# EDGAR Filing Document

**Accession Number:** 0000912577
**File Stem:** 0001193125-26-007157
**Filing Date:** 2026-1
**Character Count:** 481469
**Document Hash:** 69f7892176acad1d6936a4ec4cedf510
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-007157.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0001193125-26-007157

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260108

**DATE AS OF CHANGE**: 20260108

**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:** 26517955

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-12-31

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

**CIK Number of Registrant:** 0000912577

**LEI of Registrant:** 254900PGYAB5I8WZFV72

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

**LEI of Series:** 254900P826KPVQ1HK209

**EDGAR Series Identifier:** S000009743

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

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

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

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

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

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-69268

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 36 days

- **WAL:** 88 days

- **Total Value of Portfolio Securities:** $74589369.15

- **Amortized Cost of Portfolio Securities:** $74571817.04

- **Cash:** $0.00

- **Total Other Assets:** $137196.92

- **Total Liabilities:** $413962.59

- **Net Assets of Series:** $74295780.70

- **Number of Shares Outstanding (Series):** 74295158.7300

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $55387681.65              | $65984374.46               | 73.5500%                  | 87.6300%                   |
| 2025-12-02 | $55774363.49              | $64871150.38               | 74.4400%                  | 86.5800%                   |
| 2025-12-03 | $55260367.91              | $65357248.89               | 73.2800%                  | 86.6700%                   |
| 2025-12-04 | $54538091.82              | $64135066.89               | 73.5200%                  | 86.4500%                   |
| 2025-12-05 | $55547670.84              | $64394928.18               | 74.3000%                  | 86.1400%                   |
| 2025-12-08 | $56393304.66              | $65240656.12               | 74.3100%                  | 85.9600%                   |
| 2025-12-09 | $55201578.95              | $63549024.52               | 74.3900%                  | 85.6400%                   |
| 2025-12-10 | $54702583.34              | $63550123.04               | 73.7200%                  | 85.6400%                   |
| 2025-12-11 | $54248511.15              | $63596144.96               | 73.0700%                  | 85.6600%                   |
| 2025-12-12 | $54577867.87              | $64425784.04               | 72.9400%                  | 86.1000%                   |
| 2025-12-15 | $54041101.83              | $63889112.11               | 72.7400%                  | 86.0000%                   |
| 2025-12-16 | $53029142.45              | $63877246.86               | 71.2000%                  | 85.7700%                   |
| 2025-12-17 | $52360649.34              | $64208847.86               | 69.9900%                  | 85.8300%                   |
| 2025-12-18 | $52476539.07              | $64624831.71               | 70.0400%                  | 86.2500%                   |
| 2025-12-19 | $52375006.24              | $64523581.23               | 69.7100%                  | 85.8700%                   |
| 2025-12-22 | $54004223.94              | $64152893.05               | 72.2300%                  | 85.8100%                   |
| 2025-12-23 | $53055040.44              | $64203803.67               | 70.9200%                  | 85.8200%                   |
| 2025-12-24 | $53185921.29              | $64284872.75               | 71.1000%                  | 85.9400%                   |
| 2025-12-26 | $52973480.11              | $64072713.93               | 71.0100%                  | 85.8900%                   |
| 2025-12-29 | $54969858.48              | $64069186.42               | 73.5500%                  | 85.7200%                   |
| 2025-12-30 | $52948805.21              | $64048227.27               | 70.8600%                  | 85.7200%                   |
| 2025-12-31 | $52690141.38              | $64039686.02               | 70.5300%                  | 85.7200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 4.0700%             |
| 2025-12-02 | 4.0700%             |
| 2025-12-03 | 4.0600%             |
| 2025-12-04 | 4.0500%             |
| 2025-12-05 | 4.0300%             |
| 2025-12-08 | 3.9900%             |
| 2025-12-09 | 3.9800%             |
| 2025-12-10 | 3.9800%             |
| 2025-12-11 | 3.9600%             |
| 2025-12-12 | 3.9300%             |
| 2025-12-15 | 3.8700%             |
| 2025-12-16 | 3.8500%             |
| 2025-12-17 | 3.8300%             |
| 2025-12-18 | 3.8200%             |
| 2025-12-19 | 3.8200%             |
| 2025-12-22 | 3.8100%             |
| 2025-12-23 | 3.8100%             |
| 2025-12-24 | 3.8100%             |
| 2025-12-26 | 3.8200%             |
| 2025-12-29 | 3.8300%             |
| 2025-12-30 | 3.8400%             |
| 2025-12-31 | 3.8500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 1.0001                      |
|  |  |
| 2025-12-02 | 1.0002                      |
|  |  |
| 2025-12-03 | 1.0002                      |
|  |  |
| 2025-12-04 | 1.0002                      |
|  |  |
| 2025-12-05 | 1.0002                      |
|  |  |
| 2025-12-08 | 1.0002                      |
|  |  |
| 2025-12-09 | 1.0002                      |
|  |  |
| 2025-12-10 | 1.0002                      |
|  |  |
| 2025-12-11 | 1.0002                      |
|  |  |
| 2025-12-12 | 1.0002                      |
|  |  |
| 2025-12-15 | 1.0002                      |
|  |  |
| 2025-12-16 | 1.0002                      |
|  |  |
| 2025-12-17 | 1.0003                      |
|  |  |
| 2025-12-18 | 1.0003                      |
|  |  |
| 2025-12-19 | 1.0002                      |
|  |  |
| 2025-12-22 | 1.0002                      |
|  |  |
| 2025-12-23 | 1.0002                      |
|  |  |
| 2025-12-24 | 1.0002                      |
|  |  |
| 2025-12-26 | 1.0002                      |
|  |  |
| 2025-12-29 | 1.0002                      |
|  |  |
| 2025-12-30 | 1.0002                      |
|  |  |
| 2025-12-31 | 1.0002                      |
|  |  |

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

### Class: Service Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $74295780.70

- **Number of Shares Outstanding:** 74295158.7300

- **Expense Reimbursement/Waiver:** 5848.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0001          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0002          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0002          |
|  |  |
| 2025-12-16 | 1.0002          |
|  |  |
| 2025-12-17 | 1.0003          |
|  |  |
| 2025-12-18 | 1.0003          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0002          |
|  |  |
| 2025-12-23 | 1.0002          |
|  |  |
| 2025-12-24 | 1.0002          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0002          |
|  |  |
| 2025-12-30 | 1.0002          |
|  |  |
| 2025-12-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $329485.14                | $84407.46               |
| 2025-12-02 | $4731.18                  | $130780.71              |
| 2025-12-03 | $2133.89                  | $29637.53               |
| 2025-12-04 | $41764.34                 | $29000.99               |
| 2025-12-05 | $92309.09                 | $30064.21               |
| 2025-12-08 | $3035.50                  | $10436.29               |
| 2025-12-09 | $3850.06                  | $61343.09               |
| 2025-12-10 | $2300.83                  | $6927.77                |
| 2025-12-11 | $84818.23                 | $51478.76               |
| 2025-12-12 | $64754.84                 | $2522.04                |
| 2025-12-15 | $3417.67                  | $50942.18               |
| 2025-12-16 | $13482.31                 | $33352.16               |
| 2025-12-17 | $340842.81                | $19826.58               |
| 2025-12-18 | $133669.82                | $8395.68                |
| 2025-12-19 | $1342.47                  | $11413.65               |
| 2025-12-22 | $510.14                   | $81651.26               |
| 2025-12-23 | $304993.24                | $401655.62              |
| 2025-12-24 | $812.00                   | $28279.45               |
| 2025-12-26 | $19031.15                 | $6118.99                |
| 2025-12-29 | $355.90                   | $15337.36               |
| 2025-12-30 | $14864.24                 | $42139.14               |
| 2025-12-31 | $5075.45                  | $23173.22               |

**Total Gross Subscriptions (Month):** $1467580.30

**Total Gross Redemptions (Month):** $1158884.14

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.4300%           |
| 2025-12-02 | 3.4400%           |
| 2025-12-03 | 3.4300%           |
| 2025-12-04 | 3.4100%           |
| 2025-12-05 | 3.4000%           |
| 2025-12-08 | 3.3600%           |
| 2025-12-09 | 3.3500%           |
| 2025-12-10 | 3.3400%           |
| 2025-12-11 | 3.3200%           |
| 2025-12-12 | 3.3000%           |
| 2025-12-15 | 3.2400%           |
| 2025-12-16 | 3.2200%           |
| 2025-12-17 | 3.2000%           |
| 2025-12-18 | 3.1900%           |
| 2025-12-19 | 3.1900%           |
| 2025-12-22 | 3.1800%           |
| 2025-12-23 | 3.1800%           |
| 2025-12-24 | 3.1800%           |
| 2025-12-26 | 3.1800%           |
| 2025-12-29 | 3.2000%           |
| 2025-12-30 | 3.2100%           |
| 2025-12-31 | 3.2200%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 26.6600%         | 0.0000%              |
| Insurance company |  | 11.3000%         | 0.0000%              |
| Insurance company |  | 15.5400%         | 0.0000%              |
| Insurance company |  | 9.8100%          | 0.0000%              |
| Insurance company |  | 18.1900%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  3.830%, 1/2/2026
- **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):** $12000000.00
- **C.18.a - Value (excl. sponsor support):** $12000000.00
- **C.19 - Percentage of Net Assets:** 16.1500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $96572.49          | $98420.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4091 | 2052-07-01      | 4.0000%  |  | $148458.70         | $143032.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $253978.14         | $252042.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $197505.70         | $178646.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $130672.36         | $126096.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $14143.48          | $12797.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $204136.12         | $177141.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0457 | 2047-09-01      | 3.5000%  |  | $21097.21          | $20061.20          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1615 | 2029-08-01      | 4.6600%  |  | $493680.00         | $506255.68         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1725 | 2029-10-01      | 4.3800%  |  | $1238400.00        | $1258524.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $19932.55          | $20139.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU5438 | 2054-12-01      | 5.0000%  |  | $330478.56         | $331948.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBT7946 | 2052-11-01      | 5.5000%  |  | $36111.49          | $37406.53          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $40271.81          | $41697.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK2561 | 2048-03-01      | 4.5000%  |  | $1655.79           | $1659.84           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  |  | $46187.33          | $44995.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $1502.07           | $1562.80           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $556098.37         | $564665.44         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $71221.60          | $71834.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0374 | 2055-09-01      | 5.5000%  |  | $37382.47          | $38115.29          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $489262.88         | $492563.29         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $486297.87         | $489578.27         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE4964 | 2052-06-01      | 5.0000%  |  | $36904.58          | $37495.48          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $492133.03         | $460811.55         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQD9834 | 2052-04-01      | 3.5000%  |  | $266710.44         | $250814.67         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q60297 G | 2048-12-01      | 4.0000%  |  | $103876.93         | $101075.40         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $201588.80         | $204836.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $18887.39          | $16823.85          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $45075.62          | $45546.96          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  |  | $97261.12          | $90558.85          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3VZN0625 | 2043-02-01      | 3.5000%  |  | $5359.52           | $5115.88           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5140 | 2055-11-01      | 5.0000%  |  | $7819.30           | $7910.04           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ9664 | 2055-12-01      | 5.5000%  |  | $128290.04         | $131379.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3686 | 2055-11-01      | 5.5000%  |  | $49244.58          | $50605.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8312 | 2054-04-01      | 5.0000%  |  | $104394.40         | $105524.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $1180235.96        | $1186286.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7634 | 2053-12-01      | 7.0000%  |  | $50838.24          | $54177.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $319728.40         | $332330.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $403805.50         | $410616.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR1341 | 2051-02-01      | 2.0000%  |  | $20684.43          | $17228.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV0872 | 2052-01-01      | 2.5000%  |  | $251857.69         | $218356.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU6494 | 2052-01-01      | 2.5000%  |  | $233294.46         | $201912.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  |  | $217265.12         | $206331.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV7735 | 2052-04-01      | 3.0000%  |  | $247547.35         | $223529.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $59515.98          | $61636.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  |  | $2456.96           | $2547.02           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $748254.18         | $738276.95         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $332749.29         | $342559.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $76293.65          | $73540.46          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $700308.42         | $622893.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3812 | 2053-01-01      | 4.5000%  |  | $54251.13          | $53584.39          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $89698.44          | $92037.62          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ3263 | 2030-04-01      | 4.7200%  |  | $110763.02         | $113958.91         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3547 | 2055-10-01      | 5.5000%  |  | $385478.93         | $398362.92         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL2968 | 2042-04-01      | 3.5000%  |  | $5482.89           | $5291.30           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0599 | 2055-06-01      | 6.5000%  |  | $3556.73           | $3753.75           | Agency Mortgage-Backed Securities  |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $4.80              | $4.89              | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $4.80              | $4.95              | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $187008.00         | $188206.20         | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $337084.80         | $296136.71         | U.S. Treasuries (including strips) |

### Security 2: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.740%, 1/8/2026
- **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: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNMI SF 690922 X      | 2038-06-15      | 5.5000%  |  | $15.30             | $16.05             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 689825 X      | 2038-08-15      | 6.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687833 X      | 2038-08-15      | 6.0000%  |  | $6.14              | $6.43              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687708 X      | 2038-07-15      | 5.0000%  |  | $18.19             | $18.80             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 686781 X      | 2038-06-15      | 5.5000%  |  | $4.79              | $5.01              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0486 M      | 2055-07-20      | 6.0000%  |  | $48721.11          | $50007.25          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0023 M      | 2054-11-20      | 4.0000%  |  | $60114.42          | $57110.52          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0025 M      | 2054-11-20      | 5.0000%  |  | $129227.21         | $129762.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2905 C      | 2055-12-20      | 6.5000%  |  | $1584.87           | $1646.37           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2901 C      | 2052-12-20      | 5.5000%  |  | $2283.60           | $2314.08           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0669 C      | 2055-12-20      | 5.5000%  |  | $3410.45           | $3501.81           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9575 C      | 2055-12-20      | 5.5000%  |  | $2122.00           | $2146.21           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9248 C      | 2055-12-20      | 6.5000%  |  | $965.79            | $1003.27           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9250 C      | 2055-12-20      | 6.0000%  |  | $1589.78           | $1627.98           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8611 C      | 2055-12-20      | 5.5000%  |  | $4070.27           | $4179.31           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8467 C      | 2055-12-20      | 6.5000%  |  | $668.09            | $703.01            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7498 C      | 2055-12-20      | 6.5000%  |  | $1112.53           | $1170.68           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8746 C      | 2055-12-20      | 6.5000%  |  | $923.49            | $986.45            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AB5980 X      | 2045-12-15      | 4.5000%  |  | $22.84             | $22.76             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 681624 X      | 2038-11-15      | 6.0000%  |  | $7.47              | $7.79              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 675513 X      | 2038-06-15      | 5.5000%  |  | $12.09             | $12.60             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 669626 X      | 2037-06-15      | 6.0000%  |  | $20.62             | $21.37             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 659615 X      | 2036-09-15      | 6.0000%  |  | $5.61              | $5.83              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658570 X      | 2036-08-15      | 6.0000%  |  | $7.61              | $8.05              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658133 X      | 2036-10-15      | 6.5000%  |  | $3.85              | $4.07              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 618681 X      | 2036-10-15      | 6.5000%  |  | $7.88              | $8.28              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617704 X      | 2037-09-15      | 6.0000%  |  | $5.40              | $5.65              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 615519 X      | 2033-09-15      | 4.5000%  |  | $28.97             | $29.08             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9354 C      | 2055-12-20      | 5.0000%  |  | $4932.74           | $4963.94           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782916 X      | 2040-02-15      | 5.5000%  |  | $9.49              | $9.93              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782835 X      | 2039-12-15      | 6.0000%  |  | $7.78              | $8.26              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782269 X      | 2038-02-15      | 5.5000%  |  | $28.89             | $30.50             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781846 X      | 2034-09-15      | 6.5000%  |  | $11.25             | $11.71             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC MULTI SCR 2021- | 2051-01-25      | 7.6242%  |  | $413.16            | $426.83            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5579CA 09/25/45  | 2045-09-25      | 4.5000%  |  | $17615.52          | $17568.31          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05568C 08/25/55  | 2055-08-25      | 5.0000%  |  | $4584.53           | $4611.46           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5547MV 05/25/36  | 2036-05-25      | 5.0000%  |  | $13039.88          | $13234.74          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5505FB 02/25/55  | 2055-02-25      | 5.3742%  |  | $3643.78           | $3680.65           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05182M 05/25/49  | 2049-05-25      | 2.5000%  |  | $6872.88           | $6211.05           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC022CA R22F022  | 2048-11-25      | 3.5000%  |  | $6056.87           | $5821.20           | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0258 10/25/53  | 2053-10-25      | 5.2242%  |  | $16099.92          | $16281.06          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-196 J       | 2055-11-20      | 4.5000%  |  | $28972.50          | $28881.41          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 EA      | 2050-12-20      | 5.0000%  |  | $10163.80          | $10259.95          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 KA      | 2052-02-20      | 5.0000%  |  | $15897.44          | $16068.81          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 GA      | 2052-02-20      | 5.0000%  |  | $9120.62           | $9176.20           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 DC      | 2052-03-20      | 5.0000%  |  | $3895.06           | $3935.37           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-142 MA      | 2054-02-20      | 5.5000%  |  | $526.32            | $537.28            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FD      | 2053-08-20      | 5.2677%  |  | $3936.47           | $3968.39           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-15 FG       | 2049-09-20      | 4.2984%  |  | $5923.16           | $5806.81           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-15 FE       | 2049-09-20      | 4.2484%  |  | $3335.10           | $3265.41           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-102 PD      | 2055-04-20      | 5.0000%  |  | $11240.67          | $11348.01          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2018-05 GA       | 2047-12-20      | 3.0000%  |  | $495.68            | $453.93            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2009-094 FA      | 2039-10-16      | 4.5487%  |  | $136.32            | $136.82            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-043 QA      | 2047-10-20      | 4.5000%  |  | $535.28            | $540.54            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-137 FE      | 2049-11-20      | 4.2984%  |  | $4899.54           | $4810.21           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL024FA R19F024  | 2049-05-25      | 4.4387%  |  | $2766.99           | $2715.43           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-208 QP      | 2055-06-20      | 4.5000%  |  | $74.74             | $74.13             | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0087 09/25/53  | 2053-09-25      | 5.2242%  |  | $16515.00          | $16643.27          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5486FA 12/25/54  | 2054-12-25      | 5.3242%  |  | $6858.12           | $6919.82           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-120 TA      | 2051-05-20      | 5.0000%  |  | $7093.10           | $7142.65           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-196 FB      | 2065-11-20      | 4.8177%  |  | $12697.71          | $12745.89          | Agency Collateralized Mortgage Obligation |
| GNMA GNMI SP 785334 X      | 2049-03-15      | 5.5000%  |  | $407.71            | $429.38            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783655 X      | 2040-05-15      | 6.5000%  |  | $0.66              | $0.71              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784446 C      | 2048-02-20      | 3.0000%  |  | $298.43            | $271.85            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 745236 X      | 2040-07-15      | 4.5000%  |  | $43.54             | $43.68             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 739396 X      | 2040-10-15      | 4.5000%  |  | $190.32            | $190.32            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738002 X      | 2041-02-15      | 4.0000%  |  | $43.01             | $41.65             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 733663 X      | 2040-05-15      | 4.5000%  |  | $61.40             | $61.48             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783284 C      | 2040-06-20      | 5.5000%  |  | $11.91             | $12.36             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8624 C      | 2055-12-20      | 6.0000%  |  | $712.53            | $729.19            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8540 C      | 2055-12-20      | 6.0000%  |  | $660.29            | $676.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8493 C      | 2055-12-20      | 5.5000%  |  | $1951.95           | $1978.01           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO8312        | 2060-12-15      | 5.4000%  |  | $8908.53           | $9237.99           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7943 C      | 2055-12-20      | 6.5000%  |  | $1996.80           | $2101.16           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7941 C      | 2055-12-20      | 5.5000%  |  | $2200.32           | $2259.27           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7612 C      | 2055-12-20      | 6.0000%  |  | $1314.93           | $1346.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7560 C      | 2055-12-20      | 5.5000%  |  | $1877.49           | $1934.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7533 C      | 2055-11-20      | 7.0000%  |  | $4022.55           | $4170.71           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DO8097        | 2068-03-15      | 4.6300%  |  | $4434.76           | $4221.58           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7142 C      | 2055-12-20      | 5.0000%  |  | $556.74            | $563.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5959 C      | 2055-12-20      | 6.0000%  |  | $842.82            | $880.60            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7485 C      | 2055-12-20      | 5.0000%  |  | $6146.83           | $6183.82           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5797 C      | 2055-11-20      | 5.5000%  |  | $3039.33           | $3153.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5732 C      | 2055-11-20      | 6.0000%  |  | $3593.65           | $3722.20           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4280 C      | 2055-12-20      | 5.5000%  |  | $6255.42           | $6422.99           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1987 C      | 2055-12-20      | 6.5000%  |  | $4588.26           | $4828.08           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6443        | 2060-12-15      | 5.4000%  |  | $6242.11           | $6472.95           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6442        | 2060-12-15      | 5.4000%  |  | $7791.84           | $8080.00           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6342 C      | 2055-11-20      | 6.5000%  |  | $5229.56           | $5581.29           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5278 C      | 2065-11-20      | 5.5000%  |  | $21816.34          | $22187.93          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2567 C      | 2055-04-20      | 6.0000%  |  | $186.59            | $195.87            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE5324 C      | 2054-12-20      | 6.0000%  |  | $4510.60           | $4685.13           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CL8514 X      | 2052-03-15      | 4.0000%  |  | $190.16            | $182.22            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CL6189 X      | 2052-03-15      | 4.0000%  |  | $728.72            | $697.09            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BE7988 X      | 2048-01-15      | 5.0000%  |  | $454.82            | $457.85            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC1382 X      | 2047-09-15      | 4.5000%  |  | $87.43             | $86.31             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4832 C      | 2055-12-20      | 6.5000%  |  | $1990.50           | $2104.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5334 C      | 2055-12-20      | 5.0000%  |  | $887.84            | $894.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3737 C      | 2055-12-20      | 6.5000%  |  | $882.55            | $938.40            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3604 C      | 2055-11-20      | 6.0000%  |  | $1127.71           | $1148.90           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9603 M      | 2054-04-20      | 4.5000%  |  | $50391.76          | $49428.67          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9538 M      | 2054-03-20      | 4.0000%  |  | $27210.47          | $25909.84          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8098 M      | 2052-06-20      | 3.0000%  |  | $1764.41           | $1595.87           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-196 PT      | 2065-11-20      | 6.5000%  |  | $157696.12         | $163720.21         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 DA      | 2050-12-20      | 5.0000%  |  | $13583.11          | $13711.60          | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA6543 M      | 2050-03-20      | 4.0000%  |  | $2811.57           | $2702.88           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6541 M      | 2050-03-20      | 3.0000%  |  | $32744.30          | $29629.92          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9671 M      | 2054-05-20      | 7.0000%  |  | $798.74            | $830.42            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 732485 X      | 2040-02-15      | 6.0000%  |  | $3.24              | $3.36              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 731686 X      | 2040-11-15      | 4.5000%  |  | $139.70            | $140.06            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 706801 X      | 2040-04-15      | 4.5000%  |  | $2.34              | $2.39              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 705395 X      | 2039-01-15      | 6.0000%  |  | $7.51              | $7.94              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 704142 X      | 2038-12-15      | 6.5000%  |  | $0.36              | $0.38              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 704005 X      | 2038-11-15      | 6.5000%  |  | $0.65              | $0.69              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 702547 X      | 2038-11-15      | 5.5000%  |  | $14.57             | $15.28             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 701417 X      | 2039-04-15      | 5.0000%  |  | $34.06             | $35.06             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 699113 X      | 2038-09-15      | 6.0000%  |  | $4.71              | $4.95              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 697584 X      | 2038-11-15      | 5.5000%  |  | $18.96             | $19.83             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723240 X      | 2039-10-15      | 5.0000%  |  | $5.93              | $6.13              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005258 M      | 2041-12-20      | 3.5000%  |  | $172.00            | $163.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005204 M      | 2041-10-20      | 4.5000%  |  | $302.09            | $305.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005085 M      | 2041-06-20      | 6.0000%  |  | $63.88             | $66.28             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004772 M      | 2040-08-20      | 5.0000%  |  | $238.46            | $245.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004695 M      | 2040-05-20      | 4.0000%  |  | $11.77             | $11.54             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005338 M      | 2042-03-20      | 6.0000%  |  | $33.05             | $34.97             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004268 M      | 2038-10-20      | 6.0000%  |  | $11.74             | $12.42             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004266 M      | 2038-10-20      | 5.5000%  |  | $3.70              | $3.85              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004059 M      | 2037-12-20      | 5.5000%  |  | $2.96              | $3.08              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003295 M      | 2032-10-20      | 5.5000%  |  | $13.55             | $14.18             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 602837 X      | 2033-02-15      | 6.0000%  |  | $3.36              | $3.46              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 602212 X      | 2033-03-15      | 6.0000%  |  | $4.98              | $5.15              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AZ3489 X      | 2049-01-15      | 4.5000%  |  | $12.35             | $12.24             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY4224 X      | 2047-05-15      | 5.0000%  |  | $4.07              | $4.17              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AW6056 C      | 2046-11-20      | 3.5000%  |  | $284.03            | $262.79            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AW5781 X      | 2047-02-15      | 4.5000%  |  | $50.09             | $49.79             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9760 C      | 2055-12-20      | 5.5000%  |  | $2451.92           | $2522.13           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4486 C      | 2055-12-20      | 5.5000%  |  | $6013.16           | $6090.85           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3164 C      | 2055-12-20      | 6.5000%  |  | $7420.45           | $7708.39           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2237 C      | 2055-11-20      | 6.5000%  |  | $834.30            | $879.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0056 C      | 2055-11-20      | 6.5000%  |  | $822.27            | $865.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4389 C      | 2055-05-20      | 6.0000%  |  | $104.68            | $109.37            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6540 M      | 2050-03-20      | 2.5000%  |  | $123.65            | $107.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6474 M      | 2050-02-20      | 3.0000%  |  | $4590.47           | $4155.29           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5764 M      | 2049-02-20      | 4.5000%  |  | $259.44            | $258.46            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6283 M      | 2049-11-20      | 3.0000%  |  | $41277.43          | $37382.49          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4836 M      | 2047-11-20      | 3.0000%  |  | $113.49            | $103.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4509 M      | 2047-06-20      | 3.0000%  |  | $505.22            | $462.10            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1920 M      | 2044-05-20      | 4.0000%  |  | $107.90            | $105.02            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0088 M      | 2042-05-20      | 3.5000%  |  | $3303.05           | $3138.85           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 705143 X      | 2040-06-15      | 5.0000%  |  | $3.06              | $3.16              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 748647 X      | 2040-08-15      | 4.5000%  |  | $124.65            | $124.24            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 737898 X      | 2041-01-15      | 4.0000%  |  | $193.79            | $188.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004978 M      | 2041-03-20      | 4.5000%  |  | $20.61             | $20.87             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2825 M      | 2045-05-20      | 3.0000%  |  | $9177.96           | $8426.08           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786577 C      | 2053-03-20      | 5.0000%  |  | $770.07            | $775.17            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY5213 X      | 2047-02-15      | 4.5000%  |  | $120.31            | $120.75            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 656323 X      | 2036-11-15      | 6.0000%  |  | $9.12              | $9.53              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738261 X      | 2041-05-15      | 4.5000%  |  | $240.11            | $239.71            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005233 M      | 2041-11-20      | 4.0000%  |  | $19.61             | $19.15             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AI3214 X      | 2044-05-15      | 4.0000%  |  | $37.90             | $36.63             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5597 M      | 2048-11-20      | 5.0000%  |  | $1176.67           | $1201.84           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 682306 X      | 2038-03-15      | 6.0000%  |  | $19.66             | $20.44             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2303 M      | 2044-10-20      | 3.5000%  |  | $361.70            | $339.51            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 702740 X      | 2038-12-15      | 6.0000%  |  | $2.28              | $2.39              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 670636 X      | 2039-08-15      | 6.0000%  |  | $6.57              | $6.82              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723341 X      | 2039-09-15      | 6.0000%  |  | $4.63              | $4.84              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 691693 X      | 2040-04-15      | 4.5000%  |  | $382.26            | $390.48            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004696 M      | 2040-05-20      | 4.5000%  |  | $360.07            | $364.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7525 C      | 2055-12-20      | 6.0000%  |  | $1164.76           | $1207.69           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4475 C      | 2055-12-20      | 5.5000%  |  | $561.61            | $576.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0684 M      | 2055-10-20      | 4.5000%  |  | $5.30              | $5.19              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0627 C      | 2052-12-20      | 6.0000%  |  | $1577.58           | $1615.62           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AS7010 C      | 2046-06-20      | 3.5000%  |  | $538.43            | $496.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7534 C      | 2055-12-20      | 5.5000%  |  | $797.54            | $823.80            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3772 C      | 2055-12-20      | 5.5000%  |  | $830.88            | $841.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7539 C      | 2055-12-20      | 6.0000%  |  | $434.14            | $455.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7145 C      | 2055-12-20      | 5.0000%  |  | $595.53            | $599.85            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4855 C      | 2055-12-20      | 6.5000%  |  | $2189.66           | $2314.82           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0583 C      | 2055-12-20      | 5.0000%  |  | $1101.41           | $1111.50           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3712 C      | 2055-12-20      | 6.0000%  |  | $1180.39           | $1208.10           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2893 C      | 2055-12-20      | 5.0000%  |  | $2194.51           | $2217.18           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG3004 C      | 2054-12-20      | 6.0000%  |  | $827.14            | $854.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7496 C      | 2055-12-20      | 6.5000%  |  | $707.36            | $744.34            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6441        | 2060-12-15      | 5.4000%  |  | $7452.63           | $7728.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5364 C      | 2055-12-20      | 6.0000%  |  | $1723.88           | $1788.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3736 C      | 2055-12-20      | 6.5000%  |  | $764.27            | $804.22            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8158        | 2060-12-15      | 4.3400%  |  | $5279.21           | $5075.98           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0127 C      | 2055-12-20      | 6.5000%  |  | $565.34            | $597.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4487 C      | 2055-12-20      | 6.0000%  |  | $1804.79           | $1847.83           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0599 C      | 2055-12-20      | 5.5000%  |  | $4626.24           | $4688.00           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5128 C      | 2055-11-20      | 5.5000%  |  | $4037.03           | $4199.75           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9198 C      | 2055-12-20      | 5.5000%  |  | $5658.73           | $5733.05           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6630 C      | 2055-12-20      | 5.5000%  |  | $12.53             | $12.87             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2275 C      | 2055-11-20      | 6.5000%  |  | $647.13            | $678.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4831 C      | 2055-12-20      | 6.5000%  |  | $18346.14          | $19540.93          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6633 C      | 2055-12-20      | 6.5000%  |  | $667.60            | $702.50            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-110 HA      | 2054-04-16      | 4.0000%  |  | $3873.61           | $3759.51           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-147 EH      | 2059-10-16      | 4.7500%  |  | $19.69             | $18.20             | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-040 CA      | 2053-08-16      | 4.5000%  |  | $1515.48           | $1516.41           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-040 DL      | 2055-08-16      | 4.0000%  |  | $309.60            | $287.28            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-175 HB      | 2065-05-16      | 4.0000%  |  | $613.26            | $481.07            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-031 KB      | 2066-02-16      | 4.0000%  |  | $614.11            | $454.78            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-042 B       | 2063-02-16      | 2.5000%  |  | $947.37            | $614.11            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2013-033 AC      | 2046-05-16      | 1.7440%  |  | $47.02             | $42.81             | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-178 LB      | 2066-07-16      | 4.0000%  |  | $796.90            | $592.76            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-127 A       | 2062-11-16      | 2.0000%  |  | $1772.06           | $1465.92           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-175 KB      | 2065-05-16      | 4.0000%  |  | $458.07            | $341.15            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-220 E       | 2064-10-16      | 3.0000%  |  | $105.26            | $76.42             | Agency Mortgage-Backed Securities         |

