# EDGAR Filing Document

**Accession Number:** 0000856517
**File Stem:** 0001193125-26-007146
**Filing Date:** 2026-1
**Character Count:** 623665
**Document Hash:** 2f221e0588aab1361eaee9d8a8cc9a54
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-007146.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0001193125-26-007146

**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 Money Market Obligations Trust
- **CENTRAL INDEX KEY:** 0000856517

**ORGANIZATION NAME:**
- **EIN:** 251415329
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05950
- **FILM NUMBER:** 26517911

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MONEY MARKET OBLIGATIONS TRUST
- **DATE OF NAME CHANGE:** 20101109

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MONEY MARKET OBLIGATIONS TRUST /NEW/
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Federated Hermes Government Reserves Fund (Series ID: S000009529)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000026050 | Class P Shares | GRFXX           |
| C000158659 | Class A Shares | GRAXX           |
| C000158661 | Class C Shares | GRCXX           |
| C000158662 | Class F Shares | GRGXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000856517

### General Information

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

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

**CIK Number of Registrant:** 0000856517

**LEI of Registrant:** 25490005VWJDWX717014

**Name of Series:** FEDERATED HERMES GOVERNMENT RESERVES FUND

**LEI of Series:** 25490029P8TQCRKZER13

**EDGAR Series Identifier:** S000009529

**Total number of share classes in the series:** 4

**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 | Ernst & Young LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | Federated Administrative Services              |  |
| Transfer Agent                | SS&C GIDS, Inc.<br>CIK: 0000275143             | 084-00896         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-31602

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 37 days

- **WAL:** 95 days

- **Total Value of Portfolio Securities:** $5890057753.91

- **Amortized Cost of Portfolio Securities:** $5888637290.90

- **Cash:** $1344679.05

- **Total Other Assets:** $8468242.65

- **Total Liabilities:** $30560181.24

- **Net Assets of Series:** $5867890031.36

- **Number of Shares Outstanding (Series):** 5867862544.0700

- **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 | $4752018014.67            | $5423586520.08             | 74.5900%                  | 85.1300%                   |
| 2025-12-02 | $4542947241.98            | $5314528627.32             | 72.5500%                  | 84.8700%                   |
| 2025-12-03 | $4517492854.85            | $5364087120.13             | 71.5900%                  | 85.0000%                   |
| 2025-12-04 | $4520633196.01            | $5272240341.21             | 72.8700%                  | 84.9900%                   |
| 2025-12-05 | $4511896551.90            | $5318542336.90             | 71.8900%                  | 84.7500%                   |
| 2025-12-08 | $4805702266.01            | $5412360933.23             | 75.2200%                  | 84.7200%                   |
| 2025-12-09 | $4432269627.08            | $5238941176.53             | 71.3100%                  | 84.2900%                   |
| 2025-12-10 | $4587085852.52            | $5178770284.18             | 74.5300%                  | 84.1400%                   |
| 2025-12-11 | $4358845741.89            | $5150543055.78             | 71.1600%                  | 84.0800%                   |
| 2025-12-12 | $4278797121.50            | $5100533082.06             | 70.5800%                  | 84.1400%                   |
| 2025-12-15 | $4261821921.84            | $4864570764.62             | 73.1500%                  | 83.5000%                   |
| 2025-12-16 | $4100334177.39            | $4903093756.28             | 69.8700%                  | 83.5400%                   |
| 2025-12-17 | $4313210782.64            | $5115981097.64             | 70.9200%                  | 84.1200%                   |
| 2025-12-18 | $4034907145.29            | $4862688196.40             | 69.2800%                  | 83.4900%                   |
| 2025-12-19 | $4119863652.63            | $4947676912.07             | 69.7100%                  | 83.7100%                   |
| 2025-12-22 | $4336676952.72            | $4964500948.28             | 73.1700%                  | 83.7700%                   |
| 2025-12-23 | $4091560350.28            | $4924112081.95             | 69.5100%                  | 83.6600%                   |
| 2025-12-24 | $4205114841.12            | $5032686540.01             | 70.2100%                  | 84.0300%                   |
| 2025-12-26 | $4256647656.02            | $5047532305.74             | 70.8900%                  | 84.0600%                   |
| 2025-12-29 | $4467099014.71            | $5057993648.05             | 74.1200%                  | 83.9300%                   |
| 2025-12-30 | $4151317490.11            | $4942222107.06             | 70.2300%                  | 83.6100%                   |
| 2025-12-31 | $4355853721.28            | $4929770257.95             | 73.8500%                  | 83.5800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 4.0600%             |
| 2025-12-02 | 4.0600%             |
| 2025-12-03 | 4.0500%             |
| 2025-12-04 | 4.0400%             |
| 2025-12-05 | 4.0300%             |
| 2025-12-08 | 3.9800%             |
| 2025-12-09 | 3.9700%             |
| 2025-12-10 | 3.9700%             |
| 2025-12-11 | 3.9500%             |
| 2025-12-12 | 3.9300%             |
| 2025-12-15 | 3.8600%             |
| 2025-12-16 | 3.8400%             |
| 2025-12-17 | 3.8200%             |
| 2025-12-18 | 3.8100%             |
| 2025-12-19 | 3.8100%             |
| 2025-12-22 | 3.8000%             |
| 2025-12-23 | 3.8000%             |
| 2025-12-24 | 3.8000%             |
| 2025-12-26 | 3.8000%             |
| 2025-12-29 | 3.8200%             |
| 2025-12-30 | 3.8200%             |
| 2025-12-31 | 3.8300%             |

### 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 | 1.0003                      |
|  |  |
| 2025-12-16 | 1.0003                      |
|  |  |
| 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: Class P Shares

- **Minimum Initial Investment:** $500.00

- **Net Assets of Class:** $5565103716.63

- **Number of Shares Outstanding:** 5565077762.4700

- **Expense Reimbursement/Waiver:** 627649.00

**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 | 1.0003          |
|  |  |
| 2025-12-16 | 1.0003          |
|  |  |
| 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 | $48805861.13              | $11459363.67            |
| 2025-12-02 | $13711062.99              | $28690758.03            |
| 2025-12-03 | $22996708.36              | $59962.72               |
| 2025-12-04 | $1431287.97               | $20539499.85            |
| 2025-12-05 | $20957527.54              | $1372900.29             |
| 2025-12-08 | $18191474.40              | $17975672.95            |
| 2025-12-09 | $594982.35                | $27021035.25            |
| 2025-12-10 | $18371.53                 | $58456507.24            |
| 2025-12-11 | $490109.53                | $29710557.62            |
| 2025-12-12 | $15490488.01              | $110987868.29           |
| 2025-12-15 | $2883936.52               | $209290064.89           |
| 2025-12-16 | $37195739.16              | $0.00                   |
| 2025-12-17 | $211911250.49             | $88604.04               |
| 2025-12-18 | $1136015.87               | $279871572.38           |
| 2025-12-19 | $84482482.86              | $0.00                   |
| 2025-12-22 | $36393599.19              | $269040.13              |
| 2025-12-23 | $23061608.19              | $79857869.04            |
| 2025-12-24 | $101553696.31             | $2308.62                |
| 2025-12-26 | $63749174.74              | $30494989.66            |
| 2025-12-29 | $37148075.34              | $27030897.85            |
| 2025-12-30 | $1784358.26               | $118554231.82           |
| 2025-12-31 | $51891.89                 | $19370737.20            |

**Total Gross Subscriptions (Month):** $744039702.63

**Total Gross Redemptions (Month):** $1071104441.54

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.0400%           |
| 2025-12-02 | 3.0400%           |
| 2025-12-03 | 3.0300%           |
| 2025-12-04 | 3.0200%           |
| 2025-12-05 | 3.0000%           |
| 2025-12-08 | 2.9600%           |
| 2025-12-09 | 2.9500%           |
| 2025-12-10 | 2.9500%           |
| 2025-12-11 | 2.9300%           |
| 2025-12-12 | 2.9000%           |
| 2025-12-15 | 2.8400%           |
| 2025-12-16 | 2.8200%           |
| 2025-12-17 | 2.8000%           |
| 2025-12-18 | 2.7900%           |
| 2025-12-19 | 2.7900%           |
| 2025-12-22 | 2.7800%           |
| 2025-12-23 | 2.7700%           |
| 2025-12-24 | 2.7700%           |
| 2025-12-26 | 2.7800%           |
| 2025-12-29 | 2.8000%           |
| 2025-12-30 | 2.8000%           |
| 2025-12-31 | 2.8100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 100.0000%        | 0.0000%              |

### Class: Class A Shares

- **Minimum Initial Investment:** $1500.00

- **Net Assets of Class:** $299740764.09

- **Number of Shares Outstanding:** 299739241.6000

- **Expense Reimbursement/Waiver:** 27435.00

**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 | 1.0003          |
|  |  |
| 2025-12-16 | 1.0003          |
|  |  |
| 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 | $1195028.97               | $159453.86              |
| 2025-12-02 | $579933.57                | $731191.39              |
| 2025-12-03 | $460893.02                | $302882.05              |
| 2025-12-04 | $913523.07                | $831964.83              |
| 2025-12-05 | $17391415.11              | $1016848.35             |
| 2025-12-08 | $485351.89                | $451266.15              |
| 2025-12-09 | $309117.19                | $243722.63              |
| 2025-12-10 | $526991.08                | $2771251.12             |
| 2025-12-11 | $774309.29                | $1701901.35             |
| 2025-12-12 | $487329.41                | $235770.23              |
| 2025-12-15 | $206392.86                | $520746.10              |
| 2025-12-16 | $592252.81                | $280821.76              |
| 2025-12-17 | $918471.75                | $605835.83              |
| 2025-12-18 | $425024.35                | $609655.59              |
| 2025-12-19 | $3104946.34               | $1250461.28             |
| 2025-12-22 | $1327904.19               | $763478.27              |
| 2025-12-23 | $172884.90                | $662433.08              |
| 2025-12-24 | $1396852.15               | $778242.19              |
| 2025-12-26 | $136959.01                | $515893.52              |
| 2025-12-29 | $167756.96                | $702625.84              |
| 2025-12-30 | $697379.60                | $176484.56              |
| 2025-12-31 | $6804494.51               | $529878.18              |

**Total Gross Subscriptions (Month):** $39075212.03

**Total Gross Redemptions (Month):** $15842808.16

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.1900%           |
| 2025-12-02 | 3.1900%           |
| 2025-12-03 | 3.1800%           |
| 2025-12-04 | 3.1600%           |
| 2025-12-05 | 3.1500%           |
| 2025-12-08 | 3.1100%           |
| 2025-12-09 | 3.1000%           |
| 2025-12-10 | 3.0900%           |
| 2025-12-11 | 3.0700%           |
| 2025-12-12 | 3.0500%           |
| 2025-12-15 | 2.9900%           |
| 2025-12-16 | 2.9600%           |
| 2025-12-17 | 2.9400%           |
| 2025-12-18 | 2.9400%           |
| 2025-12-19 | 2.9400%           |
| 2025-12-22 | 2.9300%           |
| 2025-12-23 | 2.9200%           |
| 2025-12-24 | 2.9200%           |
| 2025-12-26 | 2.9300%           |
| 2025-12-29 | 2.9400%           |
| 2025-12-30 | 2.9500%           |
| 2025-12-31 | 2.9600%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 37.5700%         | 0.0000%              |
| Broker-dealer |  | 19.4300%         | 0.0000%              |
| Broker-dealer |  | 18.2500%         | 0.0000%              |

### Class: Class C Shares

- **Minimum Initial Investment:** $1500.00

- **Net Assets of Class:** $1851331.71

- **Number of Shares Outstanding:** 1851324.8100

- **Expense Reimbursement/Waiver:** 46.00

**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 | 1.0003          |
|  |  |
| 2025-12-16 | 1.0003          |
|  |  |
| 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 | $3741.31                  | $1896.93                |
| 2025-12-02 | $0.00                     | $51847.20               |
| 2025-12-03 | $261365.85                | $0.00                   |
| 2025-12-04 | $0.00                     | $0.00                   |
| 2025-12-05 | $0.00                     | $21406.09               |
| 2025-12-08 | $0.00                     | $0.00                   |
| 2025-12-09 | $0.00                     | $0.00                   |
| 2025-12-10 | $0.00                     | $15.00                  |
| 2025-12-11 | $0.00                     | $100.00                 |
| 2025-12-12 | $0.00                     | $20067.35               |
| 2025-12-15 | $0.00                     | $14744.45               |
| 2025-12-16 | $0.00                     | $475.85                 |
| 2025-12-17 | $0.00                     | $0.00                   |
| 2025-12-18 | $0.00                     | $0.00                   |
| 2025-12-19 | $0.00                     | $0.00                   |
| 2025-12-22 | $0.00                     | $0.00                   |
| 2025-12-23 | $0.00                     | $0.00                   |
| 2025-12-24 | $0.00                     | $0.00                   |
| 2025-12-26 | $0.00                     | $0.00                   |
| 2025-12-29 | $0.00                     | $0.00                   |
| 2025-12-30 | $0.00                     | $0.00                   |
| 2025-12-31 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $265107.16

**Total Gross Redemptions (Month):** $110552.87

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 2.7900%           |
| 2025-12-02 | 2.7900%           |
| 2025-12-03 | 2.7800%           |
| 2025-12-04 | 2.7700%           |
| 2025-12-05 | 2.7500%           |
| 2025-12-08 | 2.7100%           |
| 2025-12-09 | 2.7100%           |
| 2025-12-10 | 2.7000%           |
| 2025-12-11 | 2.6800%           |
| 2025-12-12 | 2.6600%           |
| 2025-12-15 | 2.5900%           |
| 2025-12-16 | 2.5700%           |
| 2025-12-17 | 2.5500%           |
| 2025-12-18 | 2.5500%           |
| 2025-12-19 | 2.5400%           |
| 2025-12-22 | 2.5300%           |
| 2025-12-23 | 2.5300%           |
| 2025-12-24 | 2.5300%           |
| 2025-12-26 | 2.5300%           |
| 2025-12-29 | 2.5500%           |
| 2025-12-30 | 2.5500%           |
| 2025-12-31 | 2.5700%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 5.5000%          | 0.0000%              |
| Broker-dealer |  | 14.6400%         | 0.0000%              |
| Broker-dealer |  | 39.5200%         | 0.0000%              |
| Broker-dealer |  | 9.8300%          | 0.0000%              |
| Broker-dealer |  | 11.2000%         | 0.0000%              |

### Class: Class F Shares

- **Minimum Initial Investment:** $1500.00

- **Net Assets of Class:** $1194218.93

- **Number of Shares Outstanding:** 1194215.1900

- **Expense Reimbursement/Waiver:** 116.00

**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 | 1.0003          |
|  |  |
| 2025-12-16 | 1.0003          |
|  |  |
| 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 | $1921.83                  | $404.22                 |
| 2025-12-02 | $0.00                     | $0.00                   |
| 2025-12-03 | $0.00                     | $0.00                   |
| 2025-12-04 | $0.00                     | $0.00                   |
| 2025-12-05 | $0.00                     | $0.00                   |
| 2025-12-08 | $0.00                     | $0.00                   |
| 2025-12-09 | $0.00                     | $0.00                   |
| 2025-12-10 | $0.00                     | $30.00                  |
| 2025-12-11 | $0.00                     | $0.00                   |
| 2025-12-12 | $0.00                     | $0.00                   |
| 2025-12-15 | $0.00                     | $0.00                   |
| 2025-12-16 | $0.00                     | $0.00                   |
| 2025-12-17 | $0.00                     | $0.00                   |
| 2025-12-18 | $0.00                     | $0.00                   |
| 2025-12-19 | $0.00                     | $0.00                   |
| 2025-12-22 | $0.00                     | $0.00                   |
| 2025-12-23 | $0.00                     | $0.00                   |
| 2025-12-24 | $0.00                     | $0.00                   |
| 2025-12-26 | $0.00                     | $0.00                   |
| 2025-12-29 | $0.00                     | $300.00                 |
| 2025-12-30 | $0.00                     | $0.00                   |
| 2025-12-31 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $1921.83

**Total Gross Redemptions (Month):** $734.22

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.1900%           |
| 2025-12-02 | 3.1900%           |
| 2025-12-03 | 3.1800%           |
| 2025-12-04 | 3.1600%           |
| 2025-12-05 | 3.1500%           |
| 2025-12-08 | 3.1100%           |
| 2025-12-09 | 3.1000%           |
| 2025-12-10 | 3.0900%           |
| 2025-12-11 | 3.0800%           |
| 2025-12-12 | 3.0500%           |
| 2025-12-15 | 2.9900%           |
| 2025-12-16 | 2.9600%           |
| 2025-12-17 | 2.9400%           |
| 2025-12-18 | 2.9400%           |
| 2025-12-19 | 2.9400%           |
| 2025-12-22 | 2.9300%           |
| 2025-12-23 | 2.9200%           |
| 2025-12-24 | 2.9200%           |
| 2025-12-26 | 2.9300%           |
| 2025-12-29 | 2.9400%           |
| 2025-12-30 | 2.9500%           |
| 2025-12-31 | 2.9600%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 25.4000%         | 0.0000%              |
| Broker-dealer   |  | 30.9900%         | 0.0000%              |
| Broker-dealer   |  | 25.5800%         | 0.0000%              |
| Retail investor |  | 9.2400%          | 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):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $23395.59          | $23553.41          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD2031 | 2053-01-01      | 5.0000%  |  | $266060.27         | $270272.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $598353.35         | $593793.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV7734 | 2052-04-01      | 3.0000%  |  | $238583.22         | $215801.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC0327 | 2045-12-01      | 3.5000%  |  | $153351.11         | $146129.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $1025677.25        | $988663.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $68223.84          | $65834.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH8097 | 2047-09-01      | 3.5000%  |  | $205642.38         | $194940.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $225712.57         | $231598.78         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN1369 | 2048-11-01      | 4.5000%  |  | $126344.16         | $125572.19         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1334 | 2055-05-01      | 5.5000%  |  | $725316.97         | $751050.00         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5495 | 2030-11-01      | 4.4800%  |  | $139620.40         | $142374.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6038 | 2048-08-01      | 4.5000%  |  | $104.42            | $104.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $253652.37         | $257739.38         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ3329 | 2035-03-01      | 4.8700%  |  | $480000.00         | $494931.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1016 | 2048-01-01      | 4.0000%  |  | $296.12            | $285.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $20331.31          | $17642.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3686 | 2055-11-01      | 5.5000%  |  | $1807371.45        | $1857307.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $300152.80         | $310848.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX4136 | 2052-12-01      | 5.0000%  |  | $395975.63         | $398728.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW8122 | 2052-09-01      | 4.5000%  |  | $137.32            | $135.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW7861 | 2052-09-01      | 4.5000%  |  | $17284.76          | $17102.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU5438 | 2054-12-01      | 5.0000%  |  | $274850.34         | $276072.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBU4559 | 2054-05-01      | 5.5000%  |  | $339547.45         | $351626.62         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $233590.90         | $241862.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR1341 | 2051-02-01      | 2.0000%  |  | $322995.03         | $269034.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN1740 | 2048-11-01      | 4.5000%  |  | $14.08             | $14.07             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK5712 | 2048-05-01      | 4.5000%  |  | $67494.79          | $67450.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ8663 | 2048-02-01      | 4.5000%  |  | $62562.99          | $62576.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD5318 | 2055-04-01      | 5.5000%  |  | $498392.77         | $509870.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC1993 | 2054-09-01      | 5.5000%  |  | $36541.88          | $37361.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL725423 | 2034-05-01      | 5.5000%  |  | $5701.09           | $5893.29           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $859.23            | $893.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW8564 | 2044-08-01      | 4.0000%  |  | $25.08             | $24.50             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW7429 | 2042-02-01      | 4.0000%  |  | $423704.09         | $416760.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3680 | 2055-07-01      | 6.0000%  |  | $70449.15          | $73699.32          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3547 | 2055-10-01      | 5.5000%  |  | $1317523.40        | $1361559.42        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1474 | 2055-05-01      | 6.5000%  |  | $980940.97         | $1029162.72        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX2432 | 2055-01-01      | 5.0000%  |  | $70996.91          | $71794.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0599 | 2055-06-01      | 6.5000%  |  | $3943615.37        | $4162062.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $162109.52         | $164843.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  |  | $729188.07         | $748849.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $657592.26         | $670173.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $497855.58         | $450459.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCA6351 | 2040-07-01      | 2.5000%  |  | $442951.97         | $404588.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3863 | 2049-07-01      | 3.5000%  |  | $156266.22         | $147627.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 GLCA3794 | 2049-07-01      | 4.0000%  |  | $451049.56         | $434619.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2185 | 2048-08-01      | 4.0000%  |  | $43.56             | $42.48             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA2075 | 2038-07-01      | 4.0000%  |  | $137145.52         | $135793.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW5912 | 2044-10-01      | 4.0000%  |  | $5869.37           | $5669.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAV7671 | 2044-01-01      | 4.0000%  |  | $104905.51         | $102949.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAU3156 | 2033-08-01      | 3.5000%  |  | $280493.79         | $276495.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS6484 | 2046-01-01      | 4.0000%  |  | $3386.28           | $3309.51           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR1125 | 2043-02-01      | 3.5000%  |  | $185.88            | $178.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP9732 | 2042-10-01      | 3.5000%  |  | $9008.57           | $8693.78           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0457 | 2047-09-01      | 3.5000%  |  | $53531.84          | $50903.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP6346 | 2042-09-01      | 3.5000%  |  | $149162.49         | $143488.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAP2136 | 2042-08-01      | 4.0000%  |  | $383659.30         | $377291.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO0754 | 2042-04-01      | 3.5000%  |  | $364060.86         | $351113.64         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $235687.20         | $209633.40         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQG5602 | 2053-06-01      | 4.5000%  |  | $605845.85         | $596829.04         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $325770.09         | $327967.63         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8254 | 2052-08-01      | 5.0000%  |  | $38.41             | $38.71             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE1089 | 2052-04-01      | 3.5000%  |  | $633779.79         | $592877.33         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $8779.05           | $8220.31           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3879 | 2053-05-01      | 5.0000%  |  | $196658.41         | $198745.68         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $21622.20          | $22259.68          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $188138.18         | $167583.15         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $4119.97           | $4163.05           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZM8266 | 2048-09-01      | 4.0000%  |  | $63302.30          | $60927.41          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $1203669.56        | $1222212.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $44199.82          | $44657.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4388 | 2052-08-01      | 4.5000%  |  | $52460.55          | $51690.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBT7946 | 2052-11-01      | 5.5000%  |  | $16194.02          | $16774.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $169935.76         | $176633.95         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $101675.43         | $102550.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $750761.75         | $679075.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0183 | 2053-05-01      | 5.0000%  |  | $42735.57          | $43128.60          | Agency Mortgage-Backed Securities  |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $313685.00         | $332237.51         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $5.00              | $5.18              | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $2400.00           | $2422.97           | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE Q 27      | 2027-09-30      | 0.3750%  |  | $136565.00         | $129594.42         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $5165.00           | $4515.16           | U.S. Treasuries (including strips) |

### Security 2: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, 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: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $463400000.00
- **C.18.a - Value (excl. sponsor support):** $463400000.00
- **C.19 - Percentage of Net Assets:** 7.9000%
- **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 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| TVDB 3.875 TVBD 30 C      | 2030-08-01      | 3.8750%  |  | $2031236.67        | $2070621.05        | Agency Debentures and Agency Strips |
| TVDB 4.875 TVBD 35 B      | 2035-05-15      | 4.8750%  |  | $4274607.56        | $4452248.14        | Agency Debentures and Agency Strips |
| FNMA 5.625 FNSM A 07/37   | 2037-07-15      | 5.6250%  |  | $33467.78          | $37880.42          | Agency Debentures and Agency Strips |
| FNMA 6.625 FNSM BB 11/30  | 2030-11-15      | 6.6250%  |  | $1119883.33        | $1274419.71        | Agency Debentures and Agency Strips |
| FNMA 6.625 FNPR BB 11/30  | 2030-11-15      | 0.0000%  |  | $208416724.44      | $173077793.06      | Agency Debentures and Agency Strips |
| FNMA 7.125 FNPR BB 01/30  | 2030-01-15      | 0.0000%  |  | $27687635.11       | $23754191.23       | Agency Debentures and Agency Strips |
| FMAC 4.75 FMNT 26-30 83   | 2030-07-30      | 4.7500%  |  | $6178666.67        | $6305277.84        | Agency Debentures and Agency Strips |
| FMAC 6.25 FMNT GB 32 A    | 2032-07-15      | 6.2500%  |  | $52518.67          | $61052.87          | Agency Debentures and Agency Strips |
| FMAC 6.75 FMNT GB 31 A    | 2031-03-15      | 6.7500%  |  | $777997.11         | $903709.78         | Agency Debentures and Agency Strips |
| FMAC 6.75 FMNT GB 29 A    | 2029-09-15      | 6.7500%  |  | $514.89            | $580.99            | Agency Debentures and Agency Strips |
| FCSB 4.95 FCOR 25-33 FF   | 2033-09-26      | 4.9500%  |  | $19050888.89       | $19282214.31       | Agency Debentures and Agency Strips |
| FCSB 4.97 FCOR 26-32 EX   | 2032-09-02      | 4.9700%  |  | $12872222.22       | $13081545.30       | Agency Debentures and Agency Strips |
| FCSB 5.73 FCOR 26-40 AP   | 2040-08-13      | 5.7300%  |  | $1757315.78        | $1804751.00        | Agency Debentures and Agency Strips |
| FCSB 4.66 FCOR 26-32 FE   | 2032-10-27      | 4.6600%  |  | $10812666.67       | $10877915.10       | Agency Debentures and Agency Strips |
| FCSB 2 3/8 FCOR 26-41 S   | 2041-10-21      | 2.3750%  |  | $6267742.44        | $4466443.76        | Agency Debentures and Agency Strips |
| FCSB 2.74 FCOR 22-41 G    | 2041-04-01      | 2.7400%  |  | $1022054.44        | $792889.40         | Agency Debentures and Agency Strips |
| FCSB 2.58 FCOR 22-41 F    | 2041-03-15      | 2.5800%  |  | $1719214.00        | $1283146.83        | Agency Debentures and Agency Strips |
| FCSB 2.70 FCOR 22-41 L    | 2041-06-21      | 2.7000%  |  | $1876770.00        | $1396898.68        | Agency Debentures and Agency Strips |
| FCSB 2.40 FCOR 22-41 P    | 2041-09-16      | 2.4000%  |  | $2746932.22        | $2003145.38        | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 10/27 8586 | 2027-10-04      | 3.8500%  |  | $12872222.22       | $12911115.64       | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 26-35 HK   | 2035-06-18      | 5.4500%  |  | $5148888.89        | $5182156.15        | Agency Debentures and Agency Strips |
| FHLB 5.32 FHOR 26-33 IS   | 2033-01-14      | 5.3200%  |  | $7723333.33        | $7915882.90        | Agency Debentures and Agency Strips |
| FHLB 2.59 FHOR 22-41 AR   | 2041-11-18      | 2.5900%  |  | $1544666.67        | $1135721.74        | Agency Debentures and Agency Strips |
| FHLB 2.45 FHOR 22-41 AJ   | 2041-08-16      | 2.4500%  |  | $1287222.22        | $938703.59         | Agency Debentures and Agency Strips |
| FHLB 2.20 FHOR 21-36 DG   | 2036-03-04      | 2.2000%  |  | $823822.22         | $675295.31         | Agency Debentures and Agency Strips |
| FHLB 1.78 FHOR 21-36 BS   | 2036-02-11      | 1.7800%  |  | $1758345.56        | $1376612.64        | Agency Debentures and Agency Strips |
| FHLB 2.09 FHOR 22-36 DH   | 2036-02-22      | 2.0900%  |  | $2301553.33        | $1859353.98        | Agency Debentures and Agency Strips |
| FMAC FMZC 12/14/2029 A    | 2029-12-14      | 0.0000%  |  | $2083755.33        | $1794592.61        | Agency Debentures and Agency Strips |
| FCSB 4.95 FCOR 25-34 DP   | 2034-03-15      | 4.9500%  |  | $25744444.44       | $26054510.53       | Agency Debentures and Agency Strips |
| FCSB 4.79 FCOR 25-32 FA   | 2032-03-24      | 4.7900%  |  | $18021111.11       | $18218233.03       | Agency Debentures and Agency Strips |
| FCSB 2.59 FCOR 22-41 T    | 2041-11-01      | 2.5900%  |  | $12099888.89       | $9002373.80        | Agency Debentures and Agency Strips |
| FCSB 4.99 FCOR 26-35 CQ   | 2035-04-23      | 4.9900%  |  | $2750021.56        | $2749349.33        | Agency Debentures and Agency Strips |
| FCSB 2.45 FCOR 22-41 O    | 2041-08-09      | 2.4500%  |  | $14902429.11       | $10858414.88       | Agency Debentures and Agency Strips |
| FNMA 7.25 FNPR BB 05/30   | 2030-05-15      | 0.0000%  |  | $109984900.67      | $93094189.52       | Agency Debentures and Agency Strips |
| FNMA 6.25 FNSM GDBB 05/29 | 2029-05-15      | 6.2500%  |  | $1099802.67        | $1202124.03        | Agency Debentures and Agency Strips |
| FHLB 5.50 FHLB 36 G677    | 2036-07-15      | 5.5000%  |  | $1011756.67        | $1136327.29        | Agency Debentures and Agency Strips |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  |  | $5903458.56        | $5973462.48        | U.S. Treasuries (including strips)  |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $3708435.73        | $3543922.97        | U.S. Treasuries (including strips)  |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $214193.78         | $219574.33         | U.S. Treasuries (including strips)  |

