-05-15      | 5.5900%  |  | $194.70            | $204.06            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7240        | 2060-04-15      | 5.5200%  |  | $195.05            | $201.18            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7218        | 2067-05-15      | 5.5500%  |  | $1517.20           | $1565.07           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AQ0483 X      | 2046-03-15      | 4.5000%  |  | $19.69             | $19.37             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9903 M      | 2054-09-20      | 4.0000%  |  | $0.51              | $0.48              | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CN7582        | 2060-04-15      | 5.7400%  |  | $15.92             | $16.32             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC7179 X      | 2047-10-15      | 4.5000%  |  | $124.71            | $124.14            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7935 M      | 2052-03-20      | 2.0000%  |  | $378.00            | $310.43            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7704 M      | 2051-11-20      | 2.0000%  |  | $0.38              | $0.31              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7589 M      | 2051-09-20      | 2.5000%  |  | $0.35              | $0.30              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7588 M      | 2051-09-20      | 2.0000%  |  | $65.22             | $53.56             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7420 M      | 2051-06-20      | 3.5000%  |  | $0.27              | $0.25              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M      | 2052-06-20      | 4.0000%  |  | $649.18            | $612.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7986 M      | 2052-04-20      | 2.0000%  |  | $0.40              | $0.32              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI7821  | 2038-07-01      | 5.5000%  |  | $40.05             | $41.19             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783976 M      | 2043-04-20      | 3.5000%  |  | $38.86             | $36.41             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4638  | 2045-11-01      | 3.5000%  |  | $214.30            | $199.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8416  | 2053-01-01      | 5.5000%  |  | $10099.32          | $10236.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2641  | 2048-11-01      | 4.5000%  |  | $487.27            | $478.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL955791  | 2037-10-01      | 6.5000%  |  | $5.55              | $5.88              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782379 X      | 2038-08-15      | 6.0000%  |  | $3.82              | $4.04              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 689844 X      | 2038-09-15      | 6.5000%  |  | $3.80              | $3.88              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4622  | 2045-07-01      | 3.5000%  |  | $104.73            | $97.81             | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CS3813        | 2066-02-15      | 5.6900%  |  | $19.87             | $20.65             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4194 M      | 2047-01-20      | 2.5000%  |  | $94.57             | $82.77             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782474 X      | 2038-12-15      | 5.5000%  |  | $3.80              | $3.97              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7057 M      | 2050-12-20      | 5.0000%  |  | $4.76              | $4.85              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5400 M      | 2048-08-20      | 5.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA1795  | 2048-05-01      | 5.0000%  |  | $246.81            | $247.58            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783173 X      | 2039-12-15      | 6.0000%  |  | $7.48              | $7.94              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB2812  | 2041-04-01      | 4.5000%  |  | $819.97            | $815.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3182  | 2047-11-01      | 3.5000%  |  | $542.06            | $500.94            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005177 M      | 2041-09-20      | 5.5000%  |  | $20.11             | $20.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 GLAB8675  | 2043-03-01      | 3.5000%  |  | $85.32             | $81.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2652  | 2048-11-01      | 5.0000%  |  | $73.29             | $73.72             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4719 M      | 2047-09-20      | 3.5000%  |  | $19.58             | $18.16             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711729 X      | 2043-03-15      | 2.5000%  |  | $9.12              | $7.94              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3737 M      | 2046-06-20      | 4.0000%  |  | $135.39            | $130.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU1650  | 2043-07-01      | 3.5000%  |  | $358.41            | $336.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM3957  | 2050-03-01      | 5.0000%  |  | $58.60             | $59.07             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CTZA2090  | 2028-10-01      | 6.0000%  |  | $3.57              | $3.66              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4614  | 2045-05-01      | 3.5000%  |  | $19.90             | $18.58             | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CJ9437 C      | 2049-08-20      | 5.5000%  |  | $798.58            | $811.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6879  | 2046-03-01      | 3.5000%  |  | $45.55             | $42.49             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0694  | 2054-01-01      | 5.5000%  |  | $3027.51           | $3063.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0925 M      | 2056-02-20      | 5.5000%  |  | $6291.34           | $6335.63           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4881  | 2028-01-01      | 2.5000%  |  | $61.29             | $60.61             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR4569 C      | 2056-04-20      | 5.0000%  |  | $2031.39           | $2048.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4547  | 2037-05-01      | 2.5000%  |  | $21.63             | $20.37             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M      | 2055-02-20      | 5.5000%  |  | $0.40              | $0.40              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7533 M      | 2051-08-20      | 2.0000%  |  | $8364.09           | $6868.85           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4577  | 2044-08-01      | 3.5000%  |  | $4.47              | $4.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC2413  | 2056-04-01      | 6.5000%  |  | $2978.36           | $3157.83           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZI9756  | 2040-02-01      | 4.5000%  |  | $141.22            | $140.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTRB5027  | 2040-01-01      | 3.0000%  |  | $96.03             | $89.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4566  | 2037-03-01      | 1.5000%  |  | $819.32            | $734.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0488 M      | 2055-07-20      | 7.0000%  |  | $1.60              | $1.66              | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DG0418        | 2061-03-15      | 4.9800%  |  | $2615.73           | $2601.54           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS1954  | 2038-02-01      | 6.0000%  |  | $17.79             | $18.73             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AZ3056 X      | 2047-08-15      | 4.5000%  |  | $88.21             | $87.57             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK1404        | 2060-10-15      | 5.5300%  |  | $220.59            | $228.60            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0938 M      | 2056-02-20      | 6.0000%  |  | $48917.22          | $50322.77          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6442        | 2060-12-15      | 5.4000%  |  | $378.31            | $390.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3349  | 2055-03-01      | 5.5000%  |  | $3.33              | $3.40              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784407 M      | 2047-11-20      | 3.5000%  |  | $3.68              | $3.40              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4585  | 2043-01-01      | 3.0000%  |  | $230.94            | $211.46            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7237        | 2060-04-15      | 5.6000%  |  | $191.95            | $199.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3566  | 2055-11-01      | 5.5000%  |  | $5347.35           | $5451.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0110  | 2056-04-01      | 5.0000%  |  | $382061.26         | $377873.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1988  | 2048-07-01      | 4.5000%  |  | $49.87             | $49.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFS3271  | 2037-08-01      | 3.0000%  |  | $4.21              | $4.04              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8464  | 2044-09-01      | 3.5000%  |  | $102.98            | $96.18             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8728 C      | 2053-01-20      | 6.0000%  |  | $2127.56           | $2172.89           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4589 M      | 2047-07-20      | 5.0000%  |  | $236.22            | $240.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL8671  | 2028-11-01      | 2.5000%  |  | $99.76             | $98.69             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM6020  | 2048-03-01      | 3.0000%  |  | $10.28             | $9.15              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4781  | 2048-07-01      | 4.5000%  |  | $123.63            | $121.32            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1489 C      | 2056-04-20      | 6.0000%  |  | $2502.25           | $2561.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4348  | 2045-01-01      | 4.0000%  |  | $5632.24           | $5404.52           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP5168 C      | 2064-10-20      | 7.5000%  |  | $246.60            | $256.40            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0733 M      | 2055-11-20      | 5.5000%  |  | $2400.66           | $2411.70           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4276 C      | 2056-01-20      | 6.0000%  |  | $0.53              | $0.55              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9438  | 2041-11-01      | 4.5000%  |  | $8.76              | $8.70              | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1566        | 2060-11-15      | 5.3700%  |  | $377.48            | $388.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3430  | 2042-08-01      | 3.0000%  |  | $10.36             | $9.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1760  | 2046-02-01      | 3.5000%  |  | $83.13             | $77.49             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZT1609  | 2034-01-01      | 3.0000%  |  | $14.37             | $13.90             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7936 M      | 2052-03-20      | 2.5000%  |  | $234676.45         | $201369.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8732 C      | 2056-01-20      | 5.0000%  |  | $3.14              | $3.15              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4264 M      | 2047-02-20      | 4.5000%  |  | $3.06              | $3.03              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ3062 C      | 2066-02-20      | 6.0000%  |  | $0.52              | $0.54              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0846 C      | 2056-04-20      | 6.0000%  |  | $422.95            | $432.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5258 C      | 2056-01-20      | 6.5000%  |  | $985.33            | $1033.32           | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CI4580 C      | 2042-01-20      | 4.0000%  |  | $603.49            | $567.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3530  | 2048-10-01      | 3.0000%  |  | $3.31              | $2.97              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3681  | 2049-06-01      | 4.5000%  |  | $4401.66           | $4310.31           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9589  | 2045-12-01      | 4.5000%  |  | $18.32             | $18.06             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC3744 X      | 2047-09-15      | 4.5000%  |  | $65.81             | $65.13             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI9252  | 2039-09-01      | 6.0000%  |  | $14.43             | $15.13             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4341  | 2056-03-01      | 5.5000%  |  | $30.80             | $31.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3891  | 2055-12-01      | 5.5000%  |  | $949.85            | $966.67            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3882        | 2059-11-15      | 4.9800%  |  | $43.04             | $43.37             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0558 M      | 2055-08-20      | 6.5000%  |  | $50.83             | $53.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAY8841  | 2045-07-01      | 4.0000%  |  | $22.16             | $21.25             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3925  | 2043-08-01      | 3.5000%  |  | $114.22            | $107.22            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO7374        | 2061-03-15      | 5.1500%  |  | $1629.19           | $1674.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7355  | 2045-11-01      | 3.5000%  |  | $22.97             | $21.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745458  | 2036-04-01      | 6.0000%  |  | $46.67             | $49.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU3195  | 2043-08-01      | 3.0000%  |  | $11.35             | $10.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9927  | 2047-07-01      | 4.5000%  |  | $218.67            | $215.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7242  | 2046-05-01      | 3.5000%  |  | $24.91             | $23.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6620  | 2046-02-01      | 3.5000%  |  | $34.27             | $31.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6007  | 2045-10-01      | 3.5000%  |  | $40.95             | $38.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5906  | 2045-10-01      | 3.5000%  |  | $39.66             | $37.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5722  | 2045-09-01      | 3.5000%  |  | $41.52             | $38.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS0516  | 2043-09-01      | 3.0000%  |  | $2518.10           | $2297.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO4134  | 2042-06-01      | 3.5000%  |  | $657.38            | $619.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL2462  | 2027-10-01      | 2.5000%  |  | $43.14             | $42.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ9278  | 2041-12-01      | 3.5000%  |  | $375.53            | $354.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555880  | 2033-11-01      | 5.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 704178 X      | 2039-01-15      | 5.5000%  |  | $13.73             | $14.34             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 700933 X      | 2038-11-15      | 6.0000%  |  | $9.43              | $9.83              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687836 X      | 2038-08-15      | 6.0000%  |  | $7.32              | $7.76              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 686781 X      | 2038-06-15      | 5.5000%  |  | $14.87             | $15.49             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 676843 X      | 2038-05-15      | 6.0000%  |  | $4.38              | $4.64              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 672415 X      | 2037-12-15      | 6.0000%  |  | $6.28              | $6.65              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 654432 X      | 2036-09-15      | 6.5000%  |  | $23.23             | $24.72             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 652947 X      | 2036-02-15      | 6.0000%  |  | $12.55             | $13.03             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO1175  | 2038-02-01      | 3.0000%  |  | $77.19             | $73.63             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIQO1100  | 2037-12-01      | 3.5000%  |  | $27.02             | $26.00             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQO0483  | 2037-06-01      | 2.5000%  |  | $30.39             | $28.69             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8866  | 2050-04-01      | 3.0000%  |  | $387.01            | $343.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7397  | 2055-01-01      | 5.5000%  |  | $23130.95          | $23458.27          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 648165 X      | 2038-11-15      | 6.0000%  |  | $3.04              | $3.18              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783379 X      | 2041-08-15      | 4.0000%  |  | $43.21             | $41.49             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783179 X      | 2039-12-15      | 5.5000%  |  | $6.23              | $6.51              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782745 X      | 2038-11-15      | 6.0000%  |  | $5.86              | $6.23              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788277 C      | 2055-11-20      | 6.5000%  |  | $596.62            | $622.10            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786682 C      | 2053-05-20      | 6.0000%  |  | $2200.44           | $2282.33           | Agency Mortgage-Backed Securities         |
| GNMA GNII AP 784648 M      | 2048-11-20      | 3.0000%  |  | $648.79            | $580.06            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781607 X      | 2033-03-15      | 6.0000%  |  | $2.59              | $2.69              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005207 M      | 2041-10-20      | 6.0000%  |  | $23.67             | $24.92             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004246 M      | 2038-09-20      | 6.5000%  |  | $0.00              | $0.01              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6600 M      | 2050-04-20      | 3.5000%  |  | $107.45            | $99.04             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6409 M      | 2050-01-20      | 3.0000%  |  | $5461.53           | $4883.03           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5819 M      | 2049-03-20      | 5.0000%  |  | $151.49            | $153.49            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5530 M      | 2048-10-20      | 5.0000%  |  | $194.27            | $197.37            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6282 M      | 2049-11-20      | 2.5000%  |  | $773.03            | $667.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4837 M      | 2047-11-20      | 3.5000%  |  | $11.90             | $10.99             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4836 M      | 2047-11-20      | 3.0000%  |  | $1335.75           | $1202.97           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4777 M      | 2047-10-20      | 3.0000%  |  | $1111.45           | $1001.99           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4721 M      | 2047-09-20      | 4.5000%  |  | $300.10            | $297.09            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4651 M      | 2047-08-20      | 3.0000%  |  | $145.04            | $130.52            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4588 M      | 2047-07-20      | 4.5000%  |  | $79.11             | $78.15             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3453 M      | 2046-02-20      | 3.0000%  |  | $262.04            | $236.94            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2676 M      | 2045-03-20      | 2.5000%  |  | $139.45            | $122.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0935 M      | 2043-04-20      | 4.0000%  |  | $13.27             | $12.72             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0852 M      | 2043-03-20      | 3.5000%  |  | $200.95            | $188.86            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA5947 X      | 2042-12-15      | 2.5000%  |  | $67.06             | $58.34             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 779384 X      | 2042-06-15      | 3.5000%  |  | $50.07             | $46.54             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRQ0109  | 2056-04-01      | 4.5000%  |  | $13669.29          | $13190.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0316  | 2033-01-01      | 2.5000%  |  | $94.00             | $90.22             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZT2091  | 2034-06-01      | 3.0000%  |  | $6.73              | $6.50              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4901 C      | 2056-02-20      | 5.5000%  |  | $4117.60           | $4192.56           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3945 C      | 2056-02-20      | 6.5000%  |  | $3729.12           | $3910.76           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3279 C      | 2056-02-20      | 6.0000%  |  | $54.18             | $55.48             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DQ1928        | 2061-03-15      | 5.5300%  |  | $380.77            | $392.15            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9409 C      | 2056-04-20      | 5.5000%  |  | $4953.76           | $5037.13           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0600 C      | 2055-12-20      | 6.0000%  |  | $2102.56           | $2153.04           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN6484 C      | 2066-02-20      | 5.5000%  |  | $8505.19           | $8601.55           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1575        | 2061-01-15      | 5.4400%  |  | $326.10            | $337.50            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1558        | 2060-11-15      | 5.4000%  |  | $375.92            | $388.11            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6757        | 2060-12-15      | 5.2500%  |  | $0.53              | $0.54              | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6744        | 2060-10-15      | 5.3400%  |  | $331.91            | $341.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1233  | 2048-03-01      | 3.5000%  |  | $4124.90           | $3852.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4936  | 2056-02-01      | 5.5000%  |  | $3233.90           | $3273.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9654  | 2054-12-01      | 5.0000%  |  | $43968.41          | $43811.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9338  | 2054-10-01      | 6.0000%  |  | $1477.37           | $1540.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB3882  | 2052-06-01      | 5.0000%  |  | $1073.11           | $1066.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2960  | 2049-01-01      | 4.5000%  |  | $83.01             | $81.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1191  | 2047-11-01      | 3.5000%  |  | $835.06            | $772.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP0038  | 2049-12-01      | 3.0000%  |  | $58.64             | $52.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN3197  | 2049-01-01      | 4.0000%  |  | $609.38            | $581.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5078  | 2047-05-01      | 3.5000%  |  | $220.69            | $205.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3875  | 2048-04-01      | 4.0000%  |  | $463.86            | $443.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM1948  | 2041-07-01      | 6.0000%  |  | $546.74            | $578.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBJ9175  | 2048-05-01      | 5.5000%  |  | $15.57             | $15.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ4603  | 2048-02-01      | 4.0000%  |  | $163.63            | $156.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ2854  | 2048-03-01      | 4.0000%  |  | $895.13            | $856.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBJ0978  | 2047-11-01      | 3.0000%  |  | $3.68              | $3.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC2521  | 2046-01-01      | 3.5000%  |  | $11.08             | $10.34             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI8245  | 2038-10-01      | 5.5000%  |  | $6.50              | $6.69              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI7779  | 2037-10-01      | 6.0000%  |  | $21.83             | $22.37             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI6251  | 2037-06-01      | 6.0000%  |  | $8.74              | $9.11              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1515  | 2046-01-01      | 4.0000%  |  | $0.14              | $0.14              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1475  | 2046-11-01      | 3.5000%  |  | $31.69             | $29.53             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1474  | 2044-01-01      | 3.5000%  |  | $10.74             | $10.11             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1320  | 2048-11-01      | 4.0000%  |  | $5.80              | $5.53              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0724  | 2045-07-01      | 4.5000%  |  | $1271.85           | $1264.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9444  | 2043-12-01      | 3.5000%  |  | $212.35            | $199.71            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004268 M      | 2038-10-20      | 6.0000%  |  | $11.18             | $11.80             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004196 M      | 2038-07-20      | 6.5000%  |  | $59.81             | $64.69             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9370  | 2043-12-01      | 4.5000%  |  | $20.49             | $20.16             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4688  | 2046-11-01      | 3.0000%  |  | $546.38            | $491.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4647  | 2046-01-01      | 3.5000%  |  | $11.68             | $10.89             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4630  | 2045-09-01      | 3.5000%  |  | $62.37             | $58.25             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4568  | 2044-05-01      | 5.0000%  |  | $13.51             | $13.57             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4526  | 2043-08-01      | 3.5000%  |  | $29.95             | $28.09             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS4173  | 2035-03-01      | 5.5000%  |  | $60.31             | $62.38             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS2746  | 2039-04-01      | 6.5000%  |  | $3.29              | $3.45              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2375  | 2038-09-01      | 5.5000%  |  | $26.60             | $27.42             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004017 M      | 2037-08-20      | 6.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003807 M      | 2036-01-20      | 5.5000%  |  | $11.74             | $12.15             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003171 M      | 2031-12-20      | 5.5000%  |  | $6.51              | $6.66              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 595260 X      | 2032-12-15      | 5.5000%  |  | $4.67              | $4.78              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY3841 X      | 2047-03-15      | 5.0000%  |  | $23.65             | $23.96             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY0512 X      | 2047-06-15      | 4.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AW5781 X      | 2047-02-15      | 4.5000%  |  | $49.65             | $48.72             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR8080 C      | 2056-04-20      | 5.0000%  |  | $83.45             | $83.60             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3856 C      | 2056-04-20      | 6.0000%  |  | $3.48              | $3.63              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3710 C      | 2056-03-20      | 6.0000%  |  | $27.24             | $27.88             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3610 C      | 2056-04-20      | 6.0000%  |  | $1352.71           | $1384.20           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5404 C      | 2066-01-20      | 6.0000%  |  | $2930.00           | $3017.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5257 C      | 2056-01-20      | 6.0000%  |  | $1543.10           | $1579.72           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4747 C      | 2065-12-20      | 7.0000%  |  | $4523.34           | $4727.67           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4370 C      | 2065-11-20      | 7.0000%  |  | $1932.25           | $2026.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0936 M      | 2056-02-20      | 5.0000%  |  | $77.83             | $77.58             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0934 M      | 2056-02-20      | 4.0000%  |  | $3.13              | $2.93              | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0675 M      | 2055-10-20      | 6.5000%  |  | $1753.59           | $1811.49           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3672  | 2056-01-01      | 6.0000%  |  | $415.88            | $430.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6308  | 2055-10-01      | 6.5000%  |  | $1207.82           | $1267.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4579  | 2052-04-01      | 3.0000%  |  | $301.91            | $265.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3905  | 2050-01-01      | 3.0000%  |  | $309.11            | $274.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3871  | 2049-12-01      | 3.0000%  |  | $121.81            | $108.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3774  | 2049-09-01      | 3.0000%  |  | $721.06            | $641.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3697  | 2039-07-01      | 3.0000%  |  | $12.68             | $11.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3238  | 2048-01-01      | 3.5000%  |  | $243.21            | $224.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5372  | 2042-06-01      | 3.5000%  |  | $23.59             | $22.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995251  | 2038-11-01      | 6.0000%  |  | $121.76            | $128.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL949358  | 2037-08-01      | 6.5000%  |  | $10.55             | $11.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889455  | 2038-05-01      | 6.0000%  |  | $60.02             | $63.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC2412  | 2056-04-01      | 6.5000%  |  | $0.93              | $0.99              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7518  | 2053-03-01      | 6.0000%  |  | $7985.44           | $8300.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5741  | 2053-07-01      | 6.5000%  |  | $1937.16           | $2043.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLFS4327  | 2052-04-01      | 1.5000%  |  | $6090.84           | $4661.79           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1201  | 2036-12-01      | 5.5000%  |  | $23.36             | $24.18             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1674  | 2037-03-01      | 5.5000%  |  | $9.14              | $9.33              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZA1288  | 2043-02-01      | 3.0000%  |  | $47.62             | $43.58             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN6177  | 2049-06-01      | 3.0000%  |  | $330.48            | $294.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN4826  | 2049-04-01      | 4.0000%  |  | $165.98            | $158.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3158  | 2049-02-01      | 4.0000%  |  | $36.93             | $35.40             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3049  | 2049-02-01      | 4.0000%  |  | $431.06            | $411.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2167  | 2046-11-01      | 3.0000%  |  | $57.98             | $52.16             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0412  | 2045-11-01      | 3.5000%  |  | $47.39             | $44.24             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0273  | 2045-10-01      | 3.5000%  |  | $229.55            | $214.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8469  | 2044-09-01      | 3.5000%  |  | $43.71             | $41.05             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL6037  | 2043-05-01      | 3.5000%  |  | $230.29            | $214.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL6288  | 2043-06-01      | 3.5000%  |  | $88.05             | $82.92             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4422  | 2042-12-01      | 3.0000%  |  | $260.48            | $238.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3152  | 2042-05-01      | 3.0000%  |  | $7.51              | $6.88              | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.1927%  |  | $2265.56           | $2164.88           | Agency Mortgage-Backed Securities         |
| FMAC FREM MTG TR 2018-KF43 | 2028-02-25      | 12.5167% |  | $5329.80           | $5191.14           | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2017-KF3 | 2027-09-25      | 13.3667% |  | $5120.83           | $4855.53           | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB4 | 2037-10-25      | 11.2667% |  | $237.07            | $221.52            | Agency Mortgage-Backed Securities         |