### Security 3: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.720%, 1/9/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2025-208 QP      | 2055-06-20      | 4.5000%  |  | $35288.05          | $35002.00          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-196 TY      | 2055-11-20      | 4.5000%  |  | $2145.12           | $1929.44           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5606PB 09/25/54  | 2055-12-25      | 4.5000%  |  | $32876.61          | $32634.51          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5209JH 05/25/48  | 2048-05-25      | 3.0000%  |  | $3870.97           | $3650.59           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL102EP R25F102  | 2055-12-25      | 4.5000%  |  | $20363.73          | $20314.06          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5606KD 12/25/55  | 2055-12-25      | 4.5000%  |  | $5948.33           | $5887.28           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL042HL R17F042  | 2047-06-25      | 3.0000%  |  | $4476.80           | $4196.81           | Agency Collateralized Mortgage Obligation |
| GNMA GNMI SF 737794 X      | 2040-12-15      | 4.0000%  |  | $29.88             | $29.13             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 724600 X      | 2040-05-15      | 5.0000%  |  | $19.99             | $20.48             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 719228 X      | 2040-07-15      | 4.5000%  |  | $65.17             | $65.61             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005063 M      | 2041-05-20      | 6.0000%  |  | $5.82              | $6.15              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004922 M      | 2041-01-20      | 4.0000%  |  | $264.39            | $258.42            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004771 M      | 2040-08-20      | 4.5000%  |  | $23.47             | $23.73             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004661 M      | 2040-03-20      | 6.5000%  |  | $7.56              | $8.17              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004052 M      | 2037-11-20      | 7.5000%  |  | $9.00              | $9.31              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004076 M      | 2038-01-20      | 7.5000%  |  | $7.20              | $7.43              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 587345 X      | 2032-10-15      | 6.0000%  |  | $4.76              | $5.05              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0053 C      | 2055-11-20      | 6.5000%  |  | $589.44            | $620.25            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9344 C      | 2055-03-20      | 6.0000%  |  | $903.68            | $947.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3958 C      | 2055-03-20      | 6.0000%  |  | $194.49            | $203.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0023 M      | 2054-11-20      | 4.0000%  |  | $124227.30         | $118019.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0586 C      | 2055-12-20      | 5.0000%  |  | $4135.10           | $4164.06           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN6761 C      | 2065-10-20      | 6.5000%  |  | $1305.42           | $1364.08           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5586 C      | 2055-12-20      | 5.5000%  |  | $570.34            | $585.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6230 C      | 2055-09-20      | 5.5000%  |  | $2958.81           | $3038.07           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5347 C      | 2065-11-20      | 5.5000%  |  | $7080.53           | $7186.42           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE5324 C      | 2054-12-20      | 6.0000%  |  | $2.56              | $2.66              | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7218        | 2067-05-15      | 5.5500%  |  | $587.13            | $588.81            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BF9995 X      | 2048-04-15      | 4.5000%  |  | $47.87             | $47.42             | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CN7573        | 2066-12-15      | 5.7800%  |  | $10451.57          | $10827.69          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4016 X      | 2049-10-15      | 3.0000%  |  | $2602.06           | $2351.14           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB4482 X      | 2047-07-15      | 4.5000%  |  | $320.06            | $317.64            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AW2784 X      | 2046-10-15      | 2.5000%  |  | $13.44             | $11.74             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AU9418 X      | 2046-09-15      | 4.0000%  |  | $14.52             | $13.97             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9760 C      | 2055-12-20      | 5.5000%  |  | $1603.42           | $1649.33           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8561 C      | 2055-12-20      | 6.5000%  |  | $1472.04           | $1548.98           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8559 C      | 2055-12-20      | 6.5000%  |  | $1010.83           | $1063.66           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8514 C      | 2055-12-20      | 5.5000%  |  | $1021.83           | $1035.47           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 581589 X      | 2032-10-15      | 6.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8570 M      | 2053-01-20      | 5.5000%  |  | $1013.28           | $1036.13           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7987 M      | 2052-04-20      | 2.5000%  |  | $8530.55           | $7397.51           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M      | 2050-06-20      | 3.0000%  |  | $6504.46           | $5893.75           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7902 C      | 2055-12-20      | 6.0000%  |  | $1767.65           | $1832.81           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7561 C      | 2055-12-20      | 6.0000%  |  | $617.12            | $644.02            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7530 C      | 2055-12-20      | 6.0000%  |  | $0.52              | $0.53              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7305 C      | 2055-12-20      | 5.0000%  |  | $790.16            | $796.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7299 C      | 2055-11-20      | 6.5000%  |  | $797.33            | $842.94            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6656 M      | 2050-05-20      | 3.0000%  |  | $51533.29          | $46710.81          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6409 M      | 2050-01-20      | 3.0000%  |  | $2900.63           | $2628.03           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5530 M      | 2048-10-20      | 5.0000%  |  | $198.86            | $203.49            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4068 M      | 2046-11-20      | 3.0000%  |  | $114.67            | $105.12            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1285 M      | 2043-09-20      | 3.5000%  |  | $728.49            | $688.42            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0225 M      | 2042-07-20      | 6.0000%  |  | $12.08             | $12.74             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0088 M      | 2042-05-20      | 3.5000%  |  | $20.58             | $19.56             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 696189 X      | 2038-08-15      | 5.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 690613 X      | 2047-06-15      | 2.5000%  |  | $37.68             | $32.89             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 676389 X      | 2038-01-15      | 5.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 676797 X      | 2038-04-15      | 6.0000%  |  | $9.58              | $10.00             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 672676 X      | 2038-04-15      | 5.5000%  |  | $21.77             | $22.90             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 672415 X      | 2037-12-15      | 6.0000%  |  | $6.32              | $6.69              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 668973 X      | 2037-03-15      | 6.0000%  |  | $22.36             | $23.15             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 662537 X      | 2037-08-15      | 6.5000%  |  | $5.59              | $5.88              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658218 X      | 2036-12-15      | 6.0000%  |  | $2.58              | $2.74              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 654432 X      | 2036-09-15      | 6.5000%  |  | $25.86             | $27.25             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 645916 X      | 2036-05-15      | 6.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783510 X      | 2040-07-15      | 6.5000%  |  | $5.81              | $6.15              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782436 X      | 2038-10-15      | 6.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 757038 X      | 2040-12-15      | 4.0000%  |  | $72.33             | $70.45             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786681 C      | 2053-04-20      | 5.5000%  |  | $428.25            | $439.97            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784071 X      | 2041-06-15      | 6.0000%  |  | $4.56              | $4.84              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784439 X      | 2045-02-15      | 3.0000%  |  | $32.82             | $30.40             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781482 X      | 2032-08-15      | 6.0000%  |  | $113.06            | $117.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5908 C      | 2055-12-20      | 5.0000%  |  | $557.98            | $563.76            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6206 C      | 2055-12-20      | 6.5000%  |  | $707.23            | $744.19            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3739 C      | 2055-12-20      | 6.5000%  |  | $1283.00           | $1355.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3709 C      | 2055-12-20      | 6.0000%  |  | $3570.82           | $3702.45           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3667 C      | 2055-11-20      | 5.0000%  |  | $600.65            | $606.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3646 C      | 2055-11-20      | 6.5000%  |  | $1201.32           | $1285.07           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2329 C      | 2055-12-20      | 7.0000%  |  | $563.25            | $590.19            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2275 C      | 2055-11-20      | 6.5000%  |  | $246.64            | $258.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0991 C      | 2055-12-20      | 6.0000%  |  | $569.56            | $590.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0163 C      | 2055-12-20      | 6.0000%  |  | $1151.64           | $1204.67           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0130 C      | 2055-12-20      | 6.5000%  |  | $1100.71           | $1158.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0129 C      | 2055-12-20      | 6.5000%  |  | $591.33            | $623.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5893 C      | 2055-11-20      | 6.5000%  |  | $1334.34           | $1399.18           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003772 M      | 2035-10-20      | 5.0000%  |  | $6.31              | $6.49              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004833 M      | 2040-10-20      | 4.0000%  |  | $250.18            | $244.57            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738002 X      | 2041-02-15      | 4.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785587 M      | 2044-12-20      | 3.5000%  |  | $242.34            | $226.20            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9848 M      | 2054-08-20      | 4.0000%  |  | $46131.09          | $43953.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8098 M      | 2052-06-20      | 3.0000%  |  | $76197.37          | $68919.00          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9538 M      | 2054-03-20      | 4.0000%  |  | $12250.42          | $11664.86          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AI4466 X      | 2044-09-15      | 4.0000%  |  | $313.02            | $303.90            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC8968 X      | 2047-10-15      | 4.5000%  |  | $47.96             | $47.45             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 744060 X      | 2041-05-15      | 6.0000%  |  | $5.19              | $5.36              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783375 X      | 2041-08-15      | 5.0000%  |  | $66.38             | $68.09             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6541 M      | 2050-03-20      | 3.0000%  |  | $7515.92           | $6801.06           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 662554 X      | 2037-08-15      | 6.5000%  |  | $8.06              | $8.46              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 674446 X      | 2037-09-15      | 6.0000%  |  | $5.46              | $5.67              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2893 M      | 2045-06-20      | 4.0000%  |  | $31.44             | $30.54             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 683958 X      | 2038-02-15      | 6.0000%  |  | $6.42              | $6.66              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782353 X      | 2038-06-15      | 6.0000%  |  | $5.53              | $5.86              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 697651 X      | 2038-10-15      | 6.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 728629 X      | 2040-01-15      | 4.5000%  |  | $44.48             | $44.81             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 711724 C      | 2043-02-20      | 3.5000%  |  | $353.54            | $330.73            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736663 X      | 2040-03-15      | 5.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 733791 X      | 2040-07-15      | 4.5000%  |  | $69.50             | $69.85             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711752 X      | 2043-05-15      | 2.5000%  |  | $10.60             | $9.33              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY1184 X      | 2046-11-15      | 2.5000%  |  | $80.04             | $69.86             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3002        | 2060-01-15      | 5.6400%  |  | $281.20            | $294.60            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7526 C      | 2055-11-20      | 6.0000%  |  | $1080.85           | $1120.69           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3688 C      | 2055-12-20      | 5.5000%  |  | $939.74            | $965.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0150 C      | 2055-12-20      | 6.5000%  |  | $956.11            | $1001.40           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1519 C      | 2055-03-20      | 6.0000%  |  | $51.54             | $53.86             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0070 C      | 2055-11-20      | 6.5000%  |  | $2050.77           | $2157.95           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0113 C      | 2055-12-20      | 5.5000%  |  | $1580.68           | $1628.66           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6476 M      | 2050-02-20      | 4.0000%  |  | $2030.50           | $1954.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7304 C      | 2055-12-20      | 5.0000%  |  | $554.40            | $560.14            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0001 C      | 2055-11-20      | 6.5000%  |  | $1038.82           | $1091.99           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2223 C      | 2055-11-20      | 5.5000%  |  | $1145.55           | $1180.64           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8540 C      | 2055-12-20      | 6.0000%  |  | $915.26            | $937.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0807 C      | 2055-04-20      | 6.0000%  |  | $138.67            | $145.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7921 C      | 2055-12-20      | 5.0000%  |  | $1011.14           | $1025.63           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3518 C      | 2055-10-20      | 7.0000%  |  | $1253.04           | $1320.42           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM9061        | 2060-12-15      | 5.2500%  |  | $10966.34          | $11248.04          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0120 C      | 2055-12-20      | 6.5000%  |  | $796.11            | $839.58            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0123 C      | 2055-12-20      | 6.5000%  |  | $580.94            | $611.30            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-147 EH      | 2059-10-16      | 4.7500%  |  | $142.81            | $132.00            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-166 AB      | 2058-04-16      | 4.5000%  |  | $484.63            | $481.45            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-017 AE      | 2061-01-16      | 1.2000%  |  | $4321.11           | $3135.01           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2035-11-25      | 1.9120%  |  | $5018.02           | $4363.02           | Agency Mortgage-Backed Securities         |

### Security 4: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.810%, 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):** $100026.72
- **C.18.a - Value (excl. sponsor support):** $100026.72
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.845%, 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):** $100045.33
- **C.18.a - Value (excl. sponsor support):** $100045.33
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.855%, 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):** $200120.06
- **C.18.a - Value (excl. sponsor support):** $200120.06
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.785%, 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):** $249977.59
- **C.18.a - Value (excl. sponsor support):** $249977.59
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.830%, 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):** $150036.39
- **C.18.a - Value (excl. sponsor support):** $150036.39
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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,  3.745%, 1/26/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z43, C.4 - ISIN: US3130B5Z431, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500002.67
- **C.18.a - Value (excl. sponsor support):** $500002.67
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.745%, 1/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZR2, C.4 - ISIN: US3130B5ZR26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250001.88
- **C.18.a - Value (excl. sponsor support):** $250001.88
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.710%, 1/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YV2, C.4 - ISIN: US3130B6YV20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299998.57
- **C.18.a - Value (excl. sponsor support):** $299998.57
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.1300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.735%, 3/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73Q5, C.4 - ISIN: US3130B73Q57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499991.14
- **C.18.a - Value (excl. sponsor support):** $499991.14
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.000%, 2/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7G65, C.4 - ISIN: US3130B7G650, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500015.59
- **C.18.a - Value (excl. sponsor support):** $500015.59
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: 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):** $100001.34
- **C.18.a - Value (excl. sponsor support):** $100001.34
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 15: 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):** $99924.03
- **C.18.a - Value (excl. sponsor support):** $99924.03
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 16: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.890%, 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):** $149986.83
- **C.18.a - Value (excl. sponsor support):** $149986.83
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 17: 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):** $250028.96
- **C.18.a - Value (excl. sponsor support):** $250028.96
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 18: 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):** $300084.74
- **C.18.a - Value (excl. sponsor support):** $300084.74
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 19: 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):** $299567.22
- **C.18.a - Value (excl. sponsor support):** $299567.22
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 20: 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):** $299876.72
- **C.18.a - Value (excl. sponsor support):** $299876.72
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 21: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.100%, 1/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249951.25
- **C.18.a - Value (excl. sponsor support):** $249951.25
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.970%, 1/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RK4, C.4 - ISIN: US313385RK41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299853.75
- **C.18.a - Value (excl. sponsor support):** $299853.75
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.970%, 1/6/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149912.25
- **C.18.a - Value (excl. sponsor support):** $149912.25
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.845%, 1/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RW8, C.4 - ISIN: US313385RW88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149766.00
- **C.18.a - Value (excl. sponsor support):** $149766.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.744%, 3/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UU8, C.4 - ISIN: US313385UU85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $297477.33
- **C.18.a - Value (excl. sponsor support):** $297477.33
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 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):** $99991.41
- **C.18.a - Value (excl. sponsor support):** $99991.41
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 27: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.790%, 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):** $75068.38
- **C.18.a - Value (excl. sponsor support):** $75068.38
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 28: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 9/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7M7, C.4 - ISIN: US3133ER7M70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24996.79
- **C.18.a - Value (excl. sponsor support):** $24996.79
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 2/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125007.11
- **C.18.a - Value (excl. sponsor support):** $125007.11
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.860%, 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):** $100032.00
- **C.18.a - Value (excl. sponsor support):** $100032.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 31: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.810%, 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):** $100030.42
- **C.18.a - Value (excl. sponsor support):** $100030.42
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 32: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.830%, 7/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100054.98
- **C.18.a - Value (excl. sponsor support):** $100054.98
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 33: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.830%, 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):** $100062.67
- **C.18.a - Value (excl. sponsor support):** $100062.67
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 34: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.835%, 7/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLR0, C.4 - ISIN: US3133ERLR03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175005.11
- **C.18.a - Value (excl. sponsor support):** $175005.11
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.840%, 7/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMQ1, C.4 - ISIN: US3133ERMQ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150005.64
- **C.18.a - Value (excl. sponsor support):** $150005.64
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.840%, 8/6/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNN7, C.4 - ISIN: US3133ERNN70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150008.30
- **C.18.a - Value (excl. sponsor support):** $150008.30
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.840%, 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):** $250100.04
- **C.18.a - Value (excl. sponsor support):** $250100.04
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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,  3.855%, 8/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQA2, C.4 - ISIN: US3133ERQA23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150015.26
- **C.18.a - Value (excl. sponsor support):** $150015.26
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.850%, 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):** $150083.83
- **C.18.a - Value (excl. sponsor support):** $150083.83
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 40: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.860%, 9/3/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100015.87
- **C.18.a - Value (excl. sponsor support):** $100015.87
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.860%, 9/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200034.72
- **C.18.a - Value (excl. sponsor support):** $200034.72
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.855%, 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):** $100012.00
- **C.18.a - Value (excl. sponsor support):** $100012.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 43: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.855%, 10/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXS5, C.4 - ISIN: US3133ERXS57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100020.37
- **C.18.a - Value (excl. sponsor support):** $100020.37
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 44: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.845%, 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):** $100050.55
- **C.18.a - Value (excl. sponsor support):** $100050.55
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 45: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.860%, 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):** $250094.13
- **C.18.a - Value (excl. sponsor support):** $250094.13
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 46: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.755%, 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):** $99999.30
- **C.18.a - Value (excl. sponsor support):** $99999.30
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 47: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.790%, 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):** $99998.96
- **C.18.a - Value (excl. sponsor support):** $99998.96
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 48: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.845%, 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):** $149999.76
- **C.18.a - Value (excl. sponsor support):** $149999.76
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **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 49: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.790%, 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):** $59995.24
- **C.18.a - Value (excl. sponsor support):** $59995.24
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.860%, 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):** $99990.74
- **C.18.a - Value (excl. sponsor support):** $99990.74
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 51: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.790%, 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):** $200015.96
- **C.18.a - Value (excl. sponsor support):** $200015.96
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 52: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.820%, 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):** $174997.18
- **C.18.a - Value (excl. sponsor support):** $174997.18
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 53: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.825%, 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):** $99990.13
- **C.18.a - Value (excl. sponsor support):** $99990.13
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 54: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.815%, 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):** $249974.58
- **C.18.a - Value (excl. sponsor support):** $249974.58
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 55: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.805%, 6/17/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249907.59
- **C.18.a - Value (excl. sponsor support):** $249907.59
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 56: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.840%, 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):** $199976.75
- **C.18.a - Value (excl. sponsor support):** $199976.75
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 57: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.820%, 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):** $149984.63
- **C.18.a - Value (excl. sponsor support):** $149984.63
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 58: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.825%, 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):** $99993.05
- **C.18.a - Value (excl. sponsor support):** $99993.05
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 59: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.850%, 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):** $150071.41
- **C.18.a - Value (excl. sponsor support):** $150071.41
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 60: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.840%, 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):** $249966.90
- **C.18.a - Value (excl. sponsor support):** $249966.90
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 61: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.805%, 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):** $199915.81
- **C.18.a - Value (excl. sponsor support):** $199915.81
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 62: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.850%, 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):** $200105.03
- **C.18.a - Value (excl. sponsor support):** $200105.03
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 63: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.970%, 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):** $150252.23
- **C.18.a - Value (excl. sponsor support):** $150252.23
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 64: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.850%, 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):** $100196.42
- **C.18.a - Value (excl. sponsor support):** $100196.42
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 65: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.790%, 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):** $299996.51
- **C.18.a - Value (excl. sponsor support):** $299996.51
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 66: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  3.750%, 1/2/2026
- **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:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.000 CLRJ4134 | 2055-05-01      | 5.0000%  |  | $8040.04           | $8126.18           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2198 | 2054-08-01      | 5.5000%  |  | $5100.38           | $5250.50           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL3699 | 2056-01-01      | 5.0000%  |  | $6940.43           | $7011.30           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  |  | $18194.17          | $19164.15          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6374 | 2055-10-01      | 6.5000%  |  | $319.83            | $337.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6326 | 2055-10-01      | 6.5000%  |  | $375.68            | $397.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4559 | 2055-10-01      | 6.0000%  |  | $4545.55           | $4708.17           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9848 | 2055-08-01      | 6.0000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1076 | 2052-01-01      | 3.0000%  |  | $1064.08           | $957.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0941 | 2052-04-01      | 3.0000%  |  | $0.20              | $0.18              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0018 | 2049-06-01      | 3.0000%  |  | $10847.58          | $9843.69           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8013 | 2034-09-01      | 2.5000%  |  | $12.50             | $11.97             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9776 | 2046-08-01      | 3.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS4656 | 2046-03-01      | 4.0000%  |  | $7.58              | $7.37              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTZA2055 | 2028-03-01      | 5.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3755 | 2042-09-01      | 3.5000%  |  | $3941.21           | $3810.82           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2836 | 2042-03-01      | 3.5000%  |  | $0.09              | $0.08              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL2443 | 2041-12-01      | 4.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZJ0489 | 2040-09-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G07655 G | 2035-12-01      | 5.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC T30440 G | 2038-02-01      | 6.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  |  | $0.03              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  |  | $2.38              | $2.55              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2834 | 2046-11-01      | 3.0000%  |  | $14035.20          | $13033.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3790 | 2052-06-01      | 4.5000%  |  | $0.21              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  |  | $2475.00           | $2616.66           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6182 | 2037-08-01      | 4.3200%  |  | $5.12              | $4.97              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  |  | $369.07            | $388.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6134 | 2045-11-01      | 4.0000%  |  | $1787.83           | $1750.27           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYAN9915 | 2033-08-01      | 3.7900%  |  | $0.27              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HY109543 | 2030-08-01      | 3.8600%  |  | $0.67              | $0.66              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  |  | $8088.18           | $8326.85           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $1507.06           | $1531.70           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7309 | 2052-05-01      | 3.5000%  |  | $8138.91           | $7586.24           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3316 | 2049-02-01      | 4.0000%  |  | $0.16              | $0.16              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  |  | $0.19              | $0.15              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6760 | 2054-11-01      | 5.0000%  |  | $1548.64           | $1569.48           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4696 | 2054-02-01      | 6.0000%  |  | $7844.94           | $8278.93           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYAN9591 | 2030-08-01      | 3.7500%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08741 G | 2047-01-01      | 3.0000%  |  | $0.11              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW7379 | 2052-12-01      | 5.0000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7537 | 2052-06-01      | 4.5000%  |  | $20009.99          | $19861.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4664 | 2047-04-01      | 3.0000%  |  | $2603.39           | $2374.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD2981 | 2053-05-01      | 6.5000%  |  | $7.41              | $7.79              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM8299 | 2048-09-01      | 4.0000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0092 | 2033-10-01      | 3.6900%  |  | $0.31              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8569 | 2054-05-01      | 5.0000%  |  | $14382.57          | $14460.40          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C92047 G | 2039-05-01      | 3.5000%  |  | $144.09            | $139.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  |  | $0.44              | $0.45              | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4918 | 2032-10-01      | 4.5900%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2093 | 2055-08-01      | 6.0000%  |  | $113.08            | $116.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  |  | $5206.78           | $5348.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ9769 | 2054-12-01      | 5.0000%  |  | $821.93            | $825.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2496 | 2055-09-01      | 5.5000%  |  | $15343.59          | $15769.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  |  | $6711.79           | $6706.02           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6384 | 2055-10-01      | 6.0000%  |  | $1598.50           | $1650.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0597 | 2055-06-01      | 6.5000%  |  | $0.25              | $0.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2020-22O AF     | 2070-12-20      | 5.3341%  |  | $157.47            | $159.58            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-20O FA     | 2069-12-20      | 4.8641%  |  | $123.79            | $124.30            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FD      | 2068-11-20      | 4.4641%  |  | $139.68            | $139.64            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-6O DF      | 2068-04-20      | 4.8619%  |  | $594.15            | $593.68            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O CF      | 2068-03-20      | 4.9335%  |  | $162.36            | $162.51            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FQ      | 2067-06-20      | 4.6774%  |  | $140.15            | $140.96            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FE      | 2068-01-20      | 5.0994%  |  | $297.95            | $299.31            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H06 MB     | 2063-01-20      | 4.1400%  |  | $13.72             | $13.68             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-08O FJ     | 2071-05-20      | 5.4177%  |  | $217.16            | $220.84            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-02O EF     | 2071-01-20      | 5.3141%  |  | $184.79            | $187.22            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  |  | $0.10              | $0.11              | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2414LG 02/15/32 | 2032-02-15      | 6.5000%  |  | $0.03              | $0.03              | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL028MY R13F028 | 2043-04-25      | 2.7500%  |  | $5.88              | $5.62              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-06O FL     | 2071-04-20      | 5.7677%  |  | $434.94            | $441.92            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-07O FC     | 2071-05-20      | 5.2489%  |  | $451.60            | $457.74            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-22O EF     | 2070-12-20      | 5.3141%  |  | $185.19            | $187.64            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-05O FE     | 2071-03-20      | 5.4177%  |  | $73.47             | $74.47             | Agency Collateralized Mortgage Obligation |
| FHLB 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  |  | $925.00            | $904.82            | Agency Debentures and Agency Strips       |
| FMAC 2.22 FMNT GB21-40K0  | 2040-07-13      | 2.2200%  |  | $5555.56           | $4039.94           | Agency Debentures and Agency Strips       |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  |  | $2725.28           | $2265.92           | Agency Debentures and Agency Strips       |
| TVDB 3.50 TVBD 42 B       | 2042-12-15      | 3.5000%  |  | $106.11            | $88.46             | Agency Debentures and Agency Strips       |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $122.61            | $115.89            | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $0.11              | $0.10              | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  |  | $737.11            | $696.99            | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE P 27      | 2027-08-31      | 0.5000%  |  | $268.42            | $256.09            | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $2.75              | $2.40              | U.S. Treasuries (including strips)        |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $6677.78           | $6902.09           | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE T 32      | 2032-12-31      | 3.8750%  |  | $3418.61           | $3414.34           | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE S 32      | 2032-11-30      | 3.7500%  |  | $20554.72          | $20446.89          | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  |  | $5582.11           | $5635.01           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  |  | $281.00            | $286.49            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  |  | $46369.44          | $46872.79          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $3895.06           | $3932.91           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $19491.39          | $20099.31          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  |  | $17771.39          | $18164.12          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $0.42              | $0.40              | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $765.47            | $760.28            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $0.69              | $0.69              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  |  | $0.19              | $0.18              | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $5452.44           | $5123.59           | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $0.44              | $0.28              | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $1264.28           | $739.50            | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $2501.92           | $1598.95           | U.S. Treasuries (including strips)        |
| USTR 0 1/4 TRIB 50        | 2050-02-15      | 0.2500%  |  | $2462.23           | $1425.23           | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 49            | 2049-02-15      | 1.0000%  |  | $2001.49           | $1452.84           | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $0.06              | $0.04              | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $0.06              | $0.04              | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $1387.61           | $1372.22           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  |  | $23055.42          | $23305.13          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $48.25             | $49.20             | U.S. Treasuries (including strips)        |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $55555.28          | $56746.65          | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $44727.50          | $42279.68          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $241.67            | $229.38            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $3559.83           | $3657.22           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  |  | $10384.47          | $9418.65           | U.S. Treasuries (including strips)        |
| USTR 0 3/8 TRIN D 27      | 2027-07-15      | 0.3750%  |  | $235.78            | $233.54            | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $5181.58           | $5223.79           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  |  | $12090.72          | $12313.71          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $0.06              | $0.05              | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $3611.11           | $3542.16           | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $811.72            | $834.61            | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  |  | $2126.47           | $2116.03           | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $0.08              | $0.08              | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  |  | $29768.36          | $29459.37          | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  |  | $0.28              | $0.28              | U.S. Treasuries (including strips)        |