### Security 3: 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):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.7000%
- **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 SP 782090 X     | 2036-05-15      | 6.5000%  |  | $2842.46           | $2980.89           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782088 X     | 2036-05-15      | 6.0000%  |  | $318.21            | $337.55            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782044 X     | 2032-12-15      | 6.5000%  |  | $2133.25           | $2206.00           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783590 M     | 2041-06-20      | 4.5000%  |  | $6362.75           | $6441.65           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 781998 M     | 2035-11-20      | 5.5000%  |  | $4845.56           | $5021.12           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781889 X     | 2035-03-15      | 6.0000%  |  | $1159.92           | $1219.15           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786934 C     | 2053-09-20      | 6.0000%  |  | $8635346.38        | $8937833.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786577 C     | 2053-03-20      | 5.0000%  |  | $4091.91           | $4119.05           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 486540 X     | 2028-09-15      | 7.0000%  |  | $30.68             | $30.97             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 745242 X     | 2040-07-15      | 4.5000%  |  | $359004.20         | $358444.15         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782415 X     | 2038-10-15      | 6.5000%  |  | $500.03            | $545.80            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 700916 X     | 2038-11-15      | 6.0000%  |  | $308.52            | $322.12            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 673234 X     | 2038-11-15      | 6.0000%  |  | $6868.71           | $7289.49           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 700933 X     | 2038-11-15      | 6.0000%  |  | $25.93             | $27.03             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 678279 X     | 2038-12-15      | 6.0000%  |  | $2866.74           | $3032.38           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782495 X     | 2038-12-15      | 5.5000%  |  | $2640.33           | $2797.54           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004346 M     | 2039-01-20      | 7.0000%  |  | $654.87            | $692.00            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 701694 X     | 2039-02-15      | 5.5000%  |  | $737.61            | $763.12            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 638595 X     | 2039-02-15      | 6.0000%  |  | $27528.91          | $28883.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004426 M     | 2039-04-20      | 6.0000%  |  | $3424.94           | $3623.79           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 716792 X     | 2039-04-15      | 4.5000%  |  | $289.15            | $291.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AB9541 C     | 2042-12-20      | 3.5000%  |  | $3863.96           | $3557.36           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 724383 X     | 2039-10-15      | 4.5000%  |  | $329.81            | $329.36            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004598 M     | 2039-12-20      | 4.5000%  |  | $410.42            | $415.69            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782826 X     | 2039-11-15      | 5.5000%  |  | $2408.04           | $2540.54           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 728837 X     | 2040-01-15      | 5.0000%  |  | $23673.70          | $24254.62          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 727437 X     | 2040-03-15      | 4.5000%  |  | $2232.78           | $2228.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIAL3197 | 2026-06-01      | 5.0000%  |  | $0.75              | $0.76              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5468 M     | 2048-09-20      | 5.0000%  |  | $18362.67          | $18759.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783976 M     | 2043-04-20      | 3.5000%  |  | $76583.07          | $72492.51          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ8587 X     | 2049-10-15      | 3.5000%  |  | $4371.62           | $4052.12           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004660 M     | 2040-03-20      | 6.0000%  |  | $1379.76           | $1459.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004697 M     | 2040-05-20      | 5.0000%  |  | $92085.00          | $95182.89          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736078 X     | 2040-06-15      | 5.0000%  |  | $14181.05          | $14641.19          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004801 M     | 2040-09-20      | 4.5000%  |  | $4044.39           | $4093.72           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 748616 X     | 2038-11-15      | 6.5000%  |  | $838.96            | $856.88            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 732515 X     | 2040-06-15      | 6.0000%  |  | $4319.65           | $4463.08           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 728627 X     | 2040-01-15      | 4.5000%  |  | $2859.29           | $2879.33           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 727742 X     | 2040-03-15      | 6.0000%  |  | $2112.10           | $2176.37           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 726155 X     | 2040-02-15      | 4.5000%  |  | $34793.79          | $34941.18          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 724033 X     | 2039-11-15      | 6.0000%  |  | $3221.04           | $3330.62           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2020-083 FA     | 2039-06-20      | 4.2484%  |  | $3603.27           | $3588.96           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-102 PD     | 2055-04-20      | 5.0000%  |  | $976.42            | $985.75            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-15 DF      | 2048-08-20      | 4.1484%  |  | $20646.25          | $20131.43          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-196 TY     | 2055-11-20      | 4.5000%  |  | $1001.00           | $900.35            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 EA     | 2050-12-20      | 5.0000%  |  | $986.49            | $995.82            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-98 FL      | 2049-08-20      | 4.2984%  |  | $23157.15          | $22711.22          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-72 FN      | 2034-07-20      | 4.2484%  |  | $233383.89         | $233361.27         | Agency Collateralized Mortgage Obligation |
| GNMA GNMI SF 487821 X     | 2039-03-15      | 5.0000%  |  | $53550.23          | $55134.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005082 M     | 2041-06-20      | 4.5000%  |  | $32033.16          | $32253.39          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005068 M     | 2039-01-20      | 7.0000%  |  | $725.13            | $750.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004923 M     | 2041-01-20      | 4.5000%  |  | $48638.69          | $49254.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004834 M     | 2040-10-20      | 4.5000%  |  | $1905.27           | $1929.68           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004746 M     | 2040-07-20      | 4.5000%  |  | $1034.91           | $1048.22           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004696 M     | 2040-05-20      | 4.5000%  |  | $44.63             | $45.20             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004661 M     | 2040-03-20      | 6.5000%  |  | $23.48             | $25.38             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004636 M     | 2040-02-20      | 4.5000%  |  | $410.15            | $415.42            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004544 M     | 2039-09-20      | 6.5000%  |  | $2971.09           | $3186.45           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004562 M     | 2039-10-20      | 6.5000%  |  | $1541.97           | $1611.14           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005288 M     | 2042-01-20      | 5.5000%  |  | $990.76            | $1031.56           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004266 M     | 2038-10-20      | 5.5000%  |  | $10.41             | $10.84             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004149 M     | 2038-05-20      | 7.5000%  |  | $2324.86           | $2397.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004116 M     | 2038-04-20      | 6.5000%  |  | $1145.99           | $1222.14           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 591208 X     | 2035-04-15      | 6.0000%  |  | $205.86            | $209.31            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 588179 X     | 2033-01-15      | 6.0000%  |  | $582.41            | $599.48            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 587307 X     | 2032-09-15      | 6.0000%  |  | $2038.18           | $2083.73           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 587128 X     | 2032-06-15      | 6.0000%  |  | $185.34            | $194.88            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 743173 X     | 2040-12-15      | 4.5000%  |  | $121007.93         | $120762.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004059 M     | 2037-12-20      | 5.5000%  |  | $8.77              | $9.13              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004041 M     | 2037-10-20      | 7.0000%  |  | $1131.33           | $1200.01           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6286 M     | 2049-11-20      | 4.5000%  |  | $3008.79           | $2962.99           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4389 C     | 2055-05-20      | 6.0000%  |  | $1148.78           | $1200.27           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5774 C     | 2055-11-20      | 6.0000%  |  | $1006.93           | $1060.13           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5352 C     | 2055-12-20      | 6.0000%  |  | $1008.00           | $1045.77           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM3322 C     | 2055-08-20      | 6.0000%  |  | $997.07            | $1041.35           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2905 C     | 2055-12-20      | 6.5000%  |  | $3220.00           | $3344.94           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9250 C     | 2055-12-20      | 6.0000%  |  | $3012.00           | $3084.38           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6230 C     | 2055-09-20      | 5.5000%  |  | $1994.51           | $2047.94           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8746 C     | 2055-12-20      | 6.5000%  |  | $2000.00           | $2136.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7904 C     | 2055-12-20      | 6.5000%  |  | $1125103.00        | $1183907.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0110 C     | 2055-12-20      | 6.5000%  |  | $1549615.00        | $1609934.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0119 C     | 2055-12-20      | 6.0000%  |  | $4858512.00        | $5082241.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003898 M     | 2036-09-20      | 5.5000%  |  | $2322.37           | $2417.94           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 668745 X     | 2038-02-15      | 6.0000%  |  | $4946.01           | $5152.26           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 664392 X     | 2037-10-15      | 6.5000%  |  | $9157.14           | $9608.97           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 662560 X     | 2037-08-15      | 6.5000%  |  | $488.45            | $526.01            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 662443 X     | 2037-06-15      | 6.0000%  |  | $255.32            | $267.00            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 661591 X     | 2037-01-15      | 6.5000%  |  | $5204.76           | $5506.02           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658701 X     | 2037-05-15      | 6.0000%  |  | $576.70            | $603.78            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658121 X     | 2036-10-15      | 6.0000%  |  | $2626.65           | $2780.68           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 656187 X     | 2036-07-15      | 6.0000%  |  | $78.72             | $83.17             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 654432 X     | 2036-09-15      | 6.5000%  |  | $26.09             | $27.49             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 652226 X     | 2036-03-15      | 6.0000%  |  | $1399.23           | $1453.63           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 652219 X     | 2036-03-15      | 6.0000%  |  | $2746.25           | $2895.37           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 651720 X     | 2036-02-15      | 6.0000%  |  | $3053.23           | $3229.34           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 651278 X     | 2036-01-15      | 6.0000%  |  | $291.39            | $296.16            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 651161 X     | 2035-12-15      | 6.0000%  |  | $451.47            | $458.35            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 651686 X     | 2036-01-15      | 6.0000%  |  | $1118.87           | $1171.93           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003978 M     | 2037-04-20      | 7.0000%  |  | $347.62            | $365.16            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 577638 X     | 2032-08-15      | 6.0000%  |  | $129.75            | $133.57            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 576500 X     | 2032-02-15      | 6.0000%  |  | $332.28            | $339.60            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 574544 X     | 2034-09-15      | 6.0000%  |  | $553.48            | $562.33            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 572602 X     | 2031-11-15      | 6.0000%  |  | $245.20            | $256.34            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 570503 X     | 2031-12-15      | 6.5000%  |  | $410.81            | $423.10            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 570442 X     | 2031-10-15      | 6.0000%  |  | $151.05            | $154.97            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 569702 X     | 2032-02-15      | 7.0000%  |  | $79.86             | $83.33             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 605619 X     | 2034-07-15      | 6.0000%  |  | $511.95            | $537.16            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 605301 X     | 2034-07-15      | 5.5000%  |  | $4177.05           | $4344.81           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 585115 X     | 2033-01-15      | 6.0000%  |  | $4549.07           | $4620.81           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 605762 X     | 2034-11-15      | 6.0000%  |  | $694.50            | $717.53            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 605730 X     | 2034-10-15      | 6.0000%  |  | $1138.51           | $1190.11           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 603333 X     | 2032-12-15      | 5.5000%  |  | $1903.55           | $1934.09           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 602491 X     | 2036-01-15      | 6.0000%  |  | $336.53            | $345.59            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9185 C     | 2055-12-20      | 5.0000%  |  | $1168.00           | $1175.39           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN4510 C     | 2065-11-20      | 6.0000%  |  | $1012.00           | $1038.16           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9362 C     | 2055-10-20      | 5.5000%  |  | $1004.19           | $1031.09           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM9061       | 2060-12-15      | 5.2500%  |  | $1850.00           | $1897.52           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL6682 C     | 2055-10-20      | 5.0000%  |  | $1995.52           | $2016.13           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4693       | 2060-06-15      | 4.8600%  |  | $9539.71           | $9514.34           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3001       | 2060-01-15      | 5.6400%  |  | $545536.22         | $571529.39         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7237       | 2060-04-15      | 5.6000%  |  | $995.08            | $1039.16           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB7489 C     | 2054-06-20      | 7.0000%  |  | $728.57            | $773.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ8578 C     | 2054-02-20      | 7.0000%  |  | $1899.56           | $1993.97           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP9661 X     | 2047-05-15      | 5.0000%  |  | $4922.31           | $4959.85           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ1140 X     | 2049-11-15      | 3.0000%  |  | $340.57            | $306.68            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 650472 X     | 2035-12-15      | 6.0000%  |  | $1095.04           | $1137.02           | Agency Mortgage-Backed Securities         |
| GNMA GNMI JP 783424 X     | 2026-09-15      | 3.0000%  |  | $4701.54           | $4693.92           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782938 X     | 2040-03-15      | 5.5000%  |  | $20310.09          | $21442.87          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782836 X     | 2039-01-15      | 5.5000%  |  | $1257.04           | $1322.10           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782745 X     | 2038-11-15      | 6.0000%  |  | $11665.13          | $12379.71          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 650739 X     | 2036-01-15      | 6.0000%  |  | $1859.25           | $1930.70           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782728 X     | 2038-11-15      | 5.5000%  |  | $3719.42           | $3898.81           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 553170 X     | 2033-04-15      | 6.0000%  |  | $328.48            | $332.84            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 550764 X     | 2035-12-15      | 5.5000%  |  | $2280.47           | $2354.97           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 550654 X     | 2035-09-15      | 6.0000%  |  | $3601.49           | $3764.74           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 546745 X     | 2040-04-15      | 4.5000%  |  | $620.90            | $620.20            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 512603 X     | 2029-06-15      | 6.0000%  |  | $185.67            | $190.28            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 508316 X     | 2030-02-15      | 8.0000%  |  | $193.66            | $197.11            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 503405 X     | 2029-04-15      | 6.5000%  |  | $128.85            | $135.25            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 494837 X     | 2029-06-15      | 7.0000%  |  | $66.23             | $67.86             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 487588 X     | 2029-04-15      | 6.0000%  |  | $282.08            | $286.55            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 487108 X     | 2029-04-15      | 6.0000%  |  | $750.59            | $763.32            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 689576 X     | 2038-07-15      | 5.5000%  |  | $547.21            | $566.64            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 688024 X     | 2038-10-15      | 6.0000%  |  | $169.18            | $179.55            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 706801 X     | 2040-04-15      | 4.5000%  |  | $23295.12          | $23794.66          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AC3886 C     | 2042-12-20      | 3.5000%  |  | $1221.23           | $1124.20           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BP1829 X     | 2049-08-15      | 4.0000%  |  | $4475.47           | $4281.27           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4789 X     | 2047-11-15      | 4.5000%  |  | $86.07             | $85.43             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC8961 X     | 2047-10-15      | 4.5000%  |  | $17683.50          | $17805.64          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC6861 X     | 2047-08-15      | 5.0000%  |  | $32271.27          | $33078.14          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC3744 X     | 2047-09-15      | 4.5000%  |  | $474.36            | $475.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9666 M     | 2054-05-20      | 4.5000%  |  | $1222.51           | $1199.11           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9241 M     | 2053-10-20      | 5.5000%  |  | $2860.20           | $2918.78           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BU8662 X     | 2050-07-15      | 2.5000%  |  | $461.84            | $401.93            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 648972 X     | 2035-11-15      | 5.5000%  |  | $2828.90           | $2942.05           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 646500 X     | 2036-05-15      | 6.0000%  |  | $1710.68           | $1775.48           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 646027 X     | 2037-09-15      | 6.0000%  |  | $736.06            | $767.44            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 644935 X     | 2035-07-15      | 6.0000%  |  | $494.98            | $514.74            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 643399 X     | 2035-06-15      | 6.0000%  |  | $690.99            | $713.44            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 633231 X     | 2034-08-15      | 6.5000%  |  | $4045.36           | $4125.70           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 632233 X     | 2038-03-15      | 6.0000%  |  | $1682.19           | $1753.94           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 630170 X     | 2034-07-15      | 6.0000%  |  | $2114.59           | $2192.47           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723434 X     | 2039-11-15      | 5.0000%  |  | $19120.77          | $19763.53          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723599 X     | 2040-01-15      | 5.5000%  |  | $3237.48           | $3359.77           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 486056 X     | 2031-02-15      | 7.0000%  |  | $83.63             | $85.51             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 629113 X     | 2034-09-15      | 6.0000%  |  | $524.31            | $546.29            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 623897 X     | 2034-08-15      | 6.0000%  |  | $49.47             | $50.74             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 622533 X     | 2033-10-15      | 6.0000%  |  | $2965.63           | $3038.18           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 619118 X     | 2034-10-15      | 6.0000%  |  | $1194.17           | $1223.12           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 618751 X     | 2036-12-15      | 6.0000%  |  | $1201.14           | $1265.57           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 618677 X     | 2036-10-15      | 6.0000%  |  | $313.63            | $332.81            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 618650 X     | 2036-09-15      | 6.5000%  |  | $7150.66           | $7604.35           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617098 X     | 2036-06-15      | 6.0000%  |  | $792.48            | $824.14            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 771471 X     | 2041-11-15      | 4.0000%  |  | $4424.00           | $4278.13           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687179 X     | 2038-04-15      | 5.5000%  |  | $10439.02          | $10900.77          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 682907 X     | 2040-11-15      | 6.0000%  |  | $1657.40           | $1721.23           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 681706 X     | 2038-12-15      | 6.0000%  |  | $5449.57           | $5741.95           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 680687 X     | 2038-01-15      | 6.0000%  |  | $18174.82          | $18943.89          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 681393 X     | 2038-06-15      | 6.5000%  |  | $73276.77          | $78043.40          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 676554 X     | 2037-10-15      | 6.0000%  |  | $84.41             | $88.90             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 676843 X     | 2038-05-15      | 6.0000%  |  | $8670.21           | $9171.35           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 675130 X     | 2038-02-15      | 5.5000%  |  | $5430.78           | $5734.01           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 674510 X     | 2037-10-15      | 6.0000%  |  | $3761.48           | $3893.80           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 779942 X     | 2026-11-15      | 3.0000%  |  | $3899.49           | $3889.88           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617370 X     | 2037-01-15      | 6.0000%  |  | $9679.99           | $10119.27          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 785994 X     | 2052-02-15      | 4.0000%  |  | $230144.32         | $219864.31         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784315 X     | 2036-06-15      | 6.0000%  |  | $3955.55           | $4062.10           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784298 X     | 2046-07-15      | 5.0000%  |  | $42691.88          | $44107.40          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781587 X     | 2033-02-15      | 6.0000%  |  | $1229.02           | $1277.12           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781489 X     | 2032-08-15      | 6.0000%  |  | $89.21             | $92.55             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781482 X     | 2032-08-15      | 6.0000%  |  | $14.04             | $14.59             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781315 X     | 2031-07-15      | 6.5000%  |  | $1354.21           | $1415.52           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781148 X     | 2029-07-15      | 6.0000%  |  | $39.15             | $40.17             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781057 X     | 2029-06-15      | 5.5000%  |  | $2374.24           | $2396.73           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781001 X     | 2029-03-15      | 7.5000%  |  | $164.48            | $168.02            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780941 X     | 2028-12-15      | 6.0000%  |  | $1074.47           | $1100.90           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780914 X     | 2028-11-15      | 6.0000%  |  | $228.23            | $233.83            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780931 X     | 2028-12-15      | 7.0000%  |  | $134.99            | $138.63            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781776 X     | 2034-07-15      | 6.0000%  |  | $229.25            | $239.79            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781688 X     | 2033-12-15      | 6.0000%  |  | $220.48            | $230.24            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780464 X     | 2026-11-15      | 7.0000%  |  | $4.69              | $4.72              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 465540 X     | 2028-07-15      | 6.0000%  |  | $59.11             | $60.00             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 463256 X     | 2037-02-15      | 6.0000%  |  | $492.04            | $513.45            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 461028 X     | 2027-11-15      | 7.0000%  |  | $294.71            | $297.49            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 458926 X     | 2028-09-15      | 7.0000%  |  | $180.76            | $183.93            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 457801 X     | 2028-08-15      | 7.0000%  |  | $133.97            | $136.98            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 454446 X     | 2028-06-15      | 7.0000%  |  | $280.71            | $289.11            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 446726 X     | 2028-09-15      | 7.0000%  |  | $163.79            | $166.40            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 442018 X     | 2026-09-15      | 8.5000%  |  | $69.24             | $70.19             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 439084 X     | 2039-02-15      | 6.0000%  |  | $9311.12           | $9631.78           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 433649 X     | 2028-03-15      | 7.0000%  |  | $47.22             | $48.00             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 427302 X     | 2026-06-15      | 7.0000%  |  | $57.67             | $58.09             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 481183 X     | 2029-02-15      | 6.0000%  |  | $2796.77           | $2905.68           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 417276 X     | 2026-02-15      | 7.0000%  |  | $2.65              | $2.67              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 412583 X     | 2026-04-15      | 6.5000%  |  | $29.36             | $29.60             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 410455 X     | 2028-03-15      | 7.0000%  |  | $77.80             | $79.56             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005207 M     | 2041-10-20      | 6.0000%  |  | $17805.49          | $18838.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003841 M     | 2036-04-20      | 5.5000%  |  | $8038.53           | $8369.23           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003710 M     | 2035-05-20      | 5.0000%  |  | $2811.98           | $2893.23           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004472 M     | 2039-06-20      | 6.5000%  |  | $3607.12           | $3851.39           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004372 M     | 2039-02-20      | 6.5000%  |  | $549.46            | $595.67            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003459 M     | 2033-10-20      | 5.5000%  |  | $2594.00           | $2676.75           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003415 M     | 2033-07-20      | 5.5000%  |  | $1671.05           | $1727.12           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003331 M     | 2033-01-20      | 5.0000%  |  | $2568.07           | $2645.23           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003320 M     | 2032-12-20      | 5.5000%  |  | $439.16            | $455.89            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003295 M     | 2032-10-20      | 5.5000%  |  | $2319.95           | $2428.36           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780896 X     | 2028-11-15      | 7.0000%  |  | $57.69             | $59.33             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 559326 X     | 2031-11-15      | 6.0000%  |  | $390.37            | $408.48            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 553347 X     | 2033-07-15      | 5.0000%  |  | $30344.80          | $30678.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003231 M     | 2032-04-20      | 8.0000%  |  | $3119.55           | $3198.18           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003081 M     | 2031-05-20      | 7.0000%  |  | $147.36            | $153.37            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002973 M     | 2030-09-20      | 8.0000%  |  | $156.43            | $162.91            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002909 M     | 2030-04-20      | 8.0000%  |  | $59.80             | $62.03             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002839 M     | 2029-11-20      | 7.5000%  |  | $28.44             | $30.03             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003544 M     | 2034-04-20      | 5.5000%  |  | $928.56            | $967.37            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002380 M     | 2027-02-20      | 8.5000%  |  | $586.33            | $596.39            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002198 M     | 2026-04-20      | 6.0000%  |  | $17.81             | $18.24             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003248 M     | 2032-06-20      | 5.5000%  |  | $778.72            | $790.37            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 600467 X     | 2035-08-15      | 6.0000%  |  | $626.39            | $641.11            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 598679 X     | 2033-05-15      | 5.5000%  |  | $14049.80          | $14397.02          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 598487 X     | 2032-12-15      | 6.0000%  |  | $403.49            | $409.80            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 595180 X     | 2032-11-15      | 6.0000%  |  | $3314.38           | $3456.01           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 595821 X     | 2035-08-15      | 6.0000%  |  | $406.46            | $426.41            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY4224 X     | 2047-05-15      | 5.0000%  |  | $7.50              | $7.69              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AU8925 X     | 2046-08-15      | 4.5000%  |  | $103514.12         | $103185.98         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO8312       | 2060-12-15      | 5.4000%  |  | $2815.00           | $2919.10           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7612 C     | 2055-12-20      | 6.0000%  |  | $4000.00           | $4095.38           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7560 C     | 2055-12-20      | 5.5000%  |  | $1454568.00        | $1498723.35        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DO8097       | 2068-03-15      | 4.6300%  |  | $3992.00           | $3800.10           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6633 C     | 2055-12-20      | 6.5000%  |  | $2000.00           | $2104.54           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7145 C     | 2055-12-20      | 5.0000%  |  | $3010.00           | $3031.82           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3712 C     | 2055-12-20      | 6.0000%  |  | $3010.00           | $3080.67           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4487 C     | 2055-12-20      | 6.0000%  |  | $2000.00           | $2047.69           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4486 C     | 2055-12-20      | 5.5000%  |  | $4064.00           | $4116.50           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0471 C     | 2055-11-20      | 6.0000%  |  | $1658516.64        | $1698067.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9848 M     | 2054-08-20      | 4.0000%  |  | $1950.01           | $1857.95           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7650 M     | 2051-10-20      | 3.0000%  |  | $4508.69           | $4078.02           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7419 M     | 2051-06-20      | 3.0000%  |  | $2205.01           | $1994.38           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0023 M     | 2054-11-20      | 4.0000%  |  | $75725695.86       | $71941708.05       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0639 C     | 2055-12-20      | 5.5000%  |  | $413605.00         | $424684.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9191 C     | 2055-12-20      | 6.0000%  |  | $3008.00           | $3080.29           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6954 M     | 2050-09-20      | 1.5000%  |  | $612.91            | $489.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6819 M     | 2050-08-20      | 2.5000%  |  | $402.23            | $349.19            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6042 M     | 2049-07-20      | 5.0000%  |  | $203.07            | $207.86            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5878 M     | 2049-04-20      | 5.0000%  |  | $980.55            | $1002.95           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5818 M     | 2049-03-20      | 4.5000%  |  | $23779.57          | $23689.35          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5650 M     | 2048-12-20      | 3.5000%  |  | $1249.05           | $1164.88           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5018 M     | 2048-02-20      | 3.0000%  |  | $152.34            | $139.20            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4194 M     | 2047-01-20      | 2.5000%  |  | $187479.13         | $166187.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2962 M     | 2045-07-20      | 4.0000%  |  | $4135.85           | $4017.70           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7368 M     | 2051-05-20      | 3.0000%  |  | $1068.81           | $966.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2520 M     | 2045-01-20      | 3.0000%  |  | $4286.33           | $3931.25           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1286 M     | 2043-09-20      | 4.0000%  |  | $1461.30           | $1424.51           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1156 M     | 2043-07-20      | 3.0000%  |  | $3455.42           | $3205.55           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0088 M     | 2042-05-20      | 3.5000%  |  | $3540.26           | $3364.27           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0021 M     | 2042-04-20      | 3.0000%  |  | $2174.86           | $2025.71           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0027 M     | 2042-04-20      | 6.0000%  |  | $3574.97           | $3775.91           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 603130 X     | 2033-10-15      | 6.0000%  |  | $203.40            | $207.72            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781659 X     | 2033-10-15      | 6.0000%  |  | $657.34            | $688.71            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 622603 X     | 2033-11-15      | 6.0000%  |  | $2112.91           | $2187.71           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 612376 X     | 2033-11-15      | 5.5000%  |  | $3697.86           | $3790.46           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003488 M     | 2033-12-20      | 5.5000%  |  | $980.18            | $1011.85           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 631491 X     | 2034-06-15      | 5.5000%  |  | $33639.70          | $34383.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003807 M     | 2036-01-20      | 5.5000%  |  | $23414.22          | $24377.25          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 650724 X     | 2036-01-15      | 6.0000%  |  | $1367.26           | $1392.60           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 633389 X     | 2036-01-15      | 6.0000%  |  | $2986.01           | $3158.33           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 652195 X     | 2036-02-15      | 6.0000%  |  | $2547.82           | $2646.87           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 651754 X     | 2036-03-15      | 6.0000%  |  | $1466.47           | $1536.03           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782071 X     | 2033-05-15      | 7.0000%  |  | $629.73            | $654.56            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617053 X     | 2036-04-15      | 6.0000%  |  | $1173.85           | $1231.51           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 642005 X     | 2036-05-15      | 6.5000%  |  | $3954.18           | $4193.98           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658059 X     | 2036-08-15      | 6.5000%  |  | $1737.01           | $1855.00           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 583038 X     | 2034-08-15      | 6.0000%  |  | $452.51            | $460.99            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 629123 X     | 2034-09-15      | 6.0000%  |  | $2428.40           | $2510.06           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 605720 X     | 2034-10-15      | 6.0000%  |  | $1956.17           | $2021.52           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 637259 X     | 2034-11-15      | 6.0000%  |  | $764.29            | $779.84            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 605775 X     | 2034-11-15      | 6.0000%  |  | $822.46            | $859.73            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781857 X     | 2034-11-15      | 6.0000%  |  | $426.50            | $446.29            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 520827 X     | 2035-03-15      | 6.0000%  |  | $274.13            | $283.63            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 644563 X     | 2035-07-15      | 6.0000%  |  | $559.92            | $583.76            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 599609 X     | 2035-10-15      | 6.0000%  |  | $1454.30           | $1525.70           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782009 X     | 2035-09-15      | 6.0000%  |  | $588.03            | $614.11            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 550617 X     | 2036-01-15      | 6.0000%  |  | $1618.03           | $1695.58           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 412382 X     | 2027-12-15      | 7.0000%  |  | $36.38             | $36.79             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 462680 X     | 2028-04-15      | 7.0000%  |  | $83.38             | $84.95             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 325576 X     | 2028-06-15      | 7.0000%  |  | $26.83             | $27.19             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 466888 X     | 2028-07-15      | 7.0000%  |  | $88.53             | $90.11             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 433970 X     | 2028-09-15      | 7.0000%  |  | $88.74             | $90.05             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 486538 X     | 2028-09-15      | 7.0000%  |  | $366.82            | $372.73            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780898 X     | 2028-11-15      | 7.0000%  |  | $24.70             | $25.37             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002686 M     | 2028-12-20      | 5.5000%  |  | $380.41            | $388.55            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002717 M     | 2029-02-20      | 7.5000%  |  | $431.62            | $437.49            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 476975 X     | 2029-02-15      | 6.0000%  |  | $68.32             | $69.93             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781014 X     | 2029-04-15      | 6.0000%  |  | $2990.12           | $3066.99           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002884 M     | 2030-02-20      | 8.0000%  |  | $36.13             | $37.79             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781205 X     | 2030-07-15      | 8.5000%  |  | $58.63             | $61.22             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002975 M     | 2030-09-20      | 9.0000%  |  | $1009.04           | $1046.21           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781330 X     | 2031-09-15      | 6.0000%  |  | $164.87            | $169.20            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 579077 X     | 2031-12-15      | 6.0000%  |  | $1969.37           | $2035.89           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 570518 X     | 2032-01-15      | 6.0000%  |  | $92.96             | $96.10             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003199 M     | 2032-02-20      | 5.5000%  |  | $1059.18           | $1102.36           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 579204 X     | 2032-03-15      | 6.0000%  |  | $1530.89           | $1565.00           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 552509 X     | 2032-04-15      | 6.0000%  |  | $7.33              | $7.38              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 582021 X     | 2032-08-15      | 6.5000%  |  | $18857.83          | $19666.10          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 588092 X     | 2032-10-15      | 5.5000%  |  | $841.19            | $849.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003306 M     | 2032-11-20      | 5.5000%  |  | $12207.27          | $12789.04          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003335 M     | 2033-01-20      | 6.5000%  |  | $236.54            | $246.35            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781564 X     | 2033-02-15      | 6.0000%  |  | $950.97            | $1001.30           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003432 M     | 2033-08-20      | 6.5000%  |  | $747.97            | $777.58            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783179 X     | 2039-12-15      | 5.5000%  |  | $12446.60          | $13089.76          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783798 X     | 2040-09-15      | 6.0000%  |  | $1496.09           | $1587.74           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BP1506 X     | 2049-08-15      | 4.5000%  |  | $1684.21           | $1658.16           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5652 M     | 2048-12-20      | 4.5000%  |  | $5760712.98        | $5740032.02        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 765903 X     | 2041-03-15      | 4.5000%  |  | $3113.65           | $3113.59           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5931 M     | 2049-05-20      | 4.0000%  |  | $343.58            | $330.50            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB1137 X     | 2047-06-15      | 5.0000%  |  | $3951.84           | $4041.96           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9538 M     | 2054-03-20      | 4.0000%  |  | $1923.86           | $1831.90           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD6110 X     | 2047-11-15      | 3.5000%  |  | $117252.42         | $108118.77         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 618700 X     | 2036-09-15      | 6.5000%  |  | $10713.21          | $11299.61          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 651881 X     | 2036-09-15      | 6.0000%  |  | $228.89            | $242.11            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 618748 X     | 2036-12-15      | 6.0000%  |  | $132.21            | $136.54            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782131 X     | 2036-12-15      | 5.5000%  |  | $507.99            | $531.31            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 662122 X     | 2037-02-15      | 6.0000%  |  | $1890.29           | $1968.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005063 M     | 2041-05-20      | 6.0000%  |  | $26.59             | $28.06             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005115 M     | 2041-07-20      | 4.5000%  |  | $456082.10         | $461714.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005177 M     | 2041-09-20      | 5.5000%  |  | $40027.15          | $41676.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5765 M     | 2049-02-20      | 5.0000%  |  | $944.67            | $963.93            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 662521 X     | 2037-08-15      | 6.0000%  |  | $271.18            | $283.06            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004017 M     | 2037-08-20      | 6.0000%  |  | $38788.10          | $41038.20          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 668585 X     | 2037-08-15      | 6.0000%  |  | $4356.06           | $4541.79           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 671120 X     | 2037-08-15      | 6.0000%  |  | $280.01            | $294.67            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 676361 X     | 2037-10-15      | 7.0000%  |  | $1243.40           | $1276.09           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005259 M     | 2041-12-20      | 4.0000%  |  | $2293.93           | $2240.48           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783551 X     | 2040-12-15      | 6.0000%  |  | $7728.63           | $8175.53           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1920 M     | 2044-05-20      | 4.0000%  |  | $194.93            | $189.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7472 M     | 2051-07-20      | 2.5000%  |  | $1948.87           | $1690.04           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 676600 X     | 2037-11-15      | 6.0000%  |  | $134.08            | $140.44            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC D97493 G | 2027-12-01      | 6.0000%  |  | $8.60              | $8.87              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004063 M     | 2037-12-20      | 7.5000%  |  | $1040.13           | $1071.27           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 685650 X     | 2038-04-15      | 6.0000%  |  | $17310.26          | $17933.66          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 685796 X     | 2038-05-15      | 6.5000%  |  | $4477.25           | $4714.31           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783584 M     | 2041-07-20      | 4.5000%  |  | $6617.37           | $6699.10           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0224 M     | 2042-07-20      | 5.5000%  |  | $2368.12           | $2453.98           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4624 M     | 2032-08-20      | 3.0000%  |  | $938.68            | $915.87            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004194 M     | 2038-07-20      | 5.5000%  |  | $19723.87          | $20454.69          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 672935 X     | 2038-08-15      | 5.5000%  |  | $1790.58           | $1861.74           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 689844 X     | 2038-09-15      | 6.5000%  |  | $7723.00           | $7914.86           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687928 X     | 2038-09-15      | 6.5000%  |  | $1348.44           | $1456.00           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 694462 X     | 2038-10-15      | 6.0000%  |  | $16264.83          | $17003.58          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 697656 X     | 2038-10-15      | 6.5000%  |  | $3896.47           | $4131.14           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687922 X     | 2038-09-15      | 6.0000%  |  | $2832.94           | $2940.28           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 673207 X     | 2038-10-15      | 6.0000%  |  | $120.73            | $127.70            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 671529 X     | 2037-09-15      | 6.5000%  |  | $6846.85           | $7203.91           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 671325 X     | 2037-07-15      | 6.0000%  |  | $214.90            | $223.99            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 670109 X     | 2037-07-15      | 6.0000%  |  | $305.03            | $317.85            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 669069 X     | 2037-06-15      | 6.5000%  |  | $3369.34           | $3547.62           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 669068 X     | 2037-06-15      | 6.0000%  |  | $9572.42           | $9960.48           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 669626 X     | 2037-06-15      | 6.0000%  |  | $206.71            | $214.21            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 706016 X     | 2039-01-15      | 6.0000%  |  | $2548.89           | $2653.24           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 704415 X     | 2039-03-15      | 6.5000%  |  | $1793.45           | $1903.41           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 704090 X     | 2038-12-15      | 6.0000%  |  | $12865.62          | $13409.32          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 703495 X     | 2039-04-15      | 5.0000%  |  | $4120.23           | $4232.37           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 700918 X     | 2038-11-15      | 5.5000%  |  | $11956.14          | $12490.82          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 700899 X     | 2038-11-15      | 6.0000%  |  | $2253.85           | $2336.67           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 700825 X     | 2038-10-15      | 6.0000%  |  | $2012.78           | $2139.53           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 699495 X     | 2038-10-15      | 6.0000%  |  | $203.42            | $215.19            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 699494 X     | 2038-10-15      | 6.0000%  |  | $249.19            | $260.90            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 699137 X     | 2038-09-15      | 6.0000%  |  | $303.37            | $315.18            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698654 X     | 2038-11-15      | 6.0000%  |  | $10980.19          | $11402.69          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 699271 X     | 2038-09-15      | 6.5000%  |  | $1684.77           | $1777.86           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 697650 X     | 2038-10-15      | 6.0000%  |  | $514.56            | $538.98            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 697594 X     | 2038-11-15      | 6.5000%  |  | $4354.55           | $4574.44           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 697488 X     | 2038-09-15      | 6.0000%  |  | $167.61            | $176.72            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 696186 X     | 2038-08-15      | 6.0000%  |  | $23292.33          | $24408.50          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 690847 X     | 2038-06-15      | 5.5000%  |  | $536.09            | $552.65            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 691269 X     | 2038-07-15      | 6.0000%  |  | $11.22             | $11.34             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 691199 X     | 2038-05-15      | 5.5000%  |  | $2153.58           | $2239.98           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 689825 X     | 2038-08-15      | 6.0000%  |  | $10727.20          | $11097.84          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 689791 X     | 2038-08-15      | 6.0000%  |  | $393.35            | $410.62            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698611 X     | 2038-11-15      | 6.0000%  |  | $1707.64           | $1773.36           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 650714 X     | 2036-01-15      | 6.0000%  |  | $2756.84           | $2863.96           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 649511 X     | 2035-10-15      | 6.0000%  |  | $619.25            | $629.73            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 648132 X     | 2036-07-15      | 6.0000%  |  | $634.60            | $656.63            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782559 X     | 2039-01-15      | 6.5000%  |  | $7211.18           | $7755.44           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782510 X     | 2038-12-15      | 6.5000%  |  | $3897.21           | $4191.42           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782461 X     | 2032-03-15      | 7.5000%  |  | $3341.44           | $3507.21           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782379 X     | 2038-08-15      | 6.0000%  |  | $7513.38           | $7947.43           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782333 X     | 2038-06-15      | 5.5000%  |  | $14899.37          | $15731.24          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-166 AB     | 2058-04-16      | 4.5000%  |  | $45069.52          | $44773.01          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2013-029 AB     | 2045-10-16      | 1.7670%  |  | $12328.95          | $12053.80          | Agency Mortgage-Backed Securities         |