### Security 5: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.730%, 5/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1L96, C.4 - ISIN: US3130B1L968, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100004.30
- **C.18.a - Value (excl. sponsor support):** $100004.30
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.765%, 8/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FD2, C.4 - ISIN: US3130B2FD29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100021.39
- **C.18.a - Value (excl. sponsor support):** $100021.39
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.775%, 9/25/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2UL7, C.4 - ISIN: US3130B2UL79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200064.64
- **C.18.a - Value (excl. sponsor support):** $200064.64
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.705%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UR7, C.4 - ISIN: US3130B5UR70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249979.59
- **C.18.a - Value (excl. sponsor support):** $249979.59
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.750%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150062.05
- **C.18.a - Value (excl. sponsor support):** $150062.05
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.625%, 10/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VM3, C.4 - ISIN: US3130B7VM31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99856.05
- **C.18.a - Value (excl. sponsor support):** $99856.05
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System 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):** $99911.25
- **C.18.a - Value (excl. sponsor support):** $99911.25
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.810%, 10/14/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83C4, C.4 - ISIN: US3130B83C44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149986.48
- **C.18.a - Value (excl. sponsor support):** $149986.48
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.810%, 12/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KW1, C.4 - ISIN: US3130B8KW15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250049.65
- **C.18.a - Value (excl. sponsor support):** $250049.65
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.760%, 12/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PA4, C.4 - ISIN: US3130B8PA40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299692.88
- **C.18.a - Value (excl. sponsor support):** $299692.88
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.500%, 1/4/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8UW0, C.4 - ISIN: US3130B8UW05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299534.05
- **C.18.a - Value (excl. sponsor support):** $299534.05
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.500%, 1/4/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8VA7, C.4 - ISIN: US3130B8VA75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299790.14
- **C.18.a - Value (excl. sponsor support):** $299790.14
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.640%, 2/5/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92Z2, C.4 - ISIN: US3130B92Z20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299549.63
- **C.18.a - Value (excl. sponsor support):** $299549.63
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2027-02-05
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.710%, 1/14/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94T4, C.4 - ISIN: US3130B94T42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149991.74
- **C.18.a - Value (excl. sponsor support):** $149991.74
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-14
- **C.13 - Final Legal Maturity Date:** 2028-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.620%, 2/8/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95B2, C.4 - ISIN: US3130B95B25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149869.59
- **C.18.a - Value (excl. sponsor support):** $149869.59
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-02-08
- **C.12 - Maturity Date (WAL):** 2027-02-08
- **C.13 - Final Legal Maturity Date:** 2027-02-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.640%, 2/12/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95L0, C.4 - ISIN: US3130B95L07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249632.46
- **C.18.a - Value (excl. sponsor support):** $249632.46
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-02-12
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.720%, 2/11/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9FP0, C.4 - ISIN: US3130B9FP02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49999.10
- **C.18.a - Value (excl. sponsor support):** $49999.10
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.680%, 3/24/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9NT3, C.4 - ISIN: US3130B9NT32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399229.96
- **C.18.a - Value (excl. sponsor support):** $399229.96
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-03-24
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.750%, 4/2/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9T34, C.4 - ISIN: US3130B9T345, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249732.16
- **C.18.a - Value (excl. sponsor support):** $249732.16
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2027-04-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.970%, 4/22/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA5L7, C.4 - ISIN: US3130BA5L71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300086.16
- **C.18.a - Value (excl. sponsor support):** $300086.16
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2027-04-22
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.870%, 5/21/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAHP5, C.4 - ISIN: US3130BAHP55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249844.21
- **C.18.a - Value (excl. sponsor support):** $249844.21
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2027-05-21
- **C.12 - Maturity Date (WAL):** 2027-05-21
- **C.13 - Final Legal Maturity Date:** 2027-05-21
- **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 26: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.510%, 8/7/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A97, C.4 - ISIN: US313385A970, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $297034.13
- **C.18.a - Value (excl. sponsor support):** $297034.13
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.509%, 8/19/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.4 - ISIN: US313385C539, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $494457.71
- **C.18.a - Value (excl. sponsor support):** $494457.71
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.530%, 8/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $197743.14
- **C.18.a - Value (excl. sponsor support):** $197743.14
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.537%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $296405.00
- **C.18.a - Value (excl. sponsor support):** $296405.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.605%, 5/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XK7, C.4 - ISIN: US313385XK76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99710.81
- **C.18.a - Value (excl. sponsor support):** $99710.81
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.720%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99992.59
- **C.18.a - Value (excl. sponsor support):** $99992.59
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $75017.72
- **C.18.a - Value (excl. sponsor support):** $75017.72
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 12/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100010.07
- **C.18.a - Value (excl. sponsor support):** $100010.07
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100007.85
- **C.18.a - Value (excl. sponsor support):** $100007.85
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 7/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100019.94
- **C.18.a - Value (excl. sponsor support):** $100019.94
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 7/15/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLD1, C.4 - ISIN: US3133ERLD17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100020.06
- **C.18.a - Value (excl. sponsor support):** $100020.06
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 8/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNW7, C.4 - ISIN: US3133ERNW79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250078.63
- **C.18.a - Value (excl. sponsor support):** $250078.63
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 8/26/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150060.00
- **C.18.a - Value (excl. sponsor support):** $150060.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.775%, 1/21/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100004.62
- **C.18.a - Value (excl. sponsor support):** $100004.62
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 9/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100026.35
- **C.18.a - Value (excl. sponsor support):** $100026.35
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 11/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZX2, C.4 - ISIN: US3133ERZX25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250002.91
- **C.18.a - Value (excl. sponsor support):** $250002.91
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.675%, 4/19/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99997.93
- **C.18.a - Value (excl. sponsor support):** $99997.93
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 11/23/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100021.35
- **C.18.a - Value (excl. sponsor support):** $100021.35
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 1/6/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6B8, C.4 - ISIN: US3133ET6B88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149993.23
- **C.18.a - Value (excl. sponsor support):** $149993.23
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-06
- **C.13 - Final Legal Maturity Date:** 2028-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 1/12/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6N2, C.4 - ISIN: US3133ET6N27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150054.26
- **C.18.a - Value (excl. sponsor support):** $150054.26
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAA5, C.4 - ISIN: US3133ETAA52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $59995.84
- **C.18.a - Value (excl. sponsor support):** $59995.84
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 10/1/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETC70, C.4 - ISIN: US3133ETC702, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99990.44
- **C.18.a - Value (excl. sponsor support):** $99990.44
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200010.04
- **C.18.a - Value (excl. sponsor support):** $200010.04
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.740%, 4/22/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ81, C.4 - ISIN: US3133ETJ814, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175005.04
- **C.18.a - Value (excl. sponsor support):** $175005.04
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.745%, 5/27/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJA6, C.4 - ISIN: US3133ETJA61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100017.82
- **C.18.a - Value (excl. sponsor support):** $100017.82
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.735%, 6/4/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKK2, C.4 - ISIN: US3133ETKK25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249977.55
- **C.18.a - Value (excl. sponsor support):** $249977.55
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-04
- **C.13 - Final Legal Maturity Date:** 2027-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 6/17/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249924.18
- **C.18.a - Value (excl. sponsor support):** $249924.18
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 7/29/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRA7, C.4 - ISIN: US3133ETRA79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199981.09
- **C.18.a - Value (excl. sponsor support):** $199981.09
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.740%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWX1, C.4 - ISIN: US3133ETWX18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149987.05
- **C.18.a - Value (excl. sponsor support):** $149987.05
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.745%, 11/26/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY43, C.4 - ISIN: US3133ETY433, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100022.86
- **C.18.a - Value (excl. sponsor support):** $100022.86
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 1/20/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAK6, C.4 - ISIN: US3133EWAK63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99994.93
- **C.18.a - Value (excl. sponsor support):** $99994.93
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 1/26/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAT7, C.4 - ISIN: US3133EWAT72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199998.82
- **C.18.a - Value (excl. sponsor support):** $199998.82
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-26
- **C.13 - Final Legal Maturity Date:** 2028-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 1/28/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBJ8, C.4 - ISIN: US3133EWBJ81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99999.42
- **C.18.a - Value (excl. sponsor support):** $99999.42
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-28
- **C.13 - Final Legal Maturity Date:** 2028-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.720%, 2/2/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $75009.45
- **C.18.a - Value (excl. sponsor support):** $75009.45
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.720%, 2/9/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50006.21
- **C.18.a - Value (excl. sponsor support):** $50006.21
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 2/11/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCV0, C.4 - ISIN: US3133EWCV01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99998.59
- **C.18.a - Value (excl. sponsor support):** $99998.59
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.720%, 2/17/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50018.31
- **C.18.a - Value (excl. sponsor support):** $50018.31
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 2/25/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEH9, C.4 - ISIN: US3133EWEH98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99998.37
- **C.18.a - Value (excl. sponsor support):** $99998.37
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.720%, 3/9/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGE4, C.4 - ISIN: US3133EWGE40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99999.61
- **C.18.a - Value (excl. sponsor support):** $99999.61
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-09
- **C.13 - Final Legal Maturity Date:** 2028-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.770%, 10/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $150045.36
- **C.18.a - Value (excl. sponsor support):** $150045.36
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.760%, 9/2/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $249970.26
- **C.18.a - Value (excl. sponsor support):** $249970.26
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.725%, 6/16/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $199931.39
- **C.18.a - Value (excl. sponsor support):** $199931.39
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.770%, 10/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $200062.31
- **C.18.a - Value (excl. sponsor support):** $200062.31
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.890%, 11/5/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $150413.86
- **C.18.a - Value (excl. sponsor support):** $150413.86
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.770%, 12/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $100040.49
- **C.18.a - Value (excl. sponsor support):** $100040.49
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.710%, 12/22/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $300104.53
- **C.18.a - Value (excl. sponsor support):** $300104.53
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.710%, 1/7/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $100031.37
- **C.18.a - Value (excl. sponsor support):** $100031.37
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  3.660%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  |  | $925.00            | $912.35            | Agency Debentures and Agency Strips       |
| FMAC 2.22 FMNT GB21-40K0  | 2040-07-13      | 2.2200%  |  | $5555.56           | $3949.21           | Agency Debentures and Agency Strips       |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  |  | $2725.28           | $2245.03           | Agency Debentures and Agency Strips       |
| FCSB 3 7/8 FCSB 29 FB     | 2029-03-27      | 3.8750%  |  | $0.28              | $0.28              | Agency Debentures and Agency Strips       |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  |  | $0.12              | $0.13              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-14O FE     | 2074-08-20      | 4.4401%  |  | $4731.88           | $4768.41           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5386FD 03/25/54 | 2054-03-25      | 4.8952%  |  | $3093.76           | $3119.32           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-17O DF     | 2072-07-20      | 4.4401%  |  | $0.42              | $0.42              | Agency Collateralized Mortgage Obligation |
| FMAC FKAR 02.400 WNWN0087 | 2037-11-01      | 2.4000%  |  | $0.28              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT2101 | 2048-04-01      | 3.0000%  |  | $4367.55           | $3907.96           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3755 | 2042-09-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0935 M     | 2056-02-20      | 4.5000%  |  | $1862.87           | $1803.25           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0118 | 2056-05-01      | 5.0000%  |  | $0.69              | $0.68              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1236 | 2055-05-01      | 5.0000%  |  | $2835.88           | $2831.45           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5880 | 2055-10-01      | 5.5000%  |  | $2697.44           | $2722.70           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX9176 | 2055-04-01      | 5.0000%  |  | $1961.81           | $1943.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  |  | $5029.31           | $5124.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1534 | 2054-01-01      | 4.5000%  |  | $0.32              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8569 | 2054-05-01      | 5.0000%  |  | $14110.43          | $13968.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8972 | 2054-08-01      | 5.0000%  |  | $461.27            | $460.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3921 | 2052-06-01      | 4.5000%  |  | $10418.07          | $10143.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7386 | 2050-10-01      | 3.0000%  |  | $780.71            | $684.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  |  | $2313.65           | $2374.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV5871 | 2055-07-01      | 5.5000%  |  | $645.64            | $653.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV5865 | 2055-07-01      | 5.5000%  |  | $1023.72           | $1037.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9987 | 2055-04-01      | 6.5000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9844 | 2054-09-01      | 6.5000%  |  | $151.52            | $161.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6134 | 2045-11-01      | 4.0000%  |  | $1731.94           | $1662.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL3344 | 2042-10-01      | 4.5000%  |  | $1889.10           | $1876.38           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462363 | 2037-06-01      | 6.3570%  |  | $0.11              | $0.12              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD4214 | 2052-01-01      | 2.0000%  |  | $0.21              | $0.17              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  |  | $0.19              | $0.19              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5173 | 2054-10-01      | 6.5000%  |  | $318.01            | $338.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6991 | 2053-02-01      | 5.5000%  |  | $318.76            | $328.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2496 | 2055-09-01      | 5.5000%  |  | $14802.04          | $15069.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $38019.84          | $37603.05          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ1211 | 2054-08-01      | 6.0000%  |  | $316.74            | $328.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0018 | 2049-06-01      | 3.0000%  |  | $10632.59          | $9519.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6038 | 2055-09-01      | 5.5000%  |  | $345.35            | $348.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8461 | 2055-08-01      | 6.5000%  |  | $418.91            | $438.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2093 | 2055-08-01      | 6.0000%  |  | $81.71             | $83.89             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ0338 | 2054-07-01      | 7.0000%  |  | $221.57            | $238.46            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  |  | $12592.28          | $12988.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  |  | $367.50            | $387.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6499 | 2055-09-01      | 5.5000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4395 | 2056-03-01      | 5.0000%  |  | $41.75             | $41.41             | Agency Mortgage-Backed Securities         |
| USTR 3 3/8 NOTE BL 27     | 2027-11-30      | 3.3750%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $33417.86          | $33534.48          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $0.28              | $0.28              | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN A 35      | 2035-01-15      | 2.1250%  |  | $1938.60           | $1993.78           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $0.17              | $0.17              | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  |  | $1390.00           | $1398.42           | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  |  | $5478.33           | $5283.22           | U.S. Treasuries (including strips)        |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  |  | $0.14              | $0.14              | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  |  | $30111.58          | $29775.76          | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  |  | $13399.86          | $11737.34          | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE S 26      | 2026-11-30      | 1.6250%  |  | $0.22              | $0.22              | U.S. Treasuries (including strips)        |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $4051.67           | $4040.14           | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $3583.72           | $3411.83           | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $21907.42          | $21917.31          | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips)        |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $2777.64           | $2544.21           | U.S. Treasuries (including strips)        |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $26005.44          | $22568.37          | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $1964.00           | $1641.14           | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $44444.44          | $38813.89          | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $10490.47          | $6293.75           | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $6944.22           | $3828.54           | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  |  | $3611.11           | $2495.79           | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  |  | $3054.75           | $1688.61           | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $0.03              | $0.01              | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  |  | $6942.97           | $4310.33           | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  |  | $4385.67           | $2811.44           | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $4405.11           | $3208.17           | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  |  | $6639.97           | $4591.30           | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $2111.06           | $1741.15           | U.S. Treasuries (including strips)        |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  |  | $4046.00           | $3252.93           | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  |  | $18649.03          | $15397.01          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $5386.17           | $5342.53           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $4017.28           | $3944.30           | U.S. Treasuries (including strips)        |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  |  | $1768.94           | $1848.71           | U.S. Treasuries (including strips)        |
| USTR BILL 06/09/26        | 2026-06-09      | 0.0000%  |  | $1944.44           | $1936.67           | U.S. Treasuries (including strips)        |
| USTR BILL 08/20/26        | 2026-08-20      | 0.0000%  |  | $1952.17           | $1930.28           | U.S. Treasuries (including strips)        |
| USTR BILL 06/18/26        | 2026-06-18      | 0.0000%  |  | $45349.22          | $45127.46          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  |  | $2195.19           | $2211.09           | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AH 30     | 2030-12-31      | 3.6250%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 56        | 2056-02-15      | 4.7500%  |  | $3813.28           | $3710.89           | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  |  | $4460.17           | $3305.15           | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  |  | $0.06              | $0.04              | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 46            | 2046-02-15      | 1.0000%  |  | $0.11              | $0.09              | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $2775.58           | $2020.47           | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $3563.00           | $3683.39           | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $3105.08           | $3055.31           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $1365.17           | $1395.39           | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE M 28      | 2028-06-30      | 1.2500%  |  | $1214.69           | $1152.17           | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  |  | $5279.53           | $5246.95           | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 39        | 2039-11-15      | 4.3750%  |  | $27000.72          | $26660.63          | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $743.06            | $650.41            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $6192.61           | $6241.11           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $18051.33          | $18317.50          | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips)        |

### Security 74: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  3.630%, 5/15/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 466999000, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $1500000.00
- **C.18.a - Value (excl. sponsor support):** $1500000.00
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  |  | $1081841.28        | $1099952.44        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  |  | $218182.08         | $215223.14         | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  |  | $212582.78         | $214824.42         | U.S. Treasuries (including strips) |

### Security 75: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.960%, 5/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399482.53
- **C.18.a - Value (excl. sponsor support):** $399482.53
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.3800%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.955%, 5/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99870.63
- **C.18.a - Value (excl. sponsor support):** $99870.63
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.3800%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.930%, 5/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $798965.06
- **C.18.a - Value (excl. sponsor support):** $798965.06
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.3800%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.690%, 5/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $749029.74
- **C.18.a - Value (excl. sponsor support):** $749029.74
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.3800%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.940%, 6/11/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $398360.00
- **C.18.a - Value (excl. sponsor support):** $398360.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.605%, 6/11/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1493850.00
- **C.18.a - Value (excl. sponsor support):** $1493850.00
- **C.19 - Percentage of Net Assets:** 2.0800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.925%, 7/9/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $695164.63
- **C.18.a - Value (excl. sponsor support):** $695164.63
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.540%, 10/1/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $738568.03
- **C.18.a - Value (excl. sponsor support):** $738568.03
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.470%, 11/27/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $342763.99
- **C.18.a - Value (excl. sponsor support):** $342763.99
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.460%, 11/27/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $734494.27
- **C.18.a - Value (excl. sponsor support):** $734494.27
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.610%, 6/4/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1096263.89
- **C.18.a - Value (excl. sponsor support):** $1096263.89
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.380%, 12/24/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $244155.65
- **C.18.a - Value (excl. sponsor support):** $244155.65
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.390%, 1/21/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $486956.11
- **C.18.a - Value (excl. sponsor support):** $486956.11
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.525%, 7/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1090127.16
- **C.18.a - Value (excl. sponsor support):** $1090127.16
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.500%, 8/20/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $494463.11
- **C.18.a - Value (excl. sponsor support):** $494463.11
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.595%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $995402.56
- **C.18.a - Value (excl. sponsor support):** $995402.56
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.595%, 6/23/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1094115.34
- **C.18.a - Value (excl. sponsor support):** $1094115.34
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.590%, 6/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $993951.04
- **C.18.a - Value (excl. sponsor support):** $993951.04
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.656%, 3/18/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $96828.64
- **C.18.a - Value (excl. sponsor support):** $96828.64
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.595%, 3/18/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $145242.96
- **C.18.a - Value (excl. sponsor support):** $145242.96
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.590%, 7/7/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UN5, C.4 - ISIN: US912797UN51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1092624.20
- **C.18.a - Value (excl. sponsor support):** $1092624.20
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.610%, 7/21/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.4 - ISIN: US912797UQ82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $743956.64
- **C.18.a - Value (excl. sponsor support):** $743956.64
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.500%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $245883.79
- **C.18.a - Value (excl. sponsor support):** $245883.79
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: 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):** $149607.42
- **C.18.a - Value (excl. sponsor support):** $149607.42
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 99: 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):** $198483.12
- **C.18.a - Value (excl. sponsor support):** $198483.12
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 100: 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):** $197425.78
- **C.18.a - Value (excl. sponsor support):** $197425.78
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 101: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.250%, 12/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98385.16
- **C.18.a - Value (excl. sponsor support):** $98385.16
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: 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):** $351152.81
- **C.18.a - Value (excl. sponsor support):** $351152.81
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 103: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.125%, 2/15/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100281.25
- **C.18.a - Value (excl. sponsor support):** $100281.25
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: 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):** $200285.16
- **C.18.a - Value (excl. sponsor support):** $200285.16
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: 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):** $199996.88
- **C.18.a - Value (excl. sponsor support):** $199996.88
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 106: 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):** $149843.99
- **C.18.a - Value (excl. sponsor support):** $149843.99
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.828%, 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):** $500390.53
- **C.18.a - Value (excl. sponsor support):** $500390.53
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **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 108: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.250%, 11/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $351052.73
- **C.18.a - Value (excl. sponsor support):** $351052.73
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.125%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200554.69
- **C.18.a - Value (excl. sponsor support):** $200554.69
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.721%, 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):** $1000299.92
- **C.18.a - Value (excl. sponsor support):** $1000299.92
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **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 111: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.875%, 3/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200200.00
- **C.18.a - Value (excl. sponsor support):** $200200.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 112: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.783%, 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):** $1001085.85
- **C.18.a - Value (excl. sponsor support):** $1001085.85
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **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 113: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.875%, 5/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNE7, C.4 - ISIN: US91282CNE74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200148.44
- **C.18.a - Value (excl. sponsor support):** $200148.44
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **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 114: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia, REPO,  3.650%, 5/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 921AZS005, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $10062000.00
- **C.18.a - Value (excl. sponsor support):** $10062000.00
- **C.19 - Percentage of Net Assets:** 14.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 06.000 CLRJ5536 | 2055-12-01      | 6.0000%  |  | $98178.31          | $101986.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1501 | 2055-04-01      | 6.0000%  |  | $559430.08         | $574335.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1291 | 2055-04-01      | 5.0000%  |  | $964128.90         | $962477.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9612 | 2054-12-01      | 5.5000%  |  | $1144075.33        | $1160384.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9171 | 2054-09-01      | 6.5000%  |  | $900218.37         | $965017.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3267 | 2052-04-01      | 3.5000%  |  | $281525.08         | $258216.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1788 | 2055-06-01      | 5.5000%  |  | $979845.34         | $997571.29         | Agency Mortgage-Backed Securities  |
| USTR 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  |  | $2050756.34        | $1926326.31        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  |  | $1061693.94        | $1010314.79        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $2299839.14        | $2307651.54        | U.S. Treasuries (including strips) |