### Security 67: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.115%, 1/22/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $798420.74
- **C.18.a - Value (excl. sponsor support):** $798420.74
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.025%, 1/22/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $798420.74
- **C.18.a - Value (excl. sponsor support):** $798420.74
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 2/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99524.88
- **C.18.a - Value (excl. sponsor support):** $99524.88
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.945%, 3/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $794043.90
- **C.18.a - Value (excl. sponsor support):** $794043.90
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.715%, 3/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $744416.16
- **C.18.a - Value (excl. sponsor support):** $744416.16
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.685%, 4/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $742364.56
- **C.18.a - Value (excl. sponsor support):** $742364.56
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: 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):** $394873.66
- **C.18.a - Value (excl. sponsor support):** $394873.66
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 74: 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):** $98718.41
- **C.18.a - Value (excl. sponsor support):** $98718.41
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 75: 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):** $789747.31
- **C.18.a - Value (excl. sponsor support):** $789747.31
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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,  3.690%, 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):** $740388.11
- **C.18.a - Value (excl. sponsor support):** $740388.11
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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,  3.940%, 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):** $393812.15
- **C.18.a - Value (excl. sponsor support):** $393812.15
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 78: 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):** $687571.93
- **C.18.a - Value (excl. sponsor support):** $687571.93
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **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 79: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.125%, 1/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $798977.54
- **C.18.a - Value (excl. sponsor support):** $798977.54
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.1100%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.845%, 1/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399488.77
- **C.18.a - Value (excl. sponsor support):** $399488.77
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.1100%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.120%, 1/29/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $698151.45
- **C.18.a - Value (excl. sponsor support):** $698151.45
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.3300%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.725%, 3/5/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $745434.46
- **C.18.a - Value (excl. sponsor support):** $745434.46
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **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? 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,  3.540%, 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):** $730899.26
- **C.18.a - Value (excl. sponsor support):** $730899.26
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **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 84: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.705%, 3/26/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $297567.20
- **C.18.a - Value (excl. sponsor support):** $297567.20
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.785%, 2/3/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $448594.48
- **C.18.a - Value (excl. sponsor support):** $448594.48
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.3600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.695%, 4/9/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $346646.43
- **C.18.a - Value (excl. sponsor support):** $346646.43
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.810%, 2/17/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $746613.58
- **C.18.a - Value (excl. sponsor support):** $746613.58
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.705%, 3/3/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $745557.67
- **C.18.a - Value (excl. sponsor support):** $745557.67
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: 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):** $339263.52
- **C.18.a - Value (excl. sponsor support):** $339263.52
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **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 90: 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):** $726993.26
- **C.18.a - Value (excl. sponsor support):** $726993.26
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **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 91: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.770%, 3/10/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $437151.81
- **C.18.a - Value (excl. sponsor support):** $437151.81
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: 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):** $241729.45
- **C.18.a - Value (excl. sponsor support):** $241729.45
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **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 93: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 4/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99083.27
- **C.18.a - Value (excl. sponsor support):** $99083.27
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: 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):** $148273.66
- **C.18.a - Value (excl. sponsor support):** $148273.66
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 95: 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):** $196645.04
- **C.18.a - Value (excl. sponsor support):** $196645.04
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 96: 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):** $195976.61
- **C.18.a - Value (excl. sponsor support):** $195976.61
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 97: 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):** $352555.88
- **C.18.a - Value (excl. sponsor support):** $352555.88
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 98: 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):** $201037.72
- **C.18.a - Value (excl. sponsor support):** $201037.72
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 99: 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):** $200215.24
- **C.18.a - Value (excl. sponsor support):** $200215.24
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 100: 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):** $149890.23
- **C.18.a - Value (excl. sponsor support):** $149890.23
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 101: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.807%, 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):** $500383.84
- **C.18.a - Value (excl. sponsor support):** $500383.84
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **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 102: 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):** $201225.25
- **C.18.a - Value (excl. sponsor support):** $201225.25
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 103: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.700%, 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):** $999709.82
- **C.18.a - Value (excl. sponsor support):** $999709.82
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **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 104: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.762%, 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):** $1000337.09
- **C.18.a - Value (excl. sponsor support):** $1000337.09
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **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 105: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia, REPO,  3.820%, 1/2/2026
- **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):** $8926000.00
- **C.18.a - Value (excl. sponsor support):** $8926000.00
- **C.19 - Percentage of Net Assets:** 12.0100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $386915.05         | $395554.22         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  |  | $738252.41         | $743312.89         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $701131.68         | $716786.78         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $421531.93         | $424573.56         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  |  | $720809.47         | $710155.91         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  |  | $635970.67         | $640592.05         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1421 | 2052-07-01      | 4.5000%  |  | $992405.77         | $982268.35         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN2395 | 2049-01-01      | 4.5000%  |  | $4.00              | $3.99              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0865 | 2055-08-01      | 6.0000%  |  | $403.54            | $425.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  |  | $241724.89         | $244253.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ6709 | 2048-04-01      | 4.0000%  |  | $37877.33          | $36779.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAV6962 | 2044-07-01      | 4.0000%  |  | $0.98              | $0.96              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CVAT7753 | 2028-07-01      | 2.5000%  |  | $2562.89           | $2526.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAP3886 | 2042-10-01      | 3.5000%  |  | $307.03            | $293.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAO5261 | 2042-06-01      | 3.5000%  |  | $19026.20          | $18161.21          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL2496 | 2042-02-01      | 4.0000%  |  | $5052.66           | $4945.39           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWAI8582 | 2027-09-01      | 3.0000%  |  | $0.39              | $0.39              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8531 | 2053-02-01      | 5.0000%  |  | $158288.38         | $160339.27         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  |  | $735792.71         | $705493.01         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  |  | $705481.12         | $695128.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAQ3405 | 2032-11-01      | 3.5000%  |  | $1.13              | $1.11              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH5685 | 2047-06-01      | 4.0000%  |  | $10528.92          | $10246.85          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2405 | 2052-11-01      | 5.0000%  |  | $57443.23          | $58345.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4736 | 2049-11-01      | 3.0000%  |  | $387032.99         | $345771.40         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $681936.13         | $697477.00         | Agency Mortgage-Backed Securities  |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $1548894.86        | $1513016.65        | U.S. Treasuries (including strips) |

### Security 106: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  3.830%, 1/2/2026
- **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):** $12000000.00
- **C.18.a - Value (excl. sponsor support):** $12000000.00
- **C.19 - Percentage of Net Assets:** 16.1500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  |  | $1212329.36        | $1246759.52        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  |  | $5608875.96        | $5767022.84        | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $1128520.85        | $1160086.33        | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  |  | $466187.87         | $442364.84         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  |  | $858013.40         | $881485.19         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  |  | $2733358.09        | $2744886.06        | U.S. Treasuries (including strips) |