### Security 4: 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):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **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 GNII SF MA2825 M | 2045-05-20      | 3.0000%  |  | $579.37            | $531.90            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 691693 X | 2040-04-15      | 4.5000%  |  | $106344.14         | $108630.12         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 688386 X | 2038-04-15      | 5.5000%  |  | $7020.90           | $7336.70           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7560 C | 2055-12-20      | 5.5000%  |  | $35333.00          | $36405.58          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1988 C | 2055-12-20      | 6.5000%  |  | $2537780.00        | $2670416.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8098 M | 2052-06-20      | 3.0000%  |  | $27908607.63       | $25242777.43       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 673844 X | 2039-01-15      | 6.0000%  |  | $14631.11          | $15472.09          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4476 C | 2055-12-20      | 5.5000%  |  | $2307636.00        | $2369456.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0023 M | 2054-11-20      | 4.0000%  |  | $238692.79         | $226765.39         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2019-15 FG  | 2049-09-20      | 4.2984%  |  | $297.01            | $291.18            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-166 AB | 2058-04-16      | 4.5000%  |  | $986.25            | $979.76            | Agency Mortgage-Backed Securities         |

### Security 5: 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):** $10002671.70
- **C.18.a - Value (excl. sponsor support):** $10002671.70
- **C.19 - Percentage of Net Assets:** 0.1700%
- **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 6: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.810%, 6/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1SR9, C.4 - ISIN: US3130B1SR94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9002802.96
- **C.18.a - Value (excl. sponsor support):** $9002802.96
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: 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):** $15009004.20
- **C.18.a - Value (excl. sponsor support):** $15009004.20
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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 8: 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):** $18998296.65
- **C.18.a - Value (excl. sponsor support):** $18998296.65
- **C.19 - Percentage of Net Assets:** 0.3200%
- **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 9: 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):** $11002668.60
- **C.18.a - Value (excl. sponsor support):** $11002668.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **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 10: 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):** $30000160.20
- **C.18.a - Value (excl. sponsor support):** $30000160.20
- **C.19 - Percentage of Net Assets:** 0.5100%
- **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 11: 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):** $10000075.00
- **C.18.a - Value (excl. sponsor support):** $10000075.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **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 12: 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):** $22999890.06
- **C.18.a - Value (excl. sponsor support):** $22999890.06
- **C.19 - Percentage of Net Assets:** 0.3900%
- **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 13: 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):** $34999379.45
- **C.18.a - Value (excl. sponsor support):** $34999379.45
- **C.19 - Percentage of Net Assets:** 0.6000%
- **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 14: 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):** $35001091.30
- **C.18.a - Value (excl. sponsor support):** $35001091.30
- **C.19 - Percentage of Net Assets:** 0.6000%
- **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 15: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.770%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LQ5, C.4 - ISIN: US3130B7LQ54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3000060.24
- **C.18.a - Value (excl. sponsor support):** $3000060.24
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: 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):** $25000336.00
- **C.18.a - Value (excl. sponsor support):** $25000336.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **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 17: 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):** $24981077.75
- **C.18.a - Value (excl. sponsor support):** $24981077.75
- **C.19 - Percentage of Net Assets:** 0.4300%
- **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 18: 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):** $11998946.76
- **C.18.a - Value (excl. sponsor support):** $11998946.76
- **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 19: 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):** $15001798.50
- **C.18.a - Value (excl. sponsor support):** $15001798.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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 20: 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):** $27007793.01
- **C.18.a - Value (excl. sponsor support):** $27007793.01
- **C.19 - Percentage of Net Assets:** 0.4600%
- **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 21: 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):** $19971305.60
- **C.18.a - Value (excl. sponsor support):** $19971305.60
- **C.19 - Percentage of Net Assets:** 0.3400%
- **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 22: 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):** $19991899.20
- **C.18.a - Value (excl. sponsor support):** $19991899.20
- **C.19 - Percentage of Net Assets:** 0.3400%
- **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 23: 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):** $16996685.00
- **C.18.a - Value (excl. sponsor support):** $16996685.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **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 24: 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):** $29985375.00
- **C.18.a - Value (excl. sponsor support):** $29985375.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **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 25: 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):** $14991225.00
- **C.18.a - Value (excl. sponsor support):** $14991225.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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 26: 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):** $11981280.00
- **C.18.a - Value (excl. sponsor support):** $11981280.00
- **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 27: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.825%, 1/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SB3, C.4 - ISIN: US313385SB33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9979525.00
- **C.18.a - Value (excl. sponsor support):** $9979525.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **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? Yes, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.810%, 1/30/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6979525.00
- **C.18.a - Value (excl. sponsor support):** $6979525.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.750%, 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):** $9915911.10
- **C.18.a - Value (excl. sponsor support):** $9915911.10
- **C.19 - Percentage of Net Assets:** 0.1700%
- **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 30: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.744%, 3/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UU8, C.4 - ISIN: US313385UU85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $39663644.40
- **C.18.a - Value (excl. sponsor support):** $39663644.40
- **C.19 - Percentage of Net Assets:** 0.6800%
- **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 31: 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):** $6999398.77
- **C.18.a - Value (excl. sponsor support):** $6999398.77
- **C.19 - Percentage of Net Assets:** 0.1200%
- **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 32: 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):** $5004558.60
- **C.18.a - Value (excl. sponsor support):** $5004558.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **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 33: 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):** $1999743.22
- **C.18.a - Value (excl. sponsor support):** $1999743.22
- **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 34: 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):** $12000682.56
- **C.18.a - Value (excl. sponsor support):** $12000682.56
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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 35: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.790%, 2/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGM7, C.4 - ISIN: US3133ERGM70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10000603.30
- **C.18.a - Value (excl. sponsor support):** $10000603.30
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: 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):** $5001599.95
- **C.18.a - Value (excl. sponsor support):** $5001599.95
- **C.19 - Percentage of Net Assets:** 0.0900%
- **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 37: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.835%, 9/8/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2000755.28
- **C.18.a - Value (excl. sponsor support):** $2000755.28
- **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):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: 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):** $8002433.76
- **C.18.a - Value (excl. sponsor support):** $8002433.76
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 39: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.795%, 3/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL58, C.4 - ISIN: US3133ERL582, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5000744.40
- **C.18.a - Value (excl. sponsor support):** $5000744.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **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 40: 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):** $15000438.00
- **C.18.a - Value (excl. sponsor support):** $15000438.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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 41: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.830%, 7/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMC2, C.4 - ISIN: US3133ERMC25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10006499.50
- **C.18.a - Value (excl. sponsor support):** $10006499.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 42: 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):** $8004470.80
- **C.18.a - Value (excl. sponsor support):** $8004470.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 43: 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):** $9001428.39
- **C.18.a - Value (excl. sponsor support):** $9001428.39
- **C.19 - Percentage of Net Assets:** 0.1500%
- **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 44: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 2/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS85, C.4 - ISIN: US3133ERS850, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6000160.56
- **C.18.a - Value (excl. sponsor support):** $6000160.56
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **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 45: 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):** $15002603.70
- **C.18.a - Value (excl. sponsor support):** $15002603.70
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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 46: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.860%, 9/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUA7, C.4 - ISIN: US3133ERUA76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8001521.36
- **C.18.a - Value (excl. sponsor support):** $8001521.36
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **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 47: 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):** $8000960.16
- **C.18.a - Value (excl. sponsor support):** $8000960.16
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 48: 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):** $7001425.62
- **C.18.a - Value (excl. sponsor support):** $7001425.62
- **C.19 - Percentage of Net Assets:** 0.1200%
- **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 49: 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):** $7003538.29
- **C.18.a - Value (excl. sponsor support):** $7003538.29
- **C.19 - Percentage of Net Assets:** 0.1200%
- **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 50: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.840%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3001306.44
- **C.18.a - Value (excl. sponsor support):** $3001306.44
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.850%, 11/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4002230.64
- **C.18.a - Value (excl. sponsor support):** $4002230.64
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: 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):** $18006777.00
- **C.18.a - Value (excl. sponsor support):** $18006777.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **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 53: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.815%, 12/2/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2X4, C.4 - ISIN: US3133ET2X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9999136.70
- **C.18.a - Value (excl. sponsor support):** $9999136.70
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: 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):** $1999986.04
- **C.18.a - Value (excl. sponsor support):** $1999986.04
- **C.19 - Percentage of Net Assets:** 0.0300%
- **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 55: 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):** $2999968.89
- **C.18.a - Value (excl. sponsor support):** $2999968.89
- **C.19 - Percentage of Net Assets:** 0.0500%
- **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 56: 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):** $11999980.68
- **C.18.a - Value (excl. sponsor support):** $11999980.68
- **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 57: 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):** $5999524.32
- **C.18.a - Value (excl. sponsor support):** $5999524.32
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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 58: 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):** $9999073.90
- **C.18.a - Value (excl. sponsor support):** $9999073.90
- **C.19 - Percentage of Net Assets:** 0.1700%
- **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 59: 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):** $13001037.53
- **C.18.a - Value (excl. sponsor support):** $13001037.53
- **C.19 - Percentage of Net Assets:** 0.2200%
- **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 60: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.860%, 10/14/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETF85, C.4 - ISIN: US3133ETF853, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9997943.50
- **C.18.a - Value (excl. sponsor support):** $9997943.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 61: 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):** $14999758.35
- **C.18.a - Value (excl. sponsor support):** $14999758.35
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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 62: 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):** $5999407.56
- **C.18.a - Value (excl. sponsor support):** $5999407.56
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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 63: 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):** $19997966.20
- **C.18.a - Value (excl. sponsor support):** $19997966.20
- **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 64: 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):** $19992607.20
- **C.18.a - Value (excl. sponsor support):** $19992607.20
- **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 65: 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):** $14998256.25
- **C.18.a - Value (excl. sponsor support):** $14998256.25
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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 66: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 9/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWJ2, C.4 - ISIN: US3133ETWJ24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4999714.45
- **C.18.a - Value (excl. sponsor support):** $4999714.45
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: 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):** $13998565.28
- **C.18.a - Value (excl. sponsor support):** $13998565.28
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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 68: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.860%, 9/10/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXE2, C.4 - ISIN: US3133ETXE28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10000052.40
- **C.18.a - Value (excl. sponsor support):** $10000052.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: 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):** $7999443.92
- **C.18.a - Value (excl. sponsor support):** $7999443.92
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 70: 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):** $12005712.84
- **C.18.a - Value (excl. sponsor support):** $12005712.84
- **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 71: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.820%, 5/7/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $8002654.08
- **C.18.a - Value (excl. sponsor support):** $8002654.08
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: 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):** $19747385.10
- **C.18.a - Value (excl. sponsor support):** $19747385.10
- **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 73: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.810%, 3/16/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBN64, C.4 - ISIN: US3134HBN641, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $27997169.76
- **C.18.a - Value (excl. sponsor support):** $27997169.76
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-03-16
- **C.13 - Final Legal Maturity Date:** 2027-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.850%, 9/22/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $20036072.80
- **C.18.a - Value (excl. sponsor support):** $20036072.80
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.850%, 10/6/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $17028360.25
- **C.18.a - Value (excl. sponsor support):** $17028360.25
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: 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):** $14993685.75
- **C.18.a - Value (excl. sponsor support):** $14993685.75
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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 77: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 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: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $15006422.70
- **C.18.a - Value (excl. sponsor support):** $15006422.70
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 78: 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):** $13006827.08
- **C.18.a - Value (excl. sponsor support):** $13006827.08
- **C.19 - Percentage of Net Assets:** 0.2200%
- **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 79: 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):** $15025223.25
- **C.18.a - Value (excl. sponsor support):** $15025223.25
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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 80: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.850%, 11/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $10007159.60
- **C.18.a - Value (excl. sponsor support):** $10007159.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: 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):** $10019641.60
- **C.18.a - Value (excl. sponsor support):** $10019641.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **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 82: 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):** $20999755.35
- **C.18.a - Value (excl. sponsor support):** $20999755.35
- **C.19 - Percentage of Net Assets:** 0.3600%
- **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 83: 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):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 3.4100%
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2022-22O FB     | 2072-10-20      | 5.0177%  |  | $13034235.04       | $13230350.37       | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 06.000 CLQZ4559 | 2055-10-01      | 6.0000%  |  | $1015.32           | $1051.64           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ2081 | 2055-09-01      | 6.5000%  |  | $1122663.34        | $1188760.89        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ0502 | 2055-08-01      | 6.0000%  |  | $12058337.62       | $12452379.98       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY7549 | 2055-07-01      | 5.5000%  |  | $30454096.44       | $31051098.23       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY7366 | 2055-07-01      | 6.5000%  |  | $3098175.17        | $3266048.75        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  |  | $943.91            | $1014.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0597 | 2055-06-01      | 6.5000%  |  | $524048.15         | $547683.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2115 | 2052-06-01      | 4.5000%  |  | $2453656.42        | $2432709.56        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1277 | 2029-07-01      | 4.8600%  |  | $1000.00           | $1032.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX3943 | 2053-01-01      | 5.0000%  |  | $2981674.11        | $3018189.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW7379 | 2052-12-01      | 5.0000%  |  | $897.16            | $911.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1171 | 2055-09-01      | 6.0000%  |  | $996.94            | $1041.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 DLDF1153 | 2055-09-01      | 6.5000%  |  | $1001338.49        | $1030483.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0744 | 2055-10-01      | 6.5000%  |  | $791805.32         | $833510.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7691 | 2055-08-01      | 6.0000%  |  | $5987135.75        | $6199822.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE6494 | 2055-09-01      | 6.5000%  |  | $1151205.54        | $1212467.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4067 | 2055-08-01      | 6.0000%  |  | $749605.93         | $779147.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAU6061 | 2043-09-01      | 4.5000%  |  | $2858164.54        | $2881915.89        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HY109543 | 2030-08-01      | 3.8600%  |  | $3222.00           | $3156.49           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9622 | 2053-08-01      | 5.5000%  |  | $1138.33           | $1171.60           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ0338 | 2054-07-01      | 7.0000%  |  | $800698.17         | $858411.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN6141 | 2049-05-01      | 4.0000%  |  | $307.64            | $299.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2836 | 2042-03-01      | 3.5000%  |  | $2765956.36        | $2672728.88        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $747.75            | $759.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ0242 | 2055-08-01      | 6.0000%  |  | $2592549.21        | $2676773.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0742 | 2055-10-01      | 6.0000%  |  | $1005.21           | $1044.87           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4520 | 2055-09-01      | 6.0000%  |  | $2342481.91        | $2418626.63        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3414 | 2055-09-01      | 6.0000%  |  | $424373.12         | $438059.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE6444 | 2055-08-01      | 6.5000%  |  | $1556630.90        | $1635321.19        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2496 | 2055-09-01      | 5.5000%  |  | $1008.11           | $1036.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9658 | 2055-09-01      | 6.0000%  |  | $997.19            | $1053.05           | Agency Mortgage-Backed Securities         |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $3608800.00        | $2820573.68        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  |  | $200.00            | $156.80            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $3572100.00        | $3654118.99        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $72413000.00       | $74258860.50       | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $10113900.00       | $10401134.76       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $1000.00           | $1021.17           | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $100.00            | $100.81            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $3859900.00        | $3965491.28        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  |  | $100.00            | $103.36            | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  |  | $9998800.00        | $10122985.10       | U.S. Treasuries (including strips)        |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $4990800.00        | $5158447.21        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $200.00            | $202.32            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE N 26      | 2026-07-31      | 1.8750%  |  | $100.00            | $99.81             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $1000.00           | $980.91            | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  |  | $3805700.00        | $3373664.57        | U.S. Treasuries (including strips)        |