### Security 115: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  3.650%, 5/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 13.9400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB FHOR 22-26 GR        | 2026-07-20      | 1.5000%  |  | $502.28            | $501.71            | Agency Debentures and Agency Strips       |
| FMAC FERA 5630FH 02/25/56 | 2056-02-25      | 4.3952%  |  | $121484.51         | $120460.69         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC088FC R24F088 | 2054-12-25      | 5.0452%  |  | $14440.72          | $14586.83          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FA 12/25/54 | 2054-12-25      | 5.0452%  |  | $33470.80          | $33765.64          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC052FM R25F052 | 2055-07-25      | 4.9952%  |  | $24423.71          | $24682.70          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC029MF R25F029 | 2055-05-25      | 5.1452%  |  | $126038.47         | $127633.94         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5645FD 04/25/56 | 2056-04-25      | 4.6952%  |  | $419871.60         | $419416.50         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5645FC 04/25/56 | 2056-04-25      | 4.6952%  |  | $222414.64         | $221434.26         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5582FM 10/25/55 | 2055-10-25      | 4.6952%  |  | $124681.57         | $125475.55         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5575BF 09/25/55 | 2055-09-25      | 4.7952%  |  | $146213.57         | $147608.15         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5581FN 03/25/55 | 2055-03-25      | 4.6452%  |  | $56164.78          | $56525.48          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5572FM 09/25/55 | 2055-09-25      | 4.7452%  |  | $150968.54         | $152154.70         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5565MF 05/25/55 | 2055-05-25      | 5.2452%  |  | $131270.28         | $132271.81         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5547HA 08/25/51 | 2051-08-25      | 5.0000%  |  | $120867.00         | $120241.72         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549AF 06/25/55 | 2055-06-25      | 5.1452%  |  | $188549.97         | $189515.08         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 4.9952%  |  | $117025.30         | $118145.32         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL095FL R24F095 | 2054-12-25      | 5.0952%  |  | $119467.69         | $120724.33         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC093FB R24F093 | 2054-12-25      | 5.0452%  |  | $60420.73          | $60927.46          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088FA R24F088 | 2054-12-25      | 4.6452%  |  | $212404.38         | $213554.16         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033QF R24F033 | 2054-03-25      | 4.6452%  |  | $85873.00          | $86510.28          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL024CA R24F024 | 2054-05-25      | 0.1250%  |  | $302858.80         | $251931.19         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011FD R24F011 | 2054-03-25      | 4.9952%  |  | $57358.26          | $58127.54          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5544CN 04/25/52 | 2052-04-25      | 4.5000%  |  | $93435.10          | $92980.45          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5543FC 06/25/55 | 2055-06-25      | 5.1452%  |  | $76327.31          | $77243.67          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FW 05/25/55 | 2055-05-25      | 5.6952%  |  | $113369.56         | $115491.05         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FM 05/25/55 | 2055-05-25      | 5.0452%  |  | $72150.43          | $72966.36          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5517FQ 03/25/55 | 2055-03-25      | 4.5452%  |  | $88334.84          | $88666.48          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5516FE 03/25/55 | 2055-03-25      | 5.0452%  |  | $56515.59          | $56968.60          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5503FE 02/25/55 | 2055-02-25      | 5.0952%  |  | $63726.36          | $64374.62          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5490FC 01/25/55 | 2055-01-25      | 5.0952%  |  | $12448.33          | $12581.08          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FH 04/25/54 | 2054-04-25      | 5.0952%  |  | $1200.51           | $1211.81           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FD 02/25/54 | 2054-02-25      | 5.0452%  |  | $115795.01         | $116969.14         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FC 02/25/54 | 2054-02-25      | 4.9952%  |  | $57897.51          | $58317.08          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54 | 2054-12-25      | 5.1452%  |  | $43177.34          | $43634.57          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FB 12/25/54 | 2054-12-25      | 5.0952%  |  | $234295.62         | $236598.20         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5483FD 12/25/54 | 2054-12-25      | 4.9452%  |  | $25709.78          | $25910.65          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54 | 2054-12-25      | 5.0952%  |  | $75404.45          | $76164.65          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482CF 12/25/54 | 2054-12-25      | 4.9952%  |  | $18120.95          | $18276.29          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5480FB 02/25/54 | 2054-02-25      | 5.3952%  |  | $108387.73         | $109620.03         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5418FC 06/25/54 | 2054-06-25      | 5.0452%  |  | $26931.49          | $27165.92          | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0268 10/25/53 | 2053-10-25      | 4.6452%  |  | $1322.82           | $1329.90           | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0267 10/25/53 | 2053-10-25      | 4.4452%  |  | $576.68            | $578.36            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5378FD 02/25/54 | 2054-02-25      | 4.8552%  |  | $57559.36          | $57954.98          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5357FT 11/25/53 | 2053-11-25      | 5.0452%  |  | $41712.50          | $42175.25          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5326FA 08/25/53 | 2053-08-25      | 4.7452%  |  | $76748.22          | $77239.18          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL018FE R26F018 | 2056-04-25      | 5.5000%  |  | $240002.89         | $240142.07         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL021YF R26F021 | 2055-03-25      | 4.6452%  |  | $428807.98         | $428000.17         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL007FC R26F007 | 2056-02-25      | 4.4452%  |  | $44766.31          | $44849.86          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL091PF R25F091 | 2055-10-25      | 4.5452%  |  | $62955.64          | $63290.26          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL055FG R25F055 | 2055-07-25      | 4.7452%  |  | $119168.60         | $120034.96         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL042FC R25F042 | 2055-06-25      | 5.1452%  |  | $77655.79          | $78542.67          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC040BD R25F040 | 2052-03-25      | 5.0000%  |  | $107895.43         | $108349.54         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL041FD R25F041 | 2055-06-25      | 5.1452%  |  | $43605.85          | $44113.49          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC006FB R25F006 | 2055-02-25      | 5.6452%  |  | $11370.08          | $11561.76          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC006GF R25F006 | 2055-02-25      | 5.0452%  |  | $10744.52          | $10853.30          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FH R24F103 | 2055-01-25      | 4.8952%  |  | $65476.97          | $65805.91          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FC 02/25/55 | 2055-02-25      | 5.6452%  |  | $70797.87          | $71991.32          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 4.6452%  |  | $15396.16          | $15510.49          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL009FA R25F009 | 2055-03-25      | 4.8452%  |  | $119623.62         | $120729.53         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC095HF R24F095 | 2054-12-25      | 5.0452%  |  | $7665.61           | $7737.85           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL001FJ R25F001 | 2055-02-25      | 5.6452%  |  | $39543.23          | $40213.96          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL022FB R26F022 | 2056-04-25      | 4.6452%  |  | $452320.25         | $451485.79         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC046FL R25F046 | 2055-06-25      | 5.1452%  |  | $258772.71         | $261804.65         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513FD 01/25/55 | 2055-01-25      | 4.9952%  |  | $37354.57          | $37670.51          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FC 05/25/55 | 2055-05-25      | 5.1452%  |  | $50789.91          | $51403.94          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL015FD R24F015 | 2054-04-25      | 4.9952%  |  | $44665.10          | $45024.11          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL040FB R25F040 | 2055-02-25      | 5.1452%  |  | $39094.03          | $39543.71          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5649FA 04/25/56 | 2056-04-25      | 4.6952%  |  | $648546.34         | $683995.28         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5420EF 06/25/54 | 2054-06-25      | 4.9952%  |  | $58229.46          | $58705.24          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5435FJ 07/25/54 | 2054-07-25      | 4.9452%  |  | $46330.15          | $46680.21          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033FE R25F033 | 2054-08-25      | 5.0952%  |  | $19289.49          | $19504.29          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05549F 06/25/55 | 2055-06-25      | 5.6452%  |  | $158446.85         | $161234.73         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549HF 06/25/55 | 2055-06-25      | 5.7452%  |  | $158446.85         | $161461.45         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FA R24F034 | 2054-06-25      | 4.6452%  |  | $275284.70         | $277012.98         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FB 02/25/54 | 2054-02-25      | 4.9952%  |  | $144743.76         | $145910.66         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FE 02/25/54 | 2054-02-25      | 5.0952%  |  | $156323.27         | $157992.28         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL031NA R25F031 | 2052-06-25      | 5.5000%  |  | $33380.34          | $33815.64          | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MB0745 M     | 2055-11-20      | 5.0000%  |  | $442185.21         | $440781.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7650 M     | 2051-10-20      | 3.0000%  |  | $17150.16          | $15302.43          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0423 M     | 2055-06-20      | 5.0000%  |  | $431147.74         | $429779.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0996 M     | 2056-03-20      | 5.0000%  |  | $460370.35         | $458909.03         | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011 | 2039-07-25      | 2.9440%  |  | $651.18            | $593.17            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL002A2 R19M002 | 2028-11-25      | 3.7480%  |  | $849.35            | $840.56            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL002A2 R24M002 | 2033-08-25      | 3.7500%  |  | $5650.68           | $5382.66           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A2 R22M013 | 2032-05-25      | 2.6726%  |  | $26095.89          | $23655.51          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.1511%  |  | $5044.23           | $4461.02           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL010A2 R22M010 | 2032-01-25      | 1.9911%  |  | $21274.81          | $18753.55          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5824%  |  | $29680.37          | $26047.44          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5824%  |  | $5568.77           | $5332.20           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A1 R22M003 | 2031-11-25      | 1.7641%  |  | $28562.58          | $26659.40          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0042A1 R22M00 | 2030-12-25      | 1.2482%  |  | $56408.41          | $51956.56          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0132A1 R21M01 | 2033-04-25      | 1.4890%  |  | $3215.15           | $3076.13           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL011A2 R21M011 | 2031-03-25      | 1.5055%  |  | $8333.33           | $7296.73           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL004A1 R21M004 | 2031-02-25      | 0.9590%  |  | $1706.20           | $1668.43           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0451A1 R20M04 | 2030-10-25      | 0.6800%  |  | $55108.98          | $52340.02          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A1 R20M001 | 2029-10-25      | 2.1510%  |  | $200.78            | $197.70            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0212A2 R19M02 | 2031-02-25      | 2.3500%  |  | $32450.13          | $30040.23          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL012A2 R19M012 | 2029-06-25      | 2.8850%  |  | $1647.72           | $1589.54           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL014A2 R18M014 | 2028-08-25      | 3.6966%  |  | $1234.38           | $1220.85           | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL008A2 R17M008 | 2027-05-25      | 3.0610%  |  | $206.98            | $205.34            | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL007A2 R17M007 | 2027-02-25      | 2.9610%  |  | $249.61            | $247.89            | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL009A2 R16M009 | 2026-06-25      | 2.2920%  |  | $73.62             | $73.46             | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL007A2 R16M007 | 2026-09-25      | 2.4994%  |  | $68.14             | $68.02             | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL004AL R16M004 | 2039-01-25      | 3.2730%  |  | $343.46            | $316.53            | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014 | 2027-09-25      | 2.9716%  |  | $18373.23          | $18086.29          | Agency Mortgage-Backed Securities         |
| FMAC FKRM P011A1 09/25/31 | 2031-09-25      | 1.2040%  |  | $973.62            | $903.37            | Agency Mortgage-Backed Securities         |
| FMAC FKRA P008A1 01/25/33 | 2033-01-25      | 1.7863%  |  | $10501.69          | $8939.24           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A2 R26M004 | 2042-10-25      | 2.9826%  |  | $174869.86         | $145428.13         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL004A2 R25M004 | 2035-08-25      | 4.3890%  |  | $7321.92           | $7202.05           | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL006A2 R16M006 | 2026-05-25      | 2.4880%  |  | $72.87             | $72.83             | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL005A3 R22M005 | 2034-01-25      | 2.4126%  |  | $38949.77          | $33399.77          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL006A2 R19M006 | 2029-01-25      | 3.4500%  |  | $14.87             | $14.82             | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A2 R20M020 | 2029-10-25      | 1.4350%  |  | $456.62            | $416.63            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0022A1 R23M00 | 2030-09-25      | 2.9140%  |  | $18136.54          | $17573.10          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0023A1 R23M00 | 2032-04-25      | 2.0056%  |  | $17668.34          | $16211.51          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL001A2 R19M001 | 2028-09-25      | 3.6787%  |  | $4898.59           | $4843.63           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL02SA2 R21M02S | 2031-10-25      | 1.8675%  |  | $1869.86           | $1654.43           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A1 R23M004 | 2032-09-25      | 3.8923%  |  | $26711.26          | $26376.18          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL014AL3 R19M01 | 2048-04-25      | 3.5000%  |  | $29908.68          | $24352.17          | Agency Mortgage-Backed Securities         |

### Security 116: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.660%, 5/8/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 06.000 CLTA7512 | 2056-02-01      | 6.0000%  |  | $1559.71           | $1619.27           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7217 | 2056-02-01      | 6.0000%  |  | $1202.08           | $1251.37           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7211 | 2056-02-01      | 6.0000%  |  | $1131.77           | $1190.53           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7227 | 2056-02-01      | 6.0000%  |  | $1833.27           | $1897.95           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7225 | 2056-03-01      | 6.0000%  |  | $2349.44           | $2434.89           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA7159 | 2056-03-01      | 6.5000%  |  | $1256.22           | $1325.12           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA5295 | 2056-02-01      | 5.5000%  |  | $2184.20           | $2213.84           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA4343 | 2055-11-01      | 6.5000%  |  | $785.77            | $839.99            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0146 | 2055-12-01      | 6.5000%  |  | $1082.72           | $1142.85           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA0040 | 2055-11-01      | 6.0000%  |  | $1095.16           | $1133.79           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIRR0087 | 2041-05-01      | 3.0000%  |  | $1162.09           | $1108.29           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIRR0080 | 2041-04-01      | 3.0000%  |  | $1164.93           | $1111.00           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0076 | 2041-04-01      | 5.0000%  |  | $2199.60           | $2221.81           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5607 | 2056-04-01      | 6.0000%  |  | $1692.74           | $1754.30           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5535 | 2056-03-01      | 6.5000%  |  | $933.28            | $981.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5530 | 2056-03-01      | 6.5000%  |  | $986.08            | $1033.03           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5528 | 2056-03-01      | 6.5000%  |  | $2265.81           | $2374.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5522 | 2056-03-01      | 6.5000%  |  | $1889.27           | $1982.82           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIDG5415 | 2041-03-01      | 4.0000%  |  | $1638.63           | $1599.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6236 | 2056-04-01      | 6.0000%  |  | $2373.16           | $2463.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6224 | 2056-04-01      | 6.0000%  |  | $2759.68           | $2860.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5104 | 2056-03-01      | 6.0000%  |  | $996.32            | $1030.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5375 | 2056-03-01      | 6.0000%  |  | $850.94            | $888.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG4171 | 2056-03-01      | 6.0000%  |  | $811.00            | $841.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG3925 | 2056-03-01      | 5.0000%  |  | $849.36            | $844.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3812 | 2056-03-01      | 5.5000%  |  | $2293.23           | $2324.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG3411 | 2056-04-01      | 6.0000%  |  | $1269.57           | $1337.35           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1853 | 2056-02-01      | 5.5000%  |  | $1691.54           | $1741.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1584 | 2056-02-01      | 6.0000%  |  | $1796.29           | $1856.09           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1382 | 2056-03-01      | 6.0000%  |  | $1065.04           | $1100.87           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIRR0052 | 2041-01-01      | 4.0000%  |  | $879.98            | $859.06            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIRR0041 | 2040-10-01      | 6.5000%  |  | $936.66            | $981.42            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIRR0063 | 2041-02-01      | 5.5000%  |  | $1536.42           | $1576.27           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0017 | 2040-08-01      | 5.0000%  |  | $2136.02           | $2157.59           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0121 | 2056-05-01      | 6.5000%  |  | $1693.23           | $1765.51           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0094 | 2056-02-01      | 5.0000%  |  | $1735.85           | $1716.82           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0053 | 2041-01-01      | 4.5000%  |  | $829.07            | $824.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1335 | 2056-03-01      | 5.5000%  |  | $1434.94           | $1456.06           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB9370 | 2054-09-01      | 6.0000%  |  | $876.90            | $907.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB0354 | 2054-03-01      | 7.5000%  |  | $1052.98           | $1129.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB0003 | 2054-03-01      | 7.5000%  |  | $788.79            | $847.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA0820 | 2053-10-01      | 6.0000%  |  | $140.14            | $144.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL2860 | 2042-12-01      | 3.0000%  |  | $2063.99           | $1889.86           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO5239 | 2041-03-01      | 5.0000%  |  | $1200.45           | $1213.16           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO5262 | 2041-04-01      | 4.0000%  |  | $1141.43           | $1114.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY8354 | 2053-08-01      | 6.0000%  |  | $1703.38           | $1755.82           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD2220 | 2052-05-01      | 3.0000%  |  | $1000.44           | $888.21            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3PQU7372 | 2050-02-01      | 3.5000%  |  | $948.44            | $847.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4254 | 2051-02-01      | 1.5000%  |  | $1981.79           | $1515.07           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV8515 | 2052-05-01      | 3.0000%  |  | $3033.04           | $2664.52           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8487 | 2054-12-01      | 4.0000%  |  | $1487.87           | $1399.41           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ3401 | 2055-09-01      | 5.0000%  |  | $2554.79           | $2527.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG8373 | 2056-05-01      | 5.5000%  |  | $2012.17           | $2048.13           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG4469 | 2056-03-01      | 6.0000%  |  | $840.20            | $868.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO5312 | 2041-03-01      | 5.0000%  |  | $1022.55           | $1033.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  |  | $1467.96           | $1238.02           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQJ0285 | 2054-07-01      | 7.5000%  |  | $903.29            | $973.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE7497 | 2055-09-01      | 6.0000%  |  | $1044.45           | $1101.74           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA6048 | 2056-02-01      | 6.0000%  |  | $1995.02           | $2025.26           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7652 | 2056-03-01      | 5.0000%  |  | $1258.03           | $1249.75           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB2100 | 2056-04-01      | 6.0000%  |  | $861.61            | $898.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $842.77            | $833.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5915 | 2040-12-01      | 4.5000%  |  | $1279.31           | $1272.48           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3708 | 2055-09-01      | 6.5000%  |  | $757.02            | $796.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKDF2773 | 2056-03-01      | 6.0000%  |  | $2087.64           | $2119.28           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA8395 | 2056-03-01      | 6.5000%  |  | $872.86            | $926.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF8269 | 2056-01-01      | 6.0000%  |  | $1623.93           | $1678.56           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4982 | 2041-02-01      | 4.0000%  |  | $1849.15           | $1805.17           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRQ0115 | 2056-05-01      | 3.5000%  |  | $2690.59           | $2454.73           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB7851 | 2054-07-01      | 7.5000%  |  | $1775.69           | $1912.16           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD0902 | 2052-02-01      | 2.5000%  |  | $1391.43           | $1168.25           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG7676 | 2053-06-01      | 5.5000%  |  | $1591.67           | $1620.61           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC8829 | 2054-12-01      | 5.5000%  |  | $1596.28           | $1624.80           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO5094 | 2041-03-01      | 4.0000%  |  | $1041.83           | $1017.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBW2426 | 2041-01-01      | 4.0000%  |  | $2399.57           | $2342.51           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG0182 | 2056-01-01      | 5.5000%  |  | $782.98            | $802.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG7620 | 2056-04-01      | 5.5000%  |  | $2490.93           | $2525.48           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  |  | $1738.91           | $1760.37           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7011 | 2055-06-01      | 6.5000%  |  | $1136.64           | $1197.60           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7550 | 2055-11-01      | 6.5000%  |  | $1096.67           | $1177.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIDG1928 | 2041-03-01      | 4.0000%  |  | $1511.11           | $1475.17           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA4436 | 2056-01-01      | 6.5000%  |  | $852.28            | $899.12            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ9539 | 2055-12-01      | 5.0000%  |  | $1867.02           | $1858.99           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB1819 | 2056-05-01      | 5.5000%  |  | $1294.44           | $1314.45           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA2608 | 2056-01-01      | 5.0000%  |  | $2475.71           | $2461.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6413 | 2056-04-01      | 5.5000%  |  | $1261.69           | $1282.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  |  | $1702.14           | $1492.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBM5108 | 2033-02-01      | 3.0000%  |  | $831.41            | $808.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9070 | 2055-08-01      | 6.0000%  |  | $1338.54           | $1387.10           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7607 | 2056-03-01      | 6.0000%  |  | $1004.67           | $1048.18           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTQK1825 | 2046-01-01      | 5.0000%  |  | $814.58            | $815.52            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9087 | 2056-04-01      | 6.0000%  |  | $916.37            | $956.92            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA7464 | 2056-02-01      | 5.5000%  |  | $1578.94           | $1623.54           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS9371 | 2051-11-01      | 2.5000%  |  | $1037.29           | $881.56            | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 3PRE6090 | 2051-03-01      | 1.5000%  |  | $2224.43           | $1656.35           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1711 | 2055-10-01      | 6.5000%  |  | $2030.37           | $2127.40           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTSC0705 | 2045-02-01      | 4.5000%  |  | $2183.15           | $2167.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5691 | 2056-04-01      | 6.0000%  |  | $857.13            | $888.30            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB0845 | 2056-04-01      | 6.0000%  |  | $826.47            | $869.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1324 | 2056-03-01      | 5.5000%  |  | $870.49            | $882.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1339 | 2056-03-01      | 5.5000%  |  | $889.20            | $903.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF6361 | 2055-12-01      | 6.0000%  |  | $1987.69           | $2052.88           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIRR0081 | 2041-05-01      | 3.5000%  |  | $57.39             | $55.21             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2480 | 2048-10-01      | 4.5000%  |  | $1405.24           | $1380.83           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIQO4869 | 2041-01-01      | 4.5000%  |  | $2950.52           | $2937.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG2894 | 2056-01-01      | 6.0000%  |  | $797.19            | $829.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CKDG7264 | 2056-04-01      | 5.5000%  |  | $1993.77           | $1985.21           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9091 | 2056-03-01      | 6.0000%  |  | $1130.45           | $1189.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0309 | 2055-09-01      | 6.0000%  |  | $1179.41           | $1210.15           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX7091 | 2055-02-01      | 6.0000%  |  | $987.54            | $1030.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD9681 | 2055-07-01      | 5.5000%  |  | $1002.89           | $1012.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5759 | 2055-07-01      | 5.5000%  |  | $1090.67           | $1105.36           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL2622 | 2053-03-01      | 3.0000%  |  | $1338.04           | $1175.22           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA3427 | 2056-01-01      | 5.5000%  |  | $863.13            | $885.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA6056 | 2056-05-01      | 6.5000%  |  | $2170.16           | $2266.32           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6223 | 2056-04-01      | 6.0000%  |  | $2764.23           | $2868.11           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  |  | $914.29            | $803.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG3820 | 2056-03-01      | 5.0000%  |  | $2689.71           | $2665.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1987 | 2055-10-01      | 6.5000%  |  | $1000.10           | $1070.51           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA6024 | 2056-02-01      | 6.5000%  |  | $2395.33           | $2459.68           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSL3788 | 2051-09-01      | 2.0000%  |  | $2603.38           | $2107.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG7631 | 2056-04-01      | 6.0000%  |  | $768.24            | $794.34            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  |  | $2092.47           | $1835.12           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX4462 | 2055-01-01      | 7.0000%  |  | $846.78            | $900.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC7756 | 2054-12-01      | 5.5000%  |  | $915.55            | $932.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA5093 | 2056-03-01      | 5.0000%  |  | $1208.69           | $1198.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBW2577 | 2041-02-01      | 4.0000%  |  | $1790.02           | $1747.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6573 | 2056-04-01      | 5.5000%  |  | $821.84            | $839.58            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9036 | 2053-04-01      | 5.5000%  |  | $899.08            | $915.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD3284 | 2055-02-01      | 5.5000%  |  | $1543.00           | $1565.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKDG1820 | 2056-01-01      | 6.0000%  |  | $1924.22           | $1953.38           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8253 | 2052-12-01      | 5.5000%  |  | $833.80            | $853.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE5113 | 2055-07-01      | 5.0000%  |  | $1736.49           | $1717.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6917 | 2056-04-01      | 6.0000%  |  | $1240.79           | $1287.42           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8374 | 2056-03-01      | 6.0000%  |  | $1756.80           | $1783.43           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9053 | 2056-03-01      | 5.5000%  |  | $1701.20           | $1728.74           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA5096 | 2048-05-01      | 3.0000%  |  | $1917.85           | $1749.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG3882 | 2056-03-01      | 6.0000%  |  | $1680.81           | $1742.95           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA0577 | 2055-11-01      | 5.5000%  |  | $809.13            | $832.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF8103 | 2055-12-01      | 5.5000%  |  | $1565.35           | $1609.54           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9737 | 2055-06-01      | 6.0000%  |  | $1861.36           | $1913.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0995 | 2055-10-01      | 6.0000%  |  | $2399.59           | $2471.71           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  |  | $1185.80           | $1215.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5948 | 2041-01-01      | 3.5000%  |  | $1785.66           | $1717.83           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5971 | 2056-02-01      | 5.0000%  |  | $910.04            | $900.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF4699 | 2055-11-01      | 6.5000%  |  | $1446.40           | $1519.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM6733 | 2035-02-01      | 2.5000%  |  | $903.03            | $869.54            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6260 | 2055-06-01      | 6.0000%  |  | $1244.78           | $1277.02           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX8714 | 2055-03-01      | 5.5000%  |  | $905.48            | $922.52            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX6965 | 2055-02-01      | 5.5000%  |  | $1932.86           | $1966.42           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX6050 | 2055-02-01      | 6.0000%  |  | $880.36            | $917.98            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5664 | 2055-02-01      | 7.0000%  |  | $1292.62           | $1387.19           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5446 | 2055-02-01      | 7.0000%  |  | $1073.64           | $1152.84           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5333 | 2055-02-01      | 7.0000%  |  | $1956.45           | $2091.94           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX5278 | 2055-02-01      | 5.5000%  |  | $1100.42           | $1116.61           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX1780 | 2054-12-01      | 5.5000%  |  | $2112.25           | $2149.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA6031 | 2056-04-01      | 6.0000%  |  | $1033.28           | $1059.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA6023 | 2056-02-01      | 6.0000%  |  | $2260.06           | $2294.31           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CKMA6022 | 2056-02-01      | 5.5000%  |  | $1658.62           | $1663.95           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CKMA6014 | 2056-01-01      | 5.5000%  |  | $2454.24           | $2462.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CKMA5987 | 2056-01-01      | 7.0000%  |  | $1759.50           | $1832.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA6003 | 2041-03-01      | 4.5000%  |  | $1112.11           | $1106.16           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5950 | 2041-01-01      | 4.5000%  |  | $1191.86           | $1185.49           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5936 | 2055-12-01      | 6.5000%  |  | $1051.22           | $1074.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5911 | 2055-12-01      | 6.0000%  |  | $1924.74           | $1973.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5873 | 2055-09-01      | 6.5000%  |  | $878.29            | $905.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG7625 | 2056-04-01      | 5.5000%  |  | $2282.46           | $2317.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG7619 | 2056-04-01      | 5.5000%  |  | $2558.67           | $2595.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG7618 | 2056-04-01      | 5.5000%  |  | $1353.51           | $1373.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6801 | 2056-04-01      | 5.5000%  |  | $1229.58           | $1247.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6717 | 2056-04-01      | 5.5000%  |  | $1303.36           | $1323.18           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6574 | 2056-04-01      | 5.5000%  |  | $1198.56           | $1222.40           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6544 | 2056-04-01      | 5.5000%  |  | $2630.71           | $2707.80           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6538 | 2056-04-01      | 5.5000%  |  | $1486.22           | $1513.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIDG7138 | 2041-04-01      | 4.0000%  |  | $1210.82           | $1182.36           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5757 | 2056-03-01      | 6.0000%  |  | $1187.06           | $1236.35           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5734 | 2056-03-01      | 6.0000%  |  | $1332.88           | $1381.36           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS6122 | 2053-09-01      | 3.0000%  |  | $2674.86           | $2346.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS4505 | 2052-06-01      | 3.0000%  |  | $994.17            | $885.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS2463 | 2052-02-01      | 3.0000%  |  | $1165.66           | $1030.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1507 | 2052-02-01      | 3.0000%  |  | $1133.67           | $995.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1782 | 2052-05-01      | 3.0000%  |  | $1463.68           | $1308.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS0369 | 2052-01-01      | 2.5000%  |  | $962.65            | $808.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA5571 | 2054-11-01      | 6.0000%  |  | $883.05            | $894.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5591 | 2040-01-01      | 5.5000%  |  | $2640.09           | $2708.57           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5009 | 2053-05-01      | 5.0000%  |  | $2027.98           | $2014.50           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  |  | $3024.93           | $2759.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  |  | $1574.51           | $1382.73           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CNMA4637 | 2032-06-01      | 3.0000%  |  | $1326.95           | $1281.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  |  | $1549.60           | $1414.51           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  |  | $2112.35           | $1855.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  |  | $1772.61           | $1618.07           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  |  | $1087.10           | $917.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4343 | 2051-05-01      | 1.5000%  |  | $1697.66           | $1299.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  |  | $2333.50           | $1879.31           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA3970 | 2035-03-01      | 2.0000%  |  | $1383.38           | $1280.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC1174 | 2055-10-01      | 6.5000%  |  | $1922.71           | $2082.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC1060 | 2055-09-01      | 6.5000%  |  | $1921.10           | $2027.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA5097 | 2052-01-01      | 3.0000%  |  | $1377.83           | $1221.32           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA4466 | 2048-03-01      | 3.0000%  |  | $1154.52           | $1040.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA3337 | 2052-04-01      | 2.5000%  |  | $2279.17           | $1932.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG9300 | 2056-04-01      | 6.5000%  |  | $769.11            | $812.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG9082 | 2056-05-01      | 6.0000%  |  | $962.35            | $996.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG7828 | 2056-04-01      | 5.5000%  |  | $784.17            | $809.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG7637 | 2056-04-01      | 6.0000%  |  | $1621.33           | $1676.05           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4585 | 2055-08-01      | 6.0000%  |  | $1283.64           | $1318.26           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL4113 | 2047-01-01      | 3.5000%  |  | $1146.98           | $1068.46           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL3110 | 2055-11-01      | 5.0000%  |  | $2154.57           | $2136.69           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL2163 | 2055-07-01      | 6.5000%  |  | $1117.52           | $1179.31           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL2657 | 2055-05-01      | 5.0000%  |  | $1527.12           | $1520.78           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ9545 | 2055-11-01      | 5.5000%  |  | $1654.33           | $1683.29           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ8504 | 2055-10-01      | 6.5000%  |  | $869.18            | $926.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7154 | 2055-10-01      | 6.5000%  |  | $1151.40           | $1245.38           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ5997 | 2055-10-01      | 6.0000%  |  | $2421.72           | $2500.10           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ4939 | 2055-10-01      | 6.5000%  |  | $1214.51           | $1274.44           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ4354 | 2055-08-01      | 6.0000%  |  | $1494.54           | $1548.89           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3184 | 2055-09-01      | 6.0000%  |  | $2267.14           | $2325.91           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3044 | 2055-09-01      | 6.5000%  |  | $817.88            | $864.08            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3474 | 2055-08-01      | 6.0000%  |  | $1604.56           | $1646.34           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1897 | 2055-08-01      | 6.5000%  |  | $804.29            | $859.79            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ2667 | 2055-09-01      | 6.0000%  |  | $2723.76           | $2794.75           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0493 | 2055-08-01      | 6.5000%  |  | $945.19            | $1004.41           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ0004 | 2055-08-01      | 5.5000%  |  | $1127.21           | $1138.48           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY8488 | 2055-07-01      | 7.0000%  |  | $841.21            | $904.86            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7107 | 2055-07-01      | 6.5000%  |  | $1800.68           | $1901.38           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4756 | 2041-01-01      | 4.0000%  |  | $929.84            | $907.73            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI7729 | 2054-06-01      | 7.5000%  |  | $812.89            | $875.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI1742 | 2054-03-01      | 7.5000%  |  | $1251.32           | $1343.08           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PRE6175 | 2056-05-01      | 6.0000%  |  | $1113.82           | $1132.05           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 3PRE6174 | 2056-05-01      | 5.5000%  |  | $1276.47           | $1275.69           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTRB5189 | 2042-10-01      | 4.5000%  |  | $1077.25           | $1069.72           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9304 | 2053-06-01      | 5.5000%  |  | $791.09            | $805.36            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6433 | 2051-12-01      | 2.5000%  |  | $1251.98           | $1051.20           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA5287 | 2051-05-01      | 2.0000%  |  | $1223.12           | $989.39            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIQO4871 | 2041-01-01      | 5.5000%  |  | $1947.49           | $1999.20           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 3PQU8372 | 2056-04-01      | 5.5000%  |  | $1930.44           | $1922.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG1331 | 2056-03-01      | 5.0000%  |  | $856.98            | $853.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1345 | 2056-03-01      | 5.5000%  |  | $780.19            | $793.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1091 | 2056-02-01      | 5.5000%  |  | $1181.24           | $1214.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1722 | 2055-12-01      | 5.5000%  |  | $1319.07           | $1336.67           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG0083 | 2056-01-01      | 5.5000%  |  | $784.50            | $795.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF9203 | 2056-02-01      | 6.0000%  |  | $918.08            | $957.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF9169 | 2056-01-01      | 6.0000%  |  | $812.42            | $835.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF8282 | 2056-01-01      | 5.5000%  |  | $1501.36           | $1523.46           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8725 | 2054-06-01      | 6.5000%  |  | $827.92            | $868.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6781 | 2053-07-01      | 5.5000%  |  | $1952.40           | $1984.72           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4211 | 2052-07-01      | 4.5000%  |  | $1317.30           | $1277.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4149 | 2049-09-01      | 3.0000%  |  | $2287.91           | $2008.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA2251 | 2048-08-01      | 5.0000%  |  | $1494.94           | $1502.30           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBW2761 | 2041-01-01      | 4.0000%  |  | $1680.21           | $1640.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW2609 | 2056-01-01      | 5.5000%  |  | $1583.35           | $1610.54           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBW2583 | 2041-01-01      | 4.0000%  |  | $838.76            | $819.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW0955 | 2052-07-01      | 4.5000%  |  | $1123.67           | $1091.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA9308 | 2051-02-01      | 3.0000%  |  | $916.04            | $804.93            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PQU8366 | 2056-02-01      | 6.5000%  |  | $1250.81           | $1284.41           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PQU8323 | 2055-08-01      | 7.0000%  |  | $1758.41           | $1824.73           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8239 | 2054-12-01      | 6.0000%  |  | $1274.02           | $1291.79           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PQU8202 | 2054-09-01      | 7.0000%  |  | $1744.51           | $1822.88           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PQU8200 | 2054-08-01      | 7.0000%  |  | $1114.97           | $1168.91           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTQK1826 | 2046-01-01      | 5.5000%  |  | $1750.45           | $1776.19           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ7748 | 2054-11-01      | 6.0000%  |  | $1300.81           | $1346.54           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ4553 | 2054-09-01      | 5.5000%  |  | $991.84            | $1006.44           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQJ4194 | 2054-09-01      | 7.5000%  |  | $1104.86           | $1197.48           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ2966 | 2054-07-01      | 7.0000%  |  | $1467.57           | $1578.47           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ2138 | 2054-08-01      | 5.0000%  |  | $1755.33           | $1742.35           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG7977 | 2053-07-01      | 5.5000%  |  | $847.88            | $863.03            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8348 | 2055-10-01      | 6.0000%  |  | $2421.33           | $2458.03           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE6375 | 2052-07-01      | 4.5000%  |  | $2793.05           | $2732.92           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3989 | 2053-07-01      | 5.5000%  |  | $2664.28           | $2741.04           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8493 | 2054-12-01      | 5.5000%  |  | $1000.33           | $1009.63           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8272 | 2052-12-01      | 3.0000%  |  | $1774.83           | $1557.23           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8286 | 2053-01-01      | 4.0000%  |  | $1783.44           | $1679.89           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  |  | $2972.56           | $2802.92           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB2030 | 2056-05-01      | 6.0000%  |  | $1592.55           | $1675.22           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB1162 | 2056-04-01      | 6.0000%  |  | $1573.28           | $1627.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV6290 | 2055-09-01      | 5.0000%  |  | $2466.21           | $2462.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CKBU7166 | 2051-12-01      | 3.5000%  |  | $1128.75           | $1007.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4217 | 2053-09-01      | 6.5000%  |  | $2693.52           | $2814.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBM1099 | 2032-03-01      | 3.0000%  |  | $1217.62           | $1184.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF6568 | 2055-12-01      | 6.5000%  |  | $2310.55           | $2425.58           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF7168 | 2055-12-01      | 5.5000%  |  | $2275.76           | $2364.73           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF6056 | 2055-12-01      | 4.5000%  |  | $841.41            | $813.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF5937 | 2055-12-01      | 6.0000%  |  | $1835.94           | $1902.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6171 | 2056-03-01      | 5.5000%  |  | $787.99            | $797.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6170 | 2056-02-01      | 5.5000%  |  | $919.87            | $931.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKDF2737 | 2056-02-01      | 6.5000%  |  | $1279.05           | $1313.41           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1878 | 2055-10-01      | 6.5000%  |  | $2626.62           | $2760.30           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1484 | 2055-10-01      | 6.5000%  |  | $869.95            | $910.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1713 | 2055-10-01      | 6.5000%  |  | $1558.08           | $1637.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1712 | 2055-10-01      | 6.5000%  |  | $2354.34           | $2465.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1690 | 2055-10-01      | 6.0000%  |  | $1716.69           | $1767.42           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF0274 | 2055-09-01      | 5.0000%  |  | $947.87            | $939.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0183 | 2055-08-01      | 6.0000%  |  | $1392.89           | $1433.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0186 | 2055-08-01      | 6.0000%  |  | $1104.44           | $1133.13           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8218 | 2052-06-01      | 2.0000%  |  | $1716.54           | $1377.08           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  |  | $2816.74           | $2264.21           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8146 | 2051-05-01      | 2.0000%  |  | $2619.81           | $2110.63           | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD8139 | 2051-04-01      | 1.5000%  |  | $1580.12           | $1209.07           | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  |  | $1718.50           | $1313.79           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD6654 | 2052-06-01      | 3.5000%  |  | $1618.14           | $1476.22           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD2954 | 2053-04-01      | 4.5000%  |  | $1260.14           | $1226.65           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTSC0484 | 2044-02-01      | 5.0000%  |  | $798.59            | $799.85            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTSC0860 | 2039-11-01      | 3.5000%  |  | $1320.24           | $1281.94           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB8362 | 2040-02-01      | 4.5000%  |  | $1939.46           | $1933.86           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CISB1455 | 2039-05-01      | 5.5000%  |  | $2226.10           | $2284.51           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB0430 | 2056-04-01      | 5.5000%  |  | $863.12            | $877.60            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB0401 | 2056-04-01      | 5.5000%  |  | $1066.91           | $1095.43           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB0398 | 2056-04-01      | 5.5000%  |  | $816.24            | $832.56            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G16153 G | 2031-10-01      | 3.5000%  |  | $846.17            | $835.93            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CISB0938 | 2038-08-01      | 5.0000%  |  | $2683.18           | $2711.55           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB0152 | 2056-04-01      | 5.5000%  |  | $1104.73           | $1125.10           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9601 | 2056-04-01      | 6.0000%  |  | $2088.00           | $2162.80           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9390 | 2056-02-01      | 6.0000%  |  | $1528.30           | $1607.64           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9371 | 2056-02-01      | 5.5000%  |  | $989.20            | $1004.85           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9038 | 2056-03-01      | 5.5000%  |  | $1112.48           | $1145.08           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9814 | 2056-04-01      | 5.5000%  |  | $781.98            | $804.07            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8742 | 2056-03-01      | 6.0000%  |  | $897.40            | $930.53            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA8495 | 2056-03-01      | 6.5000%  |  | $997.52            | $1053.91           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA8494 | 2056-03-01      | 6.5000%  |  | $1829.19           | $1921.80           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8355 | 2056-02-01      | 6.0000%  |  | $1119.27           | $1177.38           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTB0336 | 2056-04-01      | 5.0000%  |  | $2873.28           | $2854.03           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA8987 | 2056-03-01      | 5.5000%  |  | $2704.52           | $2748.07           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8986 | 2056-03-01      | 6.0000%  |  | $769.88            | $798.81            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8879 | 2056-03-01      | 6.0000%  |  | $982.83            | $1011.93           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7655 | 2056-03-01      | 5.0000%  |  | $1802.41           | $1791.90           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7653 | 2056-03-01      | 5.0000%  |  | $2718.34           | $2698.20           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7608 | 2056-03-01      | 6.0000%  |  | $764.32            | $796.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9760 | 2055-09-01      | 6.5000%  |  | $1457.04           | $1544.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE9413 | 2055-09-01      | 5.0000%  |  | $2762.32           | $2733.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9069 | 2055-09-01      | 6.0000%  |  | $1255.01           | $1287.32           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6516 | 2055-09-01      | 6.5000%  |  | $851.94            | $888.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE7181 | 2055-08-01      | 5.5000%  |  | $2203.45           | $2225.31           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5926 | 2055-07-01      | 5.5000%  |  | $1429.79           | $1445.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4093 | 2055-08-01      | 6.0000%  |  | $1580.06           | $1637.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDE3879 | 2040-11-01      | 5.0000%  |  | $1226.57           | $1239.23           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4370 | 2055-09-01      | 6.0000%  |  | $2451.47           | $2515.22           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE2364 | 2055-06-01      | 6.5000%  |  | $769.81            | $823.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8353 | 2055-05-01      | 5.5000%  |  | $1094.72           | $1105.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8895 | 2055-09-01      | 6.5000%  |  | $2736.83           | $2925.74           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8893 | 2055-09-01      | 6.5000%  |  | $1175.01           | $1263.57           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD4115 | 2055-03-01      | 6.0000%  |  | $2251.25           | $2322.10           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD1912 | 2055-01-01      | 7.0000%  |  | $1527.96           | $1644.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC8837 | 2054-12-01      | 5.5000%  |  | $894.69            | $911.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC8860 | 2055-01-01      | 5.5000%  |  | $1230.55           | $1252.53           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC0832 | 2055-02-01      | 7.0000%  |  | $1964.08           | $2107.66           | Agency Mortgage-Backed Securities |