### Security 107: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  3.720%, 1/6/2026
- **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):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 2.6900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNPL PN DJ8026       | 2060-07-15      | 6.1300%  |  | $47.76             | $51.61             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ6849       | 2060-08-15      | 5.8000%  |  | $706.35            | $720.21            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1770       | 2060-05-15      | 5.6400%  |  | $42.75             | $44.79             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1760       | 2060-03-15      | 5.6000%  |  | $97.59             | $101.92            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1758       | 2060-03-15      | 5.6000%  |  | $97.74             | $102.08            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1752       | 2060-03-15      | 5.7400%  |  | $93.55             | $98.68             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4827 C     | 2055-03-20      | 7.0000%  |  | $456.38            | $477.87            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG2881 C     | 2054-12-20      | 5.5000%  |  | $776.55            | $797.23            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DG0404       | 2060-06-15      | 5.5500%  |  | $238.93            | $248.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0070 C     | 2054-04-20      | 6.5000%  |  | $982.34            | $1036.21           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5763 M     | 2049-02-20      | 4.0000%  |  | $13.60             | $13.10             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8726 M     | 2053-03-20      | 5.5000%  |  | $350.20            | $357.82            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7966       | 2060-08-15      | 6.0700%  |  | $415.93            | $447.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0427 M     | 2055-06-20      | 7.0000%  |  | $28817.79          | $29879.18          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0250 C     | 2055-07-20      | 6.5000%  |  | $1736.29           | $1848.29           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CS DJ2713       | 2067-01-15      | 11.7000% |  | $3265.62           | $3384.45           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE5558       | 2059-12-15      | 5.7300%  |  | $34.85             | $36.74             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ5997       | 2060-11-15      | 5.2600%  |  | $3143.14           | $3179.74           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2612 C     | 2055-12-20      | 6.5000%  |  | $969.30            | $1019.96           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BG3815 C     | 2048-06-20      | 4.5000%  |  | $165.34            | $159.89            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7405 C     | 2055-01-20      | 7.0000%  |  | $686.44            | $735.19            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK8578       | 2055-09-15      | 5.3000%  |  | $3111.34           | $3193.60           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6282 C     | 2055-02-20      | 6.5000%  |  | $749.99            | $806.67            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD2267       | 2060-06-15      | 5.7900%  |  | $169.18            | $179.23            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0892 C     | 2055-05-20      | 6.0000%  |  | $4477.07           | $4642.10           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DI7404       | 2060-05-15      | 5.4900%  |  | $221.32            | $230.26            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CP1226       | 2066-09-15      | 5.4700%  |  | $751.57            | $769.09            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CV9245       | 2065-11-15      | 6.0400%  |  | $299.86            | $319.74            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CN0566       | 2060-11-15      | 5.6000%  |  | $4285.79           | $4476.60           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF6567       | 2067-10-15      | 5.9400%  |  | $1420.66           | $1481.43           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF6560       | 2060-07-15      | 5.6200%  |  | $153.09            | $160.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF5617 C     | 2054-12-20      | 6.0000%  |  | $642.72            | $671.13            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF5258 C     | 2054-11-20      | 6.0000%  |  | $1331.50           | $1381.79           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF4998       | 2068-04-15      | 5.4500%  |  | $3084.44           | $3152.98           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3010       | 2060-01-15      | 5.3800%  |  | $58.55             | $60.48             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE5816 C     | 2054-12-20      | 7.0000%  |  | $1468.87           | $1573.30           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE5266 C     | 2054-11-20      | 6.0000%  |  | $658.69            | $682.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE3757 C     | 2054-09-20      | 7.0000%  |  | $537.05            | $563.74            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DA4276       | 2067-11-15      | 5.5000%  |  | $2042.24           | $2131.66           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA4302       | 2059-12-15      | 5.0100%  |  | $38.60             | $39.06             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8159       | 2060-11-15      | 5.4900%  |  | $6217.38           | $6466.09           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8121       | 2060-12-15      | 5.4000%  |  | $4166.67           | $4305.12           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6746 C     | 2055-09-20      | 7.0000%  |  | $543.83            | $568.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6692 C     | 2055-10-20      | 6.0000%  |  | $595.60            | $620.75            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5860 C     | 2055-09-20      | 6.5000%  |  | $1852.23           | $1945.70           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5823 C     | 2055-09-20      | 6.5000%  |  | $1525.62           | $1594.43           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE1175 C     | 2054-09-20      | 6.5000%  |  | $879.65            | $925.63            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DE0034       | 2067-03-15      | 5.7600%  |  | $1769.31           | $1848.23           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE2520 C     | 2054-09-20      | 7.0000%  |  | $448.85            | $471.16            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ1880 C     | 2054-01-20      | 7.0000%  |  | $216.36            | $224.91            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CY9781       | 2060-04-15      | 5.5800%  |  | $63.24             | $65.95             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CY9780       | 2060-04-15      | 5.5000%  |  | $48.30             | $50.08             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CY6535       | 2065-09-15      | 5.8800%  |  | $168.88            | $179.33            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY3770 C     | 2053-12-20      | 7.0000%  |  | $569.35            | $597.66            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DG0414       | 2061-01-15      | 5.3800%  |  | $6643.33           | $6854.04           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0748 M     | 2055-11-20      | 6.5000%  |  | $51536.64          | $53599.43          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA2132 C     | 2054-03-20      | 6.5000%  |  | $937.86            | $987.16            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6475 M     | 2050-02-20      | 3.5000%  |  | $30.19             | $27.96             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5848 C     | 2055-09-20      | 5.5000%  |  | $1875.57           | $1908.69           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6655 C     | 2055-06-20      | 7.0000%  |  | $605.69            | $638.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF7846 C     | 2054-11-20      | 7.0000%  |  | $207.14            | $217.44            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0176 M     | 2040-02-20      | 3.5000%  |  | $177.36            | $172.33            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8508       | 2060-05-15      | 5.9500%  |  | $69.46             | $74.10             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ6850       | 2060-08-15      | 5.8000%  |  | $540.15            | $562.51            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6763       | 2061-01-15      | 4.9800%  |  | $2366.25           | $2379.10           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO5666       | 2060-12-15      | 4.9200%  |  | $10416.67          | $10426.71          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA3047 M     | 2045-08-20      | 5.3750%  |  | $473.57            | $485.68            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CV7746       | 2060-02-15      | 5.3200%  |  | $259.62            | $267.03            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE5569       | 2060-02-15      | 5.3600%  |  | $271.51            | $280.06            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1771       | 2060-05-15      | 5.6400%  |  | $40.68             | $42.62             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5313 C     | 2055-11-20      | 6.0000%  |  | $1923.92           | $1983.64           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB0823 M     | 2055-12-20      | 4.5000%  |  | $4410.83           | $4440.77           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM0357       | 2060-12-15      | 4.9500%  |  | $6088.89           | $6130.80           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4867 C     | 2055-12-20      | 6.0000%  |  | $10500.78          | $10890.93          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9132 M     | 2031-05-20      | 2.5000%  |  | $26.75             | $25.52             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8511       | 2060-06-15      | 5.8400%  |  | $35.75             | $37.98             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2871 C     | 2053-12-20      | 7.0000%  |  | $495.34            | $523.29            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CX6390       | 2066-10-15      | 5.6400%  |  | $501.88            | $513.09            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV8233 C     | 2053-11-20      | 6.5000%  |  | $3441.73           | $3621.61           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CV7760       | 2060-12-15      | 5.0350%  |  | $8312.50           | $8391.97           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU0961 C     | 2053-06-20      | 6.5000%  |  | $1390.70           | $1463.37           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CT6550 C     | 2053-12-20      | 7.5000%  |  | $3879.94           | $4194.96           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS7461 C     | 2053-02-20      | 5.0000%  |  | $3334.28           | $3333.27           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CS6534       | 2065-02-15      | 5.2300%  |  | $785.26            | $800.59            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CS2707       | 2065-06-15      | 5.5400%  |  | $281.74            | $293.11            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CR5671       | 2064-03-15      | 6.0100%  |  | $3772.02           | $3976.82           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CR5661       | 2065-03-15      | 5.6400%  |  | $229.72            | $240.36            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CR4186       | 2067-05-15      | 6.0700%  |  | $560.28            | $583.60            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CR4174       | 2067-02-15      | 5.7200%  |  | $7117.58           | $7328.57           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CQ9718       | 2060-01-15      | 5.5300%  |  | $206.60            | $214.30            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CQ8779       | 2065-07-15      | 6.6500%  |  | $472.97            | $515.79            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CQ7223       | 2064-12-15      | 4.2500%  |  | $2342.16           | $2233.16           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AQ0542 C     | 2046-10-20      | 4.0000%  |  | $12.10             | $11.55             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AE6957 C     | 2043-06-20      | 3.0000%  |  | $87.12             | $78.99             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9967 M     | 2054-10-20      | 6.5000%  |  | $178.10            | $185.26            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CK5789       | 2057-05-15      | 2.4400%  |  | $1634.63           | $1418.69           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CV7747       | 2060-05-15      | 5.0000%  |  | $9326.88           | $9482.98           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7252       | 2067-10-15      | 5.3000%  |  | $1184.95           | $1191.42           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DB6908       | 2060-08-15      | 5.9300%  |  | $198.99            | $212.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7941 C     | 2055-08-20      | 7.0000%  |  | $1147.65           | $1197.63           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CP1224       | 2066-09-15      | 5.3900%  |  | $1916.21           | $1944.66           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP3714       | 2065-09-15      | 5.2500%  |  | $437.22            | $446.38            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DP6812       | 2061-01-15      | 4.9800%  |  | $1822.08           | $1831.98           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0398 C     | 2055-09-20      | 6.5000%  |  | $465.89            | $491.33            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF8947       | 2060-02-15      | 4.6300%  |  | $2678.88           | $2645.96           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3350 C     | 2055-05-20      | 6.0000%  |  | $950.06            | $980.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0436 C     | 2055-09-20      | 6.5000%  |  | $529.36            | $560.87            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CW0779       | 2067-06-15      | 5.0600%  |  | $815.45            | $825.40            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7266       | 2067-03-15      | 5.8500%  |  | $2111.64           | $2212.60           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG3818 C     | 2055-06-20      | 6.0000%  |  | $421.19            | $436.71            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL3193       | 2060-09-15      | 5.7200%  |  | $1470.67           | $1522.60           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8500       | 2060-03-15      | 5.7200%  |  | $46.80             | $49.30             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE7033       | 2060-04-15      | 5.5600%  |  | $203.12            | $211.54            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ0347       | 2060-11-15      | 5.1000%  |  | $6778.49           | $6828.99           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3511 C     | 2055-11-20      | 6.5000%  |  | $1315.02           | $1386.66           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080963 M     | 2034-07-20      | 5.3750%  |  | $1.50              | $1.51              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080904 M     | 2034-05-20      | 5.6250%  |  | $1.05              | $1.08              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080027 M     | 2027-01-20      | 5.6250%  |  | $3.12              | $3.13              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080024 M     | 2026-12-20      | 5.0000%  |  | $1.65              | $1.65              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080848 M     | 2034-03-20      | 5.6250%  |  | $1.66              | $1.69              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080846 M     | 2034-03-20      | 5.6250%  |  | $3.92              | $4.00              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080824 M     | 2034-02-20      | 5.6250%  |  | $1.91              | $1.93              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080801 M     | 2034-01-20      | 5.6250%  |  | $0.55              | $0.56              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CI6772 C     | 2051-10-20      | 3.0000%  |  | $523.05            | $473.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CC3160 C     | 2051-03-20      | 2.5000%  |  | $1292.56           | $1119.93           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CB4720 C     | 2051-02-20      | 2.0000%  |  | $389.87            | $319.23            | Agency Mortgage-Backed Securities         |
| FMAC FERA 5549HF 06/25/55 | 2055-06-25      | 5.9742%  |  | $34913.40          | $35374.14          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5543FC 06/25/55 | 2055-06-25      | 5.3742%  |  | $17108.30          | $17243.88          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FW 05/25/55 | 2055-05-25      | 5.9242%  |  | $25629.66          | $25920.74          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FC 05/25/55 | 2055-05-25      | 5.3742%  |  | $11281.82          | $11393.13          | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF CB1022 C     | 2051-02-20      | 2.0000%  |  | $3639.93           | $2953.61           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW2756 C     | 2050-06-20      | 3.0000%  |  | $979.29            | $870.86            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BF9242 C     | 2048-04-20      | 4.0000%  |  | $84.30             | $80.54             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP3708       | 2058-05-15      | 4.8500%  |  | $41.11             | $41.43             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP3704       | 2065-06-15      | 5.3000%  |  | $1440.91           | $1482.68           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP3674       | 2063-11-15      | 4.3500%  |  | $239.55            | $230.73            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CP3649       | 2065-01-15      | 4.3500%  |  | $1922.29           | $1886.71           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7201       | 2067-03-15      | 5.0000%  |  | $4823.53           | $4799.21           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6735       | 2060-06-15      | 5.8400%  |  | $30.77             | $32.69             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2422 C     | 2055-04-20      | 6.0000%  |  | $3199.58           | $3317.52           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4687       | 2058-09-15      | 5.8800%  |  | $64.10             | $68.32             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5995 C     | 2055-08-20      | 7.0000%  |  | $600.89            | $630.72            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ5976       | 2060-08-15      | 5.7000%  |  | $779.01            | $805.56            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7949       | 2060-07-15      | 5.6800%  |  | $800.33            | $838.30            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ4702       | 2067-12-15      | 5.1600%  |  | $325.42            | $322.58            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7870 C     | 2055-11-20      | 6.0000%  |  | $2176.96           | $2293.21           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6741       | 2060-10-15      | 5.5100%  |  | $3952.45           | $4103.40           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1759       | 2060-03-15      | 5.6000%  |  | $64.53             | $67.39             | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CR4184       | 2067-08-15      | 5.4100%  |  | $831.96            | $840.65            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8503       | 2060-03-15      | 5.7200%  |  | $36.92             | $38.88             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ6457       | 2058-07-15      | 4.9500%  |  | $746.14            | $749.30            | Agency Mortgage-Backed Securities         |
| FMAC FERA 5513FD 01/25/55 | 2055-01-25      | 5.2242%  |  | $7725.81           | $7781.53           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FC 02/25/55 | 2055-02-25      | 5.8742%  |  | $15606.07          | $15819.39          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5503FE 02/25/55 | 2055-02-25      | 5.3242%  |  | $14841.59          | $14952.70          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5491FA 01/25/55 | 2055-01-25      | 5.1742%  |  | $30220.58          | $30421.83          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FE 02/25/54 | 2054-02-25      | 5.3242%  |  | $9498.12           | $9577.78           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54 | 2054-12-25      | 5.3742%  |  | $10134.61          | $10228.41          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54 | 2054-12-25      | 5.3242%  |  | $16636.67          | $16793.46          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5473FQ 11/25/54 | 2054-11-25      | 5.2542%  |  | $11959.02          | $12035.45          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5473FB 11/25/54 | 2054-11-25      | 5.1742%  |  | $44805.69          | $44985.11          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5475FA 11/25/54 | 2054-11-25      | 4.9742%  |  | $9582.79           | $9610.05           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5420EF 06/25/54 | 2054-06-25      | 5.2242%  |  | $9926.99           | $9996.19           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5326FA 08/25/53 | 2053-08-25      | 4.9742%  |  | $29108.54          | $29221.31          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL009FC R25F009 | 2055-03-25      | 5.1742%  |  | $76498.16          | $76897.36          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC046FL R25F046 | 2055-06-25      | 5.3742%  |  | $56485.12          | $57036.68          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FE R24F103 | 2055-01-25      | 5.1742%  |  | $8822.59           | $8863.93           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-083 FE     | 2055-05-20      | 5.3177%  |  | $67440.08          | $68118.04          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-050 FG     | 2055-03-20      | 5.0677%  |  | $22974.43          | $23072.82          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-045 A      | 2054-03-20      | 0.1250%  |  | $33396.33          | $25499.14          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5582FM 10/25/55 | 2055-10-25      | 4.9242%  |  | $24275.98          | $24380.72          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5572FM 09/25/55 | 2055-09-25      | 4.9742%  |  | $29665.36          | $29801.64          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.2242%  |  | $24431.48          | $24645.12          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082BF R24F082 | 2054-11-25      | 5.2242%  |  | $25010.29          | $25190.73          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088FA R24F088 | 2054-12-25      | 4.8742%  |  | $46290.18          | $46490.40          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033QF R24F033 | 2054-03-25      | 4.8742%  |  | $18655.39          | $18764.15          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL026FC R24F026 | 2054-05-25      | 5.1242%  |  | $9479.38           | $9530.47           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL024CA R24F024 | 2054-05-25      | 0.1250%  |  | $67556.28          | $56809.37          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL015FD R24F015 | 2054-04-25      | 5.2242%  |  | $7772.38           | $7821.96           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 5.6242%  |  | $26332.89          | $26773.87          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05549F 06/25/55 | 2055-06-25      | 5.8742%  |  | $34913.40          | $35420.62          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-065 FE     | 2053-05-20      | 4.7677%  |  | $38975.15          | $38882.46          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FA 12/25/54 | 2054-12-25      | 5.2742%  |  | $7856.29           | $7915.38           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL041FD R25F041 | 2055-06-25      | 5.3742%  |  | $9479.61           | $9554.02           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-166 FJ     | 2053-11-20      | 5.4177%  |  | $6896.09           | $6967.72           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549DF 06/25/55 | 2055-06-25      | 5.2742%  |  | $354.37            | $356.53            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-182 FD     | 2053-12-20      | 5.2177%  |  | $12460.03          | $12543.13          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 FN     | 2053-09-20      | 4.9177%  |  | $12473.94          | $12538.77          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-147 FM     | 2053-10-20      | 5.3177%  |  | $6797.65           | $6856.08           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-164 DF     | 2053-11-20      | 5.2677%  |  | $9386.25           | $9499.83           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-123 FB     | 2053-08-20      | 4.9677%  |  | $8693.91           | $8730.48           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-102 GF     | 2053-07-20      | 4.9677%  |  | $8217.08           | $8255.25           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-164 FL     | 2053-11-20      | 5.5177%  |  | $11857.22          | $12004.28          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508JF 02/25/55 | 2055-02-25      | 5.2242%  |  | $25229.85          | $25393.81          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FA R24F034 | 2054-06-25      | 4.8742%  |  | $60406.29          | $60772.97          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5357FT 11/25/53 | 2053-11-25      | 5.2742%  |  | $9590.72           | $9678.60           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-001 FA     | 2054-01-20      | 4.9677%  |  | $10951.25          | $10998.37          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FH 04/25/54 | 2054-04-25      | 5.3242%  |  | $273.18            | $275.69            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-083 CF     | 2053-06-20      | 4.9177%  |  | $14764.74          | $14822.69          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-161 F      | 2052-09-20      | 4.5177%  |  | $19493.86          | $19311.14          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 BF     | 2055-09-20      | 5.3177%  |  | $8284.39           | $8354.54           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-081 AD     | 2051-05-20      | 1.7500%  |  | $17083.33          | $14080.40          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-154 FB     | 2055-09-20      | 5.3177%  |  | $12438.78          | $12517.40          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-159 FD     | 2055-09-20      | 5.3177%  |  | $8253.27           | $8311.80           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-101 LF     | 2055-06-20      | 5.1677%  |  | $12172.18          | $12268.90          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 FD     | 2053-01-20      | 5.3177%  |  | $60906.73          | $61518.89          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 4.8742%  |  | $3568.75           | $3589.29           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-149 FQ     | 2053-10-20      | 5.4177%  |  | $10625.18          | $10746.07          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-045 C      | 2054-03-20      | 0.1250%  |  | $31838.70          | $25521.88          | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA8562 M     | 2052-09-20      | 1.5000%  |  | $175.41            | $139.89            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8204 M     | 2052-08-20      | 6.0000%  |  | $30.41             | $31.44             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8947 M     | 2053-06-20      | 5.0000%  |  | $966.25            | $973.87            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7940 M     | 2052-03-20      | 4.5000%  |  | $4181.93           | $4136.75           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA7891 M     | 2052-02-20      | 1.5000%  |  | $542.49            | $519.29            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7853 M     | 2037-12-20      | 2.5000%  |  | $11.35             | $10.79             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA7841 M     | 2052-01-20      | 2.5000%  |  | $237.56            | $233.59            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7705 M     | 2051-11-20      | 2.5000%  |  | $12490.26          | $10831.33          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA7661 M     | 2051-10-20      | 2.0000%  |  | $262.54            | $256.36            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7587 M     | 2051-09-20      | 1.5000%  |  | $1128.60           | $895.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7374 M     | 2051-05-20      | 6.0000%  |  | $8.57              | $8.92              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7366 M     | 2051-05-20      | 2.0000%  |  | $6415.84           | $5333.77           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7317 M     | 2051-04-20      | 5.0000%  |  | $267.62            | $274.83            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080736 M     | 2033-09-20      | 5.3750%  |  | $9.20              | $9.39              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080681 M     | 2033-03-20      | 5.6250%  |  | $22.75             | $22.97             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080673 M     | 2033-02-20      | 5.6250%  |  | $11.60             | $11.83             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080703 M     | 2033-06-20      | 5.6250%  |  | $2.47              | $2.52              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080702 M     | 2033-06-20      | 5.6250%  |  | $3.93              | $3.95              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080657 M     | 2032-12-20      | 4.7500%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080664 M     | 2033-01-20      | 5.6250%  |  | $25.88             | $26.08             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080636 M     | 2032-09-20      | 5.3750%  |  | $1.34              | $1.35              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080583 M     | 2032-03-20      | 5.6250%  |  | $0.81              | $0.82              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080602 M     | 2032-05-20      | 5.6250%  |  | $3.15              | $3.17              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080562 M     | 2031-12-20      | 4.7500%  |  | $11.15             | $11.25             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080387 M     | 2030-03-20      | 5.6250%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080385 M     | 2030-03-20      | 5.6250%  |  | $0.77              | $0.78              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080352 M     | 2029-12-20      | 4.7500%  |  | $0.41              | $0.42              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080376 M     | 2030-02-20      | 5.6250%  |  | $0.46              | $0.46              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080342 M     | 2029-11-20      | 4.7500%  |  | $0.27              | $0.27              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080351 M     | 2029-12-20      | 4.7500%  |  | $1.09              | $1.10              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080781 M     | 2033-12-20      | 4.7500%  |  | $3.25              | $3.33              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 737978 C     | 2036-07-20      | 6.5000%  |  | $0.43              | $0.46              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 733686 C     | 2040-06-20      | 4.5000%  |  | $64.33             | $63.83             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 470425 C     | 2041-09-20      | 4.5000%  |  | $82.58             | $81.76             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 609170 C     | 2032-07-20      | 4.0000%  |  | $26.16             | $26.05             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 008847 M     | 2026-04-20      | 5.6250%  |  | $0.40              | $0.40              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 008865 M     | 2026-05-20      | 5.6250%  |  | $0.26              | $0.26              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 008967 M     | 2026-09-20      | 5.3750%  |  | $0.83              | $0.83              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 008959 M     | 2026-08-20      | 5.3750%  |  | $1.07              | $1.08              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 008945 M     | 2026-08-20      | 5.3750%  |  | $0.90              | $0.90              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 008913 M     | 2026-07-20      | 5.3750%  |  | $0.26              | $0.26              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 008892 M     | 2026-06-20      | 5.6250%  |  | $0.58              | $0.58              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005233 M     | 2041-11-20      | 4.0000%  |  | $354.37            | $346.11            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004617 M     | 2040-01-20      | 4.5000%  |  | $5.35              | $5.42              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005284 M     | 2042-01-20      | 3.0000%  |  | $7.10              | $6.61              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8041 M     | 2052-05-20      | 2.0000%  |  | $151.26            | $125.75            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8015 M     | 2037-05-20      | 1.5000%  |  | $61.29             | $56.01             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA7997 M     | 2052-04-20      | 1.5000%  |  | $2318.51           | $2208.77           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6864 M     | 2050-09-20      | 2.0000%  |  | $85816.54          | $71389.47          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6662 M     | 2050-05-20      | 6.0000%  |  | $5.96              | $6.31              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8048 M     | 2052-05-20      | 5.5000%  |  | $25.96             | $26.54             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080310 M     | 2029-08-20      | 5.3750%  |  | $0.38              | $0.38              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7024 M     | 2035-12-20      | 2.5000%  |  | $857.36            | $809.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7712 M     | 2051-11-20      | 6.0000%  |  | $27.21             | $28.86             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8569 M     | 2053-01-20      | 5.0000%  |  | $354.58            | $356.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6219 M     | 2049-10-20      | 3.5000%  |  | $1007.54           | $937.92            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4966 M     | 2048-01-20      | 5.5000%  |  | $773.80            | $805.72            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP3641       | 2064-04-15      | 4.1000%  |  | $5.22              | $4.97              | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CP2694       | 2066-07-15      | 5.4500%  |  | $281.31            | $286.82            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CP1222       | 2066-07-15      | 5.3900%  |  | $2142.36           | $2166.59           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CN7579       | 2066-11-15      | 5.9100%  |  | $799.05            | $857.04            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BE3008 C     | 2048-04-20      | 4.0000%  |  | $67.16             | $64.07             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BE2222 C     | 2048-01-20      | 3.5000%  |  | $91.58             | $84.64             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BE1441 C     | 2047-11-20      | 3.5000%  |  | $315.98            | $292.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BD1738 C     | 2048-02-20      | 3.5000%  |  | $269.06            | $249.02            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BC4701 C     | 2047-10-20      | 3.5000%  |  | $514.92            | $475.92            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BA9807 C     | 2047-07-20      | 3.5000%  |  | $54.54             | $50.61             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AO1091 C     | 2045-09-20      | 4.0000%  |  | $3207.67           | $3084.14           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9667 M     | 2054-05-20      | 5.0000%  |  | $1169.98           | $1175.46           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CP3616       | 2064-06-15      | 3.7900%  |  | $23.95             | $22.72             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9488 M     | 2054-02-20      | 5.5000%  |  | $9333.73           | $9490.46           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9360 M     | 2053-12-20      | 4.5000%  |  | $965.77            | $949.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9330 M     | 2038-12-20      | 6.5000%  |  | $462.40            | $496.02            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9846 M     | 2054-08-20      | 3.0000%  |  | $46.13             | $41.85             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8768 M     | 2038-11-20      | 4.0000%  |  | $79.24             | $78.57             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082745 M     | 2041-02-20      | 5.7500%  |  | $7.85              | $7.99              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4777 M     | 2047-10-20      | 3.0000%  |  | $15485.46          | $14166.35          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4652 M     | 2047-08-20      | 3.5000%  |  | $4562.61           | $4276.29           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3663 M     | 2046-05-20      | 3.5000%  |  | $13.85             | $12.97             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2896 M     | 2045-06-20      | 5.5000%  |  | $3.34              | $3.46              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2443 M     | 2044-11-20      | 2.5000%  |  | $1.73              | $1.55              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2677 M     | 2045-03-20      | 3.0000%  |  | $15057.99          | $13838.43          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6255 M     | 2034-12-20      | 3.0000%  |  | $61.94             | $59.15             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0088 M     | 2042-05-20      | 3.5000%  |  | $0.93              | $0.88              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0781 M     | 2043-02-20      | 2.5000%  |  | $3.79              | $3.40              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080045 M     | 2027-02-20      | 5.6250%  |  | $1.46              | $1.47              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080060 M     | 2027-04-20      | 5.6250%  |  | $1.14              | $1.14              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080059 M     | 2027-04-20      | 5.6250%  |  | $5.81              | $5.83              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080022 M     | 2026-12-20      | 4.7500%  |  | $3.20              | $3.22              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080011 M     | 2026-11-20      | 4.7500%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080000 M     | 2026-10-20      | 5.0000%  |  | $2.47              | $2.48              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080030 M     | 2027-01-20      | 5.6250%  |  | $0.66              | $0.67              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080029 M     | 2027-01-20      | 5.6250%  |  | $1.85              | $1.86              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080051 M     | 2027-03-20      | 5.6250%  |  | $1.87              | $1.88              | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082483 M     | 2040-02-20      | 5.7500%  |  | $1.18              | $1.21              | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082428 M     | 2039-11-20      | 5.8750%  |  | $10.03             | $10.26             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081635 M     | 2036-03-20      | 5.6250%  |  | $31.78             | $32.05             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081463 M     | 2035-09-20      | 5.3750%  |  | $12.61             | $12.75             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081435 M     | 2035-08-20      | 5.3750%  |  | $18.30             | $18.48             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081268 M     | 2035-03-20      | 5.6250%  |  | $8.81              | $8.85              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081166 M     | 2034-12-20      | 4.7500%  |  | $1.88              | $1.93              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081058 M     | 2034-09-20      | 5.3750%  |  | $0.76              | $0.77              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081056 M     | 2034-09-20      | 5.3750%  |  | $2.53              | $2.58              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081023 M     | 2034-08-20      | 5.3750%  |  | $3.60              | $3.64              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080934 M     | 2034-06-20      | 5.6250%  |  | $2.30              | $2.35              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6154 M     | 2049-09-20      | 3.5000%  |  | $3.33              | $3.09              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA6052 M     | 2049-07-20      | 5.3750%  |  | $82.45             | $84.32             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5875 M     | 2049-04-20      | 3.5000%  |  | $1751.51           | $1622.75           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5821 M     | 2049-03-20      | 6.0000%  |  | $1.05              | $1.11              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080318 M     | 2029-09-20      | 5.3750%  |  | $0.39              | $0.40              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080283 M     | 2029-05-20      | 5.6250%  |  | $2.35              | $2.36              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080118 M     | 2027-10-20      | 4.7500%  |  | $1.17              | $1.18              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080112 M     | 2027-09-20      | 5.3750%  |  | $1.97              | $1.99              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080103 M     | 2027-08-20      | 5.3750%  |  | $1.16              | $1.17              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080086 M     | 2027-06-20      | 5.6250%  |  | $1.28              | $1.29              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080085 M     | 2027-06-20      | 5.6250%  |  | $0.26              | $0.27              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080076 M     | 2027-05-20      | 5.6250%  |  | $1.75              | $1.76              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080074 M     | 2027-05-20      | 5.6250%  |  | $2.16              | $2.17              | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082744 M     | 2041-02-20      | 5.7500%  |  | $33.50             | $33.93             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0686 M     | 2055-10-20      | 5.5000%  |  | $33178.95          | $33695.32          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0529 M     | 2040-08-20      | 5.5000%  |  | $74.08             | $76.17             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB0494 M     | 2055-07-20      | 4.5000%  |  | $139.22            | $139.96            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0485 M     | 2055-07-20      | 5.5000%  |  | $31180.88          | $31666.16          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5821 C     | 2055-09-20      | 6.5000%  |  | $946.61            | $992.77            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5784 C     | 2055-10-20      | 7.0000%  |  | $543.71            | $563.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM4655 C     | 2055-09-20      | 6.0000%  |  | $1106.85           | $1160.19           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM0360       | 2060-12-15      | 5.0000%  |  | $10912.90          | $10988.65          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM0336       | 2060-09-15      | 5.5700%  |  | $2585.95           | $2648.75           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM0335       | 2060-09-15      | 5.5700%  |  | $1122.52           | $1170.40           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM0334       | 2060-09-15      | 5.5700%  |  | $1292.98           | $1324.38           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL9713 C     | 2055-08-20      | 7.0000%  |  | $573.44            | $601.03            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL9707 C     | 2055-08-20      | 6.5000%  |  | $2080.01           | $2190.63           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL7504       | 2055-09-15      | 5.8800%  |  | $42.31             | $45.09             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL7503       | 2055-09-15      | 5.8800%  |  | $207.72            | $221.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5438 C     | 2055-12-20      | 5.5000%  |  | $1103.38           | $1132.93           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL6212 C     | 2055-09-20      | 6.5000%  |  | $450.95            | $476.04            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5055 C     | 2055-10-20      | 6.0000%  |  | $2129.19           | $2207.67           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5042 C     | 2055-10-20      | 6.5000%  |  | $458.88            | $483.98            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ6453       | 2060-06-15      | 4.7400%  |  | $6079.25           | $6010.40           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ5995       | 2067-04-15      | 5.6500%  |  | $3706.80           | $3839.85           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ5981       | 2060-09-15      | 6.5000%  |  | $1325.79           | $1429.20           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ5978       | 2060-09-15      | 5.6500%  |  | $693.84            | $714.94            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080072 M     | 2027-05-20      | 5.6250%  |  | $2.82              | $2.84              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080070 M     | 2027-05-20      | 5.6250%  |  | $0.50              | $0.50              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080053 M     | 2027-03-20      | 5.6250%  |  | $0.74              | $0.75              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080052 M     | 2027-03-20      | 5.6250%  |  | $0.51              | $0.51              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004292 M     | 2038-11-20      | 6.5000%  |  | $1.36              | $1.45              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004145 M     | 2038-05-20      | 6.0000%  |  | $2.40              | $2.53              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003930 M     | 2036-12-20      | 5.5000%  |  | $1.06              | $1.10              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003711 M     | 2035-05-20      | 5.5000%  |  | $3.91              | $4.07              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003273 M     | 2032-08-20      | 6.0000%  |  | $15.13             | $15.83             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003172 M     | 2031-12-20      | 6.0000%  |  | $0.58              | $0.61              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002922 M     | 2030-05-20      | 8.0000%  |  | $10.00             | $10.59             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AU0738 C     | 2046-06-20      | 3.5000%  |  | $1212.24           | $1109.99           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9819 C     | 2055-12-20      | 5.5000%  |  | $8673.07           | $8810.76           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9783 C     | 2055-12-20      | 6.5000%  |  | $1378.77           | $1447.46           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DO8303       | 2068-03-15      | 5.8100%  |  | $208.33            | $214.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1511 C     | 2055-11-20      | 6.0000%  |  | $2966.47           | $3095.80           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DI7409       | 2060-06-15      | 5.3000%  |  | $270.98            | $278.25            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DI7402       | 2060-05-15      | 5.7400%  |  | $27.08             | $28.58             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB0755 M     | 2055-11-20      | 4.5000%  |  | $7128.02           | $7175.56           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB0695 M     | 2055-10-20      | 4.5000%  |  | $12466.14          | $12553.52          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080779 M     | 2033-12-20      | 4.7500%  |  | $9.69              | $9.94              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080799 M     | 2034-01-20      | 5.6250%  |  | $1.20              | $1.23              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080869 M     | 2034-04-20      | 5.6250%  |  | $2.94              | $3.00              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080902 M     | 2034-05-20      | 5.6250%  |  | $7.29              | $7.44              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081197 M     | 2035-01-20      | 5.6250%  |  | $1.82              | $1.86              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081368 M     | 2035-06-20      | 5.6250%  |  | $2.32              | $2.34              | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4709       | 2055-09-15      | 5.8800%  |  | $271.43            | $289.27            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4708       | 2055-09-15      | 5.8800%  |  | $194.73            | $207.54            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ4699       | 2066-10-15      | 5.9400%  |  | $1046.35           | $1096.02           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4692       | 2060-06-15      | 4.9200%  |  | $761.73            | $752.28            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4686       | 2055-09-15      | 5.8800%  |  | $104.26            | $111.11            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4685       | 2055-09-15      | 5.8800%  |  | $68.88             | $73.41             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3100 C     | 2055-08-20      | 7.0000%  |  | $663.66            | $699.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3014 C     | 2055-07-20      | 6.5000%  |  | $2482.76           | $2612.52           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ0376       | 2068-06-15      | 5.6300%  |  | $92.65             | $94.38             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ0366       | 2060-12-15      | 5.2200%  |  | $4407.75           | $4494.60           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ0344       | 2068-04-15      | 5.5000%  |  | $1629.93           | $1663.12           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8907 C     | 2055-01-20      | 7.5000%  |  | $745.16            | $805.54            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3631 C     | 2055-04-20      | 7.0000%  |  | $868.81            | $909.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3463 C     | 2055-02-20      | 7.0000%  |  | $336.38            | $352.22            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1773       | 2060-05-15      | 5.6400%  |  | $77.21             | $80.90             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1772       | 2060-05-15      | 5.6400%  |  | $68.66             | $71.94             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD7534 C     | 2054-09-20      | 7.0000%  |  | $12314.46          | $13129.75          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD4712       | 2060-06-15      | 5.1300%  |  | $733.76            | $743.82            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7274       | 2068-02-15      | 5.6200%  |  | $254.06            | $262.14            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7254       | 2060-07-15      | 5.9500%  |  | $294.04            | $310.57            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7249       | 2067-03-15      | 5.4500%  |  | $1648.41           | $1695.47           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7194       | 2067-02-15      | 5.3200%  |  | $2038.10           | $2084.68           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7183       | 2066-11-15      | 5.6000%  |  | $2587.33           | $2660.08           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC1787       | 2066-12-15      | 5.5500%  |  | $2042.97           | $2107.07           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6913       | 2067-02-15      | 5.9600%  |  | $328.93            | $353.94            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CS DB6910       | 2066-03-15      | 11.2500% |  | $3046.42           | $3125.81           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081465 M     | 2035-09-20      | 5.3750%  |  | $33.99             | $34.27             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 008946 M     | 2026-08-20      | 5.8750%  |  | $0.34              | $0.34              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080042 M     | 2027-02-20      | 5.6250%  |  | $0.66              | $0.66              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080058 M     | 2027-04-20      | 5.6250%  |  | $0.46              | $0.46              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080084 M     | 2027-06-20      | 5.6250%  |  | $1.63              | $1.64              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080095 M     | 2027-07-20      | 5.3750%  |  | $3.22              | $3.25              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080111 M     | 2027-09-20      | 5.3750%  |  | $0.57              | $0.57              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080132 M     | 2027-11-20      | 4.7500%  |  | $3.90              | $3.92              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080547 M     | 2031-10-20      | 4.7500%  |  | $8.03              | $8.11              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080593 M     | 2032-04-20      | 5.6250%  |  | $5.04              | $5.14              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080610 M     | 2032-06-20      | 5.6250%  |  | $1.88              | $1.91              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080659 M     | 2032-12-20      | 4.7500%  |  | $1.17              | $1.19              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080680 M     | 2033-03-20      | 5.6250%  |  | $1.57              | $1.60              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080701 M     | 2033-06-20      | 5.6250%  |  | $8.55              | $8.60              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080725 M     | 2033-08-20      | 5.3750%  |  | $8.82              | $9.00              | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082724 M     | 2041-01-20      | 5.7500%  |  | $11.28             | $11.35             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7993 M     | 2052-04-20      | 5.5000%  |  | $10.33             | $10.57             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF BD4156 C     | 2047-11-20      | 5.5000%  |  | $15.89             | $16.02             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5398 M     | 2048-08-20      | 4.0000%  |  | $2474.05           | $2387.29           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AL6997 C     | 2045-04-20      | 3.5000%  |  | $148.89            | $136.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX3187 C     | 2053-10-20      | 6.5000%  |  | $362.37            | $382.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9782 M     | 2054-07-20      | 7.0000%  |  | $40.15             | $41.72             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5990 M     | 2049-06-20      | 6.0000%  |  | $16.37             | $17.32             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CI6775 C     | 2051-10-20      | 3.5000%  |  | $318.66            | $294.15            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2825 M     | 2045-05-20      | 3.0000%  |  | $4342.23           | $3986.50           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CU4605       | 2065-12-15      | 5.5000%  |  | $689.22            | $697.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0257 M     | 2055-03-20      | 4.5000%  |  | $994.61            | $975.14            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0144 M     | 2055-01-20      | 4.0000%  |  | $1168.32           | $1109.58           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0068 M     | 2039-12-20      | 6.0000%  |  | $79.31             | $83.41             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0029 M     | 2054-11-20      | 7.0000%  |  | $346.96            | $360.14            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0810 M     | 2055-12-20      | 3.5000%  |  | $406.71            | $372.34            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DP6811       | 2061-01-15      | 4.9800%  |  | $2466.25           | $2479.64           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3270 C     | 2055-12-20      | 5.0000%  |  | $811.91            | $818.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7143 C     | 2055-10-20      | 5.0000%  |  | $682.53            | $686.64            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6143 C     | 2055-12-20      | 7.5000%  |  | $1009.67           | $1091.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6161 C     | 2055-12-20      | 5.0000%  |  | $6731.50           | $6772.00           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DB6909       | 2060-06-15      | 5.4200%  |  | $609.17            | $630.89            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0044 C     | 2054-05-20      | 6.5000%  |  | $665.46            | $701.95            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8504       | 2060-05-15      | 5.9500%  |  | $42.30             | $45.28             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8502       | 2060-03-15      | 5.7200%  |  | $47.52             | $50.05             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8501       | 2060-03-15      | 5.7200%  |  | $40.00             | $42.13             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8512       | 2060-06-15      | 5.8400%  |  | $38.21             | $40.45             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8510       | 2060-06-15      | 5.8400%  |  | $57.12             | $60.69             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8509       | 2060-06-15      | 5.3400%  |  | $605.49            | $623.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA8088 C     | 2054-03-20      | 7.0000%  |  | $589.60            | $618.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6064 C     | 2055-11-20      | 7.0000%  |  | $3946.42           | $4207.41           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5979 C     | 2055-10-20      | 6.5000%  |  | $1321.40           | $1390.46           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5968 C     | 2055-10-20      | 5.5000%  |  | $1549.18           | $1590.68           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5324 C     | 2055-11-20      | 5.5000%  |  | $1813.38           | $1851.92           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3664 C     | 2055-09-20      | 7.0000%  |  | $446.46            | $471.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2609 C     | 2055-12-20      | 6.0000%  |  | $519.51            | $540.33            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1239 C     | 2055-10-20      | 6.0000%  |  | $964.90            | $1002.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8983 M     | 2038-07-20      | 3.5000%  |  | $343.29            | $331.25            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5194 M     | 2048-05-20      | 5.0000%  |  | $193.11            | $197.36            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8720 M     | 2053-03-20      | 2.5000%  |  | $21.64             | $18.84             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA7602 M     | 2051-09-20      | 2.5000%  |  | $119.20            | $118.44            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA2087 C     | 2054-03-20      | 6.5000%  |  | $757.27            | $798.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9774 M     | 2054-07-20      | 3.0000%  |  | $2384.84           | $2165.77           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA7663 M     | 2051-10-20      | 2.5000%  |  | $527.89            | $517.81            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005115 M     | 2041-07-20      | 4.5000%  |  | $70.80             | $71.67             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5053 M     | 2033-04-20      | 4.0000%  |  | $10.42             | $10.42             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005269 M     | 2041-12-20      | 6.0000%  |  | $3.19              | $3.38              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5850 M     | 2034-10-20      | 4.0000%  |  | $33.98             | $34.21             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU6906 C     | 2050-05-20      | 4.0000%  |  | $90.93             | $86.72             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP8087 C     | 2050-02-20      | 3.5000%  |  | $99.58             | $92.02             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004049 M     | 2037-11-20      | 6.0000%  |  | $2.36              | $2.50              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW1756 C     | 2050-09-20      | 3.0000%  |  | $170.30            | $153.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AU1724 C     | 2046-06-20      | 3.0000%  |  | $78.59             | $71.00             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6820 M     | 2050-08-20      | 3.0000%  |  | $2881.88           | $2609.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3717 C     | 2054-01-20      | 7.5000%  |  | $221.41            | $231.77            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0319 M     | 2042-08-20      | 4.0000%  |  | $45.35             | $44.30             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5140 M     | 2048-04-20      | 5.5000%  |  | $581.45            | $604.03            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BB0604 C     | 2047-07-20      | 3.5000%  |  | $62.42             | $57.92             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004494 M     | 2039-07-20      | 4.0000%  |  | $64.29             | $63.12             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CJ3158       | 2057-03-15      | 1.9400%  |  | $4026.75           | $3308.97           | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082468 M     | 2040-01-20      | 5.7500%  |  | $3.41              | $3.49              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004774 M     | 2040-08-20      | 6.0000%  |  | $5.35              | $5.66              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7053 M     | 2050-12-20      | 3.0000%  |  | $62.22             | $56.37             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0674 C     | 2055-09-20      | 6.5000%  |  | $461.03            | $491.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9584 C     | 2055-10-20      | 5.5000%  |  | $1237.41           | $1270.55           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8209 C     | 2055-07-20      | 6.0000%  |  | $532.21            | $554.93            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DK7647       | 2067-07-15      | 5.5300%  |  | $2083.33           | $2106.04           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6762       | 2061-01-15      | 4.9800%  |  | $2755.42           | $2760.27           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6737       | 2060-06-15      | 5.8400%  |  | $41.48             | $44.07             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6734       | 2060-06-15      | 5.8400%  |  | $48.79             | $51.84             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4329 C     | 2055-05-20      | 6.0000%  |  | $800.30            | $834.21            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3318 C     | 2055-06-20      | 6.0000%  |  | $2181.33           | $2253.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3257 C     | 2055-06-20      | 7.0000%  |  | $918.24            | $961.47            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3273 C     | 2055-06-20      | 6.0000%  |  | $772.15            | $798.86            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9914 C     | 2055-06-20      | 6.5000%  |  | $537.04            | $567.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9478 C     | 2055-07-20      | 6.0000%  |  | $3441.23           | $3601.80           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7960       | 2060-08-15      | 5.9300%  |  | $143.36            | $153.33            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7959       | 2060-08-15      | 5.9300%  |  | $138.17            | $147.77            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7958       | 2060-08-15      | 5.9300%  |  | $120.51            | $128.89            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7869 C     | 2055-04-20      | 6.0000%  |  | $1527.68           | $1583.99           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-172 AJ     | 2064-03-16      | 4.0000%  |  | $3988.84           | $3819.53           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-159 AL     | 2064-12-16      | 4.0000%  |  | $6077.83           | $5834.02           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-052 AB     | 2065-04-16      | 4.0000%  |  | $128.88            | $125.18            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-034 BA     | 2056-03-16      | 2.5000%  |  | $2812.99           | $2397.13           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-008 BA     | 2064-02-16      | 3.7500%  |  | $389.24            | $370.57            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2022-162 BA     | 2054-04-16      | 2.5000%  |  | $121.08            | $107.70            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2022-055 AG     | 2062-10-16      | 1.5000%  |  | $3592.36           | $2919.86           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2016-071 AE     | 2057-10-16      | 2.0000%  |  | $111.57            | $89.63             | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2017-100 AB     | 2052-04-16      | 2.3000%  |  | $186.87            | $180.81            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2013-107 AD     | 2047-11-16      | 2.7791%  |  | $214.55            | $198.50            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2013-154 ML     | 2053-09-16      | 2.9000%  |  | $2602.08           | $2291.95           | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL007A2 R16M007 | 2026-09-25      | 2.4994%  |  | $1432.26           | $1424.11           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2017-57 B       | 2059-12-16      | 2.5000%  |  | $1620.58           | $1227.69           | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011 | 2039-07-25      | 2.9440%  |  | $135.41            | $125.38            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2018-108 D      | 2060-08-16      | 3.0000%  |  | $9208.33           | $7367.16           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-074 AM     | 2066-02-16      | 5.0016%  |  | $2012.30           | $2076.88           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-179 BE     | 2067-03-16      | 5.0000%  |  | $4995.83           | $4814.22           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-194 BA     | 2065-10-16      | 3.8602%  |  | $811.69            | $732.17            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-158 BF     | 2066-12-16      | 5.0000%  |  | $2155.42           | $2102.45           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-070 BA     | 2054-07-16      | 4.7500%  |  | $3024.41           | $2994.49           | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL004AL R16M004 | 2039-01-25      | 3.2730%  |  | $63.92             | $60.00             | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014 | 2027-09-25      | 2.8760%  |  | $3379.47           | $3335.87           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2022-167 AB     | 2050-10-16      | 2.3000%  |  | $2975.87           | $2760.47           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-031 AD     | 2057-02-16      | 3.6000%  |  | $2100.98           | $1964.56           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-033 AC     | 2057-12-16      | 3.2500%  |  | $9780.65           | $8564.62           | Agency Mortgage-Backed Securities         |