### Security 84: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.840%, 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: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.000 CLSL0096 | 2054-11-01      | 5.0000%  |  | $4290763.16        | $4340594.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3596 | 2052-05-01      | 3.5000%  |  | $67110.67          | $63323.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 K2253866 | 2031-06-01      | 6.5000%  |  | $62051.82          | $64030.45          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS8462 | 2054-07-01      | 6.0000%  |  | $39685548.45       | $41249754.34       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5378 | 2045-12-01      | 5.0000%  |  | $5222946.36        | $5282298.19        | Agency Mortgage-Backed Securities |

### Security 85: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, 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: 857449004, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 17.0400%
- **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?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.500 CLCB7336 | 2053-10-01      | 5.5000%  |  | $4893076.00        | $5005716.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7304 | 2053-10-01      | 6.0000%  |  | $745.25            | $786.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7241 | 2053-10-01      | 6.5000%  |  | $158551.82         | $166222.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  |  | $872.70            | $893.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA1648 | 2053-09-01      | 6.5000%  |  | $562.66            | $589.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT1004 | 2043-04-01      | 3.5000%  |  | $12394015.90       | $11868753.38       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS8954 | 2047-03-01      | 4.0000%  |  | $13137496.63       | $12865357.76       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAR2629 | 2043-02-01      | 3.0000%  |  | $202.38            | $188.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMB0291 | 2054-12-01      | 5.0000%  |  | $896.75            | $899.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO7141 | 2042-07-01      | 3.5000%  |  | $123.56            | $119.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7069 | 2045-02-01      | 3.5000%  |  | $10039764.93       | $9645339.38        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI8650 | 2054-06-01      | 6.0000%  |  | $978.39            | $1020.45           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9280 | 2053-06-01      | 6.0000%  |  | $10738661.57       | $11129720.67       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ5576 | 2054-09-01      | 6.0000%  |  | $6439286.37        | $6658866.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA3425 | 2056-01-01      | 5.5000%  |  | $2952772.00        | $3025989.92        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA2019 | 2055-12-01      | 4.5000%  |  | $1992264.00        | $1961531.34        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0076 | 2055-12-01      | 5.5000%  |  | $2466319.34        | $2514667.42        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ0475 | 2053-12-01      | 6.0000%  |  | $777.51            | $813.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1586 | 2053-05-01      | 6.0000%  |  | $879.00            | $910.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  |  | $812.01            | $833.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7053 | 2053-09-01      | 6.0000%  |  | $777.72            | $817.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7050 | 2053-09-01      | 5.5000%  |  | $805.04            | $833.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6717 | 2053-07-01      | 4.5000%  |  | $19083097.20       | $18864767.48       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6740 | 2053-07-01      | 5.5000%  |  | $3905371.90        | $4012579.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6697 | 2053-07-01      | 5.5000%  |  | $37359901.87       | $38797523.33       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6561 | 2053-06-01      | 5.0000%  |  | $772.86            | $793.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6469 | 2053-06-01      | 6.5000%  |  | $4177673.73        | $4413113.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7141 | 2053-09-01      | 6.5000%  |  | $25287820.45       | $26471686.63       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5856 | 2053-03-01      | 6.0000%  |  | $1535149.83        | $1608952.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  |  | $820.59            | $808.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5477 | 2053-01-01      | 6.0000%  |  | $10455865.34       | $10944363.37       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5133 | 2052-11-01      | 5.5000%  |  | $9354791.25        | $9750698.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4913 | 2052-10-01      | 5.5000%  |  | $15013832.09       | $15382847.06       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  |  | $9842979.35        | $9922113.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4634 | 2052-09-01      | 5.5000%  |  | $952.34            | $989.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB3918 | 2052-06-01      | 4.5000%  |  | $753.25            | $744.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6810 | 2050-08-01      | 2.0000%  |  | $591.87            | $485.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8357 | 2054-04-01      | 6.5000%  |  | $733.70            | $774.80            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  |  | $19685485.67       | $17043719.73       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB3044 | 2052-03-01      | 2.5000%  |  | $2542063.99        | $2199249.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8706 | 2054-06-01      | 6.0000%  |  | $9584828.00        | $9949501.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5761 | 2045-09-01      | 3.5000%  |  | $238.69            | $228.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY0115 | 2053-05-01      | 5.0000%  |  | $4358233.72        | $4402010.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE9493 | 2052-09-01      | 4.5000%  |  | $979888.74         | $963911.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8012 | 2050-12-01      | 2.0000%  |  | $2405126.96        | $1994316.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6202 | 2052-08-01      | 5.0000%  |  | $3894086.69        | $3967294.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9163 | 2054-09-01      | 6.5000%  |  | $5296868.71        | $5646502.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB4855 | 2052-10-01      | 6.0000%  |  | $7538057.76        | $7849070.48        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD5139 | 2054-04-01      | 6.5000%  |  | $1487719.35        | $1554992.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBT6838 | 2051-10-01      | 3.0000%  |  | $17692901.29       | $15779927.11       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5886 | 2053-03-01      | 4.5000%  |  | $757.41            | $747.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX1536 | 2052-10-01      | 5.5000%  |  | $709269.81         | $734705.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI4601 | 2054-05-01      | 5.5000%  |  | $791.73            | $809.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6892 | 2053-08-01      | 4.5000%  |  | $874.76            | $871.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY6917 | 2053-08-01      | 5.5000%  |  | $969.12            | $989.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG5903 | 2053-07-01      | 6.5000%  |  | $7523357.11        | $7991593.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA8867 | 2051-02-01      | 3.0000%  |  | $10219117.49       | $9339762.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4840 | 2052-10-01      | 5.5000%  |  | $6997596.79        | $7186275.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8000 | 2046-09-01      | 3.0000%  |  | $291.35            | $267.23            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q63950 G | 2049-06-01      | 4.0000%  |  | $359231.64         | $352097.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4912 | 2052-10-01      | 5.5000%  |  | $767.00            | $789.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV5661 | 2052-04-01      | 3.5000%  |  | $64225.39          | $59826.70          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAO9775 | 2042-08-01      | 3.5000%  |  | $2551337.97        | $2435368.60        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9434 | 2053-07-01      | 5.5000%  |  | $17025741.28       | $17527716.88       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5476 | 2053-01-01      | 6.0000%  |  | $7911779.14        | $8306663.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5314 | 2052-12-01      | 6.0000%  |  | $987.59            | $1041.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8714 | 2054-06-01      | 6.0000%  |  | $16816707.31       | $17748521.06       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  |  | $14386917.10       | $13631843.74       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH5456 | 2053-12-01      | 6.5000%  |  | $5208425.50        | $5534663.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5303 | 2052-12-01      | 6.0000%  |  | $36388185.86       | $38316905.26       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6561 | 2054-10-01      | 6.0000%  |  | $16960260.34       | $17931099.56       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8032 | 2050-12-01      | 2.0000%  |  | $665.57            | $551.89            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8140 | 2051-04-01      | 2.0000%  |  | $909.88            | $744.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD9209 | 2055-06-01      | 5.5000%  |  | $10366537.89       | $10598430.43       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA1629 | 2055-12-01      | 5.0000%  |  | $6193942.00        | $6224215.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX1359 | 2052-11-01      | 5.5000%  |  | $10238.03          | $10659.73          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6612 | 2053-06-01      | 5.5000%  |  | $4524062.91        | $4630470.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4538 | 2052-08-01      | 5.0000%  |  | $15121298.56       | $15242868.77       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 I6BF0833 | 2064-06-01      | 4.5000%  |  | $1019.91           | $988.60            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ9489 | 2054-11-01      | 5.5000%  |  | $17387574.85       | $17731976.33       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD7791 | 2055-05-01      | 5.0000%  |  | $2735965.24        | $2751559.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA0550 | 2054-06-01      | 5.0000%  |  | $5900526.05        | $5934894.64        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0056 | 2055-10-01      | 5.5000%  |  | $1164517.94        | $1187346.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6331 | 2053-05-01      | 6.0000%  |  | $15341754.27       | $15890068.56       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8835 | 2054-07-01      | 5.5000%  |  | $898.03            | $923.73            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG8518 | 2053-08-01      | 6.5000%  |  | $8012662.44        | $8511367.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG5569 | 2053-06-01      | 5.5000%  |  | $6844349.86        | $7049491.00        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF8761 | 2053-03-01      | 6.0000%  |  | $6767844.12        | $7010200.61        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQF8711 | 2053-02-01      | 4.5000%  |  | $3274073.59        | $3222644.44        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0861 | 2052-10-01      | 5.0000%  |  | $1581858.36        | $1593543.02        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8232 | 2052-08-01      | 5.0000%  |  | $645.65            | $655.39            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G60995 G | 2046-09-01      | 3.5000%  |  | $278.32            | $265.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  |  | $753.15            | $748.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4423 | 2052-08-01      | 5.5000%  |  | $12699301.81       | $13178933.27       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA9234 | 2051-02-01      | 3.0000%  |  | $3884834.70        | $3512360.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8725 | 2051-02-01      | 2.0000%  |  | $637.30            | $525.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7559 | 2050-11-01      | 2.0000%  |  | $668.74            | $548.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7343 | 2050-10-01      | 2.0000%  |  | $3620069.31        | $2966678.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7340 | 2050-10-01      | 2.0000%  |  | $7852569.57        | $6433607.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7312 | 2050-10-01      | 2.5000%  |  | $591.90            | $511.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7297 | 2050-10-01      | 2.5000%  |  | $59644361.59       | $51396460.91       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7281 | 2050-10-01      | 2.0000%  |  | $18290761.44       | $15146683.21       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7218 | 2050-10-01      | 2.0000%  |  | $74613990.30       | $61162256.82       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8013 | 2050-12-01      | 2.0000%  |  | $677.80            | $560.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7988 | 2050-12-01      | 2.0000%  |  | $128673104.86      | $105448724.64      | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6908 | 2050-09-01      | 2.0000%  |  | $92613757.74       | $76023454.02       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  |  | $2225084.94        | $1842596.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6345 | 2050-07-01      | 2.5000%  |  | $39539672.29       | $33954034.57       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0771 | 2047-11-01      | 3.5000%  |  | $31286030.32       | $29522520.23       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY4504 | 2053-08-01      | 6.5000%  |  | $970078.42         | $1036175.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY2521 | 2053-05-01      | 5.5000%  |  | $987907.58         | $1017592.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7283 | 2050-10-01      | 2.0000%  |  | $966.88            | $792.57            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q41962 G | 2046-07-01      | 3.5000%  |  | $191.01            | $181.84            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q23585 G | 2043-12-01      | 4.5000%  |  | $134.39            | $135.44            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC V84321 G | 2048-06-01      | 3.5000%  |  | $3629828.07        | $3430356.92        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3654 | 2052-10-01      | 5.0000%  |  | $761.41            | $780.48            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3351 | 2053-06-01      | 5.0000%  |  | $482240.50         | $486095.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX2147 | 2053-01-01      | 5.5000%  |  | $385712.82         | $400555.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX0427 | 2052-11-01      | 5.5000%  |  | $11142135.23       | $11416001.48       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV6026 | 2055-08-01      | 6.0000%  |  | $1670085.08        | $1724574.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU8890 | 2052-04-01      | 2.5000%  |  | $13558041.35       | $11588889.50       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU4890 | 2054-09-01      | 6.0000%  |  | $718126.25         | $755468.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU4364 | 2054-02-01      | 6.0000%  |  | $2512913.95        | $2626955.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBT9387 | 2051-11-01      | 3.5000%  |  | $3960087.95        | $3688868.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBP5772 | 2050-05-01      | 2.0000%  |  | $524.21            | $430.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 GLBM7363 | 2050-11-01      | 2.5000%  |  | $10247565.71       | $8897093.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4747 | 2048-10-01      | 4.5000%  |  | $3755187.58        | $3751965.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK8866 | 2048-09-01      | 4.5000%  |  | $3544029.78        | $3548714.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0735 | 2063-06-01      | 3.5000%  |  | $2211748.52        | $2028515.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  |  | $822001.03         | $758071.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBD8018 | 2046-09-01      | 3.0000%  |  | $11059725.88       | $10083395.40       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD7394 | 2055-04-01      | 5.5000%  |  | $5971891.97        | $6100791.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD6397 | 2055-04-01      | 6.0000%  |  | $883.92            | $922.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD5019 | 2055-03-01      | 6.5000%  |  | $666483.11         | $702272.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC3557 | 2054-10-01      | 5.5000%  |  | $3019367.37        | $3085444.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC1750 | 2054-10-01      | 5.5000%  |  | $4050902.46        | $4130313.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRMA2633 | 2046-04-01      | 3.5000%  |  | $117540.75         | $111608.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRMA1715 | 2043-12-01      | 4.0000%  |  | $197.54            | $193.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAC1509 | 2039-08-01      | 6.0000%  |  | $33.75             | $35.54             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 NP954858 | 2037-10-01      | 6.5000%  |  | $9.20              | $9.34              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL900928 | 2037-02-01      | 6.5000%  |  | $19.78             | $21.11             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 NP899810 | 2037-08-01      | 6.5000%  |  | $2.79              | $2.86              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS9180 | 2054-06-01      | 6.5000%  |  | $801.99            | $842.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS9133 | 2054-01-01      | 4.5000%  |  | $863.07            | $852.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS8066 | 2053-09-01      | 5.5000%  |  | $816.91            | $835.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS6778 | 2054-01-01      | 6.5000%  |  | $693.00            | $731.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3810 | 2053-01-01      | 4.5000%  |  | $755.21            | $750.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9663 | 2054-12-01      | 5.5000%  |  | $16174951.18       | $16636136.77       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9074 | 2054-08-01      | 4.5000%  |  | $965.66            | $949.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  |  | $952.77            | $974.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8540 | 2054-05-01      | 6.0000%  |  | $858.77            | $904.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 NP887760 | 2036-07-01      | 6.0000%  |  | $1.82              | $1.85              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7604 | 2053-12-01      | 6.5000%  |  | $2990.97           | $3132.35           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7481 | 2053-11-01      | 6.0000%  |  | $301491.64         | $318195.48         | Agency Mortgage-Backed Securities |

### Security 86: 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):** $59881389.00
- **C.18.a - Value (excl. sponsor support):** $59881389.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.2900%
- **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 87: 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):** $62875458.45
- **C.18.a - Value (excl. sponsor support):** $62875458.45
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.2900%
- **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 88: 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):** $8957216.97
- **C.18.a - Value (excl. sponsor support):** $8957216.97
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **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 89: 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):** $59553373.20
- **C.18.a - Value (excl. sponsor support):** $59553373.20
- **C.19 - Percentage of Net Assets:** 1.0100%
- **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 90: 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):** $61538485.64
- **C.18.a - Value (excl. sponsor support):** $61538485.64
- **C.19 - Percentage of Net Assets:** 1.0500%
- **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 91: 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):** $63348636.16
- **C.18.a - Value (excl. sponsor support):** $63348636.16
- **C.19 - Percentage of Net Assets:** 1.0800%
- **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 92: 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):** $24679625.00
- **C.18.a - Value (excl. sponsor support):** $24679625.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **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 93: 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):** $5923110.00
- **C.18.a - Value (excl. sponsor support):** $5923110.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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 94: 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):** $57256730.00
- **C.18.a - Value (excl. sponsor support):** $57256730.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **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 95: 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):** $57256730.00
- **C.18.a - Value (excl. sponsor support):** $57256730.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **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 96: 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):** $29535883.20
- **C.18.a - Value (excl. sponsor support):** $29535883.20
- **C.19 - Percentage of Net Assets:** 0.5000%
- **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 97: 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):** $56970177.52
- **C.18.a - Value (excl. sponsor support):** $56970177.52
- **C.19 - Percentage of Net Assets:** 0.9700%
- **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 98: 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):** $57925765.80
- **C.18.a - Value (excl. sponsor support):** $57925765.80
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.1200%
- **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 99: 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):** $31959043.20
- **C.18.a - Value (excl. sponsor support):** $31959043.20
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.1200%
- **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 100: 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):** $44880997.50
- **C.18.a - Value (excl. sponsor support):** $44880997.50
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.3400%
- **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 101: 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):** $61622647.54
- **C.18.a - Value (excl. sponsor support):** $61622647.54
- **C.19 - Percentage of Net Assets:** 1.0500%
- **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 102: 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):** $60421342.36
- **C.18.a - Value (excl. sponsor support):** $60421342.36
- **C.19 - Percentage of Net Assets:** 1.0300%
- **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 103: 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):** $21821626.86
- **C.18.a - Value (excl. sponsor support):** $21821626.86
- **C.19 - Percentage of Net Assets:** 0.3700%
- **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 104: 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):** $39874995.60
- **C.18.a - Value (excl. sponsor support):** $39874995.60
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.3700%
- **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 105: 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):** $29712637.50
- **C.18.a - Value (excl. sponsor support):** $29712637.50
- **C.19 - Percentage of Net Assets:** 0.5100%
- **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 106: 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):** $61719910.04
- **C.18.a - Value (excl. sponsor support):** $61719910.04
- **C.19 - Percentage of Net Assets:** 1.0500%
- **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 107: 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):** $28110831.87
- **C.18.a - Value (excl. sponsor support):** $28110831.87
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **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 108: 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):** $55252324.71
- **C.18.a - Value (excl. sponsor support):** $55252324.71
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **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 109: 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):** $35767007.64
- **C.18.a - Value (excl. sponsor support):** $35767007.64
- **C.19 - Percentage of Net Assets:** 0.6100%
- **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 110: 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):** $19338680.60
- **C.18.a - Value (excl. sponsor support):** $19338680.60
- **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 111: 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):** $7926687.52
- **C.18.a - Value (excl. sponsor support):** $7926687.52
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 112: 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):** $9884902.30
- **C.18.a - Value (excl. sponsor support):** $9884902.30
- **C.19 - Percentage of Net Assets:** 0.1700%
- **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 113: 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):** $11798700.00
- **C.18.a - Value (excl. sponsor support):** $11798700.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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 114: 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):** $15188328.95
- **C.18.a - Value (excl. sponsor support):** $15188328.95
- **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 115: 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):** $28204531.32
- **C.18.a - Value (excl. sponsor support):** $28204531.32
- **C.19 - Percentage of Net Assets:** 0.4800%
- **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 116: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.847%, 1/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14999705.40
- **C.18.a - Value (excl. sponsor support):** $14999705.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **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 117: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.752%, 4/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29997927.00
- **C.18.a - Value (excl. sponsor support):** $29997927.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **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 118: 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):** $11559656.25
- **C.18.a - Value (excl. sponsor support):** $11559656.25
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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 119: 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):** $15016171.80
- **C.18.a - Value (excl. sponsor support):** $15016171.80
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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 120: 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):** $12990554.72
- **C.18.a - Value (excl. sponsor support):** $12990554.72
- **C.19 - Percentage of Net Assets:** 0.2200%
- **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 121: 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):** $25019192.00
- **C.18.a - Value (excl. sponsor support):** $25019192.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **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 122: 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):** $15092109.30
- **C.18.a - Value (excl. sponsor support):** $15092109.30
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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 123: 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):** $59982589.20
- **C.18.a - Value (excl. sponsor support):** $59982589.20
- **C.19 - Percentage of Net Assets:** 1.0200%
- **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 124: 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):** $72024270.48
- **C.18.a - Value (excl. sponsor support):** $72024270.48
- **C.19 - Percentage of Net Assets:** 1.2300%
- **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 125: 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):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 3.4100%
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRA CL060FA R25F060 | 2055-08-25      | 5.2242%  |  | $59315776.00       | $59795326.19       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL042FC R25F042 | 2055-06-25      | 5.3742%  |  | $41279736.50       | $41606865.95       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL001FJ R25F001 | 2055-02-25      | 5.8742%  |  | $20128781.75       | $20411229.46       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL040FB R25F040 | 2055-02-25      | 5.3742%  |  | $20660964.75       | $20826411.52       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FH R24F103 | 2055-01-25      | 5.1242%  |  | $32766395.52       | $32935241.80       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL015FD R24F015 | 2054-04-25      | 5.2242%  |  | $4411520.63        | $4439660.40        | Agency Collateralized Mortgage Obligation |
| FNMA MNRA CL006A2 R23M006 | 2028-07-25      | 4.1810%  |  | $404091.09         | $408343.15         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A1 R22M003 | 2031-11-25      | 1.7070%  |  | $12848046.15       | $12016385.70       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0212A2 R19M02 | 2031-02-25      | 2.3500%  |  | $14557466.72       | $13624396.20       | Agency Mortgage-Backed Securities         |

### Security 126: BMO Bank, N.A.

- **C.1 - Title:** BMO Bank, N.A., REPO,  3.850%, 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: 932CQA007, C.3 - LEI: 3Y4U8VZURTYWI1W2K376
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 3.4100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  |  | $27219441.03       | $25311303.77       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099KC R20F099 | 2035-11-25      | 1.0000%  |  | $13448599.86       | $12068172.80       | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 02.000 CKMA4453 | 2051-09-01      | 2.0000%  |  | $823266.31         | $652608.69         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  |  | $169886380.00      | $161714505.35      | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL9630 | 2028-01-01      | 1.0800%  |  | $7869533.90        | $7465889.77        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  |  | $655045.67         | $618948.50         | Agency Mortgage-Backed Securities         |

### Security 127: 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):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.7000%
- **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 GNII SF MB0208 M | 2055-02-20      | 7.0000%  |  | $19332852.29       | $20044868.35       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4846 C | 2055-10-20      | 6.0000%  |  | $17640880.84       | $18291158.99       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9543 M | 2054-03-20      | 6.5000%  |  | $18244736.00       | $18999095.02       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3572 C | 2055-11-20      | 5.0000%  |  | $18797139.98       | $18924728.71       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7365 C | 2055-11-20      | 5.0000%  |  | $20257970.58       | $20397804.60       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7935 M | 2052-03-20      | 2.0000%  |  | $6831853.35        | $5679624.85        | Agency Mortgage-Backed Securities |

### Security 128: 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):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **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 GNII SF DO3532 C | 2055-11-20      | 6.0000%  |  | $9783906.19        | $10216482.04       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5406 C | 2055-12-20      | 5.5000%  |  | $14974598.00       | $15375757.49       | Agency Mortgage-Backed Securities |

### Security 129: 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):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF DO3532 C | 2055-11-20      | 6.0000%  |  | $1891951.39        | $1975600.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4816 C | 2055-11-20      | 6.0000%  |  | $17814335.66       | $18471025.51       | Agency Mortgage-Backed Securities |