### Security 117: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.660%, 5/19/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **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 MNAR XX.XXX HXBZ1057 | 2029-06-01      | 4.7100%  |  | $26211.37          | $26612.23          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ0698 | 2029-04-01      | 4.5500%  |  | $25333.33          | $25596.60          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBS9997 | 2028-12-01      | 5.3000%  |  | $14239.24          | $14609.57          | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBM8003 | 2056-04-01      | 4.5380%  |  | $22474.23          | $22436.37          | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.300 WNWN2515 | 2028-11-01      | 4.3000%  |  | $16608.85          | $16663.47          | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.350 WNWN1305 | 2028-11-01      | 4.3500%  |  | $13888.89          | $13958.47          | Agency Mortgage-Backed Securities |
| FMAC FMAR 842140 G        | 2055-12-01      | 4.9540%  |  | $19517.04          | $19630.23          | Agency Mortgage-Backed Securities |
| FMAC FMAR 842099 G        | 2056-02-01      | 4.7510%  |  | $21589.93          | $21666.19          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBS3144 | 2036-09-01      | 1.9300%  |  | $26125.94          | $21107.80          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ6646 | 2031-04-01      | 3.9600%  |  | $17640.56          | $17345.73          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5687 | 2030-12-01      | 3.8650%  |  | $26463.89          | $26017.38          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3457 | 2030-04-01      | 4.2500%  |  | $18467.22          | $18499.85          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3431 | 2030-04-01      | 4.2500%  |  | $25765.00          | $25810.52          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3369 | 2030-03-01      | 4.6750%  |  | $15347.22          | $15570.49          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3129 | 2030-03-01      | 4.7300%  |  | $16250.00          | $16519.04          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3585 | 2030-04-01      | 4.3400%  |  | $13888.89          | $13960.03          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3516 | 2030-04-01      | 4.6100%  |  | $15100.00          | $15285.65          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ2043 | 2029-11-01      | 3.8100%  |  | $15111.11          | $14924.11          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1943 | 2029-10-01      | 4.2700%  |  | $26179.44          | $26239.23          | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.300 WAWA1634 | 2032-12-01      | 4.3000%  |  | $26745.28          | $26469.64          | Agency Mortgage-Backed Securities |
| FMAC FMAR 8B6056 G        | 2056-05-01      | 4.7460%  |  | $20098.63          | $20169.08          | Agency Mortgage-Backed Securities |
| FMAC FMAR 842139 G        | 2056-02-01      | 4.6950%  |  | $17508.59          | $17590.60          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4004 | 2030-07-01      | 4.0400%  |  | $14516.67          | $14415.06          | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBM7934 | 2056-02-01      | 4.7270%  |  | $21898.92          | $22030.24          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3434 | 2030-04-01      | 4.1700%  |  | $7753.29           | $7716.06           | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ5249 | 2035-10-01      | 4.5100%  |  | $18888.89          | $18711.96          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4440 | 2030-07-01      | 4.4500%  |  | $15414.44          | $15496.77          | Agency Mortgage-Backed Securities |