### Security 108: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.840%, 1/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-211 FM | 2055-12-20      | 4.8742%  |  | $103289.26         | $104054.25         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FD | 2055-05-20      | 5.6677%  |  | $107316.94         | $108608.26         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 CF | 2055-05-20      | 5.6377%  |  | $107316.94         | $108473.13         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 F  | 2055-05-20      | 5.6677%  |  | $60811.55          | $61543.28          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-211 GQ | 2055-12-20      | 5.0000%  |  | $43569.60          | $43810.04          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 FA | 2054-04-20      | 5.0177%  |  | $89891.94          | $90049.17          | Agency Collateralized Mortgage Obligation |

### Security 109: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.830%, 1/7/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 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:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-089 F      | 2055-05-20      | 5.6677%  |  | $47834.11          | $48409.69          | Agency Collateralized Mortgage Obligation |
| FNMA MNAR XX.XXX HXBZ3457 | 2030-04-01      | 4.2500%  |  | $18994.86          | $19235.50          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3431 | 2030-04-01      | 4.2500%  |  | $24038.00          | $24342.53          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3578 | 2030-05-01      | 4.2250%  |  | $24044.00          | $24320.96          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1229 | 2029-07-01      | 4.7200%  |  | $24093.71          | $24714.55          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1172 | 2029-07-01      | 4.6750%  |  | $17320.00          | $17764.05          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1165 | 2029-07-01      | 4.7200%  |  | $20890.29          | $21457.69          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1131 | 2029-07-01      | 4.7900%  |  | $20071.43          | $20664.15          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1050 | 2029-06-01      | 4.9200%  |  | $20582.86          | $21272.38          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1041 | 2029-06-01      | 4.8300%  |  | $19788.57          | $20397.01          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0698 | 2029-04-01      | 4.5500%  |  | $26057.14          | $26642.33          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0658 | 2029-03-01      | 4.8100%  |  | $22379.18          | $22981.21          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0874 | 2029-06-01      | 4.7600%  |  | $15932.23          | $16364.74          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3865 | 2029-09-01      | 2.7100%  |  | $25865.71          | $24854.97          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.850 WNWN5305 | 2029-12-01      | 3.8500%  |  | $20800.00          | $20741.79          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.100 WNWN1676 | 2032-07-01      | 4.1000%  |  | $26724.00          | $26495.21          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1624 | 2029-09-01      | 4.7300%  |  | $22857.14          | $23519.31          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1081 | 2029-06-01      | 4.6700%  |  | $24971.43          | $25601.12          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1980 | 2029-10-01      | 4.1200%  |  | $20926.86          | $21100.54          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5512 | 2030-11-01      | 3.8400%  |  | $24548.57          | $24408.62          | Agency Mortgage-Backed Securities         |
| FMAC FKAR WG9013          | 2032-07-01      | 4.0600%  |  | $23549.14          | $23277.63          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3540 | 2030-05-01      | 4.2100%  |  | $17828.57          | $18022.96          | Agency Mortgage-Backed Securities         |

### Security 110: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.740%, 1/15/2026
- **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):** $250000.00
- **C.18.a - Value (excl. sponsor support):** $250000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 04.500 CLMA5943 | 2056-01-01      | 4.5000%  |  | $3525.12           | $3460.61           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5907 | 2055-12-01      | 4.0000%  |  | $1838.77           | $1754.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CTMA5864 | 2045-10-01      | 5.0000%  |  | $3424.66           | $3464.88           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CTMA5833 | 2045-09-01      | 5.0000%  |  | $3726.25           | $3776.50           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  |  | $4387.88           | $4529.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  |  | $3151.29           | $3252.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $3332.15           | $3354.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS3275 | 2052-04-01      | 3.0000%  |  | $4444.35           | $3957.73           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CTFA3334 | 2044-12-01      | 5.0000%  |  | $4119.37           | $4202.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFA3290 | 2038-02-01      | 2.5000%  |  | $3562.18           | $3382.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1314 | 2052-11-01      | 5.5000%  |  | $3951.37           | $4151.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1669 | 2048-07-01      | 3.5000%  |  | $4573.18           | $4368.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8493 | 2054-05-01      | 6.0000%  |  | $4310.44           | $4481.09           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7868 | 2054-01-01      | 6.5000%  |  | $3326.59           | $3486.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB0414 | 2051-05-01      | 2.5000%  |  | $5404.81           | $4656.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5847 | 2055-09-01      | 6.5000%  |  | $3391.61           | $3468.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA4511 | 2034-11-01      | 2.5000%  |  | $3849.00           | $3680.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX7770 | 2053-03-01      | 5.5000%  |  | $3618.45           | $3732.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ7041 | 2052-01-01      | 2.0000%  |  | $4535.87           | $3685.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM1422 | 2032-03-01      | 2.5000%  |  | $4489.33           | $4352.77           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA3232 | 2056-01-01      | 5.5000%  |  | $3447.63           | $3548.53           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA3236 | 2055-12-01      | 5.5000%  |  | $3450.82           | $3537.51           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA2862 | 2056-01-01      | 5.5000%  |  | $3426.33           | $3519.46           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA2858 | 2056-01-01      | 5.5000%  |  | $3411.71           | $3499.09           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0032 | 2040-10-01      | 5.0000%  |  | $4042.93           | $4115.57           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0056 | 2055-10-01      | 5.5000%  |  | $4526.90           | $4615.64           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4707 | 2055-08-01      | 6.5000%  |  | $3360.71           | $3540.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF6812 | 2056-01-01      | 6.0000%  |  | $4399.90           | $4640.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6071 | 2056-01-01      | 5.5000%  |  | $3568.02           | $3689.27           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF2663 | 2055-11-01      | 5.5000%  |  | $3396.97           | $3474.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1708 | 2055-10-01      | 6.5000%  |  | $3396.66           | $3563.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2028 | 2055-06-01      | 5.5000%  |  | $3404.90           | $3471.65           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC7781 | 2054-12-01      | 6.5000%  |  | $3572.21           | $3733.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB3868 | 2054-05-01      | 6.0000%  |  | $3996.98           | $4128.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAL4051 | 2033-08-01      | 3.5000%  |  | $4321.81           | $4260.32           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI8447 | 2054-06-01      | 6.0000%  |  | $3892.10           | $4021.75           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH0106 | 2053-08-01      | 5.5000%  |  | $3806.74           | $3886.92           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG4793 | 2053-06-01      | 5.0000%  |  | $3947.98           | $3991.11           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL3786 | 2052-05-01      | 2.5000%  |  | $5421.09           | $4667.94           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL3110 | 2055-11-01      | 5.0000%  |  | $3924.81           | $3949.15           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1310 | 2055-06-01      | 5.5000%  |  | $4215.63           | $4321.42           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0456 | 2055-02-01      | 5.5000%  |  | $3308.36           | $3396.60           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ6754 | 2055-11-01      | 6.0000%  |  | $4295.76           | $4451.25           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ1319 | 2055-07-01      | 5.5000%  |  | $4526.28           | $4615.01           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY7252 | 2055-07-01      | 6.0000%  |  | $4440.69           | $4625.52           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX2029 | 2055-01-01      | 6.5000%  |  | $4309.37           | $4526.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  |  | $3921.31           | $3741.95           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL8687 | 2045-03-01      | 4.5000%  |  | $4671.36           | $4686.39           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH1709 | 2053-10-01      | 6.0000%  |  | $3172.01           | $3353.56           | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN6384 | 2036-05-01      | 1.5000%  |  | $5141.81           | $4673.37           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ0692 | 2054-01-01      | 5.5000%  |  | $4278.65           | $4373.35           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0104 | 2051-02-01      | 3.5000%  |  | $3772.10           | $3603.83           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3114 | 2053-11-01      | 5.5000%  |  | $4168.46           | $4273.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4662 | 2055-10-01      | 6.0000%  |  | $3547.70           | $3684.91           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3747 | 2055-12-01      | 5.5000%  |  | $4612.84           | $4720.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA0118 | 2054-05-01      | 6.0000%  |  | $3336.59           | $3493.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8923 | 2055-09-01      | 5.5000%  |  | $4106.08           | $4202.45           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRQ0068 | 2055-10-01      | 3.5000%  |  | $4639.90           | $4322.12           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0051 | 2055-09-01      | 6.5000%  |  | $3368.80           | $3518.70           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1663 | 2055-06-01      | 6.0000%  |  | $3556.77           | $3687.13           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE2956 | 2055-07-01      | 6.0000%  |  | $3421.02           | $3544.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX6188 | 2053-02-01      | 5.5000%  |  | $4179.10           | $4275.30           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS9439 | 2054-11-01      | 3.5000%  |  | $4830.78           | $4499.93           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5817 | 2055-07-01      | 6.5000%  |  | $3384.16           | $3477.40           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF8644 | 2055-12-01      | 6.0000%  |  | $3969.92           | $4113.62           | Agency Mortgage-Backed Securities |