### Security 130: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, 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: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $485222000.00
- **C.18.a - Value (excl. sponsor support):** $485222000.00
- **C.19 - Percentage of Net Assets:** 8.2700%
- **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 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 CL255230  | 2034-06-01      | 5.0000%  |  | $37.17             | $37.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL255191  | 2034-05-01      | 6.0000%  |  | $9.29              | $9.71              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254346  | 2032-06-01      | 6.5000%  |  | $93.09             | $97.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254311  | 2032-05-01      | 6.5000%  |  | $75.78             | $79.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254263  | 2032-04-01      | 6.5000%  |  | $68.89             | $72.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254147  | 2032-01-01      | 6.5000%  |  | $4.70              | $4.98              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254092  | 2031-12-01      | 6.5000%  |  | $132.86            | $140.37            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0939 M      | 2043-04-20      | 6.0000%  |  | $593.24            | $627.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM8775  | 2048-10-01      | 4.0000%  |  | $132.57            | $128.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM2827  | 2047-03-01      | 4.5000%  |  | $71.53             | $71.57             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2523  | 2047-01-01      | 3.0000%  |  | $42.38             | $38.61             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2405  | 2047-01-01      | 3.0000%  |  | $129564.64         | $118473.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM1246  | 2046-06-01      | 4.5000%  |  | $5125.71           | $5132.44           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4636  | 2048-10-01      | 3.0000%  |  | $167.30            | $151.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6819  | 2044-12-01      | 4.5000%  |  | $151.21            | $152.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ4495  | 2051-02-01      | 2.0000%  |  | $186.73            | $152.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP5412  | 2050-05-01      | 3.0000%  |  | $18478.48          | $16795.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO9489  | 2049-12-01      | 3.5000%  |  | $109416.82         | $104523.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAI1807  | 2026-04-01      | 4.5000%  |  | $474.40            | $476.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAH8861  | 2041-04-01      | 4.5000%  |  | $36.31             | $36.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5881  | 2026-02-01      | 3.5000%  |  | $14.57             | $14.58             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5801  | 2026-02-01      | 3.5000%  |  | $3.82              | $3.82              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9488 M      | 2054-02-20      | 5.5000%  |  | $200.55            | $203.91            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9459 M      | 2039-07-20      | 6.0000%  |  | $178.31            | $187.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9423 M      | 2054-01-20      | 5.5000%  |  | $543.41            | $553.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9242 M      | 2053-10-20      | 6.0000%  |  | $313.58            | $321.78            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9106 M      | 2053-08-20      | 5.5000%  |  | $334439.27         | $341486.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1045  | 2055-09-01      | 6.0000%  |  | $1046.07           | $1084.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0721  | 2055-09-01      | 6.0000%  |  | $5998.85           | $6203.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0718  | 2055-09-01      | 6.0000%  |  | $2465413.44        | $2568028.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0709  | 2055-10-01      | 6.0000%  |  | $2067624.68        | $2150151.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9296  | 2055-09-01      | 6.0000%  |  | $784.85            | $815.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8822  | 2055-09-01      | 6.5000%  |  | $446353.18         | $472970.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL594437  | 2031-07-01      | 6.5000%  |  | $234.38            | $244.53            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS580720  | 2031-12-01      | 6.5630%  |  | $8897.11           | $9154.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL580149  | 2031-07-01      | 6.5000%  |  | $75.88             | $79.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL575078  | 2031-05-01      | 6.5000%  |  | $29.02             | $30.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL568355  | 2031-01-01      | 6.5000%  |  | $523.65            | $546.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 09.000 CL564318  | 2030-11-01      | 9.0000%  |  | $19.42             | $20.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 09.000 CL560837  | 2030-10-01      | 9.0000%  |  | $148.85            | $153.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555692  | 2033-07-01      | 5.5000%  |  | $105.14            | $108.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555677  | 2033-07-01      | 5.5000%  |  | $470.17            | $485.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL555285  | 2033-03-01      | 6.0000%  |  | $10.53             | $10.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL545819  | 2032-08-01      | 6.5000%  |  | $234.13            | $244.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT2033  | 2052-02-01      | 2.5000%  |  | $202.28            | $172.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB3885  | 2054-05-01      | 6.5000%  |  | $84402.32          | $89168.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM3619  | 2050-01-01      | 4.5000%  |  | $170.24            | $169.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQC1809  | 2051-05-01      | 2.0000%  |  | $101301.43         | $83107.05          | Agency Mortgage-Backed Securities         |
| GNMA GNAR FB MA0186 M      | 2042-06-20      | 6.2500%  |  | $3.96              | $4.09              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0093 M      | 2042-05-20      | 6.0000%  |  | $1009.07           | $1067.08           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0023 M      | 2042-04-20      | 4.0000%  |  | $173.07            | $169.04            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA8343 X      | 2027-11-15      | 3.5000%  |  | $950.45            | $948.93            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA5391 X      | 2042-06-15      | 3.5000%  |  | $512.59            | $486.48            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 796269 X      | 2042-07-15      | 3.5000%  |  | $15.60             | $14.69             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 778794 X      | 2042-01-15      | 3.5000%  |  | $15.63             | $14.64             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 766428 X      | 2046-11-15      | 2.5000%  |  | $308.51            | $269.28            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 763408 X      | 2041-05-15      | 4.7500%  |  | $15.84             | $16.19             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8248  | 2052-11-01      | 5.0000%  |  | $211.24            | $213.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8135  | 2052-10-01      | 5.5000%  |  | $181.89            | $186.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8889  | 2053-04-01      | 6.0000%  |  | $895.49            | $946.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8886  | 2053-04-01      | 6.0000%  |  | $196.47            | $206.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7927  | 2052-09-01      | 4.5000%  |  | $402.42            | $398.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQZ8797  | 2055-11-01      | 4.0000%  |  | $261.88            | $249.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ8759  | 2055-11-01      | 5.5000%  |  | $1677188.68        | $1723467.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ8712  | 2055-11-01      | 5.0000%  |  | $523.94            | $528.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0689  | 2055-03-01      | 6.0000%  |  | $214833.11         | $222911.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745875  | 2036-09-01      | 6.5000%  |  | $2078.20           | $2221.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745818  | 2036-09-01      | 6.5000%  |  | $95.31             | $100.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL745516  | 2036-05-01      | 5.5000%  |  | $500.76            | $526.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745434  | 2035-04-01      | 6.5000%  |  | $520.70            | $543.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL745418  | 2036-04-01      | 5.5000%  |  | $14.62             | $15.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745344  | 2034-08-01      | 6.5000%  |  | $738.79            | $771.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745313  | 2035-05-01      | 6.5000%  |  | $636.13            | $667.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL744778  | 2033-11-01      | 6.0000%  |  | $146.11            | $150.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL745275  | 2036-02-01      | 5.0000%  |  | $31.27             | $32.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745256  | 2036-02-01      | 6.0000%  |  | $34.55             | $36.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL740292  | 2033-09-01      | 4.5000%  |  | $632.74            | $634.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4119  | 2052-07-01      | 4.0000%  |  | $194.98            | $187.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4090  | 2052-07-01      | 4.0000%  |  | $406.09            | $391.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB4109  | 2052-07-01      | 3.0000%  |  | $652.11            | $580.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3899  | 2052-06-01      | 3.5000%  |  | $410.08            | $383.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL649876  | 2032-08-01      | 6.5000%  |  | $203.55            | $212.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL644475  | 2032-05-01      | 6.5000%  |  | $834.15            | $870.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL640047  | 2032-06-01      | 6.5000%  |  | $122.96            | $128.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ4777  | 2045-10-01      | 3.5000%  |  | $51.49             | $49.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAZ0084  | 2030-06-01      | 3.5000%  |  | $118.70            | $117.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY9858  | 2045-05-01      | 3.0000%  |  | $70.94             | $65.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4212  | 2052-07-01      | 4.5000%  |  | $208.83            | $205.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY4200  | 2045-05-01      | 3.0000%  |  | $695.30            | $639.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1874  | 2052-11-01      | 5.5000%  |  | $198.87            | $204.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG0709  | 2053-04-01      | 7.0000%  |  | $73.32             | $78.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0046  | 2051-04-01      | 3.0000%  |  | $550.73            | $489.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8258  | 2052-10-01      | 5.0000%  |  | $1062241.40        | $1070066.58        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5913  | 2054-04-01      | 5.5000%  |  | $222.40            | $227.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8007  | 2051-07-01      | 2.5000%  |  | $692.09            | $595.32            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3806 M      | 2046-07-20      | 5.0000%  |  | $103.01            | $106.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4783  | 2045-04-01      | 3.5000%  |  | $370.22            | $353.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8183  | 2051-12-01      | 2.5000%  |  | $1361.96           | $1165.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN3009  | 2048-11-01      | 4.0000%  |  | $28.42             | $27.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4765  | 2052-09-01      | 5.0000%  |  | $393.11            | $397.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV3121  | 2052-03-01      | 3.0000%  |  | $388273.23         | $345913.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBD2377  | 2046-12-01      | 4.5000%  |  | $52.16             | $52.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4465  | 2051-11-01      | 2.0000%  |  | $1385635.35        | $1128133.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT9390  | 2051-11-01      | 3.0000%  |  | $44742.40          | $40089.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3350  | 2053-06-01      | 5.0000%  |  | $419.39            | $424.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM1129  | 2049-01-01      | 3.0000%  |  | $120.94            | $111.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4398  | 2051-08-01      | 2.0000%  |  | $392.57            | $320.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9268  | 2053-06-01      | 5.5000%  |  | $92428.97          | $94386.09          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2965 M      | 2045-07-20      | 5.5000%  |  | $660.23            | $687.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1320  | 2048-11-01      | 4.0000%  |  | $19.15             | $18.60             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA2281  | 2032-11-01      | 3.0000%  |  | $88.59             | $86.41             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4510 M      | 2047-06-20      | 3.5000%  |  | $65.81             | $61.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5263  | 2054-01-01      | 4.0000%  |  | $480.89            | $459.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4693  | 2046-12-01      | 3.0000%  |  | $69859.26          | $63655.75          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD7572  | 2054-05-01      | 6.5000%  |  | $192.61            | $203.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN6594  | 2049-05-01      | 4.0000%  |  | $109.87            | $106.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2966  | 2052-10-01      | 5.0000%  |  | $177.87            | $180.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5040  | 2053-06-01      | 6.0000%  |  | $1370.92           | $1418.27           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ0796  | 2055-08-01      | 6.0000%  |  | $1711639.68        | $1769616.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0474 M      | 2055-07-20      | 6.5000%  |  | $5124626.33        | $5254467.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6985  | 2054-11-01      | 5.0000%  |  | $168169.33         | $169079.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9646  | 2055-06-01      | 6.0000%  |  | $260.20            | $270.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2500  | 2055-08-01      | 6.5000%  |  | $5381328.66        | $5680830.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA2878  | 2052-04-01      | 2.0000%  |  | $4121.90           | $3355.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5891  | 2045-11-01      | 5.5000%  |  | $515.65            | $528.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ5765  | 2055-10-01      | 6.0000%  |  | $523.69            | $547.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX4033  | 2055-01-01      | 5.5000%  |  | $774310.67         | $790256.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY9430  | 2055-07-01      | 5.0000%  |  | $13049.04          | $13148.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC8998  | 2055-01-01      | 4.5000%  |  | $511.76            | $507.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8188  | 2052-01-01      | 2.0000%  |  | $413.27            | $336.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8257  | 2052-10-01      | 4.5000%  |  | $207.30            | $204.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8183  | 2051-12-01      | 2.5000%  |  | $199.04            | $170.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL0015  | 2054-12-01      | 3.5000%  |  | $245.88            | $229.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0006  | 2054-04-01      | 5.0000%  |  | $239.01            | $242.77            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.900 WSWS4041  | 2040-08-01      | 4.9000%  |  | $1266310.85        | $1263144.23        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0799  | 2055-03-01      | 5.0000%  |  | $747.49            | $750.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ9246  | 2055-11-01      | 5.0000%  |  | $1310.08           | $1325.28           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQZ9192  | 2055-11-01      | 4.5000%  |  | $37999.32          | $37362.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ9180  | 2055-11-01      | 5.0000%  |  | $257.75            | $260.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6426  | 2051-03-01      | 2.0000%  |  | $153.31            | $127.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6338  | 2051-02-01      | 2.0000%  |  | $498.58            | $411.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY5896  | 2055-06-01      | 5.5000%  |  | $95876.75          | $98210.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY5689  | 2055-06-01      | 5.5000%  |  | $253.99            | $260.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY5650  | 2055-06-01      | 6.0000%  |  | $126.60            | $130.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY5449  | 2055-06-01      | 6.0000%  |  | $244.34            | $252.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4909  | 2055-06-01      | 6.5000%  |  | $260.84            | $275.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY5273  | 2055-06-01      | 6.5000%  |  | $261.00            | $274.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3972  | 2055-05-01      | 5.5000%  |  | $358349.83         | $367352.05         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3616  | 2055-05-01      | 5.5000%  |  | $260.00            | $266.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY3615  | 2055-05-01      | 5.0000%  |  | $259.96            | $262.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4395  | 2055-06-01      | 6.5000%  |  | $163.92            | $172.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3594  | 2055-05-01      | 5.5000%  |  | $237.69            | $243.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY6605  | 2055-06-01      | 5.5000%  |  | $180.86            | $185.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY2581  | 2055-05-01      | 6.5000%  |  | $206.45            | $216.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY1223  | 2055-04-01      | 5.5000%  |  | $260.06            | $266.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA0018  | 2052-04-01      | 2.5000%  |  | $16420.32          | $14185.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9674  | 2054-12-01      | 6.0000%  |  | $11748443.41       | $12215197.32       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9610  | 2054-12-01      | 5.0000%  |  | $9903.77           | $9989.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8841  | 2031-02-01      | 3.5000%  |  | $7.14              | $7.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1626  | 2044-02-01      | 4.5000%  |  | $507.29            | $510.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8832  | 2042-10-01      | 4.5000%  |  | $286.74            | $290.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8140  | 2051-04-01      | 2.0000%  |  | $745.63            | $610.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8135  | 2051-03-01      | 2.5000%  |  | $12702290.64       | $10906483.13       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8113  | 2050-12-01      | 2.0000%  |  | $343.26            | $281.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD7563  | 2053-05-01      | 4.5000%  |  | $202.01            | $200.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD7537  | 2051-03-01      | 2.0000%  |  | $179.33            | $147.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7509  | 2049-11-01      | 3.0000%  |  | $388.17            | $352.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7507  | 2049-11-01      | 3.0000%  |  | $12387.58          | $11295.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD7504  | 2049-08-01      | 3.5000%  |  | $255.51            | $240.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAY3248  | 2045-04-01      | 4.0000%  |  | $22.03             | $21.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAY0253  | 2030-03-01      | 3.5000%  |  | $47.52             | $47.18             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG1307  | 2053-04-01      | 6.0000%  |  | $209.07            | $222.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF7098  | 2053-02-01      | 5.5000%  |  | $203.35            | $207.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF4605  | 2052-12-01      | 5.5000%  |  | $194.20            | $202.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF4600  | 2052-12-01      | 6.0000%  |  | $403.39            | $425.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF2671  | 2052-11-01      | 5.0000%  |  | $207.93            | $209.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAD6510  | 2040-05-01      | 5.0000%  |  | $66.99             | $69.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAD4850  | 2035-05-01      | 7.0000%  |  | $11907.19          | $12565.27          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3845  | 2053-05-01      | 6.5000%  |  | $507.73            | $537.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAD4333  | 2040-03-01      | 5.0000%  |  | $143.80            | $148.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAD0716  | 2030-12-01      | 6.5000%  |  | $24.81             | $25.89             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1AD0390  | 2038-09-01      | 6.6300%  |  | $68117.26          | $70566.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD0307  | 2039-01-01      | 5.5000%  |  | $31.92             | $33.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD0317  | 2039-01-01      | 5.5000%  |  | $22.70             | $23.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD0220  | 2038-10-01      | 6.0000%  |  | $295.41            | $313.79            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LAAD0082  | 2035-10-01      | 6.4740%  |  | $14604.61          | $15078.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5189  | 2053-11-01      | 5.0000%  |  | $462.31            | $464.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5167  | 2053-10-01      | 6.5000%  |  | $87401.71          | $91392.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5166  | 2053-10-01      | 6.0000%  |  | $11490.60          | $11884.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5108  | 2053-08-01      | 6.0000%  |  | $2866.25           | $2963.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5105  | 2053-08-01      | 4.5000%  |  | $1133.72           | $1115.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5038  | 2053-06-01      | 5.0000%  |  | $1264014.18        | $1274109.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918  | 2053-02-01      | 5.0000%  |  | $239426.26         | $241153.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4916  | 2053-02-01      | 4.0000%  |  | $477952.93         | $458218.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA4766  | 2042-09-01      | 4.5000%  |  | $18799.52          | $18921.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4737  | 2052-08-01      | 5.0000%  |  | $7223.78           | $7277.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8148  | 2051-05-01      | 3.0000%  |  | $132.76            | $118.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTCA0668  | 2037-11-01      | 3.5000%  |  | $26597.54          | $25809.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS4271  | 2045-01-01      | 4.5000%  |  | $40.72             | $41.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS4096  | 2044-12-01      | 4.5000%  |  | $18430.29          | $18538.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS3651  | 2044-10-01      | 4.5000%  |  | $1025.43           | $1030.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS3254  | 2044-09-01      | 3.5000%  |  | $85.53             | $81.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS3220  | 2029-09-01      | 3.0000%  |  | $64.80             | $64.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS3594  | 2029-10-01      | 3.0000%  |  | $34.87             | $34.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS2541  | 2029-05-01      | 3.0000%  |  | $501.61            | $495.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3631  | 2034-04-01      | 3.0000%  |  | $2855.13           | $2789.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4493  | 2051-12-01      | 2.5000%  |  | $58997.70          | $50496.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4437  | 2051-10-01      | 2.0000%  |  | $201.14            | $164.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBW9618  | 2053-06-01      | 3.0000%  |  | $1626.42           | $1446.63           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8524  | 2055-04-01      | 5.5000%  |  | $237.09            | $241.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5761  | 2055-07-01      | 6.0000%  |  | $1844.47           | $1904.50           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ9569  | 2055-12-01      | 5.5000%  |  | $262.08            | $270.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ8674  | 2055-11-01      | 5.5000%  |  | $1912112.57        | $1980146.17        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5850 C      | 2055-11-20      | 5.5000%  |  | $786.09            | $808.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5469  | 2054-09-01      | 5.0000%  |  | $15704.20          | $15757.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3686  | 2053-01-01      | 5.0000%  |  | $51501.54          | $52310.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA5983  | 2050-01-01      | 3.0000%  |  | $149.04            | $134.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZJ3935  | 2029-09-01      | 6.5000%  |  | $0.31              | $0.33              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD3200  | 2051-12-01      | 3.0000%  |  | $179.05            | $159.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI6193  | 2037-06-01      | 6.0000%  |  | $21.66             | $22.96             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4565  | 2027-10-01      | 2.5000%  |  | $12.59             | $12.47             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLZJ5876  | 2032-03-01      | 7.0000%  |  | $1.71              | $1.80              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLZJ5167  | 2031-07-01      | 7.0000%  |  | $1187.97           | $1253.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZJ0915  | 2040-12-01      | 4.0000%  |  | $25.36             | $24.98             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZJ0672  | 2040-11-01      | 4.0000%  |  | $19.73             | $19.42             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZJ0226  | 2040-07-01      | 4.5000%  |  | $26.03             | $26.30             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZJ0096  | 2040-06-01      | 4.5000%  |  | $21.44             | $21.72             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI9668  | 2040-01-01      | 5.0000%  |  | $4948.82           | $5118.20           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLZI7756  | 2037-08-01      | 7.0000%  |  | $5.86              | $6.18              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI7656  | 2038-06-01      | 5.5000%  |  | $1.26              | $1.32              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI8085  | 2038-09-01      | 6.5000%  |  | $8.79              | $9.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI6897  | 2037-12-01      | 6.0000%  |  | $5820.10           | $6186.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL883993  | 2036-04-01      | 6.5000%  |  | $3.92              | $4.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA9468  | 2054-02-01      | 6.5000%  |  | $256.87            | $270.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC1268  | 2055-10-01      | 6.5000%  |  | $1485264.93        | $1565742.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN2000  | 2048-12-01      | 4.5000%  |  | $600.85            | $597.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN0340  | 2048-12-01      | 4.5000%  |  | $83.29             | $83.02             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7482  | 2054-01-01      | 4.1850%  |  | $509.73            | $503.88            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM6916  | 2050-12-01      | 2.1680%  |  | $94855.50          | $89002.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5948  | 2049-05-01      | 4.0000%  |  | $185.19            | $179.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5127  | 2047-03-01      | 3.5000%  |  | $449.42            | $429.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4951  | 2048-09-01      | 4.5000%  |  | $78.20             | $78.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIBM4905  | 2033-11-01      | 3.5000%  |  | $106.03            | $105.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4781  | 2048-10-01      | 4.5000%  |  | $53.57             | $53.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM4723  | 2041-07-01      | 6.0000%  |  | $1199.44           | $1274.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4676  | 2048-10-01      | 4.0000%  |  | $1262.40           | $1229.31           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9504 C      | 2055-11-20      | 6.5000%  |  | $262.28            | $278.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ5914 C      | 2065-03-20      | 7.0000%  |  | $593014.43         | $619934.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ2775 C      | 2065-03-20      | 6.5000%  |  | $214.14            | $223.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7412  | 2055-01-01      | 5.5000%  |  | $230.75            | $235.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8055  | 2050-04-01      | 2.5000%  |  | $336.16            | $288.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8045  | 2050-02-01      | 3.5000%  |  | $40.30             | $37.84             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0204  | 2045-09-01      | 3.5000%  |  | $57.67             | $55.04             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8498  | 2044-09-01      | 3.5000%  |  | $41.48             | $39.90             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL7982  | 2044-04-01      | 4.5000%  |  | $41.08             | $41.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBU5550  | 2055-01-01      | 4.0000%  |  | $463.04            | $448.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU2299  | 2051-10-01      | 2.0000%  |  | $47201.86          | $38500.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU1215  | 2052-03-01      | 2.5000%  |  | $119101.70         | $103093.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL6745  | 2044-08-01      | 4.0000%  |  | $32.11             | $31.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6619  | 2045-04-01      | 4.5000%  |  | $130.20            | $130.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL6583  | 2030-03-01      | 3.0000%  |  | $47.27             | $46.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6536  | 2045-03-01      | 4.5000%  |  | $201.81            | $202.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6306  | 2045-01-01      | 4.5000%  |  | $295.98            | $298.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU5890  | 2051-12-01      | 2.5000%  |  | $173.29            | $148.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5532 M      | 2048-10-20      | 6.0000%  |  | $29.25             | $30.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6902  | 2050-09-01      | 2.0000%  |  | $595.76            | $493.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7521  | 2050-07-01      | 2.5000%  |  | $26668.35          | $23159.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6988  | 2051-11-01      | 2.5000%  |  | $1763925.16        | $1531413.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAZ5719  | 2030-09-01      | 3.0000%  |  | $142.28            | $140.32            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8492 M      | 2052-12-20      | 6.0000%  |  | $133.54            | $137.91            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CF1396 C      | 2038-12-20      | 6.5000%  |  | $79.31             | $84.59             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3666 M      | 2046-05-20      | 5.0000%  |  | $22.37             | $23.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3780  | 2046-01-01      | 3.5000%  |  | $1384.09           | $1321.22           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTSC0482  | 2042-04-01      | 2.0000%  |  | $228.29            | $198.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBC1456  | 2046-07-01      | 2.5000%  |  | $50.06             | $43.79             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD3501  | 2053-05-01      | 6.5000%  |  | $815.96            | $875.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAX3715  | 2027-06-01      | 3.5000%  |  | $82.67             | $82.52             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD0507  | 2045-09-01      | 4.0000%  |  | $229.95            | $226.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7718  | 2052-07-01      | 4.5000%  |  | $217.18            | $214.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM7152  | 2051-05-01      | 2.0000%  |  | $145.40            | $120.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8504  | 2052-08-01      | 5.0000%  |  | $544.14            | $546.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS1014  | 2052-02-01      | 2.0000%  |  | $137175.28         | $113512.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI7338  | 2054-06-01      | 6.5000%  |  | $205.23            | $216.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLZS1336  | 2037-02-01      | 7.0000%  |  | $2.79              | $2.95              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8264  | 2052-11-01      | 3.5000%  |  | $431.83            | $402.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL6761  | 2030-05-01      | 3.0000%  |  | $41.38             | $40.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAL8867  | 2041-09-01      | 5.0000%  |  | $2719.06           | $2815.43           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8196  | 2052-02-01      | 3.5000%  |  | $61626.34          | $57537.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5395  | 2053-01-01      | 5.5000%  |  | $3594404.38        | $3671685.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3756  | 2051-05-01      | 3.0000%  |  | $807.34            | $730.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3642  | 2052-11-01      | 5.0000%  |  | $381603.51         | $384395.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS3621  | 2051-11-01      | 2.5000%  |  | $1490.63           | $1279.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS4480  | 2050-03-01      | 4.5000%  |  | $565.65            | $568.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS3411  | 2053-01-01      | 6.0000%  |  | $35094.21          | $36284.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS3291  | 2052-12-01      | 5.5000%  |  | $86326.18          | $88796.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS3056  | 2052-10-01      | 2.0000%  |  | $333950.27         | $271821.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3040  | 2051-12-01      | 3.0000%  |  | $399.90            | $359.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS3898  | 2051-05-01      | 4.0000%  |  | $195.50            | $189.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3045  | 2052-10-01      | 5.0000%  |  | $809.78            | $820.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2924  | 2052-01-01      | 3.0000%  |  | $966.16            | $875.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2805  | 2052-09-01      | 2.5000%  |  | $25395.76          | $21720.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS9617  | 2052-02-01      | 3.0000%  |  | $725.48            | $649.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS9439  | 2054-11-01      | 3.5000%  |  | $243.63            | $226.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS9106  | 2053-06-01      | 5.0000%  |  | $234.08            | $235.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS9102  | 2054-02-01      | 5.0000%  |  | $385.53            | $387.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9830  | 2054-04-01      | 5.5000%  |  | $626.35            | $640.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8817  | 2052-05-01      | 3.0000%  |  | $231.78            | $208.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8752  | 2054-08-01      | 6.0000%  |  | $221.73            | $232.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL606853  | 2031-10-01      | 6.5000%  |  | $1.78              | $1.86              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL599104  | 2032-02-01      | 6.5000%  |  | $1.39              | $1.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 K2596697  | 2032-02-01      | 6.0000%  |  | $4.37              | $4.51              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7710 M      | 2051-11-20      | 5.0000%  |  | $115.97            | $117.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7650 M      | 2051-10-20      | 3.0000%  |  | $168.96            | $152.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7648 M      | 2051-10-20      | 2.0000%  |  | $370.60            | $308.09            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7540 M      | 2049-07-20      | 5.5000%  |  | $200.09            | $208.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6541 M      | 2050-03-20      | 3.0000%  |  | $132562.33         | $119954.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6415 M      | 2050-01-20      | 6.0000%  |  | $997.68            | $1055.64           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6409 M      | 2050-01-20      | 3.0000%  |  | $48097.67          | $43577.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL607041  | 2031-10-01      | 7.0000%  |  | $234.73            | $247.71            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7193 M      | 2051-02-20      | 2.5000%  |  | $135.26            | $117.33            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7144 M      | 2041-10-20      | 6.5000%  |  | $108.04            | $115.25            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6044 M      | 2049-07-20      | 6.0000%  |  | $58.83             | $62.25             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5767 M      | 2049-02-20      | 6.0000%  |  | $19.58             | $20.26             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5764 M      | 2049-02-20      | 4.5000%  |  | $19.07             | $19.00             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5763 M      | 2049-02-20      | 4.0000%  |  | $43.05             | $41.48             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5710 M      | 2049-01-20      | 4.0000%  |  | $21.65             | $20.