### Security 118: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce, REPO,  3.660%, 5/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXT007, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CLSL4998 | 2056-04-01      | 5.5000%  |  | $1.01              | $1.03              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4991 | 2056-04-01      | 5.0000%  |  | $1.04              | $1.03              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL4925 | 2054-05-01      | 4.5000%  |  | $1.01              | $0.98              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4058 | 2056-01-01      | 5.0000%  |  | $0.99              | $0.99              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL3801 | 2055-12-01      | 5.0000%  |  | $1045.85           | $1044.38           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB6768 | 2053-07-01      | 6.5000%  |  | $0.56              | $0.59              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6728 | 2053-07-01      | 5.0000%  |  | $0.84              | $0.84              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6716 | 2053-07-01      | 4.5000%  |  | $0.77              | $0.75              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6618 | 2053-06-01      | 5.5000%  |  | $0.84              | $0.86              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB7083 | 2053-09-01      | 4.5000%  |  | $0.93              | $0.89              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6086 | 2053-04-01      | 6.0000%  |  | $0.74              | $0.78              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5717 | 2053-02-01      | 6.5000%  |  | $0.64              | $0.70              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7635 | 2053-12-01      | 7.0000%  |  | $28847.14          | $31321.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL4301 | 2042-04-01      | 4.5000%  |  | $1548.69           | $1539.54           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAL0152 | 2040-06-01      | 6.0000%  |  | $552.84            | $582.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA5178 | 2049-12-01      | 3.0000%  |  | $0.34              | $0.30              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO4124 | 2040-09-01      | 4.5000%  |  | $0.96              | $0.96              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4471 | 2053-11-01      | 7.0000%  |  | $0.41              | $0.44              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ0902 | 2054-06-01      | 5.5000%  |  | $0.72              | $0.74              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7210 | 2030-07-01      | 3.0000%  |  | $0.08              | $0.07              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0444 | 2053-12-01      | 6.5000%  |  | $0.76              | $0.81              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1085 | 2055-05-01      | 5.0000%  |  | $1.01              | $1.00              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5498 | 2055-12-01      | 5.5000%  |  | $0.98              | $1.01              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4903 | 2056-02-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA8650 | 2056-02-01      | 6.5000%  |  | $0.75              | $0.78              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA2595 | 2056-01-01      | 5.5000%  |  | $1.02              | $1.03              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC1717 | 2055-12-01      | 6.0000%  |  | $0.99              | $1.03              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO4144 | 2040-09-01      | 4.5000%  |  | $0.96              | $0.96              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO4010 | 2040-08-01      | 4.5000%  |  | $0.94              | $0.94              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO3738 | 2040-06-01      | 4.5000%  |  | $0.85              | $0.85              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO2567 | 2039-10-01      | 4.5000%  |  | $0.62              | $0.61              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIQO2657 | 2039-11-01      | 5.0000%  |  | $0.75              | $0.77              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI8565 | 2054-06-01      | 7.0000%  |  | $0.70              | $0.76              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI7620 | 2054-06-01      | 5.5000%  |  | $0.74              | $0.75              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL6924 | 2045-01-01      | 4.0000%  |  | $0.19              | $0.18              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CNRD5147 | 2033-04-01      | 5.0000%  |  | $125.98            | $127.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CNRD5123 | 2032-10-01      | 4.5000%  |  | $465.73            | $466.85            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CNRD5102 | 2032-06-01      | 3.0000%  |  | $447.29            | $432.63            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CNRD5281 | 2035-12-01      | 5.0000%  |  | $0.91              | $0.91              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4493 | 2056-03-01      | 5.0000%  |  | $1.02              | $1.01              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4374 | 2055-04-01      | 5.0000%  |  | $0.98              | $0.97              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZK5563 | 2028-06-01      | 2.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD4518 | 2053-08-01      | 3.5000%  |  | $0.85              | $0.78              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH0408 | 2053-09-01      | 5.5000%  |  | $0.97              | $0.98              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  |  | $0.79              | $0.80              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX7599 | 2055-03-01      | 6.5000%  |  | $0.82              | $0.88              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA4169 | 2051-04-01      | 3.0000%  |  | $0.98              | $0.86              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA5140 | 2056-02-01      | 5.5000%  |  | $1.00              | $1.02              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4224 | 2056-04-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2051 | 2052-04-01      | 3.5000%  |  | $0.79              | $0.72              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8047 | 2033-05-01      | 3.5000%  |  | $0.15              | $0.15              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW8765 | 2052-10-01      | 5.5000%  |  | $411.20            | $424.86            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD2253 | 2052-12-01      | 3.5000%  |  | $0.81              | $0.74              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 RIBM3158 | 2032-10-01      | 2.5000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9502 | 2054-11-01      | 6.0000%  |  | $6.64              | $6.95              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA6036 | 2041-04-01      | 4.0000%  |  | $1.00              | $0.98              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG3590 | 2056-04-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA4144 | 2055-01-01      | 5.5000%  |  | $0.96              | $0.97              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL4371 | 2054-08-01      | 5.5000%  |  | $0.96              | $0.97              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3421 | 2055-12-01      | 5.5000%  |  | $43099.20          | $44150.67          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL3366 | 2053-10-01      | 3.0000%  |  | $0.97              | $0.85              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3183 | 2055-09-01      | 5.5000%  |  | $0.92              | $0.93              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL3120 | 2055-10-01      | 6.0000%  |  | $0.95              | $0.98              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL2338 | 2055-08-01      | 5.5000%  |  | $0.91              | $0.92              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1836 | 2054-05-01      | 6.0000%  |  | $0.85              | $0.88              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1834 | 2054-06-01      | 5.5000%  |  | $0.90              | $0.92              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1625 | 2055-05-01      | 6.0000%  |  | $0.85              | $0.88              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1086 | 2054-06-01      | 6.5000%  |  | $0.75              | $0.79              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7592 | 2031-12-01      | 3.0000%  |  | $0.14              | $0.14              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7563 | 2031-12-01      | 3.0000%  |  | $0.06              | $0.05              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7465 | 2031-07-01      | 3.0000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZS6993 | 2029-07-01      | 2.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZS3238 | 2040-12-01      | 4.5000%  |  | $0.07              | $0.06              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZA3803 | 2030-06-01      | 3.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZA3765 | 2030-02-01      | 3.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZA3698 | 2029-02-01      | 3.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3415 | 2048-07-01      | 4.0000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA3400 | 2048-06-01      | 4.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB6513 | 2042-10-01      | 3.5000%  |  | $0.17              | $0.16              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL995050 | 2037-09-01      | 6.0000%  |  | $124.50            | $131.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CL890769 | 2046-11-01      | 3.5000%  |  | $22991.42          | $21407.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL888283 | 2034-08-01      | 5.0000%  |  | $319.26            | $321.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1219 | 2055-10-01      | 5.5000%  |  | $0.99              | $1.01              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0719 | 2055-07-01      | 6.0000%  |  | $0.93              | $0.98              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9473 | 2054-10-01      | 5.0000%  |  | $3271.41           | $3258.94           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS7007 | 2053-09-01      | 5.5000%  |  | $0.78              | $0.80              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS6942 | 2053-12-01      | 6.5000%  |  | $49527.72          | $51858.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5741 | 2053-07-01      | 6.5000%  |  | $35152.60          | $37079.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4824 | 2053-06-01      | 5.0000%  |  | $12913.09          | $12913.32          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 3KZA2903 | 2032-08-01      | 2.5000%  |  | $0.34              | $0.33              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTZA2424 | 2036-09-01      | 3.0000%  |  | $0.15              | $0.15              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTZA2383 | 2035-06-01      | 3.0000%  |  | $0.11              | $0.10              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTZA2336 | 2034-02-01      | 3.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTZA2302 | 2033-06-01      | 3.0000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3WZN0342 | 2033-01-01      | 3.5000%  |  | $0.09              | $0.08              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.550 6GZM8975 | 2037-06-01      | 5.5500%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK9341 | 2033-03-01      | 3.0000%  |  | $0.30              | $0.29              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK9066 | 2032-11-01      | 3.0000%  |  | $0.42              | $0.41              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK9056 | 2032-11-01      | 3.0000%  |  | $0.35              | $0.33              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3569 | 2052-02-01      | 3.0000%  |  | $0.81              | $0.71              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2167 | 2052-06-01      | 4.5000%  |  | $0.72              | $0.70              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM9639 | 2036-11-01      | 2.0000%  |  | $0.58              | $0.53              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9482 | 2051-11-01      | 3.0000%  |  | $0.71              | $0.63              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIRC2053 | 2036-05-01      | 2.5000%  |  | $0.55              | $0.52              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA5855 | 2051-09-01      | 2.5000%  |  | $36439.96          | $30730.32          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4198 | 2053-11-01      | 7.0000%  |  | $0.73              | $0.79              | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC U90454 G | 2042-06-01      | 4.0000%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Z40266 G | 2043-12-01      | 3.5000%  |  | $0.82              | $0.77              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD4047 | 2053-10-01      | 5.0000%  |  | $26834.70          | $26907.85          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  |  | $0.91              | $0.90              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  |  | $0.80              | $0.80              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  |  | $0.88              | $0.87              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8410 | 2054-03-01      | 6.5000%  |  | $0.44              | $0.46              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8374 | 2053-11-01      | 6.5000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0849 | 2055-04-01      | 6.0000%  |  | $0.68              | $0.70              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0842 | 2054-05-01      | 5.0000%  |  | $0.83              | $0.82              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ7995 | 2055-11-01      | 5.5000%  |  | $0.99              | $1.00              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ4136 | 2055-09-01      | 5.5000%  |  | $0.99              | $1.00              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ1142 | 2055-08-01      | 6.0000%  |  | $1489.34           | $1540.25           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY8526 | 2055-07-01      | 6.5000%  |  | $0.90              | $0.96              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY8133 | 2055-07-01      | 6.0000%  |  | $0.60              | $0.61              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4775 | 2055-06-01      | 5.5000%  |  | $3062.67           | $3097.01           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4299 | 2055-06-01      | 6.0000%  |  | $0.92              | $0.95              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4413 | 2055-05-01      | 6.0000%  |  | $0.61              | $0.63              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY3251 | 2055-04-01      | 6.5000%  |  | $0.64              | $0.68              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY2554 | 2055-05-01      | 6.0000%  |  | $0.91              | $0.97              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY2475 | 2055-05-01      | 6.0000%  |  | $0.95              | $0.98              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY2188 | 2055-04-01      | 6.5000%  |  | $0.77              | $0.81              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY1961 | 2055-04-01      | 5.0000%  |  | $0.99              | $0.98              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY1806 | 2055-04-01      | 5.5000%  |  | $0.99              | $1.00              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY1058 | 2055-04-01      | 7.0000%  |  | $0.98              | $1.07              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  |  | $0.61              | $0.63              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  |  | $0.66              | $0.68              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  |  | $0.69              | $0.70              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8204 | 2052-04-01      | 2.0000%  |  | $0.80              | $0.64              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8193 | 2052-02-01      | 2.0000%  |  | $0.78              | $0.63              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8147 | 2051-05-01      | 2.5000%  |  | $0.62              | $0.53              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK9054 | 2032-11-01      | 3.0000%  |  | $0.35              | $0.34              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK7819 | 2030-11-01      | 3.0000%  |  | $0.18              | $0.18              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK7477 | 2030-06-01      | 3.0000%  |  | $0.14              | $0.14              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0549 | 2055-04-01      | 6.0000%  |  | $0.99              | $1.03              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM8613 | 2050-11-01      | 3.0000%  |  | $0.44              | $0.39              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM7699 | 2048-11-01      | 3.0000%  |  | $0.55              | $0.49              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7147 | 2050-08-01      | 3.5000%  |  | $0.41              | $0.38              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFM5504 | 2050-04-01      | 5.0000%  |  | $586.80            | $581.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM4783 | 2050-12-01      | 2.0000%  |  | $0.74              | $0.59              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2445 | 2050-02-01      | 3.0000%  |  | $0.25              | $0.22              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2419 | 2050-02-01      | 3.0000%  |  | $0.53              | $0.47              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK7069 | 2030-01-01      | 3.0000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA0634 | 2055-12-01      | 5.5000%  |  | $0.99              | $1.01              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA0800 | 2055-12-01      | 5.0000%  |  | $0.96              | $0.96              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA0799 | 2055-12-01      | 5.0000%  |  | $0.96              | $0.96              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM2674 | 2050-03-01      | 4.0000%  |  | $0.22              | $0.21              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1149 | 2047-11-01      | 3.5000%  |  | $0.20              | $0.19              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA5484 | 2056-04-01      | 5.5000%  |  | $1.00              | $1.02              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFA5478 | 2053-07-01      | 4.0000%  |  | $1.01              | $0.95              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA5495 | 2056-01-01      | 5.5000%  |  | $1.02              | $1.04              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA5492 | 2055-04-01      | 6.5000%  |  | $1.02              | $1.09              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA5111 | 2054-10-01      | 6.0000%  |  | $0.97              | $0.99              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA5108 | 2055-08-01      | 6.5000%  |  | $0.95              | $1.00              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA4805 | 2056-03-01      | 5.5000%  |  | $23832.79          | $24256.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA4188 | 2056-01-01      | 5.0000%  |  | $1.00              | $1.00              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA3849 | 2052-04-01      | 2.5000%  |  | $0.97              | $0.83              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CIRR0036 | 2040-11-01      | 4.0000%  |  | $101.62            | $99.21             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CIRR0003 | 2040-06-01      | 5.5000%  |  | $0.82              | $0.84              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIRR0024 | 2040-09-01      | 4.5000%  |  | $0.88              | $0.88              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRQ0113 | 2056-04-01      | 6.5000%  |  | $2.03              | $2.12              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRQ0111 | 2056-04-01      | 5.5000%  |  | $0.99              | $1.00              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRQ0109 | 2056-04-01      | 4.5000%  |  | $99854.38          | $96359.68          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0102 | 2056-03-01      | 5.0000%  |  | $1.35              | $1.34              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLRQ0079 | 2055-12-01      | 7.0000%  |  | $0.79              | $0.83              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRQ0076 | 2055-12-01      | 5.5000%  |  | $398.24            | $401.90            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0012 | 2055-06-01      | 5.0000%  |  | $0.94              | $0.93              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRQ0011 | 2055-06-01      | 4.5000%  |  | $0.95              | $0.92              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0026 | 2055-07-01      | 5.0000%  |  | $0.96              | $0.95              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ6306 | 2056-01-01      | 5.0000%  |  | $3397.21           | $3360.84           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ6057 | 2056-02-01      | 5.5000%  |  | $1.00              | $1.03              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8161 | 2051-08-01      | 2.5000%  |  | $0.68              | $0.57              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  |  | $24472.91          | $18709.45          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8128 | 2051-02-01      | 2.0000%  |  | $0.66              | $0.53              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  |  | $2264.80           | $2317.31           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  |  | $0.40              | $0.34              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4669 | 2053-10-01      | 6.0000%  |  | $0.65              | $0.67              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY0146 | 2055-04-01      | 6.5000%  |  | $0.73              | $0.77              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX9842 | 2055-04-01      | 6.5000%  |  | $0.85              | $0.89              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX7616 | 2055-03-01      | 6.5000%  |  | $1.65              | $1.76              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX4587 | 2055-02-01      | 6.0000%  |  | $0.95              | $0.98              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA6058 | 2041-05-01      | 3.5000%  |  | $1.00              | $0.96              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CJMA6049 | 2041-03-01      | 5.0000%  |  | $0.99              | $0.99              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIMA5950 | 2041-01-01      | 4.5000%  |  | $0.95              | $0.95              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA5890 | 2045-11-01      | 5.0000%  |  | $0.94              | $0.94              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CTMA5874 | 2045-09-01      | 7.0000%  |  | $0.72              | $0.77              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3041 | 2053-05-01      | 5.0000%  |  | $0.79              | $0.79              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1569 | 2052-09-01      | 4.5000%  |  | $20455.10          | $19910.69          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  |  | $0.71              | $0.71              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0704 | 2051-10-01      | 2.5000%  |  | $26262.08          | $22744.11          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0593 | 2051-05-01      | 3.0000%  |  | $0.57              | $0.51              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTSC0050 | 2040-02-01      | 3.0000%  |  | $283.64            | $262.92            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CISB8242 | 2038-07-01      | 4.5000%  |  | $0.59              | $0.59              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8149 | 2037-04-01      | 2.5000%  |  | $0.59              | $0.56              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8107 | 2036-06-01      | 2.0000%  |  | $0.53              | $0.48              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CISB8092 | 2036-03-01      | 1.5000%  |  | $0.52              | $0.47              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8031 | 2035-02-01      | 2.5000%  |  | $0.18              | $0.17              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB1593 | 2040-06-01      | 6.0000%  |  | $0.70              | $0.73              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB1546 | 2037-02-01      | 3.5000%  |  | $0.88              | $0.85              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CTMA5742 | 2045-06-01      | 6.0000%  |  | $0.77              | $0.79              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLMA5676 | 2055-04-01      | 7.0000%  |  | $115043.99         | $122009.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5503 | 2044-10-01      | 5.5000%  |  | $0.64              | $0.65              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5219 | 2038-12-01      | 5.5000%  |  | $0.47              | $0.48              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  |  | $0.74              | $0.75              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5163 | 2053-10-01      | 4.5000%  |  | $0.86              | $0.83              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  |  | $14694.21          | $15140.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIMA5799 | 2040-08-01      | 4.5000%  |  | $0.91              | $0.91              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA2878 | 2052-04-01      | 2.0000%  |  | $0.96              | $0.77              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA2192 | 2052-04-01      | 2.0000%  |  | $43924.30          | $35939.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA1945 | 2052-08-01      | 3.5000%  |  | $0.93              | $0.86              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1563 | 2055-04-01      | 5.5000%  |  | $0.91              | $0.93              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1454 | 2054-11-01      | 5.5000%  |  | $0.85              | $0.87              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFA1268 | 2036-10-01      | 1.5000%  |  | $0.87              | $0.79              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1743 | 2054-09-01      | 6.5000%  |  | $0.81              | $0.85              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0307 | 2055-01-01      | 5.0000%  |  | $0.95              | $0.94              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA0821 | 2051-07-01      | 2.0000%  |  | $0.92              | $0.75              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG9436 | 2056-05-01      | 5.5000%  |  | $1.00              | $1.01              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA3213 | 2052-07-01      | 3.0000%  |  | $0.96              | $0.85              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG8941 | 2056-05-01      | 5.0000%  |  | $1.00              | $1.00              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG6360 | 2056-03-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG5311 | 2056-04-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4165 | 2056-03-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4158 | 2056-03-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4146 | 2056-03-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG2918 | 2056-04-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  |  | $0.79              | $0.67              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6266 | 2053-05-01      | 6.0000%  |  | $0.69              | $0.72              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CI890897 | 2034-04-01      | 4.5000%  |  | $0.14              | $0.15              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6852 | 2053-08-01      | 4.5000%  |  | $15662.12          | $15144.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3835 | 2049-11-01      | 3.5000%  |  | $0.13              | $0.12              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4911 | 2052-10-01      | 5.5000%  |  | $0.70              | $0.71              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY6268 | 2053-09-01      | 6.5000%  |  | $0.69              | $0.73              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBX4574 | 2053-08-01      | 3.0000%  |  | $0.85              | $0.74              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX2866 | 2052-12-01      | 5.5000%  |  | $0.65              | $0.67              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX2368 | 2053-02-01      | 4.5000%  |  | $0.76              | $0.74              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9008 | 2052-10-01      | 5.0000%  |  | $773.00            | $767.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBW4947 | 2053-02-01      | 6.5000%  |  | $457.13            | $479.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTBW2729 | 2046-02-01      | 5.5000%  |  | $2.00              | $2.03              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBW2333 | 2052-06-01      | 3.5000%  |  | $0.93              | $0.85              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV8580 | 2052-04-01      | 3.5000%  |  | $0.46              | $0.42              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBV6013 | 2055-08-01      | 6.5000%  |  | $7040.81           | $7341.78           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV5387 | 2052-04-01      | 3.0000%  |  | $520.14            | $460.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBV1633 | 2055-05-01      | 5.5000%  |  | $0.98              | $1.01              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBT3861 | 2037-03-01      | 2.5000%  |  | $256.19            | $242.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0998 | 2051-07-01      | 3.0000%  |  | $0.75              | $0.66              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3QZA3107 | 2033-05-01      | 3.0000%  |  | $0.21              | $0.20              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 005082 M     | 2041-06-20      | 4.5000%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CTZA5796 | 2038-11-01      | 4.5000%  |  | $0.13              | $0.13              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CNRD5057 | 2031-05-01      | 1.5000%  |  | $0.35              | $0.33              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3885 | 2051-11-01      | 3.0000%  |  | $0.80              | $0.71              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB1170 | 2033-01-01      | 3.0000%  |  | $0.63              | $0.62              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV5386 | 2052-04-01      | 3.0000%  |  | $0.79              | $0.69              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4163 | 2052-12-01      | 5.5000%  |  | $0.61              | $0.62              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS4056 | 2036-07-01      | 2.5000%  |  | $0.69              | $0.65              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8026 | 2033-05-01      | 3.5000%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA3215 | 2037-12-01      | 3.5000%  |  | $0.14              | $0.14              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB8063 | 2035-09-01      | 3.0000%  |  | $0.25              | $0.24              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.400 MYAM1508 | 2030-12-01      | 3.4000%  |  | $444.38            | $426.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7077 | 2029-12-01      | 3.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV9645 | 2052-05-01      | 3.0000%  |  | $0.80              | $0.70              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZT1989 | 2033-01-01      | 3.5000%  |  | $0.18              | $0.18              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  |  | $0.71              | $0.70              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTZA2427 | 2036-09-01      | 3.0000%  |  | $0.18              | $0.17              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU5148 | 2054-10-01      | 6.5000%  |  | $1928.81           | $2043.84           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK7288 | 2030-04-01      | 3.0000%  |  | $0.16              | $0.16              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8089 | 2036-02-01      | 2.0000%  |  | $0.46              | $0.43              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4119 | 2050-09-01      | 2.0000%  |  | $0.58              | $0.46              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7504 | 2031-08-01      | 3.0000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8694 | 2033-04-01      | 3.5000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBS8176 | 2033-04-01      | 4.3850%  |  | $1.04              | $1.03              | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBS6524 | 2032-10-01      | 3.5700%  |  | $1.03              | $0.98              | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBS4111 | 2032-01-01      | 1.9800%  |  | $37641.48          | $33351.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBQ5895 | 2050-11-01      | 3.0000%  |  | $0.89              | $0.78              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  |  | $0.76              | $0.76              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB3877 | 2052-06-01      | 5.0000%  |  | $0.68              | $0.67              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3610 | 2052-05-01      | 4.0000%  |  | $0.72              | $0.69              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3375 | 2052-04-01      | 3.5000%  |  | $0.84              | $0.76              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2751 | 2052-02-01      | 2.5000%  |  | $0.75              | $0.63              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2555 | 2052-01-01      | 2.5000%  |  | $0.81              | $0.68              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1920 | 2051-06-01      | 3.0000%  |  | $0.73              | $0.64              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1630 | 2051-09-01      | 2.5000%  |  | $0.68              | $0.58              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB0988 | 2051-07-01      | 2.5000%  |  | $0.69              | $0.59              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0734 | 2051-06-01      | 3.0000%  |  | $8309.44           | $7414.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA8868 | 2051-02-01      | 3.0000%  |  | $0.61              | $0.55              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA7752 | 2050-11-01      | 3.0000%  |  | $0.56              | $0.50              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7369 | 2050-10-01      | 2.5000%  |  | $0.46              | $0.39              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $0.59              | $0.48              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA5465 | 2035-03-01      | 3.0000%  |  | $6.76              | $6.50              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4794 | 2049-12-01      | 3.0000%  |  | $0.29              | $0.26              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA3718 | 2049-06-01      | 4.0000%  |  | $0.20              | $0.19              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1691 | 2048-05-01      | 4.0000%  |  | $0.21              | $0.20              | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5490 | 2030-11-01      | 3.9000%  |  | $32518.23          | $32020.98          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DG1232 C     | 2055-01-20      | 6.5000%  |  | $0.98              | $1.05              | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CJ9358 C     | 2041-06-20      | 5.0000%  |  | $191.03            | $191.36            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS8202 | 2028-04-01      | 4.1400%  |  | $3136.65           | $3140.31           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4202 | 2053-11-01      | 7.0000%  |  | $0.53              | $0.57              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CICA2897 | 2034-01-01      | 4.5000%  |  | $0.18              | $0.19              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2336 | 2054-10-01      | 5.5000%  |  | $0.85              | $0.87              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9358 | 2054-10-01      | 6.5000%  |  | $0.64              | $0.67              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA3833 | 2049-11-01      | 2.5000%  |  | $0.45              | $0.39              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  |  | $0.79              | $0.63              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ4669 | 2055-08-01      | 4.5000%  |  | $0.98              | $0.95              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5735 | 2056-01-01      | 5.0000%  |  | $0.99              | $0.98              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA4120 | 2050-02-01      | 3.0000%  |  | $0.98              | $0.88              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA7899 | 2056-02-01      | 5.0000%  |  | $1393.03           | $1388.53           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB1770 | 2036-12-01      | 2.0000%  |  | $0.95              | $0.87              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA4269 | 2056-01-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA6944 | 2056-01-01      | 5.5000%  |  | $1.00              | $1.01              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA6293 | 2054-03-01      | 5.5000%  |  | $1491.01           | $1536.40           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA3945 | 2050-02-01      | 4.5000%  |  | $0.13              | $0.12              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA5258 | 2051-05-01      | 2.0000%  |  | $278.32            | $224.08            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CIQO3060 | 2040-02-01      | 4.0000%  |  | $0.83              | $0.81              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CNRD5282 | 2035-11-01      | 5.5000%  |  | $0.91              | $0.93              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA0379 | 2055-12-01      | 6.5000%  |  | $1.00              | $1.05              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIFA4942 | 2040-08-01      | 6.0000%  |  | $0.95              | $0.99              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK7986 | 2031-03-01      | 3.0000%  |  | $0.21              | $0.20              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4970 | 2053-11-01      | 7.0000%  |  | $0.68              | $0.74              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2205 | 2054-08-01      | 5.5000%  |  | $0.90              | $0.93              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8777 | 2053-11-01      | 6.0000%  |  | $0.77              | $0.80              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0858 | 2051-06-01      | 3.0000%  |  | $0.77              | $0.68              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  |  | $0.77              | $0.77              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTB2455 | 2056-03-01      | 5.5000%  |  | $1.00              | $1.01              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB1540 | 2056-04-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB1043 | 2056-04-01      | 5.0000%  |  | $1.01              | $1.00              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB0591 | 2056-04-01      | 5.0000%  |  | $1.00              | $1.00              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB0203 | 2056-04-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA9737 | 2056-03-01      | 5.5000%  |  | $1.00              | $1.02              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA9736 | 2056-04-01      | 5.5000%  |  | $1.00              | $1.02              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA8679 | 2056-03-01      | 5.5000%  |  | $1.02              | $1.06              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTA8632 | 2056-03-01      | 6.0000%  |  | $1851.63           | $1899.90           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA8336 | 2056-01-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA8353 | 2056-03-01      | 5.0000%  |  | $0.96              | $0.95              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA7894 | 2056-03-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTA7725 | 2056-03-01      | 6.0000%  |  | $1.00              | $1.03              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA7615 | 2056-03-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA7566 | 2056-02-01      | 6.5000%  |  | $1.00              | $1.06              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA7515 | 2056-02-01      | 4.5000%  |  | $0.99              | $0.95              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA7212 | 2056-02-01      | 6.5000%  |  | $1.00              | $1.05              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA7065 | 2056-02-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA6568 | 2056-02-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA7118 | 2056-03-01      | 6.5000%  |  | $1.00              | $1.05              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTA6021 | 2056-01-01      | 6.0000%  |  | $1.00              | $1.03              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLTA5125 | 2056-02-01      | 7.0000%  |  | $1.00              | $1.07              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA5000 | 2056-02-01      | 5.5000%  |  | $1.03              | $1.04              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTA4274 | 2055-10-01      | 6.0000%  |  | $0.73              | $0.76              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA4270 | 2055-11-01      | 5.5000%  |  | $0.99              | $1.01              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA4102 | 2056-01-01      | 5.5000%  |  | $0.99              | $1.01              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZK6912 | 2029-06-01      | 2.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFM8851 | 2036-09-01      | 1.5000%  |  | $0.55              | $0.50              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ1535 | 2055-08-01      | 6.0000%  |  | $0.99              | $1.02              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7971 | 2055-06-01      | 6.0000%  |  | $0.99              | $1.03              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA6922 | 2056-02-01      | 5.0000%  |  | $1667.59           | $1652.35           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ8416 | 2055-11-01      | 5.0000%  |  | $0.99              | $0.98              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA8561 | 2056-03-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  |  | $0.72              | $0.70              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  |  | $0.75              | $0.66              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTZA2297 | 2033-04-01      | 3.0000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $116.84            | $116.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE0147 | 2055-05-01      | 7.0000%  |  | $879.84            | $946.22            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3961 | 2055-04-01      | 5.5000%  |  | $0.91              | $0.93              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0055 | 2055-10-01      | 5.0000%  |  | $0.98              | $0.97              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA2608 | 2051-07-01      | 3.0000%  |  | $338.90            | $297.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF9683 | 2056-01-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL3611 | 2055-12-01      | 5.0000%  |  | $0.99              | $0.98              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA5058 | 2056-01-01      | 5.5000%  |  | $1.00              | $1.02              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7863 | 2032-03-01      | 3.0000%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFM4370 | 2035-09-01      | 1.5000%  |  | $0.46              | $0.41              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI7576 | 2054-06-01      | 6.5000%  |  | $0.81              | $0.85              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0095 | 2051-04-01      | 3.0000%  |  | $0.69              | $0.61              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI7659 | 2054-06-01      | 7.0000%  |  | $0.72              | $0.78              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4714 | 2053-06-01      | 5.0000%  |  | $0.91              | $0.91              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  |  | $0.20              | $0.19              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL0034 | 2054-06-01      | 6.5000%  |  | $0.82              | $0.87              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA3795 | 2056-01-01      | 5.5000%  |  | $821.64            | $836.42            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA3729 | 2056-01-01      | 4.5000%  |  | $1.00              | $0.97              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA3464 | 2055-12-01      | 4.5000%  |  | $1.00              | $0.96              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA2959 | 2056-01-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA2137 | 2056-01-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA2021 | 2055-12-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA1970 | 2055-12-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA1989 | 2055-12-01      | 5.5000%  |  | $0.99              | $1.02              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA0978 | 2055-12-01      | 6.5000%  |  | $0.88              | $0.93              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA0630 | 2055-11-01      | 5.5000%  |  | $1.00              | $1.02              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ6193 | 2056-03-01      | 5.0000%  |  | $0.99              | $0.98              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ5143 | 2055-10-01      | 4.5000%  |  | $1.02              | $0.98              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5136 | 2055-10-01      | 5.5000%  |  | $0.96              | $0.98              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRJ4655 | 2055-08-01      | 4.0000%  |  | $0.96              | $0.90              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3255 | 2055-01-01      | 5.5000%  |  | $0.89              | $0.91              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3059 | 2054-12-01      | 5.0000%  |  | $0.94              | $0.93              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3011 | 2054-12-01      | 5.0000%  |  | $0.91              | $0.90              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2924 | 2054-11-01      | 6.0000%  |  | $0.67              | $0.69              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2242 | 2054-08-01      | 5.5000%  |  | $0.90              | $0.91              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  |  | $0.81              | $0.82              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1511 | 2054-05-01      | 5.5000%  |  | $0.87              | $0.89              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1221 | 2054-04-01      | 6.0000%  |  | $0.78              | $0.82              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1218 | 2054-04-01      | 5.5000%  |  | $10044.30          | $10160.21          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1768 | 2054-06-01      | 5.5000%  |  | $0.86              | $0.88              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG0693 | 2056-01-01      | 5.5000%  |  | $1.00              | $1.02              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB1472 | 2032-01-01      | 2.5000%  |  | $0.67              | $0.65              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4294 | 2056-02-01      | 5.0000%  |  | $1.01              | $1.00              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CTRB5399 | 2046-05-01      | 4.5000%  |  | $1.00              | $0.98              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA5509 | 2055-04-01      | 6.5000%  |  | $1.01              | $1.06              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSL5006 | 2052-05-01      | 2.5000%  |  | $1.00              | $0.85              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTB0644 | 2056-04-01      | 6.0000%  |  | $1.00              | $1.05              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL3591 | 2055-12-01      | 5.0000%  |  | $1692.12           | $1687.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF9903 | 2056-01-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8290 | 2053-01-01      | 6.0000%  |  | $1669.82           | $1724.46           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CTSC0086 | 2040-10-01      | 2.5000%  |  | $0.50              | $0.45              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CKMA5132 | 2053-08-01      | 6.0000%  |  | $0.42              | $0.42              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  |  | $0.79              | $0.67              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA5889 | 2045-11-01      | 4.5000%  |  | $0.97              | $0.95              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CTMA5841 | 2045-07-01      | 7.0000%  |  | $0.52              | $0.55              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF6839 | 2055-12-01      | 5.5000%  |  | $1.00              | $1.01              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG9433 | 2056-05-01      | 5.5000%  |  | $1.00              | $1.02              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ5787 | 2056-01-01      | 6.0000%  |  | $0.96              | $0.99              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBV6831 | 2056-01-01      | 6.0000%  |  | $0.99              | $1.05              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA6042 | 2046-04-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CTZA2278 | 2032-09-01      | 3.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFM1986 | 2049-09-01      | 5.0000%  |  | $0.17              | $0.17              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5073 | 2053-07-01      | 6.0000%  |  | $0.61              | $0.63              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8140 | 2051-04-01      | 2.0000%  |  | $0.69              | $0.55              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA9049 | 2056-03-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB0222 | 2034-11-01      | 3.0000%  |  | $0.25              | $0.24              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM9977 | 2050-02-01      | 4.0000%  |  | $0.59              | $0.56              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5830 | 2040-09-01      | 5.5000%  |  | $0.80              | $0.82              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ5057 | 2055-10-01      | 4.5000%  |  | $0.91              | $0.89              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5706 | 2045-05-01      | 5.5000%  |  | $0.69              | $0.70              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX9102 | 2055-04-01      | 6.0000%  |  | $0.86              | $0.88              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2434 | 2055-07-01      | 5.5000%  |  | $0.95              | $0.97              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY1157 | 2055-04-01      | 5.0000%  |  | $0.95              | $0.94              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5140 | 2055-11-01      | 5.0000%  |  | $0.98              | $0.98              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA0017 | 2055-12-01      | 4.5000%  |  | $0.99              | $0.96              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3255 | 2052-04-01      | 3.5000%  |  | $138.90            | $127.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR1014 | 2051-05-01      | 2.0000%  |  | $0.69              | $0.56              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV5578 | 2052-05-01      | 3.0000%  |  | $46.65             | $40.99             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK8958 | 2032-09-01      | 3.0000%  |  | $0.22              | $0.21              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0426 | 2055-05-01      | 5.0000%  |  | $21242.41          | $21133.98          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA5181 | 2056-02-01      | 6.5000%  |  | $1.00              | $1.06              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA9834 | 2056-03-01      | 5.5000%  |  | $1.00              | $1.01              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL3391 | 2055-11-01      | 6.0000%  |  | $0.87              | $0.89              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG9297 | 2056-05-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6311 | 2053-05-01      | 5.0000%  |  | $0.81              | $0.80              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFM7144 | 2034-01-01      | 4.0000%  |  | $0.35              | $0.35              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2520 | 2055-09-01      | 6.0000%  |  | $33963.34          | $35568.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA5497 | 2055-04-01      | 6.5000%  |  | $1.01              | $1.08              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF8473 | 2056-01-01      | 5.0000%  |  | $1.00              | $0.99              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6768 | 2053-07-01      | 5.5000%  |  | $0.85              | $0.86              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8485 | 2054-05-01      | 5.5000%  |  | $224.98            | $228.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8326 | 2054-04-01      | 5.5000%  |  | $21864.29          | $22332.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7658 | 2053-12-01      | 7.0000%  |  | $26969.53          | $29088.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL735504 | 2035-04-01      | 6.0000%  |  | $109.39            | $112.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9587 | 2047-05-01      | 4.0000%  |  | $26703.23          | $25503.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7160 | 2046-05-01      | 3.5000%  |  | $0.25              | $0.23              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL5089 | 2054-11-01      | 5.5000%  |  | $1.02              | $1.05              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL5102 | 2055-02-01      | 6.0000%  |  | $1.04              | $1.07              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL5100 | 2055-12-01      | 6.0000%  |  | $1.00              | $1.03              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIRR0031 | 2040-10-01      | 4.5000%  |  | $0.90              | $0.90              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1781 | 2055-06-01      | 6.5000%  |  | $0.60              | $0.63              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB1549 | 2037-03-01      | 2.0000%  |  | $0.85              | $0.78              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004923 M     | 2041-01-20      | 4.5000%  |  | $6200.67           | $6149.48           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ2350 | 2050-09-01      | 2.0000%  |  | $0.50              | $0.41              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBO4657 | 2049-11-01      | 2.5000%  |  | $0.30              | $0.26              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBN9152 | 2051-04-01      | 3.0000%  |  | $0.88              | $0.77              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBM4151 | 2032-06-01      | 2.5000%  |  | $29.18             | $28.11             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ1652 | 2047-11-01      | 3.5000%  |  | $0.28              | $0.26              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 I4BF0262 | 2058-05-01      | 3.0000%  |  | $15222.77          | $13200.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 I4BF0078 | 2056-04-01      | 4.0000%  |  | $0.26              | $0.25              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF4667 | 2055-10-01      | 6.0000%  |  | $2057.31           | $2149.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE4188 | 2055-07-01      | 7.0000%  |  | $0.99              | $1.06              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE3423 | 2055-06-01      | 7.0000%  |  | $824.80            | $878.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE1004 | 2055-06-01      | 5.0000%  |  | $0.85              | $0.85              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD9823 | 2055-05-01      | 7.0000%  |  | $851.97            | $917.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD4101 | 2055-03-01      | 6.5000%  |  | $761.87            | $804.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD3010 | 2055-02-01      | 6.0000%  |  | $1484.14           | $1559.20           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2864 | 2055-02-01      | 6.5000%  |  | $1064.38           | $1126.58           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIDC2926 | 2039-09-01      | 5.0000%  |  | $0.90              | $0.92              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0670 | 2054-01-01      | 6.5000%  |  | $0.87              | $0.92              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTA4992 | 2056-02-01      | 6.0000%  |  | $1.00              | $1.04              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA4847 | 2055-12-01      | 5.5000%  |  | $1.00              | $1.02              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRQ0121 | 2056-05-01      | 6.5000%  |  | $1.01              | $1.05              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  |  | $0.77              | $0.72              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2640 | 2052-01-01      | 2.5000%  |  | $0.79              | $0.66              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIMA4581 | 2037-04-01      | 1.5000%  |  | $0.65              | $0.59              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZS8501 | 2028-09-01      | 2.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0094 | 2053-10-01      | 6.0000%  |  | $0.71              | $0.73              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1994 | 2055-04-01      | 6.5000%  |  | $0.85              | $0.91              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CTMA5696 | 2045-03-01      | 7.0000%  |  | $0.44              | $0.47              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLRQ0030 | 2055-07-01      | 7.0000%  |  | $482.55            | $511.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5611 | 2055-12-01      | 5.5000%  |  | $0.97              | $0.99              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA6785 | 2056-02-01      | 6.5000%  |  | $1.00              | $1.05              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3466 | 2048-09-01      | 3.5000%  |  | $0.10              | $0.09              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY2769 | 2055-05-01      | 6.5000%  |  | $0.97              | $1.02              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4828 | 2055-09-01      | 5.5000%  |  | $0.97              | $0.99              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1842 | 2055-07-01      | 6.0000%  |  | $36950.17          | $38584.93          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO3631 | 2040-05-01      | 4.5000%  |  | $0.95              | $0.94              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB1732 | 2056-05-01      | 5.0000%  |  | $1.01              | $1.00              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDF7774 | 2055-12-01      | 4.5000%  |  | $1.00              | $0.96              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL4154 | 2056-02-01      | 5.5000%  |  | $1.02              | $1.03              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7511 | 2053-11-01      | 6.5000%  |  | $22521.24          | $23613.81          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CNSA0045 | 2032-09-01      | 2.5000%  |  | $0.52              | $0.50              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 3RSF1003 | 2036-09-01      | 2.0000%  |  | $0.70              | $0.64              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3447 | 2049-11-01      | 4.0000%  |  | $0.26              | $0.25              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZS8672 | 2032-10-01      | 2.5000%  |  | $0.12              | $0.11              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0316 | 2053-11-01      | 6.5000%  |  | $0.64              | $0.67              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0267 | 2053-11-01      | 6.0000%  |  | $0.87              | $0.91              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0202 | 2053-11-01      | 6.5000%  |  | $0.53              | $0.55              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ1757 | 2054-06-01      | 5.0000%  |  | $0.92              | $0.92              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  |  | $0.78              | $0.78              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4916 | 2053-02-01      | 4.0000%  |  | $0.82              | $0.77              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  |  | $0.74              | $0.74              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB1309 | 2038-07-01      | 2.0000%  |  | $0.82              | $0.75              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0913 | 2037-08-01      | 2.5000%  |  | $0.70              | $0.66              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB1780 | 2040-08-01      | 6.0000%  |  | $0.86              | $0.89              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB1772 | 2036-06-01      | 2.0000%  |  | $0.95              | $0.87              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB0328 | 2034-06-01      | 3.0000%  |  | $0.17              | $0.17              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB0297 | 2035-03-01      | 3.0000%  |  | $0.28              | $0.27              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0229 | 2035-01-01      | 2.5000%  |  | $0.24              | $0.23              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CNSA0088 | 2032-01-01      | 1.5000%  |  | $0.73              | $0.68              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CTZT2437 | 2035-02-01      | 3.5000%  |  | $0.69              | $0.67              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZT1970 | 2033-04-01      | 3.5000%  |  | $0.19              | $0.18              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZT1336 | 2032-02-01      | 3.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZT1324 | 2031-02-01      | 3.0000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8698 | 2033-05-01      | 3.5000%  |  | $0.09              | $0.08              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8701 | 2033-06-01      | 3.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS8676 | 2032-11-01      | 3.0000%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS8602 | 2031-03-01      | 3.0000%  |  | $0.09              | $0.08              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS7928 | 2033-02-01      | 3.5000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB0752 | 2054-03-01      | 5.5000%  |  | $468.85            | $475.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA3094 | 2053-12-01      | 7.0000%  |  | $868.14            | $934.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2491 | 2048-10-01      | 4.5000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  |  | $6.31              | $6.02              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIRR0038 | 2040-11-01      | 5.0000%  |  | $0.90              | $0.91              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CIRR0039 | 2040-11-01      | 5.5000%  |  | $1234.62           | $1266.65           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CIQO2833 | 2039-12-01      | 5.5000%  |  | $0.81              | $0.84              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY0634 | 2055-04-01      | 6.5000%  |  | $0.99              | $1.05              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY2527 | 2055-05-01      | 6.5000%  |  | $0.59              | $0.63              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6906 | 2054-10-01      | 6.0000%  |  | $36431.25          | $37877.40          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA1654 | 2056-01-01      | 4.5000%  |  | $0.99              | $0.96              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA0104 | 2053-11-01      | 6.5000%  |  | $523.98            | $556.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL849985 | 2036-02-01      | 6.0000%  |  | $149.36            | $158.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  |  | $0.81              | $0.74              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4781 | 2052-10-01      | 3.0000%  |  | $0.82              | $0.72              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4597 | 2052-05-01      | 2.0000%  |  | $0.81              | $0.65              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  |  | $0.80              | $0.70              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4622 | 2052-06-01      | 2.0000%  |  | $0.83              | $0.67              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  |  | $0.77              | $0.65              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTMA4540 | 2042-02-01      | 2.0000%  |  | $0.72              | $0.62              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4282 | 2051-03-01      | 2.5000%  |  | $0.56              | $0.47              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4256 | 2051-02-01      | 2.5000%  |  | $0.53              | $0.45              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  |  | $0.46              | $0.39              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  |  | $0.77              | $0.74              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA3891 | 2040-01-01      | 3.5000%  |  | $0.16              | $0.15              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA3869 | 2039-12-01      | 3.5000%  |  | $0.16              | $0.15              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4383 | 2036-07-01      | 2.0000%  |  | $0.54              | $0.49              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CIZS7735 | 2032-01-01      | 2.0000%  |  | $0.15              | $0.14              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7899 | 2032-11-01      | 3.0000%  |  | $0.18              | $0.18              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF9733 | 2056-01-01      | 5.5000%  |  | $0.99              | $1.00              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDF9336 | 2056-01-01      | 6.5000%  |  | $0.98              | $1.03              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDF8700 | 2055-12-01      | 4.5000%  |  | $0.99              | $0.96              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9969 | 2055-02-01      | 5.5000%  |  | $0.89              | $0.91              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9470 | 2054-11-01      | 5.0000%  |  | $0.88              | $0.88              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9452 | 2054-11-01      | 4.5000%  |  | $1596.07           | $1550.76           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9134 | 2054-09-01      | 5.0000%  |  | $0.91              | $0.90              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB8656 | 2054-06-01      | 4.5000%  |  | $0.89              | $0.86              | Agency Mortgage-Backed Securities  |
| USTR 4 1/4 NOTE J 33      | 2033-03-31      | 4.2500%  |  | $1.20              | $1.21              | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $0.60              | $0.60              | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $1.00              | $0.87              | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  |  | $0.40              | $0.39              | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $0.60              | $0.54              | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $0.20              | $0.19              | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $0.10              | $0.09              | U.S. Treasuries (including strips) |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $0.10              | $0.07              | U.S. Treasuries (including strips) |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $1.50              | $1.06              | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $0.10              | $0.09              | U.S. Treasuries (including strips) |
| USTR 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  |  | $0.22              | $0.17              | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  |  | $0.20              | $0.18              | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $0.10              | $0.07              | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  |  | $0.10              | $0.07              | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $0.10              | $0.10              | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  |  | $1.00              | $1.01              | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  |  | $0.13              | $0.07              | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIB 50        | 2050-02-15      | 0.2500%  |  | $0.13              | $0.07              | U.S. Treasuries (including strips) |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $0.30              | $0.22              | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $0.10              | $0.08              | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $0.10              | $0.08              | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  |  | $0.20              | $0.14              | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  |  | $0.10              | $0.08              | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  |  | $0.30              | $0.24              | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $0.10              | $0.10              | U.S. Treasuries (including strips) |