### Security 111: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  4.080%, 1/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.500 CLAS9823 | 2047-06-01      | 3.5000%  |  | $0.18              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAS8553 | 2036-12-01      | 3.0000%  |  | $0.13              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  |  | $0.11              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS0023 | 2043-07-01      | 3.5000%  |  | $94.28             | $90.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9631 | 2046-12-01      | 3.0000%  |  | $56.98             | $52.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL9438 | 2031-09-01      | 3.5000%  |  | $0.07              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL9282 | 2046-06-01      | 4.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CQAL6513 | 2044-07-01      | 5.0000%  |  | $0.07              | $0.08              | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G61553 G | 2048-08-01      | 4.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC U79024 G | 2028-09-01      | 3.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6536 | 2054-10-01      | 5.5000%  |  | $8237.86           | $8431.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB1768 | 2037-07-01      | 2.0000%  |  | $0.52              | $0.48              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  |  | $0.08              | $0.09              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4651 | 2055-08-01      | 6.0000%  |  | $648.37            | $678.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ4616 | 2055-08-01      | 5.0000%  |  | $0.51              | $0.51              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4601 | 2055-08-01      | 6.5000%  |  | $0.43              | $0.45              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4163 | 2055-05-01      | 6.0000%  |  | $0.58              | $0.61              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3661 | 2055-03-01      | 6.5000%  |  | $12955.50          | $13654.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4393 | 2055-06-01      | 6.0000%  |  | $0.46              | $0.48              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4381 | 2055-06-01      | 6.0000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ4372 | 2055-06-01      | 5.5000%  |  | $14071.81          | $14470.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3313 | 2055-01-01      | 6.5000%  |  | $0.41              | $0.44              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3282 | 2055-02-01      | 6.0000%  |  | $0.39              | $0.40              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3306 | 2055-01-01      | 6.0000%  |  | $0.42              | $0.43              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3245 | 2055-01-01      | 5.0000%  |  | $550.65            | $556.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL2773 | 2055-08-01      | 6.5000%  |  | $0.48              | $0.51              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3546 | 2050-12-01      | 5.5000%  |  | $0.51              | $0.52              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2459 | 2055-07-01      | 5.5000%  |  | $0.48              | $0.49              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2155 | 2055-07-01      | 6.0000%  |  | $0.49              | $0.51              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1834 | 2054-06-01      | 5.5000%  |  | $0.48              | $0.49              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1831 | 2055-05-01      | 6.5000%  |  | $0.44              | $0.46              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8813 | 2056-01-01      | 5.0000%  |  | $0.50              | $0.50              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8805 | 2056-01-01      | 5.5000%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8393 | 2055-12-01      | 5.0000%  |  | $0.50              | $0.50              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CICB9257 | 2039-09-01      | 4.5000%  |  | $0.39              | $0.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9232 | 2054-08-01      | 7.0000%  |  | $0.49              | $0.54              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA3169 | 2055-12-01      | 5.0000%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2982 | 2056-01-01      | 5.0000%  |  | $0.50              | $0.50              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2925 | 2056-01-01      | 5.0000%  |  | $0.50              | $0.50              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA2385 | 2056-01-01      | 5.5000%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2354 | 2055-11-01      | 5.0000%  |  | $0.51              | $0.51              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2137 | 2056-01-01      | 5.0000%  |  | $0.50              | $0.50              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2025 | 2055-12-01      | 5.0000%  |  | $0.50              | $0.50              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA1876 | 2055-12-01      | 6.5000%  |  | $0.50              | $0.53              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA1560 | 2055-12-01      | 5.0000%  |  | $1473.66           | $1480.49           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA1548 | 2055-12-01      | 5.5000%  |  | $0.51              | $0.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8707 | 2054-06-01      | 6.0000%  |  | $12.94             | $13.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9003 | 2054-08-01      | 6.0000%  |  | $3.26              | $3.44              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA0657 | 2055-12-01      | 5.0000%  |  | $0.50              | $0.50              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA0150 | 2055-12-01      | 5.5000%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA0141 | 2055-12-01      | 5.5000%  |  | $0.53              | $0.54              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CIRR0033 | 2040-10-01      | 5.5000%  |  | $0.47              | $0.48              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIRR0024 | 2040-09-01      | 4.5000%  |  | $0.48              | $0.48              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0085 | 2056-01-01      | 5.5000%  |  | $0.51              | $0.52              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSL1425 | 2054-11-01      | 4.0000%  |  | $0.98              | $0.94              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1234 | 2055-04-01      | 5.0000%  |  | $117.10            | $118.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAL5959 | 2043-12-01      | 5.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1863 | 2041-05-01      | 5.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI2626 | 2041-06-01      | 4.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH6283 | 2041-04-01      | 5.0000%  |  | $0.04              | $0.04              | 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%  |  | $14.88             | $15.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555967 | 2033-11-01      | 5.5000%  |  | $64.22             | $66.33             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL0917 | 2054-05-01      | 4.5000%  |  | $0.45              | $0.44              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0655 | 2055-03-01      | 6.0000%  |  | $0.44              | $0.46              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0267 | 2055-01-01      | 5.5000%  |  | $399.54            | $410.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0284 | 2055-02-01      | 5.5000%  |  | $0.47              | $0.48              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0231 | 2055-01-01      | 5.0000%  |  | $0.48              | $0.49              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ9975 | 2055-12-01      | 6.0000%  |  | $0.53              | $0.55              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ9713 | 2055-12-01      | 5.0000%  |  | $0.50              | $0.50              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ9894 | 2055-10-01      | 6.0000%  |  | $769.49            | $795.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $0.47              | $0.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5214 | 2053-12-01      | 5.0000%  |  | $0.45              | $0.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5110 | 2038-08-01      | 5.0000%  |  | $5.76              | $5.87              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4868 | 2053-01-01      | 5.0000%  |  | $0.40              | $0.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  |  | $145.41            | $150.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $436.72            | $439.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4640 | 2037-06-01      | 3.5000%  |  | $50.99             | $49.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA3910 | 2035-01-01      | 2.0000%  |  | $0.16              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  |  | $9328.47           | $7594.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3442 | 2048-08-01      | 3.5000%  |  | $27.21             | $25.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3304 | 2048-03-01      | 3.0000%  |  | $17.29             | $15.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CNMA3250 | 2028-01-01      | 3.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  |  | $58.50             | $55.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3489 | 2033-10-01      | 3.5000%  |  | $15.86             | $15.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM7075 | 2049-07-01      | 4.0000%  |  | $22.04             | $21.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAC4807 | 2039-10-01      | 4.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 GL932168 | 2039-09-01      | 4.0000%  |  | $48.71             | $48.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL906131 | 2037-01-01      | 6.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1237 | 2032-11-01      | 3.0000%  |  | $0.05              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM6063 | 2051-02-01      | 3.0000%  |  | $14.16             | $12.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM5449 | 2049-05-01      | 4.0000%  |  | $0.19              | $0.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM6264 | 2036-02-01      | 3.0000%  |  | $0.24              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4595 | 2050-09-01      | 3.0000%  |  | $0.22              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1028 | 2049-06-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4135 | 2051-02-01      | 3.5000%  |  | $0.50              | $0.47              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4126 | 2051-09-01      | 3.0000%  |  | $18126.48          | $16384.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA4123 | 2052-05-01      | 2.5000%  |  | $0.51              | $0.44              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  |  | $111.41            | $115.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1737 | 2054-08-01      | 5.0000%  |  | $5735.66           | $5755.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLFA0547 | 2052-04-01      | 1.5000%  |  | $0.47              | $0.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9688 | 2056-01-01      | 5.0000%  |  | $0.51              | $0.51              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2919 | 2054-12-01      | 6.0000%  |  | $15563.79          | $16291.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2451 | 2054-10-01      | 5.5000%  |  | $0.48              | $0.49              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2469 | 2054-09-01      | 6.5000%  |  | $0.40              | $0.43              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  |  | $0.47              | $0.49              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ1530 | 2054-05-01      | 6.5000%  |  | $0.39              | $0.41              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  |  | $7227.98           | $7379.55           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ1505 | 2054-05-01      | 5.0000%  |  | $7466.16           | $7552.75           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0947 | 2054-02-01      | 6.5000%  |  | $7134.57           | $7540.50           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ0933 | 2054-02-01      | 6.0000%  |  | $0.37              | $0.39              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  |  | $6.01              | $6.19              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0855 | 2054-02-01      | 6.5000%  |  | $0.38              | $0.40              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0852 | 2054-02-01      | 6.5000%  |  | $0.42              | $0.45              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSL3604 | 2052-05-01      | 2.0000%  |  | $0.51              | $0.42              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3391 | 2055-11-01      | 6.0000%  |  | $0.49              | $0.51              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSL3335 | 2052-03-01      | 2.0000%  |  | $0.50              | $0.40              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ8669 | 2055-11-01      | 5.0000%  |  | $0.51              | $0.51              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ7390 | 2055-10-01      | 5.5000%  |  | $3.89              | $4.01              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ7062 | 2055-11-01      | 5.5000%  |  | $0.51              | $0.52              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6866 | 2055-10-01      | 5.5000%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS0225 | 2043-08-01      | 4.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4872 | 2053-06-01      | 5.5000%  |  | $14890.81          | $15336.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  |  | $26.66             | $25.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU7819 | 2051-12-01      | 2.0000%  |  | $0.34              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9317 | 2054-10-01      | 5.0000%  |  | $194.17            | $195.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ1085 | 2054-03-01      | 6.5000%  |  | $296.69            | $318.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3059 | 2054-12-01      | 5.0000%  |  | $0.46              | $0.47              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0557 | 2052-09-01      | 3.5000%  |  | $0.46              | $0.43              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC1463 | 2055-11-01      | 6.5000%  |  | $0.50              | $0.53              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ9338 | 2055-11-01      | 5.5000%  |  | $2551.67           | $2633.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4119 | 2050-08-01      | 3.5000%  |  | $0.51              | $0.48              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA0004 | 2055-12-01      | 6.0000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3987 | 2056-01-01      | 5.5000%  |  | $12305.46          | $12716.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4131 | 2055-05-01      | 6.5000%  |  | $0.45              | $0.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD5546 | 2055-06-01      | 5.5000%  |  | $7392.52           | $7580.64           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4856 | 2055-10-01      | 6.0000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0076 | 2055-12-01      | 5.5000%  |  | $0.51              | $0.52              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ4997 | 2055-10-01      | 5.5000%  |  | $1283.78           | $1311.31           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL2775 | 2055-08-01      | 6.5000%  |  | $0.47              | $0.50              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA2645 | 2056-01-01      | 6.5000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL3692 | 2048-07-01      | 3.5000%  |  | $0.51              | $0.49              | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5916 | 2030-12-01      | 3.8300%  |  | $11261.50          | $11169.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAS8740 | 2037-02-01      | 3.5000%  |  | $14.89             | $14.52             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3239 | 2055-01-01      | 5.5000%  |  | $94328.71          | $96873.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ0508 | 2055-08-01      | 6.0000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4454 | 2055-09-01      | 6.5000%  |  | $0.50              | $0.53              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ5129 | 2055-10-01      | 6.0000%  |  | $19737.18          | $20639.54          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL3527 | 2048-04-01      | 3.5000%  |  | $0.51              | $0.48              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA1365 | 2055-12-01      | 5.5000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1404 | 2055-11-01      | 6.0000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3899 | 2052-06-01      | 3.5000%  |  | $0.39              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4675 | 2052-09-01      | 4.5000%  |  | $0.38              | $0.38              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  |  | $0.40              | $0.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBW1977 | 2052-07-01      | 3.5000%  |  | $337.32            | $315.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR2227 | 2051-08-01      | 2.5000%  |  | $0.37              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS6639 | 2053-12-01      | 4.5000%  |  | $3.05              | $3.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  |  | $0.41              | $0.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB4115 | 2052-07-01      | 3.5000%  |  | $28.06             | $26.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3692 | 2049-07-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  |  | $0.32              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX7862 | 2053-03-01      | 6.0000%  |  | $0.35              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS9560 | 2046-10-01      | 3.0000%  |  | $0.12              | $0.11              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  |  | $5.10              | $5.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  |  | $46.04             | $47.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ2108 | 2045-10-01      | 3.5000%  |  | $0.14              | $0.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5105 | 2053-08-01      | 4.5000%  |  | $89.91             | $88.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAS6715 | 2031-02-01      | 2.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3671 | 2053-10-01      | 7.5000%  |  | $0.26              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB1216 | 2036-07-01      | 2.5000%  |  | $0.27              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1951 | 2048-07-01      | 4.0000%  |  | $45.89             | $44.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB6455 | 2053-06-01      | 4.0000%  |  | $69.91             | $66.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0455 | 2051-05-01      | 2.5000%  |  | $93.79             | $80.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4867 | 2053-01-01      | 4.5000%  |  | $0.42              | $0.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM7391 | 2036-05-01      | 2.5000%  |  | $0.20              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ1405 | 2041-09-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18492 G | 2029-01-01      | 3.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA2994 | 2053-11-01      | 7.0000%  |  | $491.42            | $530.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3013 | 2052-03-01      | 2.0000%  |  | $24.52             | $20.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3426 | 2052-04-01      | 3.5000%  |  | $0.37              | $0.34              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3723 | 2055-03-01      | 5.5000%  |  | $14400.88          | $14784.96          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ4554 | 2055-07-01      | 5.5000%  |  | $0.49              | $0.50              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF1900 | 2055-10-01      | 5.0000%  |  | $0.50              | $0.50              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ5002 | 2055-10-01      | 6.0000%  |  | $0.98              | $1.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9091 | 2055-10-01      | 6.5000%  |  | $0.50              | $0.53              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ7179 | 2055-11-01      | 5.5000%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL3180 | 2055-06-01      | 5.0000%  |  | $0.51              | $0.51              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA0698 | 2055-11-01      | 5.0000%  |  | $0.51              | $0.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8061 | 2055-12-01      | 5.0000%  |  | $2794.08           | $2822.36           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA2439 | 2056-01-01      | 5.5000%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4133 | 2051-04-01      | 3.5000%  |  | $0.51              | $0.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0259 | 2055-04-01      | 6.0000%  |  | $57.99             | $60.81             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3056 | 2054-12-01      | 5.0000%  |  | $5733.16           | $5799.67           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ4351 | 2055-06-01      | 5.0000%  |  | $3626.82           | $3668.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1051 | 2054-10-01      | 5.5000%  |  | $0.48              | $0.50              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  |  | $0.49              | $0.47              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1598 | 2055-05-01      | 5.0000%  |  | $0.50              | $0.50              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2103 | 2054-12-01      | 5.5000%  |  | $1.42              | $1.46              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1755 | 2055-07-01      | 6.0000%  |  | $6064.74           | $6275.68           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4457 | 2055-09-01      | 6.5000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0064 | 2055-11-01      | 5.5000%  |  | $15818.06          | $16128.15          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ5143 | 2055-10-01      | 4.5000%  |  | $0.51              | $0.50              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6481 | 2055-10-01      | 5.5000%  |  | $22.18             | $22.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0586 | 2055-06-01      | 6.0000%  |  | $128.67            | $134.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0824 | 2055-02-01      | 5.0000%  |  | $6779.52           | $6802.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA1352 | 2052-02-01      | 2.0000%  |  | $356.25            | $294.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA4139 | 2052-04-01      | 2.0000%  |  | $0.51              | $0.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8021 | 2050-12-01      | 2.5000%  |  | $0.30              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRQ0058 | 2055-10-01      | 6.5000%  |  | $0.49              | $0.51              | Agency Mortgage-Backed Securities         |
| FMAC FERA 5481AF 12/25/54 | 2054-12-25      | 5.0742%  |  | $8969.04           | $9010.41           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL068CV R25F068 | 2036-08-25      | 5.0000%  |  | $1508.04           | $1513.64           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5484FA 12/25/54 | 2054-12-25      | 5.0742%  |  | $3695.14           | $3711.85           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05440F 08/25/54 | 2054-08-25      | 4.9242%  |  | $1586.62           | $1591.58           | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5342FA 01/15/47 | 2047-01-15      | 4.3983%  |  | $6351.74           | $6227.14           | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5338FG 08/15/45 | 2045-08-15      | 4.4483%  |  | $4184.02           | $4112.79           | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4313FM 03/15/44 | 2044-03-15      | 4.5483%  |  | $1068.30           | $1054.13           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC007BD R25F007 | 2052-02-25      | 5.0000%  |  | $8088.25           | $8142.05           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC093FA R24F093 | 2054-12-25      | 5.3742%  |  | $5828.06           | $5882.69           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC092JF R24F092 | 2054-12-25      | 5.0242%  |  | $8508.82           | $8545.74           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FB R24F064 | 2054-09-25      | 4.9742%  |  | $3526.13           | $3533.05           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5445FH 08/25/54 | 2054-08-25      | 4.9742%  |  | $9294.68           | $9313.43           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5526FK 12/25/54 | 2054-12-25      | 4.9242%  |  | $9134.13           | $9135.00           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508FC 02/25/55 | 2055-02-25      | 4.8742%  |  | $4122.47           | $4145.20           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FJ 12/25/54 | 2054-12-25      | 5.0242%  |  | $13843.02          | $13907.39          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5479FA 12/25/54 | 2054-12-25      | 5.0742%  |  | $2312.11           | $2322.72           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5568FE 08/25/55 | 2055-08-25      | 5.0742%  |  | $10513.73          | $10571.70          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FB R24F090 | 2053-11-25      | 5.1242%  |  | $2588.20           | $2602.88           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5471BF 11/25/54 | 2054-11-25      | 4.8242%  |  | $10006.94          | $9999.41           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05563G 11/25/52 | 2052-11-25      | 5.0000%  |  | $10645.08          | $10734.30          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513MF 11/25/54 | 2054-11-25      | 4.8142%  |  | $2352.10           | $2361.98           | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.500 CLFS5679 | 2053-08-01      | 5.5000%  |  | $114.64            | $117.22            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAB4275 | 2027-01-01      | 3.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1551 | 2048-04-01      | 4.0000%  |  | $0.05              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP7519 | 2050-11-01      | 2.0000%  |  | $0.32              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA4701 | 2034-11-01      | 2.5000%  |  | $0.16              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8479 | 2047-01-01      | 3.0000%  |  | $0.15              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0498 | 2051-05-01      | 2.0000%  |  | $7.18              | $5.87              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6266 | 2053-05-01      | 6.0000%  |  | $14705.44          | $15336.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CKMA0185 | 2039-08-01      | 5.5000%  |  | $36.72             | $37.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9224 | 2051-01-01      | 2.0000%  |  | $0.36              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4325 | 2051-05-01      | 2.0000%  |  | $18410.43          | $15057.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6578 | 2050-08-01      | 2.5000%  |  | $72285.33          | $62088.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV5584 | 2052-05-01      | 3.5000%  |  | $0.41              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7925 | 2054-01-01      | 5.0000%  |  | $12.92             | $12.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  |  | $0.06              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CICA6862 | 2035-09-01      | 2.0000%  |  | $0.21              | $0.19              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ0093 | 2053-10-01      | 6.0000%  |  | $0.40              | $0.41              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ8119 | 2054-11-01      | 5.0000%  |  | $4741.59           | $4788.71           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL1041 | 2054-12-01      | 4.5000%  |  | $8631.50           | $8473.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0633 | 2055-02-01      | 5.5000%  |  | $50258.73          | $51691.72          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4781 | 2055-09-01      | 6.0000%  |  | $0.55              | $0.58              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2875 | 2056-01-01      | 5.0000%  |  | $0.50              | $0.50              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4695 | 2055-08-01      | 6.0000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRQ0083 | 2056-01-01      | 4.5000%  |  | $0.51              | $0.50              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2511 | 2055-09-01      | 5.5000%  |  | $18333.64          | $18905.51          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ5582 | 2055-12-01      | 5.5000%  |  | $0.51              | $0.52              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ8834 | 2055-11-01      | 6.5000%  |  | $0.50              | $0.53              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3428 | 2055-12-01      | 5.5000%  |  | $29108.11          | $29884.44          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA0880 | 2055-12-01      | 5.0000%  |  | $0.50              | $0.50              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3171 | 2056-01-01      | 5.5000%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0267 | 2051-04-01      | 2.0000%  |  | $15.25             | $12.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  |  | $0.42              | $0.43              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA2962 | 2037-04-01      | 3.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBW9765 | 2053-06-01      | 5.5000%  |  | $0.38              | $0.38              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2469 | 2055-09-01      | 5.5000%  |  | $2450.13           | $2532.02           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1045 | 2055-01-01      | 6.0000%  |  | $0.48              | $0.49              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL2693 | 2051-01-01      | 3.5000%  |  | $0.50              | $0.47              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0834 | 2055-08-01      | 5.0000%  |  | $0.50              | $0.50              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8472 | 2054-05-01      | 6.0000%  |  | $0.31              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  |  | $0.40              | $0.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6135 | 2053-04-01      | 4.5000%  |  | $34.40             | $33.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  |  | $0.42              | $0.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  |  | $0.41              | $0.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  |  | $62.51             | $61.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB4117 | 2052-07-01      | 3.5000%  |  | $0.42              | $0.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  |  | $304.01            | $283.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  |  | $0.39              | $0.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3744 | 2052-03-01      | 2.5000%  |  | $20.01             | $17.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  |  | $8648.82           | $8361.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3609 | 2052-05-01      | 3.5000%  |  | $0.39              | $0.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB2979 | 2037-02-01      | 2.5000%  |  | $56.01             | $53.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2751 | 2052-02-01      | 2.5000%  |  | $0.38              | $0.33              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3515 | 2052-05-01      | 3.5000%  |  | $51.45             | $48.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB5156 | 2052-11-01      | 6.5000%  |  | $0.32              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2436 | 2051-12-01      | 3.0000%  |  | $43.29             | $38.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1867 | 2051-10-01      | 2.5000%  |  | $0.39              | $0.33              | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5767 | 2030-12-01      | 4.2500%  |  | $24200.00          | $24447.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  |  | $0.40              | $0.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY3808 | 2053-08-01      | 5.5000%  |  | $67.93             | $69.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY0716 | 2053-04-01      | 6.0000%  |  | $0.31              | $0.33              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  |  | $0.39              | $0.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX3515 | 2055-10-01      | 6.0000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW8980 | 2052-10-01      | 4.0000%  |  | $0.40              | $0.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7198 | 2052-09-01      | 4.5000%  |  | $0.42              | $0.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CVAT5931 | 2028-06-01      | 2.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8087 | 2050-08-01      | 2.0000%  |  | $0.31              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBO9370 | 2034-11-01      | 5.0000%  |  | $0.20              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4936 | 2055-11-01      | 6.5000%  |  | $0.50              | $0.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3870 | 2055-10-01      | 6.0000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF3820 | 2055-12-01      | 5.0000%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1056 | 2055-10-01      | 5.5000%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0454 | 2055-10-01      | 6.0000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9766 | 2055-09-01      | 5.5000%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7020 | 2055-04-01      | 6.0000%  |  | $0.40              | $0.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0491 | 2054-06-01      | 6.5000%  |  | $0.40              | $0.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0455 | 2054-04-01      | 6.5000%  |  | $0.49              | $0.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3672 | 2053-10-01      | 7.5000%  |  | $0.32              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  |  | $0.15              | $0.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA1098 | 2053-12-01      | 6.5000%  |  | $237.80            | $248.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL849913 | 2035-09-01      | 5.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 KL835052 | 2035-05-01      | 5.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL759153 | 2034-01-01      | 5.5000%  |  | $75.30             | $76.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ2143 | 2045-07-01      | 3.5000%  |  | $144.45            | $137.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAW0937 | 2029-04-01      | 3.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT9223 | 2043-07-01      | 3.0000%  |  | $0.11              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  |  | $0.35              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8404 | 2051-01-01      | 3.0000%  |  | $230.74            | $210.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  |  | $19797.68          | $16224.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA7514 | 2035-10-01      | 2.5000%  |  | $0.25              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7342 | 2050-10-01      | 2.0000%  |  | $0.33              | $0.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $0.31              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7988 | 2050-12-01      | 2.0000%  |  | $15.13             | $12.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6698 | 2050-08-01      | 2.0000%  |  | $39977.25          | $32786.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6614 | 2050-08-01      | 3.0000%  |  | $0.18              | $0.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICA5065 | 2035-01-01      | 3.0000%  |  | $0.16              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA5022 | 2050-01-01      | 4.0000%  |  | $40.93             | $39.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4860 | 2049-12-01      | 3.0000%  |  | $95.17             | $86.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3792 | 2049-07-01      | 3.5000%  |  | $0.11              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTCA2985 | 2039-01-01      | 4.5000%  |  | $40.10             | $40.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CICA2527 | 2033-10-01      | 4.0000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV4133 | 2052-03-01      | 2.5000%  |  | $0.38              | $0.33              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU5890 | 2051-12-01      | 2.5000%  |  | $0.33              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5577 | 2055-02-01      | 6.0000%  |  | $0.49              | $0.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5036 | 2054-10-01      | 6.0000%  |  | $0.44              | $0.46              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4989 | 2054-10-01      | 5.5000%  |  | $14994.14          | $15527.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  |  | $0.33              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT6813 | 2051-10-01      | 3.0000%  |  | $0.28              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBT6598 | 2052-02-01      | 2.0000%  |  | $25.71             | $20.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR0909 | 2051-04-01      | 2.0000%  |  | $0.35              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBV6015 | 2055-08-01      | 7.0000%  |  | $0.38              | $0.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2483 | 2048-10-01      | 4.5000%  |  | $8.96              | $8.94              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1545 | 2048-04-01      | 4.0000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CWCA2522 | 2033-09-01      | 3.5000%  |  | $273.78            | $273.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CZ257280 | 2048-05-01      | 4.5000%  |  | $19.53             | $19.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 NQ256109 | 2036-01-01      | 6.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 K2255538 | 2034-11-01      | 5.5000%  |  | $15.72             | $15.87             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQN1110 | 2034-12-01      | 2.5000%  |  | $0.14              | $0.13              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3118 | 2055-10-01      | 6.0000%  |  | $0.49              | $0.51              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL2948 | 2055-10-01      | 5.0000%  |  | $0.51              | $0.51              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5518 | 2055-10-01      | 5.5000%  |  | $19.56             | $20.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  |  | $0.48              | $0.46              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.700 CA905475 | 2036-11-01      | 5.7000%  |  | $22.27             | $22.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL891434 | 2036-03-01      | 5.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL888538 | 2037-01-01      | 5.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL883993 | 2036-04-01      | 6.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC1672 | 2055-12-01      | 5.0000%  |  | $0.51              | $0.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0690 | 2055-07-01      | 5.0000%  |  | $0.49              | $0.50              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6178 | 2055-10-01      | 6.0000%  |  | $596.36            | $622.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5181 | 2055-10-01      | 5.5000%  |  | $0.49              | $0.50              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ4961 | 2055-10-01      | 5.5000%  |  | $8398.26           | $8566.19           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4855 | 2055-09-01      | 6.0000%  |  | $15.47             | $16.12             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4779 | 2055-10-01      | 6.5000%  |  | $0.50              | $0.53              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3230 | 2055-09-01      | 6.0000%  |  | $0.49              | $0.51              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX5154 | 2055-02-01      | 5.5000%  |  | $17400.26          | $17773.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD0163 | 2034-11-01      | 6.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5909 | 2055-12-01      | 5.0000%  |  | $143838.22         | $144327.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  |  | $0.48              | $0.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5767 | 2045-07-01      | 5.5000%  |  | $7271.73           | $7452.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  |  | $909.47            | $938.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0527 | 2055-06-01      | 6.0000%  |  | $17809.98          | $18387.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS9098 | 2054-09-01      | 5.0000%  |  | $0.44              | $0.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  |  | $225.07            | $191.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS5843 | 2052-10-01      | 4.0000%  |  | $0.42              | $0.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5625 | 2053-08-01      | 5.0000%  |  | $197.78            | $201.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6256 | 2052-08-01      | 3.5000%  |  | $18.14             | $16.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6241 | 2053-11-01      | 6.0000%  |  | $58487.62          | $61477.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4687 | 2053-05-01      | 5.5000%  |  | $0.41              | $0.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2171 | 2052-06-01      | 4.5000%  |  | $2.19              | $2.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2676 | 2052-06-01      | 3.0000%  |  | $75.74             | $67.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1125 | 2050-07-01      | 3.5000%  |  | $25.95             | $24.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFM9827 | 2041-03-01      | 2.0000%  |  | $0.34              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8087 | 2054-06-01      | 5.5000%  |  | $0.45              | $0.46              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ5492 | 2055-12-01      | 5.0000%  |  | $0.51              | $0.52              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ5194 | 2055-11-01      | 5.0000%  |  | $1.02              | $1.03              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ5110 | 2055-10-01      | 6.5000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ5057 | 2055-10-01      | 4.5000%  |  | $2364.30           | $2343.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CRAT3973 | 2033-04-01      | 3.0000%  |  | $60.17             | $57.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2118 | 2043-03-01      | 3.0000%  |  | $5.55              | $5.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS9321 | 2032-03-01      | 2.5000%  |  | $12.99             | $12.58             | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A1 R20M001 | 2029-10-25      | 2.1510%  |  | $1562.26           | $1530.08           | Agency Mortgage-Backed Securities         |

### Security 112: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.900%, 1/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CLRA8795 | 2053-04-01      | 5.5000%  |  | $788.09            | $812.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE9829 | 2047-03-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5587 | 2055-01-01      | 6.0000%  |  | $0.20              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ5061 | 2055-10-01      | 4.5000%  |  | $3579.97           | $3533.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0076 | 2055-03-01      | 5.5000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRQ0081 | 2056-01-01      | 3.5000%  |  | $0.25              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8195 | 2055-09-01      | 6.5000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX3831 | 2055-01-01      | 6.0000%  |  | $2135.61           | $2210.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4169 | 2051-04-01      | 3.0000%  |  | $0.25              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8397 | 2054-01-01      | 6.5000%  |  | $0.12              | $0.13              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0717 | 2055-04-01      | 6.5000%  |  | $0.23              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3306 | 2055-01-01      | 6.0000%  |  | $0.21              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLSL1618 | 2054-12-01      | 7.0000%  |  | $1616.07           | $1736.16           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB0032 | 2032-09-01      | 3.5000%  |  | $6.63              | $6.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY8504 | 2053-08-01      | 5.5000%  |  | $12.62             | $12.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7002 | 2054-01-01      | 6.5000%  |  | $0.20              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1516 | 2054-04-01      | 6.0000%  |  | $2375.53           | $2467.14           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA0534 | 2055-11-01      | 5.0000%  |  | $1727.95           | $1737.31           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0248 | 2054-01-01      | 5.0000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6976 | 2055-11-01      | 5.5000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ2100 | 2055-09-01      | 5.5000%  |  | $0.26              | $0.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9871 | 2056-01-01      | 5.0000%  |  | $3518.25           | $3533.27           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ7980 | 2055-11-01      | 5.0000%  |  | $860.62            | $865.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA5316 | 2048-03-01      | 3.5000%  |  | $20.44             | $19.26             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL3068 | 2055-11-01      | 5.0000%  |  | $6819.83           | $6880.19           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3275 | 2055-02-01      | 5.5000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2945 | 2056-01-01      | 5.0000%  |  | $3865.49           | $3887.24           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL3710 | 2052-11-01      | 3.5000%  |  | $7028.45           | $6614.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC1509 | 2055-11-01      | 5.0000%  |  | $0.27              | $0.27              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL3815 | 2053-01-01      | 3.0000%  |  | $0.25              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ7658 | 2055-11-01      | 6.0000%  |  | $3803.42           | $3935.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5942 | 2056-01-01      | 4.0000%  |  | $18.22             | $17.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBU8932 | 2052-04-01      | 3.5000%  |  | $1678.61           | $1568.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  |  | $2992.92           | $3096.29           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX5101 | 2055-02-01      | 6.0000%  |  | $1362.31           | $1420.37           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0267 | 2055-01-01      | 5.5000%  |  | $1.36              | $1.40              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY4736 | 2055-06-01      | 5.0000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1028 | 2055-09-01      | 6.0000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3244 | 2056-01-01      | 5.5000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  |  | $1203.12           | $1243.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7192 | 2055-08-01      | 6.0000%  |  | $29.96             | $31.58             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL2782 | 2055-08-01      | 6.5000%  |  | $0.23              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3076 | 2054-12-01      | 5.5000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIQO4535 | 2040-11-01      | 4.5000%  |  | $11.66             | $11.72             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSL3855 | 2051-09-01      | 2.5000%  |  | $664.27            | $569.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8660 | 2056-01-01      | 5.0000%  |  | $259.93            | $261.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA1629 | 2055-12-01      | 5.0000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQD7089 | 2052-02-01      | 3.5000%  |  | $0.16              | $0.15              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD3221 | 2051-12-01      | 2.0000%  |  | $0.18              | $0.15              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2936 | 2055-09-01      | 6.0000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2200 | 2055-09-01      | 6.0000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2209 | 2055-09-01      | 6.0000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2165 | 2055-09-01      | 6.0000%  |  | $70.43             | $73.08             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ2632 | 2055-09-01      | 5.5000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ0237 | 2055-08-01      | 6.0000%  |  | $594.33            | $620.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY4339 | 2055-05-01      | 5.0000%  |  | $4240.12           | $4260.19           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0741 | 2055-04-01      | 6.5000%  |  | $271.90            | $290.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX1757 | 2054-12-01      | 6.5000%  |  | $11.97             | $12.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5916 | 2040-12-01      | 5.0000%  |  | $0.26              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5834 | 2045-09-01      | 5.5000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  |  | $1.68              | $1.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  |  | $6929.33           | $7165.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  |  | $0.19              | $0.20              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQC5851 | 2051-08-01      | 4.5000%  |  | $169.55            | $167.35            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q32293 G | 2045-03-01      | 3.0000%  |  | $43.30             | $40.11             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Z40266 G | 2043-12-01      | 3.5000%  |  | $0.22              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD3631 | 2052-07-01      | 3.0000%  |  | $561.75            | $499.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  |  | $0.21              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $0.19              | $0.20              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  |  | $0.19              | $0.19              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  |  | $264.43            | $253.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  |  | $0.20              | $0.20              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  |  | $252.84            | $261.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  |  | $340.68            | $295.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7384 | 2055-01-01      | 6.0000%  |  | $204.79            | $214.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD6671 | 2052-04-01      | 3.0000%  |  | $1216.70           | $1111.17           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4669 | 2053-10-01      | 6.0000%  |  | $0.18              | $0.19              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1353 | 2052-06-01      | 3.5000%  |  | $2257.09           | $2121.07           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1305 | 2052-07-01      | 5.0000%  |  | $0.18              | $0.18              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1272 | 2052-07-01      | 4.5000%  |  | $382.03            | $380.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  |  | $2431.48           | $2264.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4100 | 2050-08-01      | 2.0000%  |  | $413.09            | $337.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8631 | 2056-01-01      | 5.0000%  |  | $342.47            | $345.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8582 | 2056-01-01      | 5.5000%  |  | $2123.22           | $2185.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9318 | 2054-10-01      | 5.5000%  |  | $1942.93           | $2012.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9841 | 2054-12-01      | 6.5000%  |  | $1498.20           | $1578.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  |  | $92.99             | $95.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7950 | 2054-02-01      | 4.5000%  |  | $2487.69           | $2473.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  |  | $1.43              | $1.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6748 | 2053-07-01      | 5.5000%  |  | $2136.27           | $2214.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6086 | 2053-04-01      | 6.0000%  |  | $1497.34           | $1576.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2054 | 2051-11-01      | 2.0000%  |  | $0.37              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  |  | $1255.03           | $1265.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8234 | 2050-12-01      | 3.0000%  |  | $1262.94           | $1147.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7567 | 2050-11-01      | 2.0000%  |  | $7.63              | $6.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  |  | $8906.51           | $7674.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX1148 | 2052-11-01      | 5.0000%  |  | $2029.32           | $2051.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4850 | 2054-08-01      | 5.5000%  |  | $2972.18           | $3042.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO0988 | 2049-07-01      | 3.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ4492 | 2047-11-01      | 4.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF6250 | 2055-12-01      | 5.0000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8789 | 2055-09-01      | 6.0000%  |  | $3519.89           | $3633.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE7942 | 2055-08-01      | 5.5000%  |  | $407.15            | $418.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8896 | 2055-09-01      | 6.0000%  |  | $6578.16           | $6887.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3858 | 2054-04-01      | 5.5000%  |  | $144.99            | $148.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA4904 | 2053-10-01      | 6.0000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT2032 | 2043-04-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV6026 | 2055-08-01      | 6.0000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6623 | 2046-02-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI6576 | 2041-07-01      | 5.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545189 | 2031-08-01      | 7.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI5955 | 2054-05-01      | 6.0000%  |  | $0.20              | $0.20              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTQK0914 | 2041-07-01      | 2.0000%  |  | $129.70            | $113.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ7685 | 2054-11-01      | 5.5000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ6653 | 2054-10-01      | 5.5000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH0481 | 2053-09-01      | 5.5000%  |  | $6.33              | $6.52              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQG2979 | 2053-05-01      | 3.0000%  |  | $0.21              | $0.19              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF0478 | 2052-09-01      | 5.0000%  |  | $3227.53           | $3253.47           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD8196 | 2052-03-01      | 2.0000%  |  | $290.39            | $236.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0625 | 2051-05-01      | 2.5000%  |  | $0.17              | $0.15              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8020 | 2034-12-01      | 2.5000%  |  | $0.05              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1949 | 2049-03-01      | 5.0000%  |  | $65.93             | $67.35             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS8598 | 2031-02-01      | 3.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS6793 | 2028-04-01      | 2.5000%  |  | $50.02             | $49.50             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZS7106 | 2030-02-01      | 3.5000%  |  | $69.09             | $68.81             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C09042 G | 2043-05-01      | 3.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC T60772 G | 2042-02-01      | 3.5000%  |  | $245.33            | $232.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3425 | 2056-01-01      | 5.5000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA3424 | 2056-01-01      | 5.0000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3001 | 2055-12-01      | 5.5000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2535 | 2056-01-01      | 5.0000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA2646 | 2056-01-01      | 6.5000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA1665 | 2055-12-01      | 5.0000%  |  | $7026.03           | $7087.12           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3118 | 2055-10-01      | 6.0000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2932 | 2055-09-01      | 5.5000%  |  | $5912.20           | $6048.24           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL2771 | 2055-04-01      | 6.5000%  |  | $125.76            | $132.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2525 | 2055-09-01      | 5.5000%  |  | $4236.42           | $4357.21           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2515 | 2055-04-01      | 5.5000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2313 | 2055-09-01      | 6.0000%  |  | $1876.80           | $1966.27           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1570 | 2055-07-01      | 6.0000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1180 | 2055-05-01      | 6.0000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0620 | 2055-03-01      | 5.5000%  |  | $227.73            | $234.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL0365 | 2054-12-01      | 6.5000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL0783 | 2050-04-01      | 3.5000%  |  | $0.23              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ9255 | 2055-10-01      | 5.5000%  |  | $530.77            | $542.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ9220 | 2055-11-01      | 5.5000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQZ8762 | 2055-11-01      | 3.5000%  |  | $8.65              | $8.05              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ8916 | 2055-11-01      | 6.5000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ8029 | 2055-11-01      | 6.0000%  |  | $1.62              | $1.69              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ5749 | 2055-10-01      | 6.5000%  |  | $244.62            | $255.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3385 | 2055-09-01      | 6.0000%  |  | $1794.91           | $1857.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3988 | 2040-04-01      | 3.0000%  |  | $57.20             | $53.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CNMA3250 | 2028-01-01      | 3.0000%  |  | $9.66              | $9.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA2611 | 2031-05-01      | 2.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA0895 | 2031-11-01      | 3.5000%  |  | $17.04             | $16.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1444 | 2055-11-01      | 5.5000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 ZLFP0137 | 2055-01-01      | 6.5000%  |  | $2586.16           | $2702.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 ZLFP0136 | 2055-01-01      | 6.5000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS9881 | 2053-05-01      | 4.5000%  |  | $0.21              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7211 | 2054-02-01      | 6.0000%  |  | $1000.87           | $1058.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3458 | 2050-08-01      | 3.5000%  |  | $2762.91           | $2616.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS2769 | 2051-06-01      | 2.0000%  |  | $0.20              | $0.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0927 | 2051-05-01      | 3.0000%  |  | $0.19              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8404 | 2051-08-01      | 3.5000%  |  | $65.28             | $61.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM6264 | 2036-02-01      | 3.0000%  |  | $703.57            | $685.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5026 | 2050-12-01      | 2.0000%  |  | $205.28            | $170.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4529 | 2050-10-01      | 2.5000%  |  | $2228.86           | $1926.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA3638 | 2050-01-01      | 3.5000%  |  | $1694.86           | $1597.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA1156 | 2054-07-01      | 6.5000%  |  | $424.23            | $449.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  |  | $513.15            | $525.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0532 | 2046-06-01      | 4.5000%  |  | $835.87            | $841.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA1386 | 2055-12-01      | 5.5000%  |  | $2471.79           | $2532.64           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA0415 | 2055-12-01      | 5.0000%  |  | $561.31            | $563.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA0880 | 2055-12-01      | 5.0000%  |  | $1473.96           | $1480.79           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CIRR0038 | 2040-11-01      | 5.0000%  |  | $3089.40           | $3144.91           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIRR0001 | 2040-06-01      | 4.5000%  |  | $129.53            | $130.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0076 | 2055-12-01      | 5.5000%  |  | $6500.80           | $6628.24           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ5611 | 2055-12-01      | 5.5000%  |  | $2530.75           | $2598.25           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4813 | 2055-09-01      | 6.5000%  |  | $6399.20           | $6862.12           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3997 | 2055-04-01      | 5.0000%  |  | $1683.59           | $1692.81           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2220 | 2054-08-01      | 6.5000%  |  | $2770.66           | $2927.44           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2682 | 2054-10-01      | 6.0000%  |  | $0.21              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0227 | 2053-11-01      | 6.5000%  |  | $387.24            | $406.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ0249 | 2053-11-01      | 6.0000%  |  | $129.96            | $134.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL3889 | 2049-06-01      | 3.5000%  |  | $0.25              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3882 | 2055-12-01      | 5.5000%  |  | $12129.49          | $12464.18          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3389 | 2055-09-01      | 5.5000%  |  | $13730.40          | $14134.54          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ1968 | 2054-07-01      | 6.0000%  |  | $2867.89           | $3026.80           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4504 | 2053-08-01      | 6.5000%  |  | $0.20              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  |  | $0.20              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS3256 | 2052-11-01      | 6.0000%  |  | $0.16              | $0.16              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5826 | 2051-09-01      | 2.5000%  |  | $0.18              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB1156 | 2051-07-01      | 3.5000%  |  | $1307.75           | $1237.74           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG4367 | 2053-06-01      | 7.0000%  |  | $0.17              | $0.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  |  | $0.20              | $0.18              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6117 | 2049-10-01      | 5.0000%  |  | $699.70            | $714.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM5446 | 2050-08-01      | 4.0000%  |  | $2468.79           | $2359.30           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA7804 | 2052-08-01      | 5.5000%  |  | $3044.89           | $3119.33           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM3990 | 2047-08-01      | 4.0000%  |  | $31.39             | $30.43             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1076 | 2052-01-01      | 3.0000%  |  | $2630.24           | $2365.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0039 | 2051-04-01      | 2.5000%  |  | $2816.27           | $2414.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ3022 | 2050-10-01      | 2.0000%  |  | $0.16              | $0.13              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G07642 G | 2041-10-01      | 5.0000%  |  | $12.76             | $13.21             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB8251 | 2051-02-01      | 2.0000%  |  | $0.16              | $0.13              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD6101 | 2050-09-01      | 3.0000%  |  | $584.51            | $535.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1185 | 2051-10-01      | 3.0000%  |  | $1315.54           | $1171.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  |  | $0.20              | $0.19              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS7403 | 2031-05-01      | 3.0000%  |  | $17.53             | $17.27             | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-020 PF     | 2053-02-20      | 4.6677%  |  | $5690.62           | $5673.89           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-097 FA     | 2055-06-20      | 5.3677%  |  | $6323.54           | $6381.33           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 CF     | 2055-09-20      | 5.0677%  |  | $28673.40          | $28825.01          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FE     | 2055-08-20      | 5.0677%  |  | $1987.62           | $2004.94           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 DF     | 2055-06-20      | 5.3177%  |  | $4226.11           | $4245.52           | Agency Collateralized Mortgage Obligation |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $34386.85          | $35363.44          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $37352.30          | $38517.30          | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  |  | $171791.55         | $170793.39         | U.S. Treasuries (including strips)        |
| USTR BILL 01/20/26        | 2026-01-20      | 0.0000%  |  | $5023.88           | $5014.06           | U.S. Treasuries (including strips)        |