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.860 MY468659  | 2029-07-01      | 5.8600%  |  | $200850.30         | $202972.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1660  | 2047-08-01      | 4.0000%  |  | $1079.03           | $1049.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CKBK6702  | 2048-11-01      | 5.0000%  |  | $353.36            | $351.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL1948  | 2042-01-01      | 4.0000%  |  | $179.87            | $176.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL336682  | 2028-05-01      | 6.5000%  |  | $77.71             | $81.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL252092  | 2028-11-01      | 6.0000%  |  | $12.53             | $12.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL481473  | 2029-02-01      | 6.0000%  |  | $60.62             | $62.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL485981  | 2029-06-01      | 6.5000%  |  | $137.58            | $143.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL323862  | 2029-08-01      | 6.5000%  |  | $104.26            | $108.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL252925  | 2029-12-01      | 7.5000%  |  | $56.42             | $58.66             | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC G01135 G  | 2030-09-01      | 8.0000%  |  | $12.55             | $13.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL535528  | 2030-08-01      | 6.5000%  |  | $0.37              | $0.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL535811  | 2031-04-01      | 6.5000%  |  | $879.88            | $917.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL594960  | 2031-08-01      | 7.5000%  |  | $2.53              | $2.57              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6358  | 2050-11-01      | 3.0000%  |  | $3814255.91        | $3448377.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8731  | 2053-04-01      | 5.0000%  |  | $434.82            | $437.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM5024  | 2048-11-01      | 3.0000%  |  | $49.81             | $45.17             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5651 M      | 2048-12-20      | 4.0000%  |  | $25.37             | $24.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM4476  | 2050-10-01      | 2.0000%  |  | $172.02            | $141.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC2678  | 2051-06-01      | 2.5000%  |  | $153.57            | $132.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZT2091  | 2034-06-01      | 3.0000%  |  | $23.96             | $23.41             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ1762  | 2054-07-01      | 6.0000%  |  | $1030.92           | $1064.42           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7001 M      | 2050-11-20      | 5.5000%  |  | $72.74             | $75.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1909  | 2045-02-01      | 4.0000%  |  | $3812.50           | $3735.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD1655  | 2040-03-01      | 4.5000%  |  | $849.17            | $860.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAD3128  | 2040-04-01      | 5.0000%  |  | $32.36             | $33.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAD6437  | 2040-06-01      | 5.0000%  |  | $22.18             | $22.94             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1017 M      | 2043-05-20      | 6.0000%  |  | $266.14            | $281.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1459  | 2033-06-01      | 3.0000%  |  | $170053.99         | $165423.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3657  | 2043-06-01      | 3.5000%  |  | $48.20             | $46.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY8146  | 2054-04-01      | 5.0000%  |  | $254.71            | $257.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM3834  | 2050-02-01      | 4.5000%  |  | $95.21             | $94.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1778  | 2047-02-01      | 4.0000%  |  | $176.96            | $172.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA6963  | 2052-03-01      | 2.0000%  |  | $98338.60          | $80880.71          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD2991  | 2051-09-01      | 2.5000%  |  | $20438.85          | $17721.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI8476  | 2054-06-01      | 6.5000%  |  | $775.37            | $830.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQF4167  | 2052-12-01      | 6.5000%  |  | $201.61            | $213.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4387 M      | 2047-04-20      | 6.0000%  |  | $31.92             | $33.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4598  | 2052-05-01      | 2.5000%  |  | $734042.19         | $627065.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD2090  | 2046-12-01      | 3.0000%  |  | $931.33            | $855.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1109  | 2051-07-01      | 2.0000%  |  | $373.06            | $306.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA4125  | 2035-09-01      | 3.0000%  |  | $71.75             | $69.67             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3605  | 2053-08-01      | 5.5000%  |  | $658.23            | $678.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZI7757  | 2033-05-01      | 4.5000%  |  | $8.97              | $8.93              | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-197 PF      | 2054-12-20      | 4.9177%  |  | $223.93            | $224.89            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL043DV R25F043  | 2036-06-25      | 5.0000%  |  | $2415509.94        | $2462222.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 KF      | 2054-10-20      | 4.9377%  |  | $14763005.53       | $14751294.44       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-102 FL      | 2055-06-20      | 5.0677%  |  | $15925456.11       | $16021461.91       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-086 JB      | 2051-05-20      | 5.5000%  |  | $619865.41         | $624316.87         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-005 MJ      | 2054-01-20      | 5.5000%  |  | $1366519.97        | $1388906.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-077 FA      | 2051-05-20      | 3.0000%  |  | $1200967.33        | $1041245.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 YF      | 2055-08-20      | 5.0177%  |  | $13010069.95       | $13087963.47       | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.500 CLBW0464  | 2047-05-01      | 3.5000%  |  | $238.14            | $222.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW0282  | 2052-07-01      | 4.5000%  |  | $240.73            | $237.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW0048  | 2052-07-01      | 5.0000%  |  | $175.79            | $177.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBV9959  | 2052-06-01      | 4.0000%  |  | $1396038.15        | $1339251.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV8463  | 2052-04-01      | 2.5000%  |  | $203.89            | $174.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV5391  | 2047-04-01      | 3.0000%  |  | $351.86            | $319.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV4147  | 2052-03-01      | 3.0000%  |  | $277239.81         | $249105.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV2781  | 2052-02-01      | 2.5000%  |  | $39777.58          | $33976.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1619  | 2055-04-01      | 5.5000%  |  | $190762.32         | $194502.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV1391  | 2052-02-01      | 2.5000%  |  | $39252.54          | $33799.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU8750  | 2052-06-01      | 5.0000%  |  | $26568.63          | $26946.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU7817  | 2051-12-01      | 2.0000%  |  | $1226.02           | $996.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU6941  | 2052-05-01      | 2.5000%  |  | $211.88            | $180.96            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8030 C      | 2055-10-20      | 6.5000%  |  | $259.54            | $273.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL545280  | 2031-11-01      | 6.5000%  |  | $55.45             | $57.85             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846986 G         | 2028-09-01      | 5.6970%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL631571  | 2032-03-01      | 6.0000%  |  | $32.94             | $34.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL624127  | 2032-04-01      | 6.5000%  |  | $767.12            | $800.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL545639  | 2032-04-01      | 6.5000%  |  | $253.04            | $266.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL545759  | 2032-07-01      | 6.5000%  |  | $21.06             | $22.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL627002  | 2032-07-01      | 6.5000%  |  | $6.12              | $6.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL673408  | 2032-11-01      | 5.5000%  |  | $972.56            | $991.29            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WD670845  | 2032-12-01      | 5.9000%  |  | $1491.26           | $1535.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254621  | 2033-01-01      | 6.5000%  |  | $14.72             | $15.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL682719  | 2033-01-01      | 5.5000%  |  | $934.97            | $952.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL254768  | 2033-06-01      | 6.0000%  |  | $119.60            | $124.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL701931  | 2033-06-01      | 6.0000%  |  | $295.29            | $304.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555531  | 2033-06-01      | 5.5000%  |  | $1230.36           | $1281.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL723852  | 2033-07-01      | 5.0000%  |  | $126.98            | $128.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAH0102  | 2030-11-01      | 4.5000%  |  | $10.04             | $10.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAH1141  | 2040-12-01      | 4.5000%  |  | $3107.37           | $3145.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH4407  | 2026-01-01      | 3.5000%  |  | $0.18              | $0.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB2275  | 2041-02-01      | 4.5000%  |  | $22.09             | $22.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAH5554  | 2041-02-01      | 4.5000%  |  | $547.50            | $553.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 ZL310082  | 2038-10-01      | 6.5000%  |  | $121.02            | $128.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH6283  | 2041-04-01      | 5.0000%  |  | $84162.71          | $87044.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAT7865  | 2028-06-01      | 3.0000%  |  | $285.51            | $283.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0012  | 2028-07-01      | 3.5000%  |  | $73.19             | $72.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAU5151  | 2028-08-01      | 3.0000%  |  | $971.11            | $961.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAU7552  | 2028-10-01      | 3.5000%  |  | $27.87             | $27.66             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0056 C      | 2055-06-20      | 5.5000%  |  | $260.65            | $267.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714  | 2046-10-01      | 3.0000%  |  | $263.56            | $240.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5616  | 2026-02-01      | 3.5000%  |  | $0.69              | $0.69              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH6276  | 2041-04-01      | 5.0000%  |  | $9.54              | $9.86              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH5139  | 2041-02-01      | 5.0000%  |  | $65.64             | $67.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH2739  | 2041-01-01      | 5.0000%  |  | $231.79            | $235.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAH1166  | 2040-12-01      | 4.5000%  |  | $91.22             | $92.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAH0943  | 2040-12-01      | 4.0000%  |  | $227.91            | $224.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL639345  | 2033-02-01      | 5.5000%  |  | $1265.08           | $1289.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL638997  | 2032-04-01      | 6.5000%  |  | $166.25            | $175.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL636899  | 2032-05-01      | 6.5000%  |  | $75.35             | $78.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBC4754  | 2046-10-01      | 4.0000%  |  | $1346.46           | $1311.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL632578  | 2032-02-01      | 6.5000%  |  | $21.00             | $21.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL632553  | 2032-02-01      | 6.5000%  |  | $111.73            | $116.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL629896  | 2032-09-01      | 6.5000%  |  | $125.71            | $134.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL624303  | 2032-02-01      | 6.5000%  |  | $977.35            | $1019.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL623988  | 2032-02-01      | 6.5000%  |  | $47.81             | $49.88             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS620057  | 2034-08-01      | 4.2100%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL618037  | 2032-03-01      | 6.5000%  |  | $510.15            | $532.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5559  | 2055-07-01      | 6.0000%  |  | $8047.82           | $8382.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4801  | 2055-07-01      | 6.5000%  |  | $261.80            | $275.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4339  | 2055-08-01      | 6.0000%  |  | $195.77            | $203.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3703  | 2055-08-01      | 6.0000%  |  | $24180.14          | $25191.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO5402  | 2049-10-01      | 3.0000%  |  | $509.67            | $460.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO5032  | 2049-12-01      | 3.0000%  |  | $41716.14          | $37790.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO5384  | 2049-12-01      | 3.5000%  |  | $57.76             | $54.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO4138  | 2049-09-01      | 3.0000%  |  | $402.97            | $362.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO2201  | 2049-09-01      | 3.0000%  |  | $116357.04         | $104702.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO1461  | 2049-10-01      | 3.0000%  |  | $16045.20          | $14509.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO0988  | 2049-07-01      | 3.5000%  |  | $541.06            | $508.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBO0858  | 2049-05-01      | 5.5000%  |  | $58.76             | $61.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN6710  | 2049-06-01      | 4.5000%  |  | $25808.02          | $25785.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN3898  | 2048-12-01      | 4.5000%  |  | $49.60             | $49.47             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF1529  | 2052-10-01      | 6.0000%  |  | $251.64            | $263.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1312  | 2052-09-01      | 5.5000%  |  | $251.17            | $258.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQF1157  | 2052-09-01      | 6.5000%  |  | $657.75            | $696.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF1152  | 2052-09-01      | 4.5000%  |  | $242.51            | $240.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS8557  | 2052-05-01      | 4.0000%  |  | $746.35            | $722.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8552  | 2052-05-01      | 3.0000%  |  | $92076.55          | $83241.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8466  | 2054-07-01      | 5.5000%  |  | $227.35            | $233.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5560  | 2039-12-01      | 6.0000%  |  | $611.56            | $638.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4861  | 2052-10-01      | 5.0000%  |  | $207.21            | $208.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4833  | 2052-10-01      | 5.0000%  |  | $517588.83         | $521963.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB4704  | 2052-09-01      | 6.0000%  |  | $806.75            | $854.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4675  | 2052-09-01      | 4.5000%  |  | $199.26            | $196.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB4598  | 2052-09-01      | 3.5000%  |  | $202.90            | $189.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4552  | 2052-09-01      | 4.5000%  |  | $393.40            | $389.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4562  | 2052-09-01      | 5.0000%  |  | $786.10            | $793.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4561  | 2052-09-01      | 5.0000%  |  | $1171.38           | $1187.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CICB4243  | 2037-07-01      | 3.5000%  |  | $3664.08           | $3590.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5191  | 2053-11-01      | 6.0000%  |  | $727.93            | $752.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2610  | 2052-01-01      | 2.0000%  |  | $618.04            | $507.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1310  | 2051-08-01      | 2.0000%  |  | $201.39            | $164.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1274  | 2051-08-01      | 2.5000%  |  | $1489.72           | $1278.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  |  | $389.16            | $317.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1136  | 2051-07-01      | 2.5000%  |  | $22518.68          | $19406.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1101  | 2051-07-01      | 2.0000%  |  | $189.94            | $157.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLCB1095  | 2051-07-01      | 1.5000%  |  | $203.45            | $158.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0997  | 2051-07-01      | 2.5000%  |  | $25545.15          | $22141.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1788  | 2051-10-01      | 2.0000%  |  | $200.05            | $164.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1784  | 2051-10-01      | 2.5000%  |  | $197.17            | $169.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0414  | 2051-05-01      | 2.5000%  |  | $359.94            | $310.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA9301  | 2051-02-01      | 3.0000%  |  | $151.30            | $136.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9220  | 2051-02-01      | 2.0000%  |  | $18474.69          | $15115.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7963  | 2050-11-01      | 2.5000%  |  | $42462.73          | $36614.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTCA7422  | 2040-10-01      | 2.0000%  |  | $312.32            | $274.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7225  | 2050-10-01      | 2.0000%  |  | $16257.77          | $13338.63          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8182  | 2051-12-01      | 2.0000%  |  | $820.92            | $668.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8177  | 2051-11-01      | 2.0000%  |  | $3456.16           | $2819.06           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8173  | 2051-10-01      | 2.5000%  |  | $188.41            | $161.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8172  | 2051-10-01      | 2.0000%  |  | $402.38            | $328.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8195  | 2052-02-01      | 3.0000%  |  | $2471.51           | $2201.56           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8191  | 2052-01-01      | 3.5000%  |  | $3645.82           | $3400.50           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8189  | 2052-01-01      | 2.5000%  |  | $196.63            | $168.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8155  | 2051-07-01      | 2.0000%  |  | $195.02            | $159.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD5732  | 2054-04-01      | 5.0000%  |  | $685.53            | $694.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD5702  | 2054-04-01      | 6.5000%  |  | $143336.89         | $150893.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD5591  | 2052-06-01      | 2.0000%  |  | $235.41            | $192.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6175  | 2054-09-01      | 6.0000%  |  | $480.70            | $506.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5094  | 2053-08-01      | 5.5000%  |  | $434.47            | $446.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL1013  | 2037-01-01      | 5.5000%  |  | $38.19             | $39.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL1719  | 2027-05-01      | 3.0000%  |  | $525.99            | $523.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL0393  | 2041-06-01      | 4.5000%  |  | $29.34             | $29.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL0152  | 2040-06-01      | 6.0000%  |  | $257.07            | $273.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK5459  | 2042-03-01      | 5.0000%  |  | $62318.77          | $63838.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAK0971  | 2027-02-01      | 3.0000%  |  | $103.69            | $103.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS4533  | 2052-03-01      | 2.5000%  |  | $77801.93          | $67049.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5390  | 2051-05-01      | 2.5000%  |  | $879.17            | $753.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS5313  | 2050-01-01      | 3.5000%  |  | $266471.23         | $251545.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5306  | 2053-07-01      | 6.0000%  |  | $17815.50          | $18551.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4346  | 2052-04-01      | 3.5000%  |  | $51549.81          | $48324.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2849  | 2046-09-01      | 3.0000%  |  | $152.55            | $138.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBC2389  | 2046-03-01      | 4.0000%  |  | $109849.07         | $106801.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBA4799  | 2046-02-01      | 4.0000%  |  | $139.07            | $135.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAZ8597  | 2030-08-01      | 3.0000%  |  | $514.46            | $506.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ7347  | 2045-11-01      | 3.0000%  |  | $203.05            | $186.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7201  | 2055-12-01      | 5.5000%  |  | $260513.07         | $269882.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS4679  | 2053-05-01      | 6.0000%  |  | $1364.23           | $1421.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF5528  | 2055-12-01      | 5.0000%  |  | $262.08            | $264.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF5522  | 2055-12-01      | 5.0000%  |  | $1521226.16        | $1544459.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF6241  | 2055-12-01      | 5.0000%  |  | $1523051.89        | $1552688.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5016  | 2055-11-01      | 5.5000%  |  | $262.05            | $271.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3295  | 2055-11-01      | 5.5000%  |  | $523.61            | $535.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745943  | 2033-11-01      | 6.0000%  |  | $912.22            | $951.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745932  | 2036-11-01      | 6.5000%  |  | $263.01            | $279.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI8010  | 2054-06-01      | 6.5000%  |  | $156.32            | $166.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4862  | 2054-04-01      | 5.5000%  |  | $676.95            | $691.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3903  | 2054-03-01      | 5.5000%  |  | $260.93            | $269.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI3007  | 2054-04-01      | 5.0000%  |  | $926.85            | $931.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CNRD5120  | 2032-10-01      | 3.5000%  |  | $227.72            | $225.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CNRD5103  | 2032-06-01      | 3.5000%  |  | $126.41            | $125.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9612  | 2053-08-01      | 5.0000%  |  | $244.74            | $248.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8795  | 2053-04-01      | 5.5000%  |  | $2994559.25        | $3087271.81        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8794  | 2053-04-01      | 5.5000%  |  | $200.51            | $207.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8790  | 2053-04-01      | 5.0000%  |  | $212.52            | $214.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8790  | 2053-04-01      | 5.0000%  |  | $210.42            | $212.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA8364  | 2053-04-01      | 4.5000%  |  | $209.95            | $208.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8321  | 2052-12-01      | 6.0000%  |  | $670.02            | $696.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8249  | 2052-11-01      | 5.5000%  |  | $650203.85         | $666452.66         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA3086  | 2050-07-01      | 2.5000%  |  | $196.98            | $169.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7589  | 2046-07-01      | 3.5000%  |  | $61.72             | $58.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2637  | 2052-05-01      | 2.5000%  |  | $620.18            | $534.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8288  | 2053-01-01      | 5.0000%  |  | $209.68            | $211.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4307  | 2051-04-01      | 3.0000%  |  | $33094.61          | $29601.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8960  | 2046-05-01      | 4.5000%  |  | $26.11             | $26.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4307  | 2053-03-01      | 5.0000%  |  | $175.34            | $178.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8384  | 2053-12-01      | 6.0000%  |  | $172.17            | $177.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM3572  | 2049-09-01      | 4.5000%  |  | $65.97             | $65.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA4894  | 2053-01-01      | 6.0000%  |  | $2562.63           | $2649.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5037  | 2053-06-01      | 4.5000%  |  | $221.06            | $217.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1618  | 2052-09-01      | 5.0000%  |  | $531742.50         | $536983.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8346 M      | 2052-10-20      | 4.0000%  |  | $205.41            | $196.35            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.800 WNWN1157  | 2028-11-01      | 1.8000%  |  | $262.28            | $248.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZA4209  | 2043-04-01      | 3.0000%  |  | $223.43            | $207.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1713  | 2055-02-01      | 6.0000%  |  | $256.86            | $267.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6306  | 2055-04-01      | 5.5000%  |  | $519.16            | $531.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8722  | 2055-09-01      | 6.0000%  |  | $261.11            | $271.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0439  | 2055-05-01      | 6.0000%  |  | $239.02            | $249.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8218 C      | 2055-09-20      | 5.5000%  |  | $1045.58           | $1073.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6819  | 2055-03-01      | 6.5000%  |  | $249.12            | $262.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX6527  | 2055-01-01      | 6.0000%  |  | $227.72            | $239.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBU5566  | 2055-01-01      | 4.0000%  |  | $234.66            | $225.81            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-172 FB      | 2054-10-20      | 4.9177%  |  | $3120438.75        | $3117860.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FC      | 2054-08-20      | 4.9777%  |  | $670.46            | $673.50            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FE      | 2054-07-20      | 5.2177%  |  | $350.20            | $352.71            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-089 EL      | 2054-05-20      | 5.5000%  |  | $275400.99         | $283112.86         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-167 FA      | 2053-11-20      | 5.4177%  |  | $86.82             | $87.73             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 KF      | 2053-09-20      | 5.3177%  |  | $84.76             | $85.48             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-060 FA      | 2053-04-20      | 4.8177%  |  | $312.90            | $312.88            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 FA      | 2053-05-20      | 4.9177%  |  | $214.48            | $214.85            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 EF      | 2051-11-20      | 2.5000%  |  | $190.99            | $159.51            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-086 WB      | 2051-05-20      | 4.7271%  |  | $330090.25         | $322580.44         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-143 AF      | 2049-11-20      | 4.2984%  |  | $773277.68         | $760243.62         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-170 FA      | 2052-09-20      | 4.9177%  |  | $28990.83          | $28853.61          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 FB      | 2055-07-20      | 5.0677%  |  | $12809086.67       | $12888226.96       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 5.1242%  |  | $1005930.52        | $1011310.26        | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 07.000 CLRJ4724  | 2055-08-01      | 7.0000%  |  | $460.40            | $491.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0128  | 2055-09-01      | 6.0000%  |  | $2403.65           | $2486.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3883  | 2055-02-01      | 6.5000%  |  | $418241.48         | $440646.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD9166  | 2055-05-01      | 5.0000%  |  | $188.76            | $190.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2302  | 2054-12-01      | 6.0000%  |  | $365178.75         | $377590.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE6757  | 2055-06-01      | 6.5000%  |  | $235.89            | $248.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC5373  | 2054-12-01      | 6.5000%  |  | $250.68            | $264.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY1952  | 2055-04-01      | 5.5000%  |  | $498.28            | $512.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ0480  | 2055-08-01      | 6.0000%  |  | $239.70            | $247.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX5047  | 2055-02-01      | 6.5000%  |  | $128.23            | $134.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5734  | 2055-06-01      | 5.0000%  |  | $251.59            | $252.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA0205  | 2054-12-01      | 5.0000%  |  | $234921.75         | $236264.72         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CTRB5379  | 2045-12-01      | 5.5000%  |  | $260.78            | $266.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQZ9184  | 2055-11-01      | 4.5000%  |  | $523.88            | $514.29            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0745 M      | 2055-11-20      | 5.0000%  |  | $9081309.17        | $9116378.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS4110  | 2052-03-01      | 2.5000%  |  | $99870.34          | $84923.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5793  | 2055-08-01      | 6.0000%  |  | $487.89            | $503.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX5490  | 2055-01-01      | 6.0000%  |  | $222.39            | $232.33            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7030 C      | 2055-01-20      | 7.0000%  |  | $1067401.16        | $1160143.74        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3795 C      | 2055-10-20      | 6.0000%  |  | $1854.88           | $1938.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6925  | 2051-12-01      | 2.5000%  |  | $694.92            | $592.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5311  | 2054-04-01      | 5.5000%  |  | $227.15            | $233.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY4721  | 2053-06-01      | 7.0000%  |  | $250540.86         | $275697.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5872 C      | 2055-11-20      | 5.5000%  |  | $261.98            | $269.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI1946  | 2054-03-01      | 5.0000%  |  | $1277.03           | $1290.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4564  | 2052-03-01      | 3.0000%  |  | $2398203.37        | $2135935.85        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4942  | 2043-02-01      | 3.0000%  |  | $32937.94          | $30606.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM1579  | 2046-08-01      | 3.0000%  |  | $62.66             | $57.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5427  | 2053-08-01      | 5.5000%  |  | $870.98            | $890.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4781  | 2048-07-01      | 4.5000%  |  | $13899.85          | $13853.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB5153  | 2052-11-01      | 6.5000%  |  | $182.03            | $194.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9627  | 2055-01-01      | 6.0000%  |  | $474.66            | $494.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX7893  | 2055-03-01      | 6.0000%  |  | $222.46            | $229.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY5099  | 2055-06-01      | 5.0000%  |  | $241.42            | $242.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ3324  | 2055-01-01      | 4.5000%  |  | $58814.23          | $58305.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL3451 C      | 2065-08-20      | 7.0000%  |  | $262.48            | $274.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6316  | 2055-04-01      | 5.5000%  |  | $260.32            | $266.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4026  | 2055-09-01      | 6.0000%  |  | $602093.74         | $629620.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5613  | 2055-02-01      | 5.0000%  |  | $7157.72           | $7182.07           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ5535  | 2055-12-01      | 6.0000%  |  | $4251021.71        | $4446496.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS8288  | 2052-03-01      | 2.0000%  |  | $949.05            | $771.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8125  | 2054-05-01      | 5.5000%  |  | $1011.67           | $1038.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7624  | 2054-03-01      | 6.5000%  |  | $3296.94           | $3458.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS7594  | 2052-09-01      | 2.5000%  |  | $472.77            | $403.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7278  | 2053-11-01      | 5.0000%  |  | $356497.37         | $358534.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0479  | 2052-02-01      | 3.0000%  |  | $31485.25          | $28350.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0434  | 2051-11-01      | 2.5000%  |  | $17941.99          | $15634.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0408  | 2052-01-01      | 3.0000%  |  | $123511.98         | $111928.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0377  | 2052-02-01      | 2.5000%  |  | $197.13            | $169.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6730  | 2055-04-01      | 5.5000%  |  | $281613.02         | $290334.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6001  | 2055-05-01      | 6.0000%  |  | $346404.20         | $360052.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5912  | 2055-04-01      | 6.5000%  |  | $409892.11         | $432101.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5512  | 2055-06-01      | 6.0000%  |  | $3568612.11        | $3731751.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6182  | 2055-04-01      | 5.5000%  |  | $278587.90         | $285367.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4169  | 2055-04-01      | 5.5000%  |  | $256.77            | $263.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4077  | 2055-03-01      | 6.0000%  |  | $170.03            | $175.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0547  | 2052-02-01      | 2.5000%  |  | $55670.92          | $47936.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3807  | 2055-03-01      | 6.0000%  |  | $191.03            | $197.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1409  | 2055-02-01      | 6.0000%  |  | $2340.12           | $2443.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD1200  | 2055-01-01      | 6.5000%  |  | $343.31            | $360.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1080  | 2055-02-01      | 5.5000%  |  | $139309.99         | $142466.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD0841  | 2055-01-01      | 6.0000%  |  | $483.30            | $501.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA6427  | 2054-02-01      | 6.5000%  |  | $117646.95         | $126323.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA6394  | 2054-01-01      | 7.5000%  |  | $3385.56           | $3677.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA0464  | 2053-10-01      | 6.5000%  |  | $15303.37          | $15997.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL878225  | 2036-10-01      | 6.5000%  |  | $20.19             | $21.42             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844789  | 2035-11-01      | 5.8990%  |  | $14.62             | $14.97             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844051  | 2035-11-01      | 6.3380%  |  | $34475.71          | $35683.55          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS843997  | 2035-11-01      | 5.9080%  |  | $8279.83           | $8483.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 GO827804  | 2035-03-01      | 6.0000%  |  | $746.56            | $762.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL805404  | 2035-01-01      | 6.0000%  |  | $4064.79           | $4243.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1900  | 2052-06-01      | 3.5000%  |  | $6572.84           | $6122.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL9774  | 2047-01-01      | 3.5000%  |  | $82.24             | $78.70             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7191  | 2052-04-01      | 3.5000%  |  | $386.24            | $360.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH8278  | 2054-01-01      | 7.5000%  |  | $258.03            | $280.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7343  | 2046-06-01      | 3.0000%  |  | $206.34            | $188.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1831  | 2052-05-01      | 4.0000%  |  | $191.20            | $184.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM3241  | 2047-05-01      | 4.5000%  |  | $187.45            | $188.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN1628  | 2048-11-01      | 4.5000%  |  | $45.31             | $45.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2400  | 2051-12-01      | 2.5000%  |  | $213.85            | $182.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD0695  | 2049-12-01      | 4.0000%  |  | $143.53            | $138.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD0671  | 2051-09-01      | 2.0000%  |  | $199.04            | $164.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD0573  | 2051-04-01      | 2.0000%  |  | $15112.35          | $12554.38          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0481  | 2044-09-01      | 3.5000%  |  | $122.18            | $117.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0242  | 2049-12-01      | 3.5000%  |  | $285.05            | $267.