### Security 119: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.670%, 7/31/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 4.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **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         |
|:---|:---|:---|:---|:---|:---|:---|
| Forward settling U.S. Treasury Repurchase Agreement, collateral not yet assigned | 2026-05-08      | 0.0000%  |  | $0.00              | $0.00              | Other Instrument |

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

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.670%, 7/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 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:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2026-049 MF | 2056-03-20      | 4.4901%  |  | $1241.58           | $1235.45           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 LP | 2055-10-20      | 4.5000%  |  | $4129.41           | $4032.73           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-207 FM | 2055-12-20      | 4.4401%  |  | $87738.12          | $88094.54          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-044 FA | 2055-03-20      | 4.8401%  |  | $33484.18          | $33746.04          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-063 LD | 2053-07-20      | 5.2500%  |  | $1218.43           | $1220.65           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-084 UF | 2053-06-20      | 4.6401%  |  | $89265.01          | $89785.69          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF | 2055-06-20      | 5.1401%  |  | $10555.42          | $10710.02          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-171 FA | 2055-10-20      | 4.6401%  |  | $20481.39          | $20595.18          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-208 QP | 2055-06-20      | 4.5000%  |  | $1860.48           | $1821.08           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF | 2055-07-20      | 4.9601%  |  | $88961.61          | $89861.27          | Agency Collateralized Mortgage Obligation |
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  |  | $400501.00         | $405011.02         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $130266.20         | $133980.67         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  |  | $148898.10         | $149976.26         | 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,  3.650%, 5/14/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $1500000.00
- **C.18.a - Value (excl. sponsor support):** $1500000.00
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRA RC055CF R25F055 | 2055-07-25      | 4.4452%  |  | $26630.10          | $26708.35          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5471BF 11/25/54 | 2054-11-25      | 4.5952%  |  | $5514.77           | $5514.97           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  |  | $176.44            | $172.63            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3827BL 03/15/41 | 2041-03-15      | 5.0000%  |  | $1313.87           | $1310.02           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC077DF R24F077 | 2053-10-25      | 4.8452%  |  | $789.21            | $796.21            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 5.3952%  |  | $16781.49          | $17067.28          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5526FK 12/25/54 | 2054-12-25      | 4.6952%  |  | $11229.83          | $11261.89          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FJ 11/25/54 | 2054-11-25      | 4.7952%  |  | $8977.82           | $9018.37           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL111EF R25F111 | 2056-01-25      | 4.6452%  |  | $3435.69           | $3430.77           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062BA R25F062 | 2051-11-25      | 5.5000%  |  | $4430.83           | $4450.39           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC052FM R25F052 | 2055-07-25      | 4.9952%  |  | $13277.93          | $13418.73          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC057FP R25F057 | 2055-07-25      | 4.7952%  |  | $12094.66          | $12210.95          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL054FM R25F054 | 2055-07-25      | 4.7452%  |  | $523.57            | $527.20            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC058FC R25F058 | 2055-07-25      | 4.8452%  |  | $21695.19          | $21934.34          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL040B R25F040  | 2050-10-25      | 5.0000%  |  | $252.13            | $253.15            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  |  | $3133.10           | $3007.42           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FB R16F082 | 2046-11-25      | 4.1596%  |  | $1719.81           | $1711.01           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5484FA 12/25/54 | 2054-12-25      | 4.8452%  |  | $1798.70           | $1810.37           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FB R24F064 | 2054-09-25      | 4.7452%  |  | $5750.41           | $5775.36           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R23F004 | 2045-07-25      | 5.5000%  |  | $174.98            | $176.23            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549BF 02/25/55 | 2055-02-25      | 4.8452%  |  | $1522.76           | $1536.40           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL092HF R24F092 | 2054-12-25      | 4.8452%  |  | $1726.63           | $1745.01           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FG 12/25/54 | 2054-12-25      | 4.9952%  |  | $1300.76           | $1310.41           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL052FB R25F052 | 2055-07-25      | 4.8452%  |  | $348.18            | $351.65            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03607B 12/15/37 | 2037-12-15      | 6.2072%  |  | $167.43            | $169.00            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 6.3904%  |  | $128.17            | $128.68            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.2522%  |  | $318.66            | $321.27            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 5.8859%  |  | $143.57            | $149.47            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC004D R25F004  | 2052-07-25      | 5.5000%  |  | $4753.78           | $4817.37           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL006FA R25F006 | 2055-02-25      | 4.8952%  |  | $123.54            | $124.48            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL103FJ R24F103 | 2055-01-25      | 4.8452%  |  | $1152.85           | $1160.68           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL016DA R25F016 | 2051-10-25      | 5.0000%  |  | $269.80            | $271.31            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FB R25F034 | 2055-05-25      | 4.6952%  |  | $6278.47           | $6317.71           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5578GF 09/25/55 | 2055-09-25      | 4.7452%  |  | $18444.54          | $18590.88          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5566DF 07/25/51 | 2051-07-25      | 4.5952%  |  | $1301.59           | $1310.24           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5571FA 08/25/55 | 2055-08-25      | 4.8452%  |  | $233.15            | $235.72            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5564PF 08/25/55 | 2055-08-25      | 4.8452%  |  | $259.22            | $262.21            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5560FB 06/25/55 | 2055-06-25      | 4.6452%  |  | $497.88            | $502.38            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5557FM 07/25/55 | 2055-07-25      | 4.7452%  |  | $1096.12           | $1103.71           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5537FC 05/25/55 | 2055-05-25      | 4.7952%  |  | $360.28            | $362.53            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5542CF 05/25/55 | 2055-05-25      | 5.1952%  |  | $3764.80           | $3812.35           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5535FB 05/25/55 | 2055-05-25      | 4.4952%  |  | $7395.35           | $7430.17           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513MF 11/25/54 | 2054-11-25      | 4.5852%  |  | $5054.82           | $5090.49           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5499FW 02/25/55 | 2055-02-25      | 5.0452%  |  | $1379.83           | $1391.62           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5499FH 02/25/55 | 2055-02-25      | 4.8452%  |  | $216.91            | $218.29            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508AF 02/25/55 | 2055-02-25      | 4.6452%  |  | $1225.66           | $1236.19           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 4.9952%  |  | $0.22              | $0.22              | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FA R24F090 | 2054-12-25      | 5.1452%  |  | $1026.83           | $1037.72           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL083FA R24F083 | 2054-10-25      | 4.7952%  |  | $7055.66           | $7073.68           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.0652%  |  | $714.16            | $721.67            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC093FA R24F093 | 2054-12-25      | 5.1452%  |  | $4628.77           | $4678.06           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL093FL R24F093 | 2054-12-25      | 5.0952%  |  | $3711.14           | $3748.33           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC092JF R24F092 | 2054-12-25      | 4.7952%  |  | $4520.80           | $4549.21           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL063HA R24F063 | 2052-06-25      | 5.0000%  |  | $264.20            | $265.68            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 4.6452%  |  | $1011.53           | $1019.04           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL032F R24F032  | 2054-06-25      | 4.9452%  |  | $3673.24           | $3711.90           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.1952%  |  | $3061.79           | $3107.74           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 4.4952%  |  | $6771.97           | $6794.78           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082CF R24F082 | 2054-11-25      | 4.9952%  |  | $807.08            | $812.84            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 5505AF 03/15/50 | 2050-03-15      | 4.4686%  |  | $1749.71           | $1730.99           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FE 02/25/54 | 2054-02-25      | 5.0952%  |  | $4564.64           | $4613.37           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FB 02/25/54 | 2054-02-25      | 4.9952%  |  | $15164.04          | $15286.29          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FJ 12/25/54 | 2054-12-25      | 4.7952%  |  | $7361.16           | $7423.60           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481AF 12/25/54 | 2054-12-25      | 4.8452%  |  | $7342.79           | $7390.64           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5479FA 12/25/54 | 2054-12-25      | 4.8452%  |  | $3743.00           | $3766.27           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5480FD 03/25/54 | 2054-03-25      | 4.9952%  |  | $1866.48           | $1878.27           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5462FA 10/25/54 | 2054-10-25      | 4.7452%  |  | $2834.07           | $2847.11           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5445FH 08/25/54 | 2054-08-25      | 4.7452%  |  | $7529.27           | $7564.67           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5439FK 08/25/54 | 2054-08-25      | 4.6452%  |  | $2876.70           | $2886.56           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5436FA 07/25/54 | 2054-07-25      | 4.7452%  |  | $351.83            | $354.17            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5408LF 12/25/53 | 2053-12-25      | 5.0452%  |  | $11304.54          | $11419.03          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 4.4952%  |  | $5011.06           | $5019.48           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 4.4952%  |  | $4132.12           | $4141.78           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5517HF 03/25/55 | 2055-03-25      | 4.9952%  |  | $872.20            | $878.47            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL021FB R25F021 | 2053-07-25      | 4.9452%  |  | $6681.66           | $6738.71           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FN 11/25/54 | 2054-11-25      | 4.1952%  |  | $15678.14          | $15464.10          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5202GA 05/25/48 | 2048-05-25      | 3.0000%  |  | $4903.82           | $4550.06           | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4313FM 03/15/44 | 2044-03-15      | 4.2043%  |  | $617.45            | $609.10            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  |  | $763.19            | $744.99            | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5338FG 08/15/45 | 2045-08-15      | 4.1043%  |  | $4942.85           | $4851.94           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL004FB R25F004 | 2053-12-25      | 4.8452%  |  | $368.84            | $371.20            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5492CL 01/25/55 | 2055-01-25      | 4.5000%  |  | $391.18            | $385.34            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FB R23F047 | 2053-10-25      | 5.0452%  |  | $7228.85           | $7309.13           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05440F 08/25/54 | 2054-08-25      | 4.6952%  |  | $1322.36           | $1327.85           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL100FD R24F100 | 2054-06-25      | 5.0952%  |  | $2321.45           | $2344.71           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FB R24F090 | 2053-11-25      | 4.8952%  |  | $7397.60           | $7471.93           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC072NA R13F072 | 2042-08-25      | 2.5000%  |  | $57.40             | $57.29             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC061BA R13F061 | 2043-01-25      | 3.0000%  |  | $6180.47           | $5845.50           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC133HC R12F133 | 2041-09-25      | 2.5000%  |  | $847.32            | $836.16            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5578FE 09/25/55 | 2055-09-25      | 4.8752%  |  | $13823.45          | $13920.51          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FV R24F082 | 2054-11-25      | 4.2552%  |  | $17003.25          | $16848.78          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL105TB R09F105 | 2039-12-25      | 6.5047%  |  | $228.26            | $236.54            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508FC 02/25/55 | 2055-02-25      | 4.6452%  |  | $2243.56           | $2262.68           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL136KB R13F136 | 2029-01-25      | 3.5000%  |  | $168.52            | $168.07            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL001FD R25F001 | 2055-02-25      | 4.8452%  |  | $696.07            | $701.68            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5601FC 11/25/55 | 2055-11-25      | 4.6952%  |  | $928.94            | $934.53            | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5342FA 01/15/47 | 2047-01-15      | 4.0543%  |  | $7917.97           | $7746.69           | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.1330%  |  | $153.44            | $152.01            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5568FE 08/25/55 | 2055-08-25      | 4.8452%  |  | $9714.81           | $9813.85           | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 6.4827%  |  | $90.04             | $90.30             | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 6.5293%  |  | $323.70            | $334.33            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL020FJ R26F020 | 2055-02-25      | 4.6452%  |  | $7219.69           | $7188.25           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC073KA R13F073 | 2042-10-25      | 3.0000%  |  | $4418.83           | $4267.12           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 4.4952%  |  | $5240.23           | $5237.79           | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 02.500 CLCB2285 | 2051-12-01      | 2.5000%  |  | $8977.96           | $7702.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBY0044 | 2053-05-01      | 4.5000%  |  | $0.28              | $0.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5788 | 2050-05-01      | 2.5000%  |  | $0.17              | $0.14              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZA3611 | 2043-11-01      | 3.5000%  |  | $0.10              | $0.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7716 | 2054-12-01      | 6.0000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1664 | 2055-05-01      | 5.5000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG5122 | 2056-03-01      | 5.5000%  |  | $1814.71           | $1834.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7587 | 2055-04-01      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD7227 | 2055-05-01      | 5.5000%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7136 | 2055-10-01      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6149 | 2055-04-01      | 6.5000%  |  | $0.53              | $0.56              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5924 | 2055-04-01      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD5546 | 2055-06-01      | 5.5000%  |  | $4349.57           | $4437.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3975 | 2055-03-01      | 6.5000%  |  | $259.74            | $275.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIDD2613 | 2040-02-01      | 6.0000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC7771 | 2054-12-01      | 5.0000%  |  | $42.80             | $42.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3567 | 2055-11-01      | 5.5000%  |  | $8312.25           | $8485.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA2434 | 2055-07-01      | 5.5000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1552 | 2055-05-01      | 5.0000%  |  | $1273.44           | $1268.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  |  | $55302.11          | $56961.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA1352 | 2052-02-01      | 2.0000%  |  | $0.28              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0721 | 2042-01-01      | 2.0000%  |  | $4842.34           | $4216.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0633 | 2055-02-01      | 5.5000%  |  | $21838.88          | $22294.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0583 | 2042-08-01      | 2.0000%  |  | $1704.65           | $1484.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBN6701 | 2049-06-01      | 5.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN5409 | 2049-04-01      | 3.5000%  |  | $0.06              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN4303 | 2048-12-01      | 5.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CKBM6623 | 2050-10-01      | 2.5000%  |  | $24.33             | $20.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5935 | 2049-03-01      | 4.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI9058 | 2054-07-01      | 6.0000%  |  | $2599.23           | $2685.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CKBM6148 | 2049-10-01      | 3.5000%  |  | $57.33             | $51.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  |  | $0.22              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  |  | $1154.31           | $1167.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBW1977 | 2052-07-01      | 3.5000%  |  | $200.92            | $184.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR2227 | 2051-08-01      | 2.5000%  |  | $0.21              | $0.18              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH5013 | 2053-11-01      | 6.0000%  |  | $0.38              | $0.40              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF7882 | 2053-02-01      | 5.5000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  |  | $565.03            | $571.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC7350 | 2054-11-01      | 7.0000%  |  | $0.26              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB8887 | 2054-07-01      | 7.0000%  |  | $0.20              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB5275 | 2054-06-01      | 5.5000%  |  | $4.99              | $5.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0145 | 2055-09-01      | 6.5000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE7942 | 2055-08-01      | 5.5000%  |  | $485.65            | $495.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3600 | 2055-11-01      | 5.5000%  |  | $1229.70           | $1249.93           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  |  | $163.64            | $157.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9919 | 2028-04-01      | 3.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA5972 | 2054-01-01      | 5.5000%  |  | $18.22             | $18.39             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI7266 | 2054-06-01      | 5.5000%  |  | $4001.98           | $4040.80           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI4959 | 2054-05-01      | 5.0000%  |  | $1897.08           | $1901.44           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI4750 | 2054-05-01      | 6.5000%  |  | $0.22              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  |  | $1.07              | $1.09              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  |  | $2.63              | $2.68              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI1993 | 2054-03-01      | 5.5000%  |  | $0.26              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3LSE5000 | 2045-08-01      | 3.0000%  |  | $0.04              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9575 | 2053-08-01      | 5.5000%  |  | $0.44              | $0.45              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1701 | 2052-05-01      | 2.5000%  |  | $78.64             | $67.43             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0625 | 2051-05-01      | 2.5000%  |  | $0.20              | $0.17              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTSC0188 | 2041-09-01      | 2.0000%  |  | $0.19              | $0.17              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0028 | 2047-01-01      | 3.0000%  |  | $0.27              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6899 | 2049-04-01      | 4.5000%  |  | $13.21             | $12.97             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6729 | 2049-05-01      | 4.5000%  |  | $0.07              | $0.06              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6340 | 2049-03-01      | 4.5000%  |  | $0.26              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6078 | 2049-01-01      | 4.5000%  |  | $618.52            | $607.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN6074 | 2049-05-01      | 4.5000%  |  | $0.06              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0547 | 2042-12-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3SZN0138 | 2043-07-01      | 3.0000%  |  | $0.04              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3SZN0134 | 2043-06-01      | 3.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9924 | 2028-05-01      | 3.0000%  |  | $0.06              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3SZM9438 | 2046-12-01      | 3.0000%  |  | $0.10              | $0.09              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM3990 | 2047-08-01      | 4.0000%  |  | $0.31              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6387 | 2054-11-01      | 5.0000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5602 | 2054-10-01      | 5.0000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5514 | 2054-11-01      | 5.0000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO0988 | 2049-07-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  |  | $54.67             | $55.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA6432 | 2050-07-01      | 3.5000%  |  | $2275.94           | $2109.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CICB9257 | 2039-09-01      | 4.5000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  |  | $1579.02           | $1560.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3616 | 2055-07-01      | 6.0000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4856 | 2055-10-01      | 6.0000%  |  | $0.90              | $0.93              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC6924 | 2054-11-01      | 5.5000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDE6938 | 2056-01-01      | 4.5000%  |  | $739.80            | $721.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  |  | $0.19              | $0.19              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1859 | 2049-03-01      | 5.0000%  |  | $0.05              | $0.06              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT1679 | 2049-01-01      | 4.5000%  |  | $8340.70           | $8195.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6238 | 2053-05-01      | 4.5000%  |  | $0.21              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAY4708 | 2031-05-01      | 4.0000%  |  | $83.69             | $83.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTBJ2544 | 2037-12-01      | 3.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQA8776 | 2050-04-01      | 4.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8623 | 2047-01-01      | 3.0000%  |  | $0.09              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5423 | 2055-05-01      | 6.5000%  |  | $0.16              | $0.17              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  |  | $14680.75          | $14815.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE3186 | 2055-07-01      | 5.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4779 | 2055-10-01      | 6.5000%  |  | $0.86              | $0.91              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4996 | 2045-05-01      | 3.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC4067 | 2054-10-01      | 6.0000%  |  | $0.26              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC3816 | 2054-10-01      | 7.0000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC4445 | 2054-11-01      | 4.5000%  |  | $0.27              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  |  | $565.69            | $575.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0501 | 2055-01-01      | 5.5000%  |  | $0.55              | $0.56              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG5519 | 2056-03-01      | 6.0000%  |  | $1480.65           | $1540.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9995 | 2056-01-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9992 | 2056-01-01      | 5.0000%  |  | $606.84            | $603.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9733 | 2056-01-01      | 5.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9069 | 2056-01-01      | 5.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9092 | 2056-01-01      | 6.0000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9053 | 2056-01-01      | 5.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8795 | 2056-01-01      | 5.0000%  |  | $345.10            | $342.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7882 | 2046-09-01      | 3.0000%  |  | $0.08              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7730 | 2046-08-01      | 3.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7580 | 2046-07-01      | 3.0000%  |  | $0.09              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7234 | 2046-05-01      | 3.0000%  |  | $520.50            | $467.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAS6715 | 2031-02-01      | 2.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6623 | 2046-02-01      | 4.0000%  |  | $0.05              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5820 | 2045-09-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA8721 | 2053-04-01      | 4.5000%  |  | $0.26              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  |  | $15077.48          | $15277.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  |  | $241.42            | $235.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $26568.79          | $26666.45          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3723 | 2050-10-01      | 2.0000%  |  | $0.17              | $0.14              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA3592 | 2050-09-01      | 3.5000%  |  | $0.13              | $0.12              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5847 | 2049-12-01      | 3.5000%  |  | $0.25              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1774 | 2047-12-01      | 4.0000%  |  | $2.56              | $2.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 RIBJ9151 | 2033-01-01      | 2.5000%  |  | $18.68             | $17.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP7519 | 2050-11-01      | 2.0000%  |  | $0.19              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8618 | 2051-01-01      | 3.0000%  |  | $5812.26           | $5223.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5884 | 2045-09-01      | 3.5000%  |  | $3037.89           | $2837.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ3775 | 2048-01-01      | 3.5000%  |  | $0.05              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6698 | 2050-08-01      | 2.0000%  |  | $23260.95          | $18789.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4407 | 2052-08-01      | 5.0000%  |  | $10586.31          | $10520.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6103 | 2045-06-01      | 3.0000%  |  | $0.09              | $0.08              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG5569 | 2053-06-01      | 5.5000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0586 | 2055-06-01      | 6.0000%  |  | $75.01             | $77.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9661 | 2055-06-01      | 5.5000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0976 | 2055-01-01      | 6.5000%  |  | $740.19            | $781.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9091 | 2055-10-01      | 6.5000%  |  | $0.49              | $0.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD0827 | 2055-01-01      | 6.0000%  |  | $0.20              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLFA1000 | 2055-02-01      | 7.0000%  |  | $18000.90          | $19090.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF6363 | 2055-12-01      | 6.5000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV6432 | 2055-12-01      | 4.5000%  |  | $795.61            | $770.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9380 | 2053-07-01      | 5.5000%  |  | $45.46             | $46.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX8278 | 2053-03-01      | 5.5000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5552 | 2054-09-01      | 6.5000%  |  | $1717.78           | $1791.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6448 | 2056-01-01      | 5.5000%  |  | $359.98            | $368.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ3006 | 2054-09-01      | 5.0000%  |  | $7.92              | $7.92              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM3155 | 2047-05-01      | 4.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1534 | 2041-06-01      | 4.5000%  |  | $409.40            | $406.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3LZL0755 | 2037-02-01      | 4.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5712 | 2045-08-01      | 3.5000%  |  | $94.32             | $88.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5309 | 2045-07-01      | 3.5000%  |  | $4573.69           | $4313.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4338 | 2045-01-01      | 3.5000%  |  | $4302.37           | $4029.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4336 | 2045-01-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS3898 | 2044-11-01      | 3.5000%  |  | $6.96              | $6.50              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS2676 | 2029-06-01      | 3.0000%  |  | $13.28             | $13.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS0225 | 2043-08-01      | 4.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CVAR1938 | 2027-12-01      | 2.5000%  |  | $11.52             | $11.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR2574 | 2043-02-01      | 3.5000%  |  | $93.51             | $87.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAQ6290 | 2032-12-01      | 3.0000%  |  | $12.41             | $12.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAQ5323 | 2042-11-01      | 3.5000%  |  | $13.39             | $12.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  |  | $0.33              | $0.34              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  |  | $0.46              | $0.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAQ0527 | 2042-11-01      | 3.5000%  |  | $4140.73           | $3882.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP4793 | 2042-09-01      | 3.5000%  |  | $0.09              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2160 | 2051-11-01      | 3.0000%  |  | $1118.22           | $1002.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2054 | 2051-11-01      | 2.0000%  |  | $0.43              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1630 | 2051-09-01      | 2.5000%  |  | $0.20              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1113 | 2051-07-01      | 2.0000%  |  | $0.22              | $0.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0455 | 2051-05-01      | 2.5000%  |  | $54.47             | $46.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  |  | $0.20              | $0.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8779 | 2051-02-01      | 2.0000%  |  | $0.20              | $0.16              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4264 | 2053-11-01      | 6.0000%  |  | $7365.25           | $7686.60           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $1.26              | $1.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9795 | 2055-01-01      | 5.5000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF0402 | 2055-10-01      | 4.5000%  |  | $786.52            | $760.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF6758 | 2056-01-01      | 4.5000%  |  | $0.30              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4071 | 2056-01-01      | 5.5000%  |  | $3312.70           | $3381.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4138 | 2055-11-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA4545 | 2052-01-01      | 2.5000%  |  | $0.30              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN6711 | 2049-06-01      | 4.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6481 | 2053-06-01      | 5.5000%  |  | $0.26              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  |  | $43.76             | $40.87             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLSD5043 | 2054-02-01      | 7.0000%  |  | $0.20              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR0909 | 2051-04-01      | 2.0000%  |  | $0.21              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF0405 | 2055-10-01      | 4.5000%  |  | $0.30              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0546 | 2054-12-01      | 5.5000%  |  | $7654.79           | $7799.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8530 | 2055-09-01      | 6.5000%  |  | $0.20              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9783 | 2054-11-01      | 5.5000%  |  | $52.37             | $53.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV6086 | 2055-09-01      | 6.0000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA3548 | 2055-02-01      | 4.0000%  |  | $0.29              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7115 | 2050-09-01      | 2.0000%  |  | $0.18              | $0.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7240 | 2050-10-01      | 2.5000%  |  | $669.32            | $574.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $0.18              | $0.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7011 | 2050-09-01      | 2.0000%  |  | $0.18              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  |  | $0.17              | $0.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6908 | 2050-09-01      | 2.0000%  |  | $0.21              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  |  | $4037.00           | $3290.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6631 | 2050-08-01      | 2.0000%  |  | $0.46              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6582 | 2050-08-01      | 2.5000%  |  | $0.16              | $0.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  |  | $0.14              | $0.12              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3245 | 2055-01-01      | 5.0000%  |  | $316.95            | $315.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  |  | $26.89             | $27.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7131 | 2050-09-01      | 2.5000%  |  | $0.15              | $0.13              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8156 | 2051-07-01      | 2.5000%  |  | $26.23             | $22.20             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  |  | $10.05             | $8.50              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  |  | $501.72            | $429.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5708 | 2053-06-01      | 5.0000%  |  | $63.46             | $63.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5565 | 2052-11-01      | 5.0000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3458 | 2050-08-01      | 3.5000%  |  | $3220.46           | $2987.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2735 | 2051-02-01      | 3.5000%  |  | $1565.92           | $1445.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3508 | 2048-02-01      | 3.5000%  |  | $13.63             | $12.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2009 | 2052-05-01      | 3.0000%  |  | $16.24             | $14.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1851 | 2052-05-01      | 4.0000%  |  | $0.19              | $0.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2591 | 2052-08-01      | 5.0000%  |  | $679.31            | $682.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS0599 | 2051-04-01      | 2.0000%  |  | $19.33             | $15.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6269 | 2051-02-01      | 2.0000%  |  | $0.20              | $0.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4595 | 2050-09-01      | 3.0000%  |  | $64.89             | $57.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  |  | $2181.11           | $1954.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM2745 | 2050-03-01      | 4.5000%  |  | $0.06              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2615 | 2050-03-01      | 3.0000%  |  | $20.01             | $17.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7385 | 2045-09-01      | 3.5000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7285 | 2045-09-01      | 3.5000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  |  | $8.36              | $7.83              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7013 | 2045-07-01      | 3.5000%  |  | $3032.00           | $2839.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  |  | $24.57             | $24.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 RIAL6425 | 2029-10-01      | 2.5000%  |  | $3.64              | $3.55              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  |  | $0.05              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL5779 | 2043-09-01      | 3.0000%  |  | $3030.26           | $2773.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CRAL4741 | 2044-01-01      | 4.5000%  |  | $7.38              | $7.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAL3797 | 2028-06-01      | 2.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL4434 | 2043-02-01      | 3.5000%  |  | $2037.03           | $1930.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  |  | $0.05              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA5219 | 2050-02-01      | 3.0000%  |  | $0.07              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA4701 | 2034-11-01      | 2.5000%  |  | $0.09              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3336 | 2049-04-01      | 4.0000%  |  | $0.14              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA3229 | 2049-03-01      | 5.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTCA2985 | 2039-01-01      | 4.5000%  |  | $22.71             | $22.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CICA2527 | 2033-10-01      | 4.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CWCA2522 | 2033-09-01      | 3.5000%  |  | $143.05            | $139.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  |  | $5840.76           | $5802.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4204 | 2040-12-01      | 2.0000%  |  | $261.77            | $229.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK9431 | 2042-03-01      | 3.5000%  |  | $253.22            | $237.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6017 | 2050-06-01      | 2.5000%  |  | $0.14              | $0.12              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 ZL310167 | 2044-02-01      | 4.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CZ257280 | 2048-05-01      | 4.5000%  |  | $11.39             | $11.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 NP257135 | 2038-03-01      | 5.5000%  |  | $6.85              | $6.97              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 NQ256109 | 2036-01-01      | 6.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0837 | 2052-01-01      | 3.0000%  |  | $0.20              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIBM4706 | 2033-09-01      | 4.0000%  |  | $9.37              | $9.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5917 | 2053-03-01      | 6.0000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH0832 | 2053-08-01      | 6.5000%  |  | $0.24              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0259 | 2055-04-01      | 6.0000%  |  | $33.33             | $34.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0136 | 2055-09-01      | 5.5000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF4952 | 2055-11-01      | 5.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG1673 | 2056-02-01      | 5.0000%  |  | $3226.24           | $3219.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY4264 | 2045-06-01      | 3.5000%  |  | $0.10              | $0.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB8465 | 2054-05-01      | 4.5000%  |  | $0.27              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA1637 | 2053-10-01      | 6.0000%  |  | $2447.17           | $2531.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 R3BF0203 | 2047-02-01      | 3.0000%  |  | $37.97             | $34.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CKBM6968 | 2051-10-01      | 2.5000%  |  | $1643.20           | $1367.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC7977 | 2055-01-01      | 6.5000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6618 | 2055-09-01      | 6.0000%  |  | $0.27              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9841 | 2054-12-01      | 6.5000%  |  | $1679.41           | $1765.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3671 | 2053-10-01      | 7.5000%  |  | $0.13              | $0.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT6813 | 2051-10-01      | 3.0000%  |  | $0.15              | $0.14              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6031 | 2054-08-01      | 6.0000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8322 | 2053-05-01      | 4.5000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 K2255538 | 2034-11-01      | 5.5000%  |  | $9.13              | $9.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  |  | $10454.55          | $8894.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4857 | 2048-03-01      | 4.0000%  |  | $54.67             | $52.58             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3719 | 2045-12-01      | 4.5000%  |  | $157.55            | $156.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM1100 | 2045-02-01      | 3.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1778 | 2047-02-01      | 4.0000%  |  | $6.29              | $6.04              | Agency Mortgage-Backed Securities         |