### Security 113: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.880%, 1/30/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 2.6900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.000 CNMA5837 | 2035-09-01      | 5.0000%  |  | $0.92              | $0.94              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI7509 | 2054-06-01      | 6.0000%  |  | $18246.85          | $19175.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  |  | $1685.77           | $1770.68           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  |  | $2180.32           | $2260.06           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9478 | 2053-07-01      | 5.5000%  |  | $7865.97           | $8077.11           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9302 | 2053-06-01      | 6.5000%  |  | $5948.25           | $6223.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8732 | 2054-08-01      | 6.5000%  |  | $84.54             | $89.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8013 | 2054-06-01      | 6.5000%  |  | $2742.55           | $2874.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB5344 | 2054-05-01      | 6.0000%  |  | $1082.57           | $1119.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB2856 | 2055-01-01      | 5.0000%  |  | $572.84            | $583.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1974 | 2054-09-01      | 6.5000%  |  | $1089.85           | $1140.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA3301 | 2053-10-01      | 6.0000%  |  | $551.87            | $571.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8745 | 2047-02-01      | 3.0000%  |  | $186.47            | $171.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6347 | 2045-12-01      | 4.0000%  |  | $275.70            | $269.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2134 | 2042-08-01      | 3.5000%  |  | $4352.25           | $4186.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $36.08             | $33.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT257367 | 2028-09-01      | 5.5000%  |  | $31.28             | $31.88             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  |  | $0.44              | $0.43              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  |  | $1799.40           | $1869.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0957 | 2055-06-01      | 6.0000%  |  | $1.94              | $2.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1779 | 2055-06-01      | 6.0000%  |  | $2576.79           | $2696.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA1051 | 2053-10-01      | 5.5000%  |  | $756.66            | $771.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ8657 | 2054-11-01      | 5.5000%  |  | $0.81              | $0.83              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CNMA5688 | 2035-03-01      | 5.5000%  |  | $0.83              | $0.86              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CI890882 | 2034-02-01      | 4.5000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8499 | 2051-01-01      | 2.0000%  |  | $138291.37         | $114638.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5138 | 2054-11-01      | 5.5000%  |  | $0.88              | $0.92              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  |  | $10689.20          | $10452.76          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  |  | $812.50            | $831.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9844 | 2053-09-01      | 5.5000%  |  | $26721.43          | $27673.74          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8299 | 2052-12-01      | 5.5000%  |  | $4036.15           | $4172.96           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  |  | $0.73              | $0.73              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH0239 | 2053-09-01      | 6.0000%  |  | $774.13            | $817.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $55.87             | $57.20             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD5776 | 2052-01-01      | 3.0000%  |  | $2677.22           | $2419.17           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q38388 G | 2046-01-01      | 4.0000%  |  | $356.04            | $347.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $0.80              | $0.82              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1514 | 2052-08-01      | 5.0000%  |  | $0.76              | $0.77              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3619 | 2042-11-01      | 3.5000%  |  | $0.19              | $0.18              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN4257 | 2049-03-01      | 4.5000%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0668 | 2043-04-01      | 4.0000%  |  | $3215.44           | $3148.14           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK5291 | 2048-06-01      | 4.5000%  |  | $1223.06           | $1227.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE6218 | 2055-10-01      | 5.5000%  |  | $1577.08           | $1621.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1995 | 2055-06-01      | 6.0000%  |  | $1407.79           | $1457.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE1957 | 2055-06-01      | 5.0000%  |  | $1164.83           | $1176.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0308 | 2055-06-01      | 5.5000%  |  | $3.88              | $3.97              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3225 | 2055-01-01      | 6.5000%  |  | $397.24            | $420.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC8770 | 2055-01-01      | 5.0000%  |  | $1293.62           | $1307.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3003 | 2054-09-01      | 5.5000%  |  | $1617.37           | $1676.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1063 | 2054-09-01      | 7.0000%  |  | $977.34            | $1039.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0487 | 2054-09-01      | 6.5000%  |  | $1290.22           | $1358.19           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  |  | $649.33            | $672.83            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q31601 G | 2045-02-01      | 4.0000%  |  | $1530.36           | $1492.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  |  | $0.50              | $0.50              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB9940 | 2054-09-01      | 5.0000%  |  | $1665.07           | $1687.05           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  |  | $1352.55           | $1370.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7335 | 2054-07-01      | 6.0000%  |  | $11446.29          | $11915.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD0528 | 2051-11-01      | 3.0000%  |  | $340.16            | $306.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC1906 | 2054-09-01      | 6.5000%  |  | $1232.93           | $1303.71           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-069 VF     | 2055-04-20      | 5.0677%  |  | $2.98              | $2.99              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-211 FD     | 2055-12-20      | 5.1909%  |  | $100000.00         | $101675.51         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-210 FC     | 2055-12-20      | 5.2500%  |  | $22919.71          | $23347.78          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-170 FA     | 2055-10-20      | 4.9677%  |  | $87762.14          | $88078.95          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-205 FD     | 2055-11-20      | 5.1747%  |  | $69469.30          | $69532.88          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-063 LD     | 2053-07-20      | 5.2500%  |  | $5536.74           | $5593.30           | Agency Collateralized Mortgage Obligation |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $107043.00         | $107977.50         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $690940.60         | $710563.31         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $6840.40           | $7053.75           | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $18772.70          | $18892.98          | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  |  | $112.10            | $111.45            | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  |  | $457.00            | $435.32            | U.S. Treasuries (including strips)        |
| USTR BILL 10/01/26        | 2026-10-01      | 0.0000%  |  | $14661.50          | $14284.85          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $656924.50         | $668934.37         | U.S. Treasuries (including strips)        |