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0212  | 2049-12-01      | 3.5000%  |  | $79.41             | $74.80             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD0879  | 2050-12-01      | 4.0000%  |  | $262.16            | $254.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD0789  | 2051-12-01      | 2.0000%  |  | $25643.85          | $21354.57          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS0378  | 2028-01-01      | 6.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS0819  | 2029-12-01      | 6.5000%  |  | $1.15              | $1.20              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZA5441  | 2048-05-01      | 5.0000%  |  | $98.79             | $101.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTZA2394  | 2035-10-01      | 3.5000%  |  | $32.66             | $31.96             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA2279  | 2032-10-01      | 3.0000%  |  | $48.31             | $47.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5944  | 2056-01-01      | 5.0000%  |  | $9027405.02        | $9058113.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5910  | 2055-12-01      | 5.5000%  |  | $1034513.76        | $1054793.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5853  | 2055-10-01      | 5.5000%  |  | $512.05            | $522.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5877  | 2055-11-01      | 4.5000%  |  | $32218.62          | $31629.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5794  | 2055-08-01      | 6.5000%  |  | $6742446.41        | $7046548.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791  | 2055-08-01      | 5.0000%  |  | $516.64            | $518.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5756  | 2055-07-01      | 3.5000%  |  | $1264.65           | $1178.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5736  | 2055-06-01      | 6.0000%  |  | $235.65            | $243.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5731  | 2055-06-01      | 3.5000%  |  | $1023.78           | $953.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD0095  | 2038-11-01      | 6.0000%  |  | $103.03            | $109.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3888  | 2052-02-01      | 2.5000%  |  | $214.00            | $182.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB3880  | 2052-06-01      | 5.0000%  |  | $559331.42         | $567783.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3760  | 2052-05-01      | 3.5000%  |  | $27349.86          | $25570.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB3647  | 2052-05-01      | 5.0000%  |  | $180.79            | $184.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3614  | 2052-05-01      | 4.0000%  |  | $586.30            | $565.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3627  | 2052-05-01      | 4.0000%  |  | $217.39            | $208.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4421  | 2052-08-01      | 5.5000%  |  | $1146.97           | $1180.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4597  | 2052-05-01      | 2.0000%  |  | $3013.53           | $2448.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4624  | 2052-06-01      | 3.0000%  |  | $81377.70          | $72457.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4577  | 2052-04-01      | 2.0000%  |  | $24541.08          | $19990.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4548  | 2052-02-01      | 2.5000%  |  | $85260.73          | $72974.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4563  | 2052-03-01      | 2.5000%  |  | $15201.19          | $12954.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4562  | 2052-03-01      | 2.0000%  |  | $424.60            | $345.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4516  | 2037-01-01      | 2.0000%  |  | $1467.09           | $1362.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6339  | 2050-07-01      | 2.5000%  |  | $28499.19          | $24473.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL7072  | 2045-05-01      | 4.5000%  |  | $499.94            | $502.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL6146  | 2030-01-01      | 3.5000%  |  | $15.53             | $15.47             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA2389  | 2050-04-01      | 4.5000%  |  | $173.63            | $172.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2650  | 2050-05-01      | 3.0000%  |  | $8035.88           | $7265.38           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA1202  | 2049-08-01      | 3.5000%  |  | $56.12             | $52.89             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 3PQU8222  | 2054-10-01      | 6.0000%  |  | $525.39            | $540.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTQK0366  | 2040-08-01      | 3.0000%  |  | $302.18            | $281.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTQK0209  | 2040-02-01      | 3.5000%  |  | $111.38            | $105.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ7956  | 2054-11-01      | 5.5000%  |  | $253.55            | $260.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ7474  | 2054-10-01      | 5.5000%  |  | $517.52            | $531.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ4764  | 2054-09-01      | 5.0000%  |  | $257.87            | $260.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT256750  | 2027-06-01      | 5.0000%  |  | $589.84            | $593.04            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1A1766 G         | 2037-07-01      | 6.5250%  |  | $7767.64           | $8059.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL256939  | 2037-10-01      | 7.0000%  |  | $1.21              | $1.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL952924  | 2037-10-01      | 6.0000%  |  | $786.87            | $831.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA0878  | 2031-10-01      | 4.0000%  |  | $123606.38         | $123654.87         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B8910 G         | 2041-11-01      | 6.2500%  |  | $13292.12          | $13951.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ3784  | 2041-11-01      | 4.0000%  |  | $136.44            | $134.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAJ9282  | 2026-12-01      | 3.5000%  |  | $1.91              | $1.91              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ9332  | 2042-01-01      | 4.0000%  |  | $862.21            | $852.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAK5545  | 2027-03-01      | 3.5000%  |  | $136.46            | $136.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL5379  | 2044-06-01      | 4.5000%  |  | $107.42            | $107.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAW6899  | 2029-07-01      | 3.5000%  |  | $28.15             | $28.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA1960  | 2034-07-01      | 4.0000%  |  | $11246.10          | $11198.77          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849414 G         | 2035-07-01      | 6.3380%  |  | $42765.27          | $44705.38          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G15171 G  | 2026-09-01      | 4.5000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2227 M      | 2044-09-20      | 5.5000%  |  | $14.41             | $15.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAW7396  | 2027-01-01      | 3.5000%  |  | $12.01             | $11.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2166  | 2048-08-01      | 4.5000%  |  | $3227.91           | $3222.83           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2712  | 2049-08-01      | 4.5000%  |  | $192.62            | $192.12            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6433  | 2047-09-01      | 3.4200%  |  | $236.92            | $204.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM1429  | 2046-07-01      | 4.5000%  |  | $4391.49           | $4406.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4613  | 2052-09-01      | 4.5000%  |  | $18956.76          | $18682.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBN5246  | 2049-02-01      | 5.5000%  |  | $367.74            | $386.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4438  | 2051-10-01      | 2.5000%  |  | $187.73            | $160.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4651  | 2054-06-01      | 6.0000%  |  | $570.35            | $589.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM1285  | 2047-05-01      | 4.5000%  |  | $218.82            | $219.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8442  | 2055-08-01      | 6.5000%  |  | $195968.32         | $206379.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8218  | 2055-09-01      | 6.5000%  |  | $261.54            | $275.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6758  | 2055-07-01      | 6.0000%  |  | $782.39            | $810.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM7694  | 2051-06-01      | 3.0000%  |  | $164.24            | $148.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7652  | 2051-06-01      | 2.5000%  |  | $608.92            | $522.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSL3560  | 2052-01-01      | 2.5000%  |  | $267.00            | $231.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA3863  | 2052-08-01      | 3.5000%  |  | $262.28            | $244.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3657  | 2055-11-01      | 5.5000%  |  | $343739.49         | $350734.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ8783  | 2055-11-01      | 6.0000%  |  | $269420.94         | $280174.61         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLZS4687  | 2046-11-01      | 2.5000%  |  | $162.34            | $142.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4492  | 2051-12-01      | 2.0000%  |  | $30226.21          | $24596.48          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5574  | 2051-07-01      | 2.5000%  |  | $182.38            | $157.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN3382  | 2049-01-01      | 5.0000%  |  | $151.09            | $154.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC9003  | 2046-11-01      | 3.0000%  |  | $168.84            | $153.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3678  | 2052-05-01      | 4.0000%  |  | $33327.19          | $31947.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5444  | 2054-08-01      | 5.5000%  |  | $46418.82          | $47345.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5984  | 2049-05-01      | 5.0000%  |  | $78.50             | $80.14             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD7539  | 2051-04-01      | 2.0000%  |  | $174.16            | $144.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8136  | 2054-06-01      | 6.0000%  |  | $1362075.20        | $1407132.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7362  | 2046-06-01      | 3.0000%  |  | $413.74            | $381.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7407  | 2052-05-01      | 4.0000%  |  | $387.23            | $372.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7700  | 2048-10-01      | 4.5000%  |  | $353.65            | $353.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CLMA5287  | 2054-01-01      | 8.0000%  |  | $412.15            | $444.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0290  | 2051-04-01      | 2.0000%  |  | $3095432.25        | $2531743.72        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3882  | 2050-11-01      | 2.0000%  |  | $17029.13          | $14154.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY7075  | 2045-04-01      | 3.5000%  |  | $99.00             | $93.69             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF5004        | 2060-10-15      | 5.9600%  |  | $261.93            | $279.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9530 C      | 2055-06-20      | 5.5000%  |  | $260.62            | $267.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY3334  | 2055-04-01      | 6.0000%  |  | $565180.71         | $584456.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M      | 2055-04-20      | 5.5000%  |  | $250.93            | $254.93            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0877 C      | 2055-10-20      | 7.0000%  |  | $523.75            | $558.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2383  | 2055-10-01      | 5.0000%  |  | $261.71            | $264.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0049  | 2055-09-01      | 5.5000%  |  | $254.08            | $259.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6955  | 2055-04-01      | 6.5000%  |  | $454461.54         | $478865.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9775  | 2055-10-01      | 5.5000%  |  | $261.44            | $267.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1521  | 2055-04-01      | 5.5000%  |  | $403841.88         | $417589.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ9223  | 2055-11-01      | 5.0000%  |  | $262.02            | $265.06            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8216 C      | 2055-11-20      | 6.5000%  |  | $524.06            | $551.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA3373  | 2053-07-01      | 2.5000%  |  | $3378.13           | $2888.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1082  | 2052-03-01      | 2.5000%  |  | $32660.81          | $28416.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM7685  | 2051-06-01      | 3.0000%  |  | $348.63            | $310.67            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6043 M      | 2049-07-20      | 5.5000%  |  | $22.85             | $23.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM8843  | 2048-03-01      | 4.5000%  |  | $30313.41          | $30265.70          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1860  | 2053-06-01      | 5.0000%  |  | $1031.73           | $1050.07           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI8541 C      | 2065-03-20      | 7.0000%  |  | $138783.93         | $145084.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM4414  | 2041-06-01      | 6.0000%  |  | $737.17            | $782.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM4909  | 2047-11-01      | 4.5000%  |  | $80.30             | $80.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1507  | 2052-02-01      | 3.0000%  |  | $34604.50          | $30779.18          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8800 M      | 2053-04-20      | 5.0000%  |  | $205.13            | $206.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL9378  | 2031-09-01      | 3.0000%  |  | $73.53             | $72.47             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ4009  | 2054-09-01      | 7.0000%  |  | $767.28            | $817.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB4316  | 2052-07-01      | 3.5000%  |  | $219.03            | $204.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1704  | 2048-05-01      | 4.5000%  |  | $377055.28         | $377028.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2275  | 2051-12-01      | 2.5000%  |  | $973.80            | $840.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH1717  | 2053-10-01      | 5.5000%  |  | $243.85            | $252.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8320  | 2053-02-01      | 3.0000%  |  | $230.32            | $204.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS6627  | 2046-02-01      | 4.5000%  |  | $88.03             | $88.29             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2211  | 2053-01-01      | 5.5000%  |  | $655.18            | $675.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4669  | 2053-10-01      | 6.0000%  |  | $193.62            | $200.33            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8647 M      | 2053-02-20      | 5.0000%  |  | $198.30            | $199.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL6208  | 2043-06-01      | 4.0000%  |  | $44.52             | $43.78             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQC7496  | 2051-09-01      | 3.0000%  |  | $385.00            | $344.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4148  | 2048-07-01      | 4.0000%  |  | $65.17             | $63.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBM3919  | 2033-02-01      | 3.0000%  |  | $48.07             | $47.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7063  | 2053-10-01      | 3.0000%  |  | $467.63            | $415.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6832  | 2053-11-01      | 5.0000%  |  | $241249.33         | $242454.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6811  | 2053-05-01      | 5.0000%  |  | $1836.46           | $1862.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6599  | 2052-09-01      | 3.5000%  |  | $228.58            | $212.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6598  | 2052-08-01      | 3.5000%  |  | $1117.05           | $1041.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6498  | 2053-11-01      | 6.0000%  |  | $621.22            | $648.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6380  | 2052-02-01      | 2.5000%  |  | $463.39            | $395.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFS7180  | 2042-05-01      | 2.0000%  |  | $222.16            | $193.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7160  | 2054-02-01      | 6.5000%  |  | $387.50            | $409.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7129  | 2054-02-01      | 5.0000%  |  | $354875.12         | $358623.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6113  | 2052-05-01      | 3.0000%  |  | $1606789.69        | $1440686.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6131  | 2052-03-01      | 2.5000%  |  | $726428.06         | $623575.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5908  | 2053-09-01      | 6.0000%  |  | $193.24            | $204.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5846  | 2052-09-01      | 2.5000%  |  | $880.15            | $750.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS5845  | 2050-04-01      | 4.5000%  |  | $1967459.52        | $1980576.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5772  | 2053-06-01      | 5.0000%  |  | $616.78            | $626.47            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4170 M      | 2032-01-20      | 3.0000%  |  | $25.49             | $25.02             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AT MA3959 M      | 2046-09-20      | 5.3750%  |  | $14.52             | $14.90             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3880 M      | 2046-07-20      | 6.5000%  |  | $691.28            | $736.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3877 M      | 2046-08-20      | 5.0000%  |  | $22.48             | $23.17             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA3674 M      | 2046-05-20      | 5.5000%  |  | $9872.92           | $10128.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL5423  | 2044-06-01      | 4.0000%  |  | $92.32             | $90.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL6206  | 2028-06-01      | 3.5000%  |  | $284.41            | $283.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL5213  | 2044-04-01      | 4.5000%  |  | $16.17             | $16.24             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL4980  | 2044-02-01      | 6.5830%  |  | $2698.82           | $2817.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL4925  | 2044-02-01      | 4.5000%  |  | $157.34            | $158.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTAL4778  | 2032-10-01      | 4.0000%  |  | $12.98             | $12.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995024  | 2037-08-01      | 5.5000%  |  | $7.05              | $7.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL933482  | 2038-03-01      | 6.5000%  |  | $4.26              | $4.55              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL932274  | 2039-12-01      | 4.5000%  |  | $10.31             | $10.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL931507  | 2039-07-01      | 4.5000%  |  | $18.91             | $19.16             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WD904443  | 2036-07-01      | 6.2390%  |  | $166396.26         | $172276.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL902745  | 2036-11-01      | 6.0000%  |  | $1.09              | $1.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL890365  | 2041-07-01      | 5.5000%  |  | $7.36              | $7.72              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL889984  | 2038-10-01      | 6.5000%  |  | $26348.53          | $28176.37          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS888521  | 2034-03-01      | 6.3550%  |  | $58075.62          | $60166.94          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB888490  | 2035-05-01      | 6.3990%  |  | $1561.05           | $1606.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL888129  | 2037-02-01      | 5.5000%  |  | $11.19             | $11.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888034  | 2036-08-01      | 6.5000%  |  | $907.27            | $948.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL888021  | 2036-12-01      | 6.0000%  |  | $77.04             | $81.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL888276  | 2036-11-01      | 5.5000%  |  | $4.26              | $4.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 K2886320  | 2036-07-01      | 6.5000%  |  | $779.08            | $804.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL885956  | 2036-07-01      | 6.5000%  |  | $78.62             | $83.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL885569  | 2036-08-01      | 6.0000%  |  | $239.84            | $251.86            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9853 M      | 2054-08-20      | 6.5000%  |  | $19399784.43       | $20191618.97       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8188  | 2052-01-01      | 2.0000%  |  | $208.29            | $169.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4626  | 2052-06-01      | 4.0000%  |  | $405.43            | $388.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6689  | 2053-07-01      | 5.5000%  |  | $647.58            | $661.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN3949  | 2049-01-01      | 5.0000%  |  | $904.97            | $924.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5331  | 2054-03-01      | 6.0000%  |  | $638.96            | $669.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD2230  | 2051-08-01      | 2.0000%  |  | $210.85            | $172.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL6204  | 2043-06-01      | 4.0000%  |  | $87.34             | $85.78             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF7655  | 2053-02-01      | 5.5000%  |  | $636741.81         | $664382.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS3657  | 2044-10-01      | 4.5000%  |  | $11.59             | $11.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS3426  | 2052-10-01      | 4.0000%  |  | $409.19            | $394.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS3149  | 2040-08-01      | 5.5000%  |  | $5507.53           | $5771.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBH8499  | 2032-11-01      | 3.0000%  |  | $59.97             | $58.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4379  | 2051-07-01      | 2.5000%  |  | $241090.56         | $206615.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5458  | 2054-06-01      | 3.5000%  |  | $766.08            | $713.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM7322  | 2047-07-01      | 4.5000%  |  | $3642.76           | $3655.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS9143  | 2052-01-01      | 2.5000%  |  | $232.26            | $198.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM7574  | 2050-09-01      | 5.0000%  |  | $84.47             | $86.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM7556  | 2051-05-01      | 3.5000%  |  | $308.59            | $289.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM7460  | 2051-03-01      | 4.0000%  |  | $355.28            | $343.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM7411  | 2051-05-01      | 2.0000%  |  | $40808.83          | $33162.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7398  | 2051-06-01      | 2.5000%  |  | $21654.92          | $18930.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6991  | 2051-04-01      | 2.0000%  |  | $378.69            | $312.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6672  | 2051-03-01      | 2.5000%  |  | $980.72            | $838.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM6651  | 2047-09-01      | 3.0000%  |  | $27887.43          | $25489.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM7751  | 2051-05-01      | 2.0000%  |  | $175453.02         | $142577.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC8993  | 2055-01-01      | 4.5000%  |  | $518.23            | $511.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC7885  | 2054-10-01      | 5.0000%  |  | $516.06            | $519.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7896  | 2054-11-01      | 6.0000%  |  | $524.94            | $541.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC7701  | 2054-12-01      | 6.5000%  |  | $214.01            | $225.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC7465  | 2054-10-01      | 6.5000%  |  | $514.90            | $545.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC7275  | 2054-12-01      | 4.5000%  |  | $255.77            | $253.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC8002  | 2054-10-01      | 6.5000%  |  | $217.45            | $229.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3566  | 2055-11-01      | 5.5000%  |  | $598927.55         | $616557.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2283  | 2055-06-01      | 6.5000%  |  | $29224.91          | $30902.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2579  | 2055-08-01      | 6.0000%  |  | $251.19            | $259.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA1201  | 2052-03-01      | 3.0000%  |  | $750.63            | $669.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1191  | 2052-08-01      | 3.5000%  |  | $245.71            | $228.88            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462361  | 2037-07-01      | 6.4170%  |  | $11986.44          | $12156.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL441259  | 2028-11-01      | 7.0000%  |  | $170.16            | $179.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL441221  | 2028-09-01      | 7.0000%  |  | $439.77            | $464.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL412147  | 2028-01-01      | 7.0000%  |  | $12.63             | $13.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL394854  | 2027-05-01      | 6.5000%  |  | $79.93             | $83.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL323866  | 2029-08-01      | 6.5000%  |  | $435.79            | $454.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL323835  | 2029-05-01      | 6.5000%  |  | $4.73              | $4.93              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL323979  | 2029-04-01      | 6.5000%  |  | $111.49            | $116.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL489035  | 2029-04-01      | 6.5000%  |  | $823.17            | $858.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL313835  | 2027-11-01      | 7.5000%  |  | $21.53             | $21.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL313701  | 2027-09-01      | 7.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL313397  | 2027-03-01      | 7.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 ZT310185  | 2026-07-01      | 6.0000%  |  | $35.50             | $36.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 ZL310104  | 2037-08-01      | 5.5000%  |  | $834.32            | $863.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 ZL310021  | 2036-08-01      | 6.5000%  |  | $19.24             | $20.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT257536  | 2029-01-01      | 5.0000%  |  | $185.63            | $187.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CL252875  | 2029-11-01      | 8.0000%  |  | $33.80             | $34.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL251925  | 2028-07-01      | 6.5000%  |  | $799.32            | $833.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL251813  | 2028-07-01      | 6.5000%  |  | $70.55             | $73.61             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ0583  | 2055-08-01      | 6.5000%  |  | $1164496.97        | $1230904.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2580  | 2055-07-01      | 6.0000%  |  | $1664.09           | $1729.66           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY8895  | 2055-07-01      | 6.0000%  |  | $9212.29           | $9579.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBU5334  | 2054-12-01      | 4.5000%  |  | $536706.33         | $530726.88         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM7725  | 2049-11-01      | 6.4550%  |  | $1134236.77        | $1193897.44        | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB0695 M      | 2055-10-20      | 4.5000%  |  | $945775.15         | $952405.04         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ8335  | 2055-11-01      | 6.0000%  |  | $261.89            | $271.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3762 C      | 2055-10-20      | 6.0000%  |  | $524.10            | $547.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3756  | 2055-03-01      | 5.5000%  |  | $2190351.45        | $2237153.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV4144  | 2052-03-01      | 3.0000%  |  | $362.54            | $326.60            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8725 M      | 2053-03-20      | 5.0000%  |  | $201.82            | $203.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS5687  | 2052-05-01      | 2.0000%  |  | $222.86            | $184.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5470  | 2054-09-01      | 5.5000%  |  | $3742364.15        | $3816875.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM3676  | 2047-06-01      | 3.0000%  |  | $234.80            | $216.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR2219  | 2051-08-01      | 2.5000%  |  | $12679.17          | $10907.17          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG4162  | 2053-06-01      | 5.0000%  |  | $499.67            | $504.17            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18557 G  | 2030-06-01      | 3.0000%  |  | $48.56             | $47.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6555  | 2051-04-01      | 2.0000%  |  | $353.50            | $291.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4793  | 2046-03-01      | 4.0000%  |  | $284.37            | $278.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ8568  | 2055-11-01      | 5.0000%  |  | $523.67            | $530.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQZ8560  | 2055-11-01      | 4.5000%  |  | $523.70            | $514.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ8333  | 2055-10-01      | 6.0000%  |  | $133560.23         | $138146.42         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ8192  | 2055-11-01      | 5.0000%  |  | $261.92            | $264.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ8037  | 2055-11-01      | 5.0000%  |  | $276814.71         | $280002.41         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQZ8012  | 2055-11-01      | 4.0000%  |  | $261.96            | $249.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ4020  | 2055-09-01      | 5.5000%  |  | $261.39            | $269.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ4009  | 2055-09-01      | 5.5000%  |  | $261.43            | $269.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ3410  | 2055-09-01      | 6.5000%  |  | $2276546.57        | $2382881.03        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH8277  | 2054-01-01      | 7.5000%  |  | $252.39            | $275.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY1134  | 2055-04-01      | 5.5000%  |  | $738527.92         | $759540.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY1032  | 2055-04-01      | 5.0000%  |  | $779.40            | $784.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY0748  | 2055-04-01      | 5.5000%  |  | $482.90            | $494.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0714  | 2055-04-01      | 6.5000%  |  | $389868.25         | $411462.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY0615  | 2055-04-01      | 5.0000%  |  | $262657.22         | $264616.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY0393  | 2055-04-01      | 5.5000%  |  | $237.17            | $242.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0810  | 2055-04-01      | 6.5000%  |  | $666942.67         | $702757.27         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9849  | 2055-03-01      | 7.0000%  |  | $419170.36         | $449664.72         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX8629  | 2055-03-01      | 5.5000%  |  | $259.11            | $265.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX7502  | 2055-01-01      | 6.0000%  |  | $259.96            | $268.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX5709  | 2055-02-01      | 6.0000%  |  | $66032.24          | $68295.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4455 M      | 2047-05-20      | 5.5000%  |  | $744.59            | $775.27            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4388 M      | 2039-10-20      | 6.5000%  |  | $49.25             | $52.53             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4385 M      | 2047-04-20      | 5.0000%  |  | $866.80            | $890.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4386  | 2055-10-01      | 6.0000%  |  | $206203.91         | $215293.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3192  | 2055-07-01      | 6.0000%  |  | $250.52            | $259.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3569  | 2055-08-01      | 6.0000%  |  | $252.33            | $261.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2434  | 2055-07-01      | 6.0000%  |  | $1030.25           | $1070.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2693  | 2055-07-01      | 6.0000%  |  | $246.89            | $256.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE1533  | 2055-05-01      | 5.5000%  |  | $260.82            | $269.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6658  | 2055-08-01      | 6.0000%  |  | $1083267.16        | $1123109.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9770  | 2055-09-01      | 5.5000%  |  | $523.24            | $535.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8646  | 2055-05-01      | 6.0000%  |  | $256.08            | $265.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD8588  | 2055-05-01      | 5.5000%  |  | $1434870.05        | $1468113.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7480  | 2055-04-01      | 6.0000%  |  | $1563.18           | $1619.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL519468  | 2029-12-01      | 7.5000%  |  | $2.00              | $2.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL507423  | 2029-07-01      | 7.0000%  |  | $2.56              | $2.70              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC6036  | 2054-12-01      | 5.5000%  |  | $414.97            | $426.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5448  | 2054-11-01      | 5.5000%  |  | $241.89            | $247.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC5395  | 2054-12-01      | 6.5000%  |  | $319276.39         | $340690.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC3150  | 2054-10-01      | 5.0000%  |  | $249.00            | $249.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2676  | 2055-05-01      | 6.5000%  |  | $303688.13         | $322208.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0181  | 2054-07-01      | 6.5000%  |  | $678715.53         | $714241.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9985  | 2054-08-01      | 6.5000%  |  | $30620.44          | $32238.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7813  | 2054-08-01      | 5.5000%  |  | $249.57            | $256.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB7088  | 2054-07-01      | 6.5000%  |  | $479642.61         | $505437.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC6780  | 2055-01-01      | 4.5000%  |  | $887.49            | $876.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDA6464  | 2054-02-01      | 5.0000%  |  | $892784.42         | $897334.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL254009  | 2031-10-01      | 7.5000%  |  | $1027.74           | $1057.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL253397  | 2030-08-01      | 7.5000%  |  | $47.62             | $49.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3362  | 2044-01-01      | 4.5000%  |  | $185.61            | $188.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS8602  | 2054-07-01      | 6.5000%  |  | $2896239.84        | $3026042.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIBM3257  | 2032-11-01      | 3.5000%  |  | $502.45            | $498.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM3115  | 2045-12-01      | 3.0000%  |  | $75.63             | $70.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM3066  | 2047-07-01      | 5.0000%  |  | $869.75            | $899.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3051  | 2047-11-01      | 4.5000%  |  | $7640.79           | $7640.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3556  | 2047-09-01      | 4.0000%  |  | $542.01            | $531.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM1948  | 2041-07-01      | 6.0000%  |  | $108.05            | $115.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM1920  | 2046-07-01      | 4.5000%  |  | $238.68            | $240.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5653 M      | 2048-12-20      | 5.0000%  |  | $15.81             | $16.12             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6289 M      | 2049-11-20      | 6.0000%  |  | $52.03             | $55.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6862  | 2053-08-01      | 5.0000%  |  | $655.65            | $660.44            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5330 M      | 2048-07-20      | 4.0000%  |  | $31.78             | $30.67             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZJ6796  | 2033-01-01      | 6.0000%  |  | $2.78              | $2.92              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7369  | 2050-10-01      | 2.5000%  |  | $123.48            | $106.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH4878  | 2053-11-01      | 6.5000%  |  | $699.90            | $735.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7379  | 2054-03-01      | 6.0000%  |  | $797992.38         | $832847.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0738  | 2051-06-01      | 3.0000%  |  | $375.72            | $334.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5270  | 2053-07-01      | 5.5000%  |  | $205.67            | $211.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5297  | 2048-03-01      | 4.0000%  |  | $17505.17          | $17012.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBW5096  | 2053-01-01      | 6.5000%  |  | $621.78            | $661.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI6885  | 2037-12-01      | 6.5000%  |  | $1.51              | $1.59              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI5593  | 2037-01-01      | 5.0000%  |  | $2.68              | $2.76              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI5524  | 2036-12-01      | 5.0000%  |  | $133.61            | $137.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI6177  | 2037-06-01      | 5.0000%  |  | $2.63              | $2.72              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC J26033 G  | 2028-10-01      | 3.5000%  |  | $71.62             | $71.17             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849020 G         | 2037-01-01      | 6.1510%  |  | $16136.79          | $16655.80          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 848158 G         | 2036-02-01      | 6.4330%  |  | $63604.14          | $65680.74          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q1145 G         | 2039-05-01      | 6.7320%  |  | $1859.87           | $1931.64           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G2143 G         | 2037-08-01      | 6.5360%  |  | $143321.51         | $149331.22         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1N0248 G         | 2036-10-01      | 6.6820%  |  | $4423.47           | $4496.33           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1J1041 G         | 2038-04-01      | 7.0550%  |  | $12594.55          | $13271.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL4195  | 2027-06-01      | 3.5000%  |  | $1.89              | $1.89              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAL4165  | 2031-01-01      | 4.5000%  |  | $22.06             | $22.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL4482  | 2041-11-01      | 4.5000%  |  | $51.92             | $52.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL3273  | 2041-09-01      | 5.5000%  |  | $17.98             | $18.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL2860  | 2042-12-01      | 3.0000%  |  | $96.77             | $89.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL3484  | 2042-10-01      | 4.5000%  |  | $258.61            | $261.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL2519  | 2040-07-01      | 4.5000%  |  | $79.48             | $80.54             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1AL2082  | 2038-12-01      | 6.7270%  |  | $224201.20         | $235459.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788206 M      | 2054-12-20      | 5.0000%  |  | $513.96            | $518.13            | Agency Mortgage-Backed Securities         |