| FNMA MNMS 02.940 MTBL5079 | 2040-02-01      | 2.9400%  |  | $0.46              | $0.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 REBK7908 | 2048-11-01      | 4.0000%  |  | $53.78             | $50.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK7616 | 2048-09-01      | 5.0000%  |  | $8.24              | $8.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3778 | 2055-12-01      | 5.5000%  |  | $619.87            | $632.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4855 | 2055-09-01      | 6.0000%  |  | $7.49              | $7.77              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4457 | 2055-09-01      | 6.5000%  |  | $1.19              | $1.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4454 | 2055-09-01      | 6.5000%  |  | $1.19              | $1.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX4489 | 2054-12-01      | 6.0000%  |  | $425.58            | $443.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2103 | 2054-12-01      | 5.5000%  |  | $2.35              | $2.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $14038.63          | $13889.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2039 | 2048-07-01      | 4.0000%  |  | $3312.73           | $3161.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2640 | 2048-11-01      | 4.5000%  |  | $10649.45          | $10502.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2626 | 2048-11-01      | 4.0000%  |  | $0.54              | $0.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF0011 | 2055-10-01      | 5.0000%  |  | $541.11            | $537.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0778 | 2055-10-01      | 6.0000%  |  | $2.11              | $2.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0775 | 2055-10-01      | 5.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9010 | 2055-10-01      | 5.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE8773 | 2055-09-01      | 5.0000%  |  | $859.07            | $853.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8611 | 2055-10-01      | 5.5000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE7252 | 2055-09-01      | 6.5000%  |  | $0.27              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7258 | 2055-09-01      | 6.0000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7384 | 2055-01-01      | 6.0000%  |  | $234.96            | $244.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6909 | 2054-12-01      | 5.0000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6561 | 2054-10-01      | 6.0000%  |  | $0.27              | $0.28              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6307 | 2054-09-01      | 5.0000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6008 | 2054-08-01      | 5.5000%  |  | $2475.68           | $2499.97           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD5318 | 2054-04-01      | 6.5000%  |  | $5717.60           | $6103.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1537 | 2048-04-01      | 4.0000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICA1427 | 2033-03-01      | 3.0000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY5839 | 2053-07-01      | 6.0000%  |  | $0.18              | $0.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4714 | 2053-06-01      | 5.0000%  |  | $5.48              | $5.44              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4455 | 2053-07-01      | 5.0000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2799 | 2053-04-01      | 6.0000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY0909 | 2053-03-01      | 6.0000%  |  | $0.41              | $0.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTCA2239 | 2038-08-01      | 4.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB6513 | 2042-10-01      | 3.5000%  |  | $1903.94           | $1791.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5172 | 2042-05-01      | 3.5000%  |  | $3768.27           | $3545.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4223 | 2042-01-01      | 3.5000%  |  | $338.83            | $318.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1214 | 2055-10-01      | 5.5000%  |  | $1047.61           | $1075.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCC0307 | 2055-04-01      | 7.0000%  |  | $41.73             | $44.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0833 | 2055-08-01      | 5.0000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS9508 | 2054-03-01      | 4.5000%  |  | $0.27              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9401 | 2054-10-01      | 6.0000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFS9157 | 2042-05-01      | 2.0000%  |  | $2567.54           | $2221.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8483 | 2054-02-01      | 5.5000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS8339 | 2053-07-01      | 3.5000%  |  | $0.27              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3047 | 2053-01-01      | 6.0000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2707 | 2053-04-01      | 5.0000%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  |  | $0.18              | $0.19              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1868 | 2052-11-01      | 5.5000%  |  | $19785.60          | $20306.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA4928 | 2053-02-01      | 6.5000%  |  | $2705.12           | $2825.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC1067 | 2054-06-01      | 6.0000%  |  | $34.13             | $35.34             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ1024 | 2055-08-01      | 6.5000%  |  | $407.81            | $425.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2323 | 2053-02-01      | 6.0000%  |  | $2605.16           | $2685.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB7534 | 2053-11-01      | 7.0000%  |  | $0.19              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0147 | 2055-09-01      | 5.5000%  |  | $505.99            | $514.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0595 | 2055-09-01      | 5.5000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1234 | 2055-04-01      | 5.0000%  |  | $68.45             | $68.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF2365 | 2055-10-01      | 6.5000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3428 | 2055-12-01      | 5.5000%  |  | $17035.73          | $17380.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CNFS7971 | 2031-07-01      | 1.5000%  |  | $92.79             | $87.58             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9017 | 2054-08-01      | 6.0000%  |  | $2860.24           | $2947.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  |  | $0.51              | $0.51              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1107 | 2051-12-01      | 2.5000%  |  | $0.20              | $0.17              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0451 | 2042-09-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6048 | 2053-02-01      | 5.0000%  |  | $699.62            | $695.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 KL835052 | 2035-05-01      | 5.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.490 CA824295 | 2035-06-01      | 4.4900%  |  | $13.82             | $13.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL759153 | 2034-01-01      | 5.5000%  |  | $43.30             | $43.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL745140 | 2035-11-01      | 5.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL725690 | 2034-08-01      | 6.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ3793 | 2046-03-01      | 3.5000%  |  | $0.08              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ2903 | 2045-09-01      | 3.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ2108 | 2045-10-01      | 3.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAX9600 | 2045-03-01      | 3.0000%  |  | $950.81            | $866.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAX9517 | 2045-02-01      | 3.5000%  |  | $2976.13           | $2780.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAX4277 | 2045-01-01      | 3.0000%  |  | $604.46            | $550.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAW7421 | 2042-01-01      | 4.0000%  |  | $0.12              | $0.11              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  |  | $106.08            | $107.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7950 | 2054-02-01      | 4.5000%  |  | $2950.74           | $2880.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7907 | 2053-11-01      | 6.5000%  |  | $0.12              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  |  | $22431.37          | $23389.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  |  | $6.57              | $6.72              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB8615 | 2054-06-01      | 6.0000%  |  | $0.59              | $0.61              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB8365 | 2054-07-01      | 7.0000%  |  | $323.90            | $349.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8877 | 2054-07-01      | 6.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB7565 | 2054-08-01      | 6.5000%  |  | $0.46              | $0.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7356 | 2054-07-01      | 6.0000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7039 | 2054-07-01      | 6.0000%  |  | $11.36             | $11.71             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1844 | 2052-06-01      | 3.0000%  |  | $0.23              | $0.20              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1490 | 2052-08-01      | 4.5000%  |  | $7390.68           | $7248.67           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1501 | 2052-08-01      | 4.0000%  |  | $0.22              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  |  | $0.21              | $0.18              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD2148 | 2051-12-01      | 2.5000%  |  | $0.43              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA4118 | 2050-04-01      | 4.0000%  |  | $0.30              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA3262 | 2054-01-01      | 2.5000%  |  | $21205.19          | $17853.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3185 | 2055-10-01      | 5.5000%  |  | $865.63            | $882.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA2926 | 2053-04-01      | 4.5000%  |  | $0.30              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV1360 | 2028-11-01      | 3.5000%  |  | $6.14              | $6.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAU7484 | 2043-09-01      | 4.5000%  |  | $193.11            | $190.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CVAU7218 | 2028-09-01      | 3.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAU1307 | 2033-07-01      | 3.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU0100 | 2043-06-01      | 3.5000%  |  | $497.61            | $466.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT9636 | 2043-07-01      | 3.5000%  |  | $2984.47           | $2802.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4692 | 2052-09-01      | 3.5000%  |  | $0.30              | $0.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT9223 | 2043-07-01      | 3.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT8393 | 2043-06-01      | 3.5000%  |  | $0.12              | $0.11              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT4192 | 2043-05-01      | 3.5000%  |  | $0.11              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CRAT3973 | 2033-04-01      | 3.0000%  |  | $34.41             | $32.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2118 | 2043-03-01      | 3.0000%  |  | $2.86              | $2.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT2032 | 2043-04-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7280 | 2053-03-01      | 5.0000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7274 | 2054-02-01      | 5.0000%  |  | $4.40              | $4.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS6623 | 2038-03-01      | 2.0000%  |  | $0.23              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6524 | 2053-12-01      | 6.5000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7130 | 2054-01-01      | 5.0000%  |  | $67.83             | $67.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIFS7113 | 2039-02-01      | 4.5000%  |  | $105.76            | $105.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2849 | 2046-09-01      | 3.0000%  |  | $0.06              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2856 | 2046-09-01      | 3.0000%  |  | $0.09              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF7763 | 2056-01-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7410 | 2055-12-01      | 5.5000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6916 | 2055-12-01      | 5.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5952 | 2055-12-01      | 5.5000%  |  | $342.44            | $350.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5496 | 2055-12-01      | 5.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF5352 | 2055-12-01      | 6.0000%  |  | $310.63            | $323.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6266 | 2053-05-01      | 6.0000%  |  | $8027.88           | $8328.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6177 | 2053-05-01      | 5.0000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  |  | $8536.19           | $8483.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  |  | $20689.76          | $20705.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  |  | $6.67              | $6.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDB4897 | 2054-12-01      | 4.5000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8582 | 2056-01-01      | 5.5000%  |  | $2538.60           | $2602.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8370 | 2056-02-01      | 5.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $75.44             | $64.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4287 | 2038-01-01      | 4.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0697 | 2062-12-01      | 2.5000%  |  | $0.47              | $0.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0656 | 2062-06-01      | 4.0000%  |  | $0.22              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U4BF0247 | 2051-06-01      | 4.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 U4BF0241 | 2052-05-01      | 3.5000%  |  | $22.15             | $20.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U3BF0212 | 2041-02-01      | 4.5000%  |  | $9.28              | $9.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U3BF0199 | 2041-02-01      | 4.5000%  |  | $24.02             | $23.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  |  | $0.19              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I3BF0157 | 2046-08-01      | 4.0000%  |  | $53.71             | $51.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0120 | 2056-07-01      | 4.0000%  |  | $7059.34           | $6666.14           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAM8703 | 2030-04-01      | 3.0400%  |  | $690.80            | $663.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5137 | 2044-06-01      | 4.5000%  |  | $1716.38           | $1692.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8495 | 2055-09-01      | 6.0000%  |  | $2.09              | $2.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9614 | 2054-12-01      | 6.0000%  |  | $16066.44          | $16643.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9871 | 2056-01-01      | 5.0000%  |  | $4176.05           | $4139.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2392 | 2055-11-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7474 | 2053-11-01      | 5.5000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  |  | $1.82              | $1.88              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6946 | 2053-06-01      | 5.5000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6903 | 2053-08-01      | 5.0000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  |  | $0.45              | $0.46              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6618 | 2053-06-01      | 5.5000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6310 | 2053-05-01      | 5.0000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6135 | 2053-04-01      | 4.5000%  |  | $20.37             | $19.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0427 | 2055-10-01      | 5.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAV9185 | 2034-03-01      | 3.5000%  |  | $16.42             | $15.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5901 | 2053-03-01      | 5.0000%  |  | $1.94              | $1.93              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5910 | 2053-03-01      | 5.5000%  |  | $13852.57          | $14050.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5854 | 2053-03-01      | 6.0000%  |  | $0.20              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  |  | $0.24              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  |  | $0.46              | $0.44              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6727 | 2042-03-01      | 3.5000%  |  | $806.13            | $756.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAJ7715 | 2026-12-01      | 3.0000%  |  | $9.57              | $9.54              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH6283 | 2041-04-01      | 5.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CKAH2705 | 2041-01-01      | 4.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL629291 | 2032-02-01      | 6.5000%  |  | $8.50              | $8.92              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4563 | 2052-09-01      | 5.0000%  |  | $28.17             | $28.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5312 | 2052-12-01      | 6.0000%  |  | $0.21              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE6941 | 2056-01-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7192 | 2055-08-01      | 6.0000%  |  | $35.76             | $37.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5930 | 2055-08-01      | 6.0000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE5856 | 2055-08-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4375 | 2055-09-01      | 6.5000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE2204 | 2055-07-01      | 5.5000%  |  | $930.56            | $950.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0273 | 2055-06-01      | 5.5000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8819 | 2055-06-01      | 6.5000%  |  | $335.98            | $356.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB4847 | 2050-10-01      | 2.5000%  |  | $0.17              | $0.14              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQB1382 | 2050-07-01      | 3.0000%  |  | $28.27             | $25.03             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQA6444 | 2050-01-01      | 4.5000%  |  | $0.34              | $0.34              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC V80167 G | 2043-07-01      | 3.0000%  |  | $0.06              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC U90879 G | 2043-02-01      | 3.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC U90828 G | 2043-02-01      | 3.5000%  |  | $0.06              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC U70677 G | 2028-10-01      | 3.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3997 | 2053-09-01      | 6.0000%  |  | $401.81            | $418.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3957 | 2053-10-01      | 6.0000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3650 | 2053-08-01      | 6.0000%  |  | $23586.91          | $24730.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4125 | 2055-11-01      | 5.0000%  |  | $0.60              | $0.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3731 | 2055-10-01      | 6.0000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF3445 | 2055-10-01      | 6.5000%  |  | $2227.31           | $2344.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF3264 | 2055-11-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3185 | 2055-10-01      | 6.0000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2432 | 2055-11-01      | 5.0000%  |  | $0.89              | $0.89              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2581 | 2055-10-01      | 5.0000%  |  | $0.38              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1341 | 2055-10-01      | 5.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD9654 | 2046-11-01      | 3.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA5022 | 2050-01-01      | 4.0000%  |  | $23.63             | $22.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $11870.68          | $11794.87          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  |  | $4.70              | $4.73              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA1098 | 2053-12-01      | 6.5000%  |  | $101.70            | $106.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6078 | 2053-04-01      | 5.5000%  |  | $6551.87           | $6654.29           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0665 | 2043-03-01      | 3.5000%  |  | $0.12              | $0.11              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6578 | 2050-08-01      | 2.5000%  |  | $42082.61          | $35686.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8383 | 2054-04-01      | 5.5000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX8729 | 2053-03-01      | 6.0000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CQAL6513 | 2044-07-01      | 5.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  |  | $34.65             | $32.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  |  | $4.01              | $3.83              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD8064 | 2046-10-01      | 3.0000%  |  | $0.07              | $0.06              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ2131 | 2054-08-01      | 6.5000%  |  | $0.16              | $0.16              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH9541 | 2054-02-01      | 5.5000%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH2611 | 2053-10-01      | 6.0000%  |  | $0.26              | $0.27              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH0799 | 2053-08-01      | 6.0000%  |  | $0.15              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3858 | 2054-04-01      | 5.5000%  |  | $173.13            | $176.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1855 | 2054-04-01      | 6.5000%  |  | $0.22              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0491 | 2054-06-01      | 6.5000%  |  | $0.19              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0455 | 2054-04-01      | 6.5000%  |  | $0.29              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB0804 | 2054-04-01      | 5.0000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA7640 | 2054-04-01      | 6.5000%  |  | $394.65            | $420.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDA6334 | 2054-04-01      | 5.0000%  |  | $450.23            | $449.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3672 | 2053-10-01      | 7.5000%  |  | $0.16              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB4914 | 2055-02-01      | 7.0000%  |  | $512.13            | $565.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA2570 | 2053-09-01      | 6.5000%  |  | $0.18              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9970 | 2055-02-01      | 5.5000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9439 | 2054-11-01      | 5.5000%  |  | $0.27              | $0.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9373 | 2054-10-01      | 5.0000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9365 | 2054-10-01      | 5.5000%  |  | $0.27              | $0.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9317 | 2054-10-01      | 5.0000%  |  | $113.12            | $111.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9206 | 2054-09-01      | 5.0000%  |  | $15328.00          | $15241.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9033 | 2054-08-01      | 6.5000%  |  | $0.47              | $0.50              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9003 | 2054-08-01      | 6.0000%  |  | $1.86              | $1.95              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9820 | 2055-01-01      | 6.0000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY0716 | 2053-04-01      | 6.0000%  |  | $0.18              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX8968 | 2053-06-01      | 6.0000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX7862 | 2053-03-01      | 6.0000%  |  | $0.17              | $0.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX0433 | 2052-11-01      | 6.0000%  |  | $0.33              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8263 | 2052-09-01      | 5.0000%  |  | $436.20            | $433.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7198 | 2052-09-01      | 4.5000%  |  | $0.24              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW1001 | 2052-07-01      | 4.5000%  |  | $0.56              | $0.55              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV8464 | 2052-04-01      | 3.0000%  |  | $0.48              | $0.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBV7887 | 2037-07-01      | 2.0000%  |  | $0.23              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV6408 | 2055-11-01      | 5.0000%  |  | $1120.99           | $1112.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1727 | 2055-06-01      | 5.5000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU5890 | 2051-12-01      | 2.5000%  |  | $0.19              | $0.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5473 | 2055-01-01      | 6.0000%  |  | $389.84            | $408.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBU5195 | 2039-11-01      | 5.0000%  |  | $0.27              | $0.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1056 | 2048-01-01      | 4.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4305 | 2052-08-01      | 5.0000%  |  | $10168.50          | $10236.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6385 | 2052-07-01      | 4.5000%  |  | $0.21              | $0.20              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  |  | $572.18            | $590.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG5611 | 2053-06-01      | 5.5000%  |  | $0.16              | $0.16              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  |  | $6922.51           | $6850.06           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC7410 | 2051-09-01      | 2.5000%  |  | $0.21              | $0.18              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  |  | $0.47              | $0.47              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  |  | $0.21              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $3.32              | $3.36              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $30.11             | $30.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT2023 | 2043-04-01      | 3.5000%  |  | $13.72             | $12.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2665 | 2043-04-01      | 3.0000%  |  | $0.08              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT0998 | 2043-04-01      | 3.5000%  |  | $0.05              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS9560 | 2046-10-01      | 3.0000%  |  | $0.14              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9823 | 2047-06-01      | 3.5000%  |  | $0.11              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8784 | 2047-02-01      | 3.0000%  |  | $54.84             | $49.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAS8553 | 2036-12-01      | 3.0000%  |  | $0.08              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CNAS8537 | 2026-12-01      | 2.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  |  | $87.04             | $78.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  |  | $0.07              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5300 | 2052-12-01      | 5.5000%  |  | $2.22              | $2.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4334 | 2052-08-01      | 4.0000%  |  | $9832.68           | $9335.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4097 | 2052-07-01      | 4.5000%  |  | $23220.45          | $22645.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4095 | 2052-07-01      | 4.5000%  |  | $30115.96          | $29446.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  |  | $4965.03           | $4737.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4409 | 2052-08-01      | 5.0000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3426 | 2052-04-01      | 3.5000%  |  | $0.21              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3259 | 2052-04-01      | 3.5000%  |  | $0.23              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3241 | 2052-04-01      | 3.0000%  |  | $0.24              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  |  | $2407.79           | $2458.45           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6041 | 2054-08-01      | 5.0000%  |  | $0.26              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4785 | 2052-10-01      | 5.0000%  |  | $6668.59           | $6656.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA4105 | 2053-12-01      | 6.5000%  |  | $0.52              | $0.55              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4039 | 2052-07-01      | 5.0000%  |  | $8624.27           | $8572.30           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6778 | 2053-02-01      | 5.5000%  |  | $3160.76           | $3212.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5737 | 2050-05-01      | 3.5000%  |  | $0.15              | $0.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6731 | 2042-03-01      | 3.5000%  |  | $0.45              | $0.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5796 | 2053-02-01      | 5.5000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU4913 | 2054-08-01      | 5.0000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4850 | 2054-08-01      | 5.5000%  |  | $3534.73           | $3586.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CKBU4849 | 2054-07-01      | 6.5000%  |  | $0.20              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  |  | $6597.75           | $6913.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8847 | 2054-07-01      | 6.0000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8756 | 2054-06-01      | 6.0000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8722 | 2054-06-01      | 6.5000%  |  | $0.21              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8692 | 2054-06-01      | 5.5000%  |  | $0.26              | $0.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8361 | 2054-04-01      | 6.5000%  |  | $0.17              | $0.18              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG2351 | 2053-05-01      | 5.0000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $1135.53           | $1151.08           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG0752 | 2053-04-01      | 5.5000%  |  | $2907.00           | $2945.02           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  |  | $3735.41           | $3855.38           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF4134 | 2052-11-01      | 5.5000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF3421 | 2052-11-01      | 5.0000%  |  | $5428.96           | $5429.70           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0618 | 2052-10-01      | 4.5000%  |  | $80.09             | $77.80             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE7747 | 2052-08-01      | 4.5000%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  |  | $14549.21          | $14457.79          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5829 | 2052-07-01      | 5.0000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4961 | 2052-06-01      | 5.0000%  |  | $446.28            | $448.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE1063 | 2052-04-01      | 3.0000%  |  | $0.44              | $0.39              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD5776 | 2052-01-01      | 3.0000%  |  | $83.64             | $74.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2126 | 2042-08-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $40.84             | $37.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAO9775 | 2042-08-01      | 3.5000%  |  | $0.06              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XMAL9759 | 2036-09-01      | 6.1250%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7913 | 2045-12-01      | 3.5000%  |  | $0.11              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9804 | 2055-01-01      | 5.5000%  |  | $0.27              | $0.27              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  |  | $22.15             | $21.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1545 | 2048-04-01      | 4.0000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9232 | 2054-08-01      | 7.0000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6733 | 2042-03-01      | 3.5000%  |  | $2945.34           | $2780.12           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7788 | 2052-08-01      | 5.0000%  |  | $21142.56          | $21042.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7306 | 2053-10-01      | 6.0000%  |  | $6757.48           | $7076.87           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  |  | $0.24              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2171 | 2052-06-01      | 4.5000%  |  | $73.39             | $71.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5179 | 2053-06-01      | 5.0000%  |  | $0.20              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0498 | 2051-05-01      | 2.0000%  |  | $4.21              | $3.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT5901 | 2043-06-01      | 3.5000%  |  | $2989.94           | $2809.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT8615 | 2043-07-01      | 3.5000%  |  | $0.13              | $0.12              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS0023 | 2043-07-01      | 3.5000%  |  | $54.91             | $51.50             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0660 | 2043-03-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CQAL7846 | 2045-08-01      | 4.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8279 | 2052-11-01      | 6.0000%  |  | $11.91             | $12.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3000 | 2051-12-01      | 2.0000%  |  | $19.10             | $15.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3013 | 2052-03-01      | 2.0000%  |  | $14.48             | $11.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB2979 | 2037-02-01      | 2.5000%  |  | $14.37             | $13.55             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  |  | $0.35              | $0.34              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $0.58              | $0.60              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC L10214 G | 2033-03-01      | 5.5000%  |  | $13.31             | $13.40             | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $1.74              | $1.77              | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3035 | 2052-03-01      | 2.0000%  |  | $0.24              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV0198 | 2028-10-01      | 3.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 RIAV5665 | 2028-12-01      | 2.5000%  |  | $9.51              | $9.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL4708 | 2043-03-01      | 4.0000%  |  | $503.43            | $487.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAW0937 | 2029-04-01      | 3.0000%  |  | $8.90              | $8.79              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS3220 | 2029-09-01      | 3.0000%  |  | $9.84              | $9.70              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  |  | $14268.90          | $12345.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9865 | 2047-02-01      | 3.0000%  |  | $3693.60           | $3312.73           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF4931 | 2052-12-01      | 6.0000%  |  | $0.15              | $0.16              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6155 | 2054-08-01      | 5.5000%  |  | $45.89             | $46.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7610 | 2054-04-01      | 4.5000%  |  | $2119.95           | $2058.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX6752 | 2053-03-01      | 5.0000%  |  | $62.26             | $61.81             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB5153 | 2042-04-01      | 2.0000%  |  | $1546.54           | $1336.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4860 | 2049-12-01      | 3.0000%  |  | $5.57              | $4.97              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA0354 | 2052-03-01      | 2.0000%  |  | $53.23             | $43.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDC6767 | 2039-12-01      | 4.5000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDD3905 | 2055-02-01      | 7.5000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG5737 | 2056-04-01      | 5.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9093 | 2056-01-01      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU6016 | 2043-09-01      | 3.5000%  |  | $52.88             | $49.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT0139 | 2051-06-01      | 2.5000%  |  | $669.79            | $572.76            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  |  | $7247.48           | $7161.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9224 | 2051-01-01      | 2.0000%  |  | $0.21              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ2998 | 2050-10-01      | 2.0000%  |  | $3700.87           | $2987.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ1163 | 2050-08-01      | 2.0000%  |  | $90.78             | $73.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP7525 | 2050-11-01      | 2.0000%  |  | $0.20              | $0.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8095 | 2050-08-01      | 2.0000%  |  | $0.31              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8087 | 2050-08-01      | 2.0000%  |  | $0.18              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP6618 | 2050-08-01      | 2.5000%  |  | $0.16              | $0.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP6345 | 2050-06-01      | 3.0000%  |  | $0.15              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBO9370 | 2034-11-01      | 5.0000%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBO2994 | 2049-09-01      | 4.0000%  |  | $32.66             | $31.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO2201 | 2049-09-01      | 3.0000%  |  | $0.06              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $0.91              | $0.92              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P00029 G | 2033-03-01      | 6.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  |  | $0.53              | $0.54              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  |  | $0.41              | $0.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8609 | 2055-05-01      | 6.0000%  |  | $1602.97           | $1654.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8973 | 2055-09-01      | 6.5000%  |  | $394.46            | $412.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8970 | 2055-09-01      | 6.0000%  |  | $1.99              | $2.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8931 | 2055-09-01      | 6.0000%  |  | $1.49              | $1.55              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  |  | $14.61             | $13.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CWAL5852 | 2029-09-01      | 4.0000%  |  | $2.94              | $2.93              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9887 | 2054-08-01      | 6.5000%  |  | $0.20              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8030 | 2054-02-01      | 7.0000%  |  | $0.18              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3724 | 2054-05-01      | 5.5000%  |  | $409.74            | $415.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY8504 | 2053-08-01      | 5.5000%  |  | $15.05             | $15.24             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  |  | $2646.29           | $2707.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV3042 | 2052-02-01      | 2.5000%  |  | $0.22              | $0.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6954 | 2045-06-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM3305 | 2049-06-01      | 5.5000%  |  | $80.41             | $82.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB1369 | 2054-03-01      | 6.0000%  |  | $970.55            | $999.02            | Agency Mortgage-Backed Securities         |
| USTR 3 5/8 NOTE AD 30     | 2030-09-30      | 3.6250%  |  | $111299.13         | $109764.46         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $31250.94          | $32055.25          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  |  | $638.91            | $646.51            | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $1570.71           | $1516.42           | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  |  | $216.66            | $214.24            | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE Q 26      | 2026-09-30      | 1.6250%  |  | $1444.23           | $1433.40           | U.S. Treasuries (including strips)        |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5824%  |  | $1167.44           | $1117.84           | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.5382%  |  | $1731.62           | $1652.28           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL001A1 R22M001 | 2031-10-25      | 1.7241%  |  | $1391.93           | $1302.67           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G | 2031-01-25      | 1.1810%  |  | $4.75              | $4.74              | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.5168%  |  | $7702.50           | $6818.88           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0061A2 R21M00 | 2031-03-25      | 1.5092%  |  | $1500.00           | $1299.22           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL004A1 R21M004 | 2031-02-25      | 0.9590%  |  | $64.80             | $63.36             | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL051A1 R20M051 | 2030-12-25      | 0.8500%  |  | $1099.72           | $1048.43           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3674%  |  | $1877.47           | $1669.55           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL053A2 R20M053 | 2032-11-25      | 1.7403%  |  | $1972.50           | $1687.48           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL041A1 R20M041 | 2029-03-25      | 1.2900%  |  | $65.82             | $65.41             | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  |  | $64.42             | $63.85             | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023A3 R20M023 | 2035-03-25      | 1.7400%  |  | $2370.00           | $1915.44           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  |  | $1224.81           | $1126.21           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A1 R20M001 | 2029-10-25      | 2.1510%  |  | $1001.05           | $985.68            | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.1970%  |  | $530.29            | $493.70            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  |  | $538.88            | $516.66            | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL003A2 R18M003 | 2030-02-25      | 3.1766%  |  | $3956.03           | $3817.60           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.6250%  |  | $826.57            | $833.62            | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC01SA1X R23M01 | 2033-07-25      | 4.6469%  |  | $4.90              | $4.91              | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A1 R22M013 | 2032-05-25      | 2.6726%  |  | $4523.16           | $4333.53           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.1511%  |  | $4711.50           | $4166.76           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A2 R22M003 | 2031-11-25      | 1.7641%  |  | $9210.00           | $8007.99           | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.1670%  |  | $1845.61           | $1829.18           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL009A2 R19M009 | 2029-06-25      | 2.9370%  |  | $440.95            | $427.49            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0491A1 R20M04 | 2030-11-25      | 1.2971%  |  | $6013.88           | $5699.26           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  |  | $6090.60           | $5754.31           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023AB R21M023 | 2031-11-25      | 0.5000%  |  | $833.43            | $698.94            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL012A2 R18M012 | 2030-08-25      | 3.7759%  |  | $2772.13           | $2715.02           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0183A2 R19M01 | 2031-09-25      | 2.5770%  |  | $694.55            | $633.48            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004AV R26M004 | 2039-01-25      | 2.9826%  |  | $5718.69           | $5226.54           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A1 R26M004 | 2030-11-25      | 2.9826%  |  | $4464.84           | $4338.34           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL025AV2 R19M02 | 2026-12-25      | 2.2660%  |  | $141.09            | $140.45            | Agency Mortgage-Backed Securities         |