### Security 114: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.850%, 1/30/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $1500000.00
- **C.18.a - Value (excl. sponsor support):** $1500000.00
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.500 CLDD1746 | 2055-02-01      | 5.5000%  |  | $182.17            | $187.12            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7709 C     | 2064-10-20      | 4.0000%  |  | $54.61             | $52.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9556 | 2055-10-01      | 5.5000%  |  | $0.37              | $0.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5581 | 2054-11-01      | 5.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q30510 G | 2044-12-01      | 3.5000%  |  | $760.71            | $728.13            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q29019 G | 2044-10-01      | 4.0000%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9003 | 2045-02-01      | 3.5000%  |  | $0.15              | $0.14              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3LZL0755 | 2037-02-01      | 4.5000%  |  | $13.94             | $14.00             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLZJ4914 | 2031-02-01      | 7.5000%  |  | $12.42             | $12.66             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI9526 | 2039-12-01      | 5.0000%  |  | $407.84            | $421.80            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C04052 G | 2042-06-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  |  | $20876.27          | $19716.53          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07351 G | 2042-08-01      | 3.5000%  |  | $0.67              | $0.65              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G05398 G | 2033-11-01      | 5.0000%  |  | $2.48              | $2.53              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9627 | 2045-01-01      | 3.5000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  |  | $0.18              | $0.19              | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC G01903 G | 2034-01-01      | 8.0000%  |  | $54.07             | $56.90             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $5.53              | $5.89              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A48052 G | 2035-12-01      | 5.5000%  |  | $109.84            | $113.65            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  |  | $0.33              | $0.33              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $0.89              | $0.91              | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  |  | $0.21              | $0.21              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU0673 C     | 2050-04-20      | 4.0000%  |  | $273.08            | $259.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9466 C     | 2050-04-20      | 4.0000%  |  | $287.15            | $274.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9274 C     | 2050-05-20      | 4.0000%  |  | $268.41            | $256.10            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9273 C     | 2050-05-20      | 4.0000%  |  | $383.94            | $366.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9272 C     | 2050-05-20      | 4.0000%  |  | $196.30            | $187.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9271 C     | 2050-05-20      | 4.0000%  |  | $359.30            | $343.49            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q38388 G | 2046-01-01      | 4.0000%  |  | $492.16            | $479.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3TZT0906 | 2034-06-01      | 4.5000%  |  | $40.99             | $41.73             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  |  | $46.94             | $44.51             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC N35004 G | 2045-05-01      | 3.0000%  |  | $17.49             | $16.15             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  |  | $56.96             | $57.31             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8030 M     | 2051-08-20      | 3.0000%  |  | $91.27             | $81.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9230 | 2054-08-01      | 7.0000%  |  | $0.20              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  |  | $0.33              | $0.33              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5647 | 2053-02-01      | 5.5000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7338 | 2050-10-01      | 2.0000%  |  | $0.24              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6610 | 2050-08-01      | 3.0000%  |  | $0.16              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  |  | $0.35              | $0.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ5876 | 2050-11-01      | 2.5000%  |  | $279.32            | $242.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTBQ4473 | 2041-02-01      | 2.0000%  |  | $45651.18          | $40097.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO3106 | 2049-10-01      | 3.0000%  |  | $1671.67           | $1506.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN0508 | 2048-09-01      | 3.5000%  |  | $0.04              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5312 | 2055-09-01      | 6.0000%  |  | $0.37              | $0.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE4107 | 2055-08-01      | 5.5000%  |  | $712.09            | $728.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9295 | 2055-04-01      | 6.0000%  |  | $609.24            | $629.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD9132 | 2055-05-01      | 5.0000%  |  | $584.38            | $591.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8565 | 2055-05-01      | 6.0000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6536 | 2055-05-01      | 5.5000%  |  | $0.34              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7099 | 2055-06-01      | 6.0000%  |  | $0.17              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4903 | 2055-03-01      | 5.5000%  |  | $103.42            | $105.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CKBM7860 | 2050-12-01      | 4.0000%  |  | $1125.90           | $1067.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ0778 C     | 2054-01-20      | 6.5000%  |  | $596.04            | $636.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1012 | 2055-02-01      | 5.5000%  |  | $0.35              | $0.36              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR8866 | 2043-06-01      | 3.5000%  |  | $284.55            | $272.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4746 | 2052-06-01      | 5.0000%  |  | $790.25            | $796.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9453 | 2051-03-01      | 2.0000%  |  | $178.24            | $148.15            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3997 C     | 2063-05-20      | 1.5000%  |  | $51.08             | $36.42             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6873 M     | 2039-01-20      | 6.5000%  |  | $41.53             | $44.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 ZK310219 | 2048-10-01      | 3.0000%  |  | $0.32              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3870 | 2049-07-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CV4691 C     | 2063-07-20      | 6.0000%  |  | $127.15            | $130.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5004 | 2045-05-01      | 3.5000%  |  | $8420.79           | $8037.64           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG8390 | 2053-07-01      | 5.0000%  |  | $1642.18           | $1649.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5135 | 2048-07-01      | 4.0000%  |  | $10287.37          | $10039.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF8195 | 2053-02-01      | 6.0000%  |  | $180.29            | $187.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9478 | 2053-07-01      | 5.5000%  |  | $702.74            | $721.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA8603 | 2050-04-01      | 3.5000%  |  | $302.27            | $286.37            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2937 C     | 2053-10-20      | 7.5000%  |  | $524.90            | $566.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5857 | 2049-04-01      | 4.0000%  |  | $4020.53           | $3935.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB7361 | 2054-07-01      | 6.5000%  |  | $1502.48           | $1580.14           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7356 | 2052-08-01      | 5.0000%  |  | $911.43            | $928.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9429 | 2054-11-01      | 5.0000%  |  | $0.36              | $0.36              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  |  | $36235.12          | $37094.38          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8304 M     | 2045-10-20      | 3.5000%  |  | $33.76             | $30.51             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU9140 C     | 2053-06-20      | 6.0000%  |  | $342.36            | $357.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1868 | 2052-11-01      | 5.5000%  |  | $36.23             | $37.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD3832 | 2055-03-01      | 5.0000%  |  | $125.96            | $126.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9449 | 2047-04-01      | 3.5000%  |  | $1741.19           | $1651.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8689 | 2047-01-01      | 3.5000%  |  | $182.28            | $173.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  |  | $10.76             | $9.77              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8451 | 2046-12-01      | 3.0000%  |  | $3.83              | $3.50              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8189 | 2046-10-01      | 3.0000%  |  | $67.65             | $62.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8105 | 2046-10-01      | 3.0000%  |  | $8068.24           | $7415.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7884 | 2046-09-01      | 3.0000%  |  | $10.26             | $9.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7863 | 2046-09-01      | 3.0000%  |  | $40198.86          | $36660.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7355 | 2046-06-01      | 3.5000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-023 FK     | 2051-04-20      | 6.6677%  |  | $10363.94          | $11349.99          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FD     | 2051-05-20      | 5.1677%  |  | $14336.23          | $14589.74          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-203 JF     | 2054-12-20      | 4.7677%  |  | $7234.97           | $7251.29           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FM     | 2054-11-20      | 5.1677%  |  | $607.01            | $611.07            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 JF     | 2054-11-20      | 5.1177%  |  | $4184.79           | $4200.21           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-110 FC     | 2054-07-20      | 4.9177%  |  | $9622.51           | $9665.66           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FW     | 2054-06-20      | 5.0677%  |  | $561.67            | $564.30            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-057 EF     | 2054-04-20      | 5.0677%  |  | $46.08             | $46.28             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 UF     | 2054-02-20      | 4.9177%  |  | $6146.13           | $6186.97           | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.000 CLAS8005 | 2046-09-01      | 3.0000%  |  | $5826.92           | $5312.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6337 | 2045-12-01      | 3.5000%  |  | $2260.70           | $2160.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS5993 | 2045-10-01      | 3.0000%  |  | $1205.71           | $1105.87           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG7496 | 2053-07-01      | 6.0000%  |  | $1376.51           | $1442.81           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG3520 | 2053-05-01      | 5.0000%  |  | $1622.00           | $1637.22           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG2186 | 2053-04-01      | 6.0000%  |  | $2075.41           | $2150.53           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $89.58             | $91.72             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG0752 | 2053-04-01      | 5.5000%  |  | $1963.12           | $2009.31           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF8204 | 2053-02-01      | 6.0000%  |  | $27.77             | $28.81             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7826 | 2053-02-01      | 6.0000%  |  | $1238.99           | $1304.64           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7301 | 2053-01-01      | 6.0000%  |  | $1001.15           | $1040.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF6431 | 2053-01-01      | 6.0000%  |  | $300.43            | $315.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6330 | 2053-01-01      | 5.5000%  |  | $310.60            | $325.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF6198 | 2053-01-01      | 6.0000%  |  | $623.26            | $648.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF2389 | 2052-10-01      | 5.5000%  |  | $26.57             | $27.20             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF1989 | 2052-10-01      | 5.0000%  |  | $0.20              | $0.20              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG2506 | 2053-05-01      | 5.5000%  |  | $762.19            | $790.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1354 | 2052-10-01      | 5.5000%  |  | $1244.35           | $1273.27           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9014 | 2052-08-01      | 5.0000%  |  | $748.40            | $757.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8833 | 2052-09-01      | 4.5000%  |  | $211.37            | $207.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR3320 | 2043-02-01      | 3.5000%  |  | $1675.80           | $1611.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  |  | $0.34              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAQ7191 | 2043-07-01      | 3.0000%  |  | $186.42            | $171.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAP9568 | 2027-10-01      | 3.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2122 | 2042-08-01      | 3.0000%  |  | $19102.90          | $17750.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO5534 | 2042-07-01      | 3.5000%  |  | $426.69            | $410.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2978 | 2042-05-01      | 3.5000%  |  | $31730.97          | $30602.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL7278 | 2030-08-01      | 3.5000%  |  | $211.77            | $210.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9270 C     | 2050-05-20      | 4.0000%  |  | $281.69            | $269.47            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3784 C     | 2050-04-20      | 4.0000%  |  | $189.20            | $180.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3782 C     | 2050-04-20      | 4.0000%  |  | $204.16            | $194.77            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3781 C     | 2050-04-20      | 4.0000%  |  | $97.16             | $92.69             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3788 C     | 2050-04-20      | 4.0000%  |  | $76.39             | $72.70             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3284 C     | 2050-04-20      | 4.0000%  |  | $2036.39           | $1968.14           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3787 C     | 2050-04-20      | 4.0000%  |  | $249.41            | $240.86            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6871 M     | 2050-09-20      | 5.5000%  |  | $94.10             | $97.97             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6870 M     | 2050-09-20      | 5.0000%  |  | $91.92             | $94.39             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6714 M     | 2050-06-20      | 5.0000%  |  | $130.55            | $133.42            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6584 M     | 2050-04-20      | 3.5000%  |  | $39.31             | $35.54             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6512 M     | 2035-03-20      | 2.5000%  |  | $133.26            | $127.31            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7180 M     | 2051-01-20      | 2.5000%  |  | $72.41             | $60.71             | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-095 F      | 2055-05-20      | 5.2877%  |  | $21472.98          | $21678.23          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-060 JF     | 2055-04-20      | 5.0677%  |  | $13989.71          | $14063.05          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-184 FD     | 2053-12-20      | 5.0177%  |  | $14034.86          | $14133.94          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-131 HF     | 2063-09-20      | 4.9677%  |  | $17106.10          | $17213.00          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-152 FJ     | 2053-10-20      | 5.0677%  |  | $9010.31           | $9082.40           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-154 FJ     | 2053-10-20      | 5.2177%  |  | $1883.94           | $1897.49           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-065 KC     | 2053-05-20      | 7.0000%  |  | $6759.52           | $7455.47           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-001 JH     | 2052-01-20      | 1.5000%  |  | $18579.27          | $14984.09          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 FH     | 2055-09-20      | 5.0677%  |  | $27954.79          | $28118.23          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 FN     | 2051-03-20      | 4.7677%  |  | $2479.78           | $2493.85           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 MF     | 2051-05-20      | 4.7677%  |  | $3473.37           | $3493.07           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-154 FG     | 2055-09-20      | 4.8177%  |  | $12171.47          | $12209.92          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FH     | 2055-08-20      | 4.9877%  |  | $21377.89          | $21482.60          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 GF     | 2055-07-20      | 4.8177%  |  | $32003.71          | $32095.81          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF     | 2055-07-20      | 5.2377%  |  | $36798.02          | $37156.85          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-154 FH     | 2055-09-20      | 5.1177%  |  | $18718.45          | $18834.20          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-057 FG     | 2054-04-20      | 5.1177%  |  | $30.96             | $31.14             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FL     | 2053-08-20      | 5.0377%  |  | $8352.58           | $8391.10           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-080 FB     | 2055-05-20      | 5.4177%  |  | $12187.18          | $12321.61          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 DF     | 2055-06-20      | 5.3177%  |  | $108.71            | $109.21            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF     | 2055-06-20      | 5.4177%  |  | $36283.40          | $36735.46          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5245DF 08/25/52 | 2052-08-25      | 4.5742%  |  | $0.36              | $0.35              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-112 FD     | 2053-08-20      | 5.2177%  |  | $18389.95          | $18511.09          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 NF     | 2051-05-20      | 4.7677%  |  | $3460.50           | $3480.13           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FC     | 2054-11-20      | 5.1177%  |  | $15256.08          | $15355.64          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FX     | 2054-11-20      | 5.1677%  |  | $34946.08          | $35205.66          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 VF     | 2055-04-20      | 5.0677%  |  | $2.98              | $2.99              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-184 FM     | 2053-12-20      | 5.2677%  |  | $7649.19           | $7707.37           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FE     | 2055-08-20      | 5.0677%  |  | $36713.15          | $37033.05          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 FM     | 2055-07-20      | 5.0677%  |  | $13736.22          | $13824.44          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 FW     | 2065-06-20      | 4.8177%  |  | $18971.45          | $19031.99          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 TF     | 2054-02-20      | 5.0677%  |  | $11210.71          | $11261.98          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FG     | 2050-07-20      | 5.9177%  |  | $6084.58           | $6460.19           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 EF     | 2065-08-20      | 4.9177%  |  | $19584.32          | $19625.98          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 MF     | 2054-01-20      | 5.1677%  |  | $9825.87           | $9887.49           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 GF     | 2054-01-20      | 5.2177%  |  | $10781.40          | $10853.90          | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA6157 M     | 2049-09-20      | 5.0000%  |  | $47.35             | $48.39             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5819 M     | 2049-03-20      | 5.0000%  |  | $39.63             | $40.45             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5266 M     | 2048-06-20      | 5.0000%  |  | $411.92            | $419.47            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4782 M     | 2047-10-20      | 5.5000%  |  | $132.86            | $138.34            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 798441 X     | 2042-05-15      | 4.5000%  |  | $101.31            | $103.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3639 | 2055-03-01      | 5.5000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q18603 G | 2043-06-01      | 3.5000%  |  | $583.37            | $565.19            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q17952 G | 2043-05-01      | 4.0000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q08985 G | 2042-06-01      | 4.0000%  |  | $740.04            | $730.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3822 | 2053-09-01      | 5.5000%  |  | $674.86            | $698.50            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q28932 G | 2044-10-01      | 4.0000%  |  | $830.22            | $815.20            | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ1375 | 2054-02-01      | 4.5000%  |  | $0.33              | $0.32              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR2393 C     | 2053-05-20      | 6.0000%  |  | $3024.57           | $3275.01           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3285 C     | 2050-04-20      | 4.0000%  |  | $2522.08           | $2442.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 4PZL0907 | 2035-01-01      | 5.0000%  |  | $9.46              | $9.59              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI9058 | 2054-07-01      | 6.0000%  |  | $2656.34           | $2761.85           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7380 C     | 2054-01-20      | 7.5000%  |  | $2162.49           | $2332.54           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  |  | $1006.81           | $1028.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW6047 C     | 2053-11-20      | 6.5000%  |  | $361.38            | $380.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8332 | 2053-06-01      | 6.0000%  |  | $0.26              | $0.27              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9301 M     | 2053-11-20      | 3.5000%  |  | $5339.31           | $4940.23           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6504 M     | 2050-01-20      | 3.5000%  |  | $103.84            | $94.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH9312 | 2047-09-01      | 3.5000%  |  | $9679.63           | $9166.25           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9455 | 2053-07-01      | 6.0000%  |  | $9728.62           | $10114.79          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9465 C     | 2050-04-20      | 4.0000%  |  | $421.45            | $405.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3283 C     | 2050-04-20      | 4.0000%  |  | $1380.69           | $1329.30           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G60081 G | 2045-06-01      | 4.0000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9643 | 2052-09-01      | 5.0000%  |  | $1045.94           | $1063.16           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0915 C     | 2064-08-20      | 2.5000%  |  | $229.57            | $191.09            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7624 C     | 2054-01-20      | 8.0000%  |  | $794.12            | $843.23            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3780 C     | 2050-04-20      | 4.0000%  |  | $172.52            | $164.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7816 C     | 2053-11-20      | 7.5000%  |  | $764.04            | $814.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  |  | $0.26              | $0.27              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3426 C     | 2053-05-20      | 6.0000%  |  | $334.56            | $346.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  |  | $1458.31           | $1508.22           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1540 C     | 2053-09-20      | 7.5000%  |  | $482.77            | $514.23            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7612 M     | 2041-07-20      | 7.0000%  |  | $20.62             | $20.76             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8787 | 2052-08-01      | 4.5000%  |  | $550.92            | $549.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI2416 | 2054-04-01      | 6.0000%  |  | $1133.83           | $1182.95           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI2213 | 2054-03-01      | 5.0000%  |  | $682.98            | $692.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI0936 | 2054-03-01      | 6.0000%  |  | $2390.68           | $2498.70           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CNRD5139 | 2033-01-01      | 5.5000%  |  | $25.27             | $26.17             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CTRB5274 | 2044-01-01      | 6.0000%  |  | $9.93              | $10.38             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9621 | 2053-08-01      | 5.5000%  |  | $7763.90           | $7995.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9433 | 2053-07-01      | 5.5000%  |  | $9489.42           | $9827.60           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9384 | 2053-07-01      | 6.0000%  |  | $8813.09           | $9211.43           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA9252 | 2053-06-01      | 4.5000%  |  | $2914.74           | $2881.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  |  | $30.74             | $30.96             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  |  | $843.58            | $868.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA8431 | 2053-01-01      | 6.5000%  |  | $36.45             | $38.21             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8209 | 2053-01-01      | 5.5000%  |  | $2526.72           | $2588.26           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ3006 | 2054-09-01      | 5.0000%  |  | $976.11            | $989.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8856 | 2054-02-01      | 6.0000%  |  | $837.83            | $880.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8281 | 2054-01-01      | 6.0000%  |  | $2034.72           | $2128.14           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQH5209 | 2053-11-01      | 5.0000%  |  | $2545.74           | $2563.85           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH4693 | 2053-11-01      | 5.5000%  |  | $25.50             | $26.32             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH1710 | 2053-10-01      | 6.0000%  |  | $717.03            | $755.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6744 | 2045-04-01      | 3.5000%  |  | $7245.85           | $6952.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3832 | 2043-07-01      | 3.5000%  |  | $1679.12           | $1609.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK4499 | 2042-02-01      | 3.5000%  |  | $20038.05          | $19366.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ5964 | 2041-11-01      | 3.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545304 | 2031-11-01      | 7.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CT256856 | 2027-08-01      | 6.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL190350 | 2034-03-01      | 5.5000%  |  | $4.06              | $4.19              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI8650 | 2054-06-01      | 6.0000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI7511 | 2054-06-01      | 5.5000%  |  | $0.70              | $0.72              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI4763 | 2054-04-01      | 6.0000%  |  | $254.59            | $266.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  |  | $1880.22           | $1948.99           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0308 | 2055-02-01      | 5.5000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9229 | 2055-07-01      | 6.0000%  |  | $0.32              | $0.33              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY1039 | 2055-04-01      | 5.0000%  |  | $0.37              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $76896.21          | $77458.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAB8287 | 2042-04-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1616 | 2055-05-01      | 5.0000%  |  | $1067.05           | $1076.85           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3660 | 2055-03-01      | 6.5000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5012 | 2048-03-01      | 3.5000%  |  | $7092.07           | $6757.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4027 | 2048-05-01      | 3.5000%  |  | $1316.23           | $1250.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK4810 | 2048-09-01      | 4.0000%  |  | $10702.36          | $10425.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK0915 | 2048-07-01      | 4.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  |  | $1383.76           | $1349.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ4916 | 2048-03-01      | 3.5000%  |  | $0.06              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U4BF0202 | 2051-01-01      | 4.5000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE3619 | 2047-05-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2447 | 2047-01-01      | 3.5000%  |  | $5555.09           | $5282.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $4.05              | $3.70              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2855 | 2046-09-01      | 3.0000%  |  | $26185.50          | $23944.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF2300 | 2055-10-01      | 6.0000%  |  | $0.37              | $0.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDF0635 | 2040-09-01      | 5.5000%  |  | $674.54            | $695.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF0402 | 2055-10-01      | 4.5000%  |  | $0.37              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE8760 | 2055-09-01      | 5.0000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8685 | 2055-09-01      | 6.5000%  |  | $866.79            | $905.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8701 | 2055-09-01      | 6.5000%  |  | $0.75              | $0.78              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8256 | 2055-09-01      | 5.5000%  |  | $4500.00           | $4628.03           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 08.000 CLZJ4912 | 2031-02-01      | 8.0000%  |  | $12.42             | $13.02             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8411 M     | 2052-10-20      | 5.0000%  |  | $23.39             | $23.63             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3783 C     | 2050-04-20      | 4.0000%  |  | $182.11            | $173.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8082 | 2050-08-01      | 2.0000%  |  | $9395.58           | $7712.52           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU5005 C     | 2050-05-20      | 3.5000%  |  | $489.98            | $453.49            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3786 C     | 2050-04-20      | 4.0000%  |  | $113.65            | $108.36            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6872 M     | 2050-09-20      | 6.0000%  |  | $48.06             | $50.85             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF9670 | 2053-03-01      | 5.5000%  |  | $31.97             | $32.92             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6729 | 2049-05-01      | 4.5000%  |  | $41.89             | $41.85             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CL3171 C     | 2052-01-20      | 4.0000%  |  | $320.26            | $305.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5375 | 2045-07-01      | 3.5000%  |  | $10993.21          | $10479.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH2022 | 2053-10-01      | 6.0000%  |  | $690.59            | $728.70            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8861 | 2052-09-01      | 5.0000%  |  | $1161.44           | $1186.52           | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  |  | $0.12              | $0.13              | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q24207 G | 2044-01-01      | 4.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  |  | $203.08            | $208.45            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6716 M     | 2050-06-20      | 6.0000%  |  | $103.45            | $109.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1995 | 2054-10-01      | 5.5000%  |  | $7510.74           | $7658.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6733 | 2042-03-01      | 3.5000%  |  | $17989.60          | $17383.24          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G07692 G | 2044-03-01      | 4.5000%  |  | $21.56             | $21.77             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9534 C     | 2052-07-20      | 4.5000%  |  | $265.38            | $262.55            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3326 C     | 2050-05-20      | 3.0000%  |  | $484.96            | $442.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9392 | 2054-08-01      | 6.5000%  |  | $0.35              | $0.37              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0802 C     | 2064-08-20      | 3.0000%  |  | $62.48             | $55.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8420 | 2046-12-01      | 3.0000%  |  | $5898.88           | $5410.41           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6156 | 2053-07-01      | 6.0000%  |  | $1199.51           | $1253.80           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6251 | 2053-07-01      | 6.0000%  |  | $72.83             | $75.33             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG3914 | 2053-06-01      | 6.0000%  |  | $87.47             | $92.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7789 | 2054-08-01      | 5.5000%  |  | $560.99            | $582.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDB7478 | 2040-03-01      | 4.5000%  |  | $0.36              | $0.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7356 | 2054-07-01      | 6.0000%  |  | $0.33              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB0064 | 2054-04-01      | 6.0000%  |  | $93.13             | $97.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL735502 | 2035-04-01      | 6.0000%  |  | $0.00              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAY9046 | 2035-05-01      | 3.0000%  |  | $61.02             | $57.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY8587 | 2045-08-01      | 3.5000%  |  | $192.07            | $182.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC8358 | 2054-12-01      | 4.5000%  |  | $437.03            | $433.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7761 | 2054-12-01      | 6.0000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6532 | 2054-11-01      | 5.0000%  |  | $11664.14          | $11703.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC4569 | 2054-11-01      | 5.0000%  |  | $5011.58           | $5028.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5314 | 2054-11-01      | 5.5000%  |  | $2175.67           | $2221.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC4076 | 2054-10-01      | 6.0000%  |  | $0.31              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  |  | $201.51            | $208.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC0552 | 2054-07-01      | 6.0000%  |  | $226.47            | $235.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CKDC8611 | 2054-10-01      | 6.0000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7381 C     | 2054-01-20      | 8.0000%  |  | $412.08            | $436.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE4688 | 2055-07-01      | 5.0000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG6307 C     | 2054-11-20      | 5.5000%  |  | $384.10            | $394.33            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5602 C     | 2064-10-20      | 6.5000%  |  | $1991.50           | $2081.02           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7807 C     | 2054-12-20      | 5.5000%  |  | $870.56            | $893.75            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7746 C     | 2056-03-20      | 3.0000%  |  | $39.70             | $35.47             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7736 C     | 2062-04-20      | 4.0000%  |  | $24.29             | $23.13             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7724 C     | 2063-12-20      | 7.5000%  |  | $113.32            | $118.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7706 C     | 2063-10-20      | 4.5000%  |  | $14.39             | $14.00             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7815 C     | 2053-11-20      | 7.5000%  |  | $953.50            | $1015.63           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7813 C     | 2053-11-20      | 7.5000%  |  | $8659.59           | $9126.76           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7790 C     | 2053-11-20      | 7.0000%  |  | $284.92            | $299.08            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3444 C     | 2053-05-20      | 6.0000%  |  | $346.95            | $362.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1539 C     | 2053-09-20      | 7.5000%  |  | $547.79            | $583.23            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1534 C     | 2053-09-20      | 7.5000%  |  | $2662.54           | $2806.18           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU0485 C     | 2053-04-20      | 7.5000%  |  | $304.83            | $328.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CT5358 C     | 2063-03-20      | 5.5000%  |  | $146.70            | $148.71            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS5067 C     | 2053-01-20      | 7.5000%  |  | $298.17            | $321.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR9823 C     | 2053-01-20      | 7.5000%  |  | $532.15            | $574.05            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CR2394 X     | 2053-05-15      | 6.0000%  |  | $1325.77           | $1433.63           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR0057 C     | 2052-12-20      | 7.5000%  |  | $419.33            | $437.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CQ3338 C     | 2062-09-20      | 4.5000%  |  | $210.84            | $205.08            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0896 C     | 2064-08-20      | 4.0000%  |  | $132.43            | $126.42            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0871 C     | 2064-02-20      | 3.5000%  |  | $44.34             | $40.38             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0829 C     | 2064-07-20      | 3.5000%  |  | $229.38            | $208.86            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0808 C     | 2064-01-20      | 3.0000%  |  | $75.69             | $67.81             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5420 C     | 2064-08-20      | 4.0000%  |  | $309.06            | $295.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $3899.23           | $3623.20           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G07137 G | 2039-10-01      | 6.0000%  |  | $126.87            | $134.97            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784794 X     | 2042-06-15      | 4.0000%  |  | $220.11            | $214.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0878 C     | 2063-08-20      | 4.0000%  |  | $111.34            | $106.29            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  |  | $130.38            | $136.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3LZL0757 | 2037-05-01      | 4.5000%  |  | $13.44             | $13.63             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5685 | 2054-10-01      | 6.5000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA9058 M     | 2050-08-20      | 3.0000%  |  | $130.64            | $116.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI8376 | 2054-06-01      | 6.0000%  |  | $0.37              | $0.39              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2650 C     | 2064-05-20      | 3.5000%  |  | $499.16            | $454.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  |  | $11147.20          | $10543.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9570 C     | 2052-07-20      | 4.5000%  |  | $327.13            | $323.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR1463 | 2043-01-01      | 3.0000%  |  | $220.62            | $204.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2423 C     | 2053-11-20      | 7.5000%  |  | $322.42            | $337.77            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2187 X     | 2052-06-15      | 5.5000%  |  | $537.88            | $572.04            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V83149 G | 2047-04-01      | 4.0000%  |  | $1065.02           | $1036.69           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6778 | 2053-02-01      | 5.5000%  |  | $4376.62           | $4512.35           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5359 C     | 2064-08-20      | 3.5000%  |  | $271.86            | $247.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8533 | 2055-09-01      | 6.0000%  |  | $1705.93           | $1766.89           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX3908 | 2055-01-01      | 5.0000%  |  | $0.36              | $0.36              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7347 C     | 2055-04-20      | 6.0000%  |  | $3617.90           | $3768.99           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8875 C     | 2055-02-20      | 6.5000%  |  | $396.56            | $421.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF4407 C     | 2064-11-20      | 4.0000%  |  | $333.56            | $318.43            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785053 C     | 2050-06-20      | 4.5000%  |  | $25038.14          | $24348.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C     | 2050-06-20      | 5.5000%  |  | $1375.02           | $1464.49           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736644 X     | 2031-05-15      | 6.5000%  |  | $51.20             | $53.13             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736641 X     | 2032-05-15      | 6.5000%  |  | $63.53             | $66.11             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 736306 C     | 2031-02-20      | 7.0000%  |  | $46.84             | $48.02             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 733533 X     | 2041-01-15      | 3.5000%  |  | $35.70             | $33.63             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AR8429 C     | 2037-05-20      | 5.5000%  |  | $244.89            | $254.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3274 C     | 2055-03-20      | 6.0000%  |  | $2691.40           | $2790.60           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3138 C     | 2055-03-20      | 6.0000%  |  | $4245.94           | $4402.45           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9519 C     | 2055-09-20      | 6.5000%  |  | $11263.83          | $11962.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1076 C     | 2055-07-20      | 6.0000%  |  | $702.22            | $728.11            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1003 C     | 2055-08-20      | 6.0000%  |  | $7587.52           | $7867.21           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0272 C     | 2055-08-20      | 6.5000%  |  | $650.51            | $687.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3115 C     | 2055-08-20      | 6.0000%  |  | $5325.55           | $5521.86           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3124 C     | 2053-12-20      | 8.0000%  |  | $3464.30           | $3675.23           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3123 C     | 2053-12-20      | 8.0000%  |  | $470.78            | $499.46            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3122 C     | 2053-12-20      | 8.0000%  |  | $495.43            | $525.63            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3121 C     | 2053-12-20      | 8.0000%  |  | $455.95            | $483.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6019 C     | 2053-10-20      | 7.5000%  |  | $853.23            | $920.42            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6018 C     | 2053-10-20      | 7.5000%  |  | $415.51            | $448.23            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2978 C     | 2053-10-20      | 7.5000%  |  | $995.19            | $1073.56           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2938 C     | 2053-10-20      | 7.5000%  |  | $1965.09           | $2119.84           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2424 C     | 2053-11-20      | 7.5000%  |  | $831.28            | $866.29            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX7264 C     | 2054-01-20      | 7.5000%  |  | $695.50            | $734.29            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2613 C     | 2064-06-20      | 3.5000%  |  | $173.74            | $158.20            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2608 C     | 2064-06-20      | 2.5000%  |  | $299.62            | $249.40            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2577 C     | 2064-05-20      | 3.5000%  |  | $411.83            | $374.98            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB6276 C     | 2064-06-20      | 3.5000%  |  | $129.97            | $118.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0433 C     | 2054-03-20      | 6.0000%  |  | $576.93            | $607.20            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DA9234 C     | 2063-06-20      | 2.0000%  |  | $56.17             | $44.03             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0900 C     | 2064-08-20      | 3.0000%  |  | $324.10            | $290.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3740 | 2053-09-01      | 6.0000%  |  | $0.57              | $0.60              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4462 | 2053-11-01      | 6.0000%  |  | $529.39            | $556.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $0.31              | $0.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  |  | $0.31              | $0.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  |  | $650.72            | $672.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7559 | 2053-03-01      | 5.5000%  |  | $27083.20          | $28153.89          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP7290 X     | 2045-10-15      | 4.5000%  |  | $145.12            | $143.76            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AF3174 C     | 2035-08-20      | 5.5000%  |  | $67.53             | $68.68             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AE2211 C     | 2036-04-20      | 5.5000%  |  | $40.24             | $41.59             | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CL8529 C     | 2039-07-20      | 5.5000%  |  | $246.09            | $254.76            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CJ2186 C     | 2052-06-20      | 6.0000%  |  | $415.46            | $449.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CG2269 C     | 2040-08-20      | 5.0000%  |  | $394.18            | $397.76            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7447 C     | 2051-08-20      | 4.0000%  |  | $167.53            | $160.49            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7063 C     | 2051-08-20      | 4.0000%  |  | $228.89            | $218.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3785 C     | 2050-04-20      | 4.0000%  |  | $421.13            | $402.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT1002 C     | 2050-06-20      | 4.5000%  |  | $164.50            | $168.19            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BM9834 C     | 2049-06-20      | 6.0000%  |  | $141.54            | $150.48            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5373 C     | 2052-12-20      | 7.5000%  |  | $341.41            | $357.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5275 C     | 2053-01-20      | 7.5000%  |  | $247.07            | $258.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0457 | 2042-09-01      | 3.5000%  |  | $1428.72           | $1363.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM2006 | 2048-01-01      | 4.0000%  |  | $3081.59           | $2995.75           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4264 | 2053-11-01      | 6.0000%  |  | $776.64            | $813.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9325 | 2050-03-01      | 5.0000%  |  | $0.04              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6338 | 2045-12-01      | 3.5000%  |  | $11582.21          | $11066.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA1156 | 2054-07-01      | 6.5000%  |  | $0.31              | $0.33              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9794 | 2055-09-01      | 6.0000%  |  | $0.40              | $0.41              | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA5177 M     | 2048-05-20      | 3.5000%  |  | $72.63             | $65.70             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CD0710 C     | 2051-05-20      | 2.5000%  |  | $261.34            | $226.39            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q60516 G | 2048-12-01      | 4.5000%  |  | $754.84            | $750.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6481 M     | 2050-02-20      | 6.5000%  |  | $185.97            | $198.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9150 | 2055-05-01      | 6.0000%  |  | $0.31              | $0.32              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0280 C     | 2055-08-20      | 6.5000%  |  | $631.18            | $667.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7383 C     | 2054-01-20      | 8.0000%  |  | $2314.40           | $2452.83           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1404 C     | 2054-05-20      | 6.5000%  |  | $679.74            | $721.94            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7806 C     | 2054-12-20      | 5.5000%  |  | $768.94            | $789.42            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7157 C     | 2055-01-20      | 6.0000%  |  | $398.32            | $417.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9026 | 2055-02-01      | 5.5000%  |  | $462.82            | $472.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9446 | 2054-11-01      | 4.5000%  |  | $0.35              | $0.35              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6243 | 2049-01-01      | 4.5000%  |  | $224.98            | $225.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3996 C     | 2063-08-20      | 2.0000%  |  | $106.70            | $83.64             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ4872 C     | 2054-01-20      | 6.0000%  |  | $575.73            | $603.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7626 C     | 2054-01-20      | 8.0000%  |  | $969.14            | $1029.04           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7625 C     | 2054-01-20      | 8.0000%  |  | $951.21            | $1010.04           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7621 C     | 2054-01-20      | 7.5000%  |  | $825.95            | $879.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7620 C     | 2054-01-20      | 7.5000%  |  | $1177.51           | $1253.59           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CW7531 C     | 2063-06-20      | 2.0000%  |  | $37.95             | $29.75             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CC0198 C     | 2051-04-20      | 3.0000%  |  | $2050.65           | $1852.82           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BY1855 C     | 2050-12-20      | 4.0000%  |  | $256.18            | $244.58            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW9306 C     | 2050-08-20      | 2.0000%  |  | $145.42            | $119.80            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3391 C     | 2050-05-20      | 5.0000%  |  | $173.45            | $175.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3325 C     | 2050-05-20      | 3.0000%  |  | $364.56            | $329.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7090 C     | 2055-01-20      | 7.0000%  |  | $765.21            | $823.29            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6287 C     | 2055-02-20      | 6.5000%  |  | $459.96            | $494.01            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3157 C     | 2055-03-20      | 6.5000%  |  | $1069.81           | $1125.72           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7348 C     | 2055-04-20      | 6.5000%  |  | $3360.69           | $3556.90           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8140 | 2052-08-01      | 5.0000%  |  | $7.61              | $7.67              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7863 | 2052-08-01      | 5.0000%  |  | $674.79            | $687.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5829 | 2052-07-01      | 5.0000%  |  | $53.63             | $55.39             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5777 | 2052-07-01      | 5.0000%  |  | $688.94            | $699.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE2763 | 2052-05-01      | 4.5000%  |  | $490.66            | $486.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA8719 | 2050-04-01      | 3.5000%  |  | $241.31            | $228.57            | Agency Mortgage-Backed Securities         |
| FMAC 08.500 FGPC G60687 G | 2031-05-01      | 8.5000%  |  | $0.93              | $0.97              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA1386 | 2049-07-01      | 3.5000%  |  | $869.84            | $822.83            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q52446 G | 2047-11-01      | 3.5000%  |  | $567.65            | $542.92            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q63567 G | 2049-05-01      | 4.0000%  |  | $0.14              | $0.14              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CN3251 C     | 2052-04-20      | 5.0000%  |  | $424.32            | $444.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8379 M     | 2052-06-20      | 5.0000%  |  | $27.38             | $27.87             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8381 M     | 2052-09-20      | 5.0000%  |  | $25.03             | $25.29             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8299 M     | 2052-05-20      | 4.0000%  |  | $21.26             | $19.96             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8997 M     | 2053-07-20      | 6.0000%  |  | $31.80             | $32.27             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7867 M     | 2051-08-20      | 3.0000%  |  | $40.61             | $36.44             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7866 M     | 2052-01-20      | 2.5000%  |  | $216.44            | $181.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7811 M     | 2051-12-20      | 2.5000%  |  | $42.40             | $35.52             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7691 M     | 2051-10-20      | 3.0000%  |  | $44.59             | $40.01             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7690 M     | 2051-10-20      | 2.5000%  |  | $104.65            | $87.69             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7556 M     | 2051-08-20      | 3.0000%  |  | $52.02             | $46.67             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7461 M     | 2045-04-20      | 3.5000%  |  | $29.26             | $26.45             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7299 M     | 2051-03-20      | 2.5000%  |  | $74.42             | $62.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1454 | 2054-11-01      | 5.5000%  |  | $0.33              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1422 | 2054-05-01      | 4.5000%  |  | $0.37              | $0.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0557 | 2052-09-01      | 3.5000%  |  | $0.34              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9470 | 2054-11-01      | 5.0000%  |  | $0.35              | $0.35              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7114 | 2054-09-01      | 6.0000%  |  | $0.31              | $0.32              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6008 | 2054-08-01      | 5.5000%  |  | $0.32              | $0.33              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5457 | 2054-05-01      | 5.5000%  |  | $0.33              | $0.34              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD5076 | 2054-03-01      | 6.5000%  |  | $35199.19          | $37746.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  |  | $7168.51           | $7423.51           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2871 | 2053-04-01      | 5.5000%  |  | $383.91            | $394.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1872 | 2052-11-01      | 5.5000%  |  | $13320.87          | $13786.61          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1051 | 2052-07-01      | 4.0000%  |  | $2952.42           | $2844.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZT1100 | 2042-12-01      | 3.5000%  |  | $11.09             | $10.59             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7481 M     | 2038-12-20      | 7.0000%  |  | $26.76             | $27.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD3814 | 2055-03-01      | 4.5000%  |  | $383.82            | $378.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0388 | 2053-03-01      | 4.5000%  |  | $0.35              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7807 | 2055-05-01      | 5.0000%  |  | $0.37              | $0.37              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7391 | 2055-01-01      | 6.0000%  |  | $0.33              | $0.34              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7627 C     | 2054-01-20      | 7.5000%  |  | $641.81            | $684.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDC6767 | 2039-12-01      | 4.5000%  |  | $0.36              | $0.36              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK3334 C     | 2065-05-20      | 7.0000%  |  | $5064.81           | $5294.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA2449 | 2052-04-01      | 2.0000%  |  | $0.37              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0566 | 2054-04-01      | 6.0000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6976 | 2053-02-01      | 5.5000%  |  | $360.92            | $378.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9297 | 2052-09-01      | 5.0000%  |  | $298.20            | $301.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLDF1511 | 2055-10-01      | 4.0000%  |  | $0.37              | $0.36              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD7084 X     | 2047-10-15      | 4.0000%  |  | $459.17            | $441.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4849 | 2054-12-01      | 5.5000%  |  | $6858.42           | $7018.16           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-065 TF     | 2053-05-20      | 4.7677%  |  | $18597.94          | $18553.71          | Agency Mortgage-Backed Securities         |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $86803.88          | $89492.23          | U.S. Treasuries (including strips)        |

### Security 115: Societe Generale, New York Branch

- **C.1 - Title:** Societe Generale, New York Branch, REPO,  3.780%, 1/7/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 988FSF000, C.3 - LEI: 254900J6B390XMPVLV82
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MB0485 M     | 2055-07-20      | 5.5000%  |  | $3.95              | $4.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8060 | 2050-12-01      | 2.0000%  |  | $202144.15         | $165849.70         | Agency Mortgage-Backed Securities         |
| FNMA FNRA RC103FM R09F103 | 2039-11-25      | 4.6887%  |  | $364.03            | $364.75            | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 3479BF 08/15/38 | 2038-08-15      | 5.0983%  |  | $355.84            | $361.30            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2007-006 FA     | 2037-02-20      | 3.9984%  |  | $649.84            | $640.67            | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 02.500 CLCA6913 | 2050-09-01      | 2.5000%  |  | $124934.65         | $107246.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7553 | 2052-06-01      | 4.0000%  |  | $134379.11         | $128871.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3715 | 2053-07-01      | 6.0000%  |  | $113660.57         | $117564.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6056 | 2054-08-01      | 6.0000%  |  | $98117.69          | $103554.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ2998 | 2050-10-01      | 2.0000%  |  | $154580.79         | $126696.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1069 | 2049-06-01      | 3.5000%  |  | $122958.34         | $116900.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0486 M     | 2055-07-20      | 6.0000%  |  | $36656.21          | $37623.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0050 | 2055-09-01      | 6.0000%  |  | $12423.99          | $12828.72          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7298 | 2052-08-01      | 3.0000%  |  | $109151.46         | $98789.28          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2005-08 F       | 2035-01-20      | 4.0484%  |  | $504.92            | $502.76            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-66 F       | 2034-08-16      | 4.1487%  |  | $0.10              | $0.10              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-032 FD     | 2027-12-16      | 4.0487%  |  | $35.13             | $35.16             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2003-35 CF      | 2033-03-16      | 4.1487%  |  | $119.08            | $119.21            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2003-12 FP      | 2033-02-20      | 4.3743%  |  | $212.95            | $212.69            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2007-14 FB      | 2037-03-20      | 4.0484%  |  | $542.29            | $535.03            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2007-027 FD     | 2037-05-20      | 4.1484%  |  | $0.13              | $0.13              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-032 PF     | 2032-03-16      | 4.0987%  |  | $198.17            | $198.15            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2003-46 FB      | 2033-06-16      | 4.0687%  |  | $417.27            | $415.54            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2007-020 FA     | 2037-04-20      | 4.1484%  |  | $390.82            | $386.73            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-032 FP     | 2033-04-16      | 4.0987%  |  | $554.17            | $553.54            | Agency Collateralized Mortgage Obligation |

## N-MFP: Signatures

**Registrant:** Federated Hermes Insurance Series

**Date:** 2026-01-08

**By:** Stephen Van Meter

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

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