### Security 122: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.710%, 9/28/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $300000.00
- **C.18.a - Value (excl. sponsor support):** $300000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 1/2 NOTE AL 29 | 2029-03-15      | 3.5000%  |  | $22137.11          | $21964.11          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  |  | $16614.12          | $16525.24          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  |  | $18928.05          | $19005.65          | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $17406.89          | $17995.03          | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  |  | $20453.13          | $21005.99          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $0.16              | $0.16              | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $28762.60          | $28938.64          | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  |  | $24203.39          | $23945.95          | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 31  | 2031-07-15      | 0.1250%  |  | $29335.43          | $27593.57          | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  |  | $0.02              | $0.02              | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $11645.23          | $10105.70          | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  |  | $0.20              | $0.16              | U.S. Treasuries (including strips) |
| USTR 6 1/4 BOND 30    | 2030-05-15      | 6.2500%  |  | $348.04            | $386.58            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  |  | $26274.43          | $25980.95          | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/26 | 2026-07-31      | 3.8252%  |  | $0.10              | $0.10              | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  |  | $26033.90          | $25471.05          | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  |  | $10169.47          | $10487.16          | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  |  | $4202.64           | $3895.79           | U.S. Treasuries (including strips) |
| USTR 4 NOTE F 35      | 2035-11-15      | 4.0000%  |  | $0.08              | $0.08              | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  |  | $3743.61           | $3775.04           | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $41846.12          | $42501.15          | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  |  | $10733.86          | $10635.48          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  |  | $1051.53           | $1057.38           | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  |  | $0.33              | $0.33              | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE V 31  | 2031-02-28      | 3.5000%  |  | $573.17            | $562.66            | U.S. Treasuries (including strips) |

### Security 123: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.670%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $0.84              | $0.83              | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $0.21              | $0.20              | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  |  | $118291.29         | $120350.48         | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  |  | $0.25              | $0.25              | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  |  | $1704.74           | $1692.10           | U.S. Treasuries (including strips) |
| USTR 1 TRIB 49        | 2049-02-15      | 1.0000%  |  | $6.83              | $4.85              | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $2472.42           | $2505.57           | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/27 | 2027-04-30      | 3.8032%  |  | $0.05              | $0.05              | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  |  | $2282.05           | $2343.86           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  |  | $230180.58         | $230407.79         | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  |  | $152478.56         | $155620.09         | U.S. Treasuries (including strips) |
| USTR BILL 09/03/26    | 2026-09-03      | 0.0000%  |  | $49.42             | $48.80             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  |  | $0.21              | $0.22              | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIB 50    | 2050-02-15      | 0.2500%  |  | $3098.23           | $1755.30           | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  |  | $0.84              | $0.85              | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Federated Hermes Insurance Series

**Date:** 2026-05-07

**By:** Stephen Van Meter

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

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