| GNMA GNAR WK 787723 M      | 2048-05-20      | 5.3170%  |  | $327030.25         | $332788.22         | Agency Mortgage-Backed Securities         |
| GNMA GNAR WK 787466 M      | 2049-08-20      | 5.4360%  |  | $37641.57          | $38502.47          | Agency Mortgage-Backed Securities         |
| GNMA GNAR WK 786837 M      | 2049-08-20      | 5.0500%  |  | $18748.18          | $18929.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783656 M      | 2042-05-20      | 4.0000%  |  | $15.27             | $14.92             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005259 M      | 2041-12-20      | 4.0000%  |  | $13.88             | $13.55             | Agency Mortgage-Backed Securities         |
| GNMA GNII JM 004796 M      | 2040-09-20      | 4.5000%  |  | $2267.38           | $2250.40           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZA1566  | 2026-04-01      | 6.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B3805 G         | 2045-02-01      | 6.5520%  |  | $6311.63           | $6592.30           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08737 G  | 2046-12-01      | 3.0000%  |  | $50.99             | $46.52             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07961 G  | 2045-03-01      | 3.5000%  |  | $1494.67           | $1429.55           | Agency Mortgage-Backed Securities         |
| FMAC 07.000 FGPC G02061 G  | 2036-01-01      | 7.0000%  |  | $44885.12          | $47412.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL250550  | 2026-05-01      | 6.5000%  |  | $2.70              | $2.82              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL190391  | 2038-09-01      | 6.0000%  |  | $20.89             | $22.20             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS181812  | 2029-09-01      | 5.6250%  |  | $0.62              | $0.62              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 783132 G         | 2035-05-01      | 6.3610%  |  | $5072.14           | $5264.46           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 840633 G         | 2045-05-01      | 6.3620%  |  | $21.76             | $22.72             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 420195 G         | 2030-11-01      | 5.4500%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1160 M      | 2043-07-20      | 5.0000%  |  | $58.93             | $60.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS2768  | 2052-01-01      | 2.0000%  |  | $1120.48           | $922.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2122  | 2052-03-01      | 3.0000%  |  | $6965.88           | $6213.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2066  | 2052-06-01      | 4.0000%  |  | $2148.01           | $2070.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS2040  | 2052-02-01      | 2.0000%  |  | $212.01            | $172.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2023  | 2052-05-01      | 4.0000%  |  | $39821.60          | $38377.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1820  | 2051-08-01      | 3.0000%  |  | $19404.42          | $17537.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2638  | 2052-04-01      | 2.5000%  |  | $214.50            | $182.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2619  | 2052-08-01      | 5.0000%  |  | $251460.88         | $253026.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2600  | 2052-05-01      | 3.0000%  |  | $218.07            | $196.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1583  | 2052-04-01      | 3.0000%  |  | $198.00            | $178.33            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1379 M      | 2043-10-20      | 5.5000%  |  | $778.70            | $810.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1476  | 2052-03-01      | 3.0000%  |  | $413.52            | $368.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1427  | 2050-02-01      | 3.0000%  |  | $181.44            | $164.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1237  | 2051-12-01      | 3.5000%  |  | $623440.02         | $588992.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1170  | 2050-10-01      | 3.0000%  |  | $173.86            | $156.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0984  | 2052-04-01      | 3.0000%  |  | $192.85            | $174.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTFS0995  | 2042-03-01      | 2.5000%  |  | $109893.40         | $99122.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5733  | 2051-01-01      | 2.0000%  |  | $9379.10           | $7791.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6184  | 2051-03-01      | 2.0000%  |  | $850.74            | $706.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5179  | 2050-12-01      | 2.0000%  |  | $337.76            | $278.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5087  | 2050-12-01      | 2.0000%  |  | $160.03            | $132.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4874  | 2050-11-01      | 2.5000%  |  | $606.53            | $529.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4810  | 2050-11-01      | 2.5000%  |  | $466218.86         | $402870.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM4799  | 2050-11-01      | 2.0000%  |  | $361.39            | $298.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4532  | 2050-09-01      | 3.0000%  |  | $199.10            | $179.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ4696  | 2054-09-01      | 7.0000%  |  | $183.00            | $194.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ4695  | 2054-09-01      | 7.0000%  |  | $226.12            | $241.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3545  | 2054-09-01      | 6.5000%  |  | $1009.76           | $1071.82           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3487  | 2054-09-01      | 6.5000%  |  | $200.07            | $210.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ1976  | 2054-08-01      | 5.5000%  |  | $1171.24           | $1201.94           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ2604  | 2054-08-01      | 5.5000%  |  | $185101.60         | $189931.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ1759  | 2054-07-01      | 6.0000%  |  | $427.31            | $447.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5747  | 2040-06-01      | 6.0000%  |  | $250.04            | $260.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX5491  | 2055-01-01      | 6.0000%  |  | $243.41            | $251.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX4524  | 2055-01-01      | 6.5000%  |  | $207.01            | $217.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX4108  | 2055-01-01      | 6.0000%  |  | $368.52            | $381.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX4040  | 2055-01-01      | 5.5000%  |  | $244.74            | $252.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5697  | 2055-05-01      | 4.0000%  |  | $1269.31           | $1211.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAX5230  | 2044-11-01      | 4.5000%  |  | $19.08             | $19.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAX2187  | 2029-11-01      | 3.5000%  |  | $346.06            | $343.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAX1782  | 2044-09-01      | 5.0000%  |  | $23.42             | $23.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7023  | 2050-09-01      | 2.0000%  |  | $497.90            | $408.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6591  | 2050-08-01      | 2.5000%  |  | $163.36            | $142.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9746  | 2047-06-01      | 4.0000%  |  | $23427.84          | $22867.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS9518  | 2032-03-01      | 3.5000%  |  | $904.58            | $895.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9459  | 2047-04-01      | 4.5000%  |  | $173.18            | $173.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9453  | 2047-04-01      | 4.0000%  |  | $41.94             | $40.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8700  | 2047-01-01      | 4.5000%  |  | $107.88            | $108.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8647  | 2047-01-01      | 3.0000%  |  | $401.52            | $368.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8589  | 2047-01-01      | 3.0000%  |  | $361.82            | $333.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8488  | 2046-12-01      | 3.0000%  |  | $576.37            | $528.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8509  | 2046-12-01      | 3.0000%  |  | $176.34            | $162.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7224  | 2050-10-01      | 2.0000%  |  | $32314.40          | $26552.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CKAS8356  | 2046-11-01      | 3.0000%  |  | $72.57             | $64.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8157  | 2046-10-01      | 4.5000%  |  | $291.42            | $291.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7538  | 2046-07-01      | 3.0000%  |  | $752.85            | $686.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7370  | 2046-06-01      | 3.0000%  |  | $78.32             | $72.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS7252  | 2046-05-01      | 4.5000%  |  | $593.92            | $595.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL8468  | 2046-04-01      | 4.0000%  |  | $219.59            | $214.03            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0744 M      | 2055-11-20      | 4.5000%  |  | $268.12            | $262.78            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0686 M      | 2055-10-20      | 5.5000%  |  | $261.03            | $265.09            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0555 M      | 2055-08-20      | 5.0000%  |  | $5763620.06        | $5786021.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0424 M      | 2055-06-20      | 5.5000%  |  | $260.00            | $264.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M      | 2055-02-20      | 5.5000%  |  | $228.11            | $231.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD4807  | 2052-06-01      | 2.0000%  |  | $462.03            | $377.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD4815  | 2052-07-01      | 2.5000%  |  | $39102.01          | $33333.03          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4749  | 2053-11-01      | 6.5000%  |  | $176.26            | $185.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4700  | 2054-01-01      | 6.0000%  |  | $817.94            | $856.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLSD4586  | 2054-01-01      | 7.0000%  |  | $323.82            | $347.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4583  | 2053-12-01      | 3.5000%  |  | $243.59            | $226.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD5368  | 2052-07-01      | 2.5000%  |  | $1069513.38        | $911057.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD3246  | 2052-08-01      | 4.0000%  |  | $215.32            | $206.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3171  | 2053-06-01      | 5.5000%  |  | $1061.73           | $1093.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5625  | 2053-08-01      | 5.0000%  |  | $213.91            | $217.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5599  | 2040-06-01      | 5.5000%  |  | $31415.07          | $33009.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5493  | 2052-07-01      | 2.5000%  |  | $8369.84           | $7143.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS5491  | 2052-07-01      | 3.0000%  |  | $214.87            | $191.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS5452  | 2052-06-01      | 3.5000%  |  | $214.30            | $200.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6256  | 2052-08-01      | 3.5000%  |  | $226.53            | $211.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6246  | 2053-09-01      | 5.0000%  |  | $453.76            | $459.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6240  | 2052-04-01      | 3.0000%  |  | $326504.76         | $294265.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5714 M      | 2049-01-20      | 6.0000%  |  | $18.19             | $19.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5179  | 2053-06-01      | 5.0000%  |  | $182.78            | $185.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5156  | 2053-04-01      | 5.0000%  |  | $610.64            | $623.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS4967  | 2052-10-01      | 4.0000%  |  | $1084220.40        | $1039789.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS4975  | 2037-06-01      | 2.0000%  |  | $563.81            | $523.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4929  | 2053-05-01      | 5.0000%  |  | $596.02            | $607.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS4781  | 2051-10-01      | 4.0000%  |  | $2012.30           | $1948.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL791401  | 2034-10-01      | 5.5000%  |  | $2.78              | $2.84              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL783705  | 2034-06-01      | 5.0000%  |  | $17.87             | $18.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL776601  | 2034-04-01      | 5.0000%  |  | $92.96             | $95.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL769481  | 2034-02-01      | 5.5000%  |  | $264.33            | $269.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL763755  | 2034-02-01      | 6.5000%  |  | $226.74            | $236.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL759424  | 2034-01-01      | 5.5000%  |  | $223.29            | $228.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL753048  | 2033-12-01      | 4.5000%  |  | $1.70              | $1.69              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL750977  | 2033-11-01      | 4.5000%  |  | $7.81              | $7.86              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL746350  | 2033-10-01      | 4.5000%  |  | $12.44             | $12.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL725931  | 2034-10-01      | 6.5000%  |  | $68.21             | $71.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL725704  | 2034-08-01      | 6.0000%  |  | $875.72            | $917.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL725233  | 2034-04-01      | 5.0000%  |  | $62.28             | $63.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL725017  | 2033-12-01      | 5.5000%  |  | $244.36            | $251.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL711215  | 2033-06-01      | 5.5000%  |  | $102.34            | $104.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL704533  | 2033-05-01      | 5.5000%  |  | $3.79              | $3.86              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL691304  | 2037-11-01      | 6.5000%  |  | $1060.12           | $1106.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL680293  | 2033-01-01      | 6.5000%  |  | $63.59             | $66.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL677036  | 2033-01-01      | 5.5000%  |  | $195.83            | $199.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL726920  | 2033-07-01      | 6.0000%  |  | $251.75            | $259.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL672659  | 2032-11-01      | 6.5000%  |  | $84.05             | $87.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL672416  | 2032-09-01      | 6.5000%  |  | $121.15            | $126.40            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB671133  | 2033-02-01      | 6.1630%  |  | $11455.39          | $11649.33          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA2572  | 2050-05-01      | 3.5000%  |  | $215.51            | $202.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM7784  | 2046-11-01      | 4.5000%  |  | $16282.55          | $16337.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS5098  | 2052-05-01      | 3.0000%  |  | $408.07            | $369.51            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847271 G         | 2030-09-01      | 6.4630%  |  | $18.02             | $18.20             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B1724 G         | 2034-05-01      | 6.5000%  |  | $5.19              | $5.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL8313  | 2045-12-01      | 4.0000%  |  | $262.45            | $255.00            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL8317  | 2045-03-01      | 6.2670%  |  | $75229.28          | $78933.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8272  | 2031-03-01      | 3.5000%  |  | $82.41             | $82.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8238  | 2030-08-01      | 3.5000%  |  | $277.77            | $276.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8964  | 2045-06-01      | 4.5000%  |  | $28.13             | $28.23             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL9691  | 2042-06-01      | 6.4240%  |  | $324045.76         | $339847.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9631  | 2046-12-01      | 3.0000%  |  | $690.04            | $632.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL9566  | 2046-06-01      | 3.5000%  |  | $58.21             | $55.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9494  | 2045-03-01      | 4.5000%  |  | $146.95            | $148.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL9135  | 2043-01-01      | 4.0000%  |  | $210.98            | $207.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9107  | 2046-03-01      | 4.5000%  |  | $822.75            | $827.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9031  | 2046-08-01      | 3.0000%  |  | $865.55            | $797.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL7579  | 2042-02-01      | 5.5000%  |  | $333.37            | $350.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAL7468  | 2045-02-01      | 5.0000%  |  | $175.05            | $180.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL7225  | 2030-08-01      | 3.0000%  |  | $50.16             | $49.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8081  | 2031-02-01      | 3.5000%  |  | $25.21             | $25.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL7014  | 2045-06-01      | 4.0000%  |  | $104.57            | $102.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1676  | 2033-10-01      | 3.0000%  |  | $8756.29           | $8503.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAC9081  | 2038-09-01      | 6.5000%  |  | $41.43             | $44.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA6106  | 2050-06-01      | 4.0000%  |  | $121.95            | $117.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4656  | 2052-07-01      | 4.5000%  |  | $4325868.51        | $4263273.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4794  | 2049-12-01      | 3.0000%  |  | $57531.18          | $51822.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA5386  | 2050-03-01      | 4.5000%  |  | $114.22            | $113.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2807  | 2048-12-01      | 5.0000%  |  | $112.05            | $114.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2163  | 2048-08-01      | 4.5000%  |  | $52.27             | $52.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA1922  | 2048-06-01      | 5.0000%  |  | $2390.78           | $2447.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1354  | 2048-03-01      | 3.5000%  |  | $134.27            | $127.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0699  | 2047-11-01      | 4.0000%  |  | $150.28            | $146.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5352  | 2054-05-01      | 5.0000%  |  | $1985.77           | $1992.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5327  | 2054-04-01      | 5.0000%  |  | $461.32            | $463.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5295  | 2054-03-01      | 6.0000%  |  | $186.43            | $192.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4356  | 2051-06-01      | 2.5000%  |  | $5409878.25        | $4637143.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4355  | 2051-06-01      | 2.0000%  |  | $1737.81           | $1420.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CNMA4367  | 2031-06-01      | 1.5000%  |  | $21798.60          | $20720.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4325  | 2051-05-01      | 2.0000%  |  | $189.49            | $154.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4210  | 2050-12-01      | 2.5000%  |  | $137.97            | $118.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4238  | 2051-01-01      | 2.5000%  |  | $860.55            | $737.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4048  | 2050-06-01      | 3.0000%  |  | $153.85            | $138.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD6923  | 2052-05-01      | 2.5000%  |  | $486.09            | $420.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6650  | 2054-10-01      | 4.5000%  |  | $248.38            | $244.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6605  | 2053-09-01      | 5.5000%  |  | $48541.40          | $49746.27          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6429  | 2054-05-01      | 5.5000%  |  | $17922.88          | $18314.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD6410  | 2052-05-01      | 3.0000%  |  | $463.77            | $413.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6156  | 2053-05-01      | 4.5000%  |  | $1294260.80        | $1277797.80        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5877  | 2054-07-01      | 5.5000%  |  | $230.62            | $239.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8038  | 2050-01-01      | 3.5000%  |  | $122.63            | $115.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2493  | 2053-03-01      | 6.0000%  |  | $209.91            | $221.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2479  | 2050-03-01      | 5.0000%  |  | $582797.95         | $593193.13         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD2464  | 2052-02-01      | 2.0000%  |  | $221.24            | $180.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2359  | 2053-02-01      | 5.5000%  |  | $236.22            | $246.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2355  | 2052-12-01      | 4.5000%  |  | $20045.67          | $19895.44          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2254  | 2052-07-01      | 3.5000%  |  | $21391.30          | $20007.79          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2107  | 2052-12-01      | 3.5000%  |  | $3235.42           | $3013.83           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1807  | 2052-07-01      | 4.5000%  |  | $384.29            | $380.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1805  | 2052-11-01      | 5.0000%  |  | $1569938.42        | $1591058.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2592  | 2053-03-01      | 5.0000%  |  | $1040.14           | $1054.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM7078  | 2051-04-01      | 2.0000%  |  | $361574.60         | $300677.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG8937  | 2053-08-01      | 6.5000%  |  | $595.89            | $631.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7577  | 2052-06-01      | 5.0000%  |  | $685.26            | $692.15            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G2254 G         | 2037-10-01      | 6.3850%  |  | $15.25             | $15.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL257207  | 2038-05-01      | 6.0000%  |  | $1.77              | $1.88              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL1805  | 2037-08-01      | 5.9300%  |  | $17.13             | $17.65             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 794944 C      | 2035-10-20      | 5.5000%  |  | $21.60             | $22.00             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0157 M      | 2042-06-20      | 5.0000%  |  | $10.77             | $11.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2074  | 2051-11-01      | 2.5000%  |  | $191968.43         | $165141.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA6419  | 2054-01-01      | 5.5000%  |  | $417597.31         | $425920.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG1305  | 2053-04-01      | 7.0000%  |  | $283436.19         | $309700.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9994  | 2047-04-01      | 4.5000%  |  | $266.19            | $266.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTBM3374  | 2038-01-01      | 3.0000%  |  | $92.48             | $87.94             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5715 M      | 2049-01-20      | 6.5000%  |  | $40.29             | $42.64             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4724 M      | 2047-09-20      | 6.0000%  |  | $58.23             | $61.62             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2894 M      | 2045-06-20      | 4.5000%  |  | $892.10            | $894.63            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6820 M      | 2050-08-20      | 3.0000%  |  | $83.99             | $76.04             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA6332  | 2051-11-01      | 2.0000%  |  | $47386.75          | $39088.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 ZL310151  | 2034-11-01      | 5.5000%  |  | $95.42             | $98.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3213  | 2052-07-01      | 3.5000%  |  | $823.25            | $766.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7155  | 2051-12-01      | 3.0000%  |  | $1345.51           | $1211.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8947  | 2054-07-01      | 6.0000%  |  | $687.68            | $712.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4995  | 2052-03-01      | 3.5000%  |  | $198.04            | $185.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD3016  | 2052-06-01      | 3.0000%  |  | $65552.45          | $58774.33          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2987  | 2053-03-01      | 3.5000%  |  | $219.33            | $204.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2892  | 2053-05-01      | 5.5000%  |  | $750.22            | $771.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2776  | 2053-04-01      | 5.0000%  |  | $366497.73         | $372206.55         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2769  | 2053-05-01      | 5.0000%  |  | $260408.10         | $263284.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0778  | 2051-12-01      | 2.5000%  |  | $198.76            | $169.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTSC0310  | 2042-08-01      | 2.0000%  |  | $200.38            | $175.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CISB8327  | 2039-09-01      | 5.0000%  |  | $181.48            | $184.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB8032  | 2035-02-01      | 3.0000%  |  | $42.34             | $41.37             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 ZLZT2475  | 2048-12-01      | 4.5000%  |  | $4071522.17        | $4063432.05        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT1595  | 2049-01-01      | 4.5000%  |  | $33434.50          | $33340.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1480  | 2045-11-01      | 3.5000%  |  | $280324.07         | $268558.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT0714  | 2048-10-01      | 5.0000%  |  | $17468.14          | $17800.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0522  | 2048-09-01      | 4.5000%  |  | $9361.57           | $9342.94           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0781  | 2051-11-01      | 3.0000%  |  | $168.91            | $151.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT0541  | 2048-06-01      | 4.0000%  |  | $49424.59          | $48045.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5740 C      | 2055-11-20      | 6.5000%  |  | $262.05            | $275.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5309 C      | 2055-11-20      | 6.5000%  |  | $262.04            | $274.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4272 C      | 2055-10-20      | 6.5000%  |  | $284339.10         | $297803.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3811 C      | 2055-11-20      | 6.0000%  |  | $262.05            | $273.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3800 C      | 2055-10-20      | 6.0000%  |  | $786.93            | $822.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3824 C      | 2055-11-20      | 6.0000%  |  | $261.85            | $273.64            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3750 C      | 2055-10-20      | 6.0000%  |  | $262.24            | $274.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7848 C      | 2055-10-20      | 6.5000%  |  | $48113.68          | $50570.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3745 C      | 2055-11-20      | 6.0000%  |  | $524.16            | $547.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3731 C      | 2055-10-20      | 6.0000%  |  | $261.78            | $273.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3696 C      | 2055-11-20      | 6.0000%  |  | $524.09            | $547.67            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4448 C      | 2055-11-20      | 6.5000%  |  | $524.13            | $551.52            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3211 C      | 2055-11-20      | 6.5000%  |  | $262.29            | $276.64            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3210 C      | 2055-11-20      | 6.5000%  |  | $292.90            | $309.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0125 C      | 2055-11-20      | 6.5000%  |  | $523.98            | $547.78            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0054 C      | 2055-11-20      | 6.5000%  |  | $262.06            | $275.12            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8245 C      | 2055-09-20      | 5.5000%  |  | $522.81            | $536.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAJ7696  | 2041-12-01      | 4.5000%  |  | $106.57            | $107.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ7684  | 2041-12-01      | 4.0000%  |  | $570.75            | $561.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAJ5989  | 2042-01-01      | 4.5000%  |  | $51.11             | $51.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAJ5458  | 2041-11-01      | 4.5000%  |  | $268.46            | $271.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAJ0754  | 2041-09-01      | 4.5000%  |  | $116.36            | $117.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAI8177  | 2041-08-01      | 4.0000%  |  | $27.81             | $27.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAZ2881  | 2030-08-01      | 3.5000%  |  | $218.92            | $216.54            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5191 M      | 2048-05-20      | 3.5000%  |  | $68.15             | $63.58             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ3167  | 2054-09-01      | 5.0000%  |  | $245.62            | $246.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL9122  | 2030-03-01      | 4.0000%  |  | $5.85              | $5.86              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1577  | 2041-07-01      | 4.5000%  |  | $13.22             | $13.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB4112  | 2052-07-01      | 3.5000%  |  | $20044.97          | $18764.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6815  | 2052-02-01      | 2.5000%  |  | $769.40            | $665.46            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3942 M      | 2039-10-20      | 6.0000%  |  | $735.85            | $778.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX1473  | 2052-10-01      | 5.0000%  |  | $17430.29          | $17753.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7109  | 2053-09-01      | 5.5000%  |  | $431.83            | $444.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL7139  | 2030-07-01      | 3.0000%  |  | $25.86             | $25.50             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6605 M      | 2050-04-20      | 6.0000%  |  | $55.33             | $58.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBM3537  | 2031-01-01      | 3.0000%  |  | $45582.17          | $45132.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4074 M      | 2040-02-20      | 6.0000%  |  | $31.20             | $32.98             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8204  | 2052-04-01      | 2.0000%  |  | $213.70            | $174.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4193  | 2045-10-01      | 3.5000%  |  | $72.84             | $69.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS7755  | 2053-02-01      | 4.0000%  |  | $452.35            | $433.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5839  | 2053-03-01      | 5.0000%  |  | $204.72            | $207.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB6195  | 2054-07-01      | 5.0000%  |  | $372393.66         | $375974.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4940  | 2053-03-01      | 5.0000%  |  | $116929.87         | $117744.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6312  | 2050-07-01      | 3.0000%  |  | $120.87            | $109.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4357  | 2051-06-01      | 3.0000%  |  | $3938.21           | $3511.54           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG4032  | 2053-06-01      | 5.5000%  |  | $171.22            | $175.67            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3458 M      | 2046-02-20      | 5.5000%  |  | $21.64             | $22.54             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3457 M      | 2046-02-20      | 5.0000%  |  | $552.37            | $569.25            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3376 M      | 2046-01-20      | 3.5000%  |  | $27.12             | $25.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS4312  | 2053-03-01      | 4.5000%  |  | $843.82            | $835.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS4269  | 2051-10-01      | 2.0000%  |  | $860.94            | $713.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4228  | 2052-08-01      | 3.5000%  |  | $439.27            | $409.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS4233  | 2052-12-01      | 4.5000%  |  | $851.04            | $838.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4136  | 2053-04-01      | 5.0000%  |  | $873.34            | $886.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4039  | 2053-02-01      | 5.5000%  |  | $1550.49           | $1596.20           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRQ0051  | 2055-09-01      | 6.5000%  |  | $239.55            | $250.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ5533  | 2055-12-01      | 6.0000%  |  | $156089.37         | $163195.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ4673  | 2055-06-01      | 4.5000%  |  | $521.11            | $512.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4589  | 2055-08-01      | 6.0000%  |  | $246.16            | $255.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ4354  | 2055-06-01      | 5.0000%  |  | $275.00            | $281.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4169  | 2055-05-01      | 6.0000%  |  | $43375.38          | $44852.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4038  | 2055-04-01      | 6.0000%  |  | $17264400.40       | $17851441.80       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ3988  | 2055-04-01      | 4.5000%  |  | $2041.38           | $2020.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4078  | 2050-07-01      | 2.5000%  |  | $106.88            | $91.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4077  | 2050-07-01      | 2.0000%  |  | $2624889.85        | $2149959.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3872  | 2049-12-01      | 3.5000%  |  | $27743.35          | $26045.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3871  | 2049-12-01      | 3.0000%  |  | $57.15             | $51.44             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9851 M      | 2054-08-20      | 5.5000%  |  | $435.00            | $442.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9781 M      | 2054-07-20      | 6.5000%  |  | $55380205.63       | $57597222.96       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8801 M      | 2053-04-20      | 5.5000%  |  | $11181587.37       | $11419345.19       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8726 M      | 2053-03-20      | 5.5000%  |  | $390941.21         | $399447.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8571 M      | 2053-01-20      | 6.0000%  |  | $135.32            | $139.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8426 M      | 2052-11-20      | 4.0000%  |  | $416.09            | $397.75            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8270 M      | 2052-09-20      | 5.5000%  |  | $202.82            | $207.47            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8949 M      | 2053-06-20      | 6.0000%  |  | $168.33            | $173.43            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9018 M      | 2053-07-20      | 6.0000%  |  | $155.32            | $159.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8948 M      | 2053-06-20      | 5.5000%  |  | $564895.01         | $576742.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8948 M      | 2053-06-20      | 5.5000%  |  | $113897.41         | $116286.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8946 M      | 2053-06-20      | 4.5000%  |  | $52882.20          | $52035.03          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8879 M      | 2053-05-20      | 5.5000%  |  | $21070436.76       | $21535110.12       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7289  | 2050-12-01      | 4.5000%  |  | $212.67            | $212.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS8086  | 2054-06-01      | 6.5000%  |  | $321958.23         | $340873.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8006  | 2054-05-01      | 5.5000%  |  | $235.42            | $240.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545602  | 2030-12-01      | 7.5000%  |  | $230.61            | $237.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545562  | 2032-03-01      | 7.5000%  |  | $532.64            | $551.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545144  | 2031-06-01      | 7.5000%  |  | $21.09             | $21.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL543562  | 2030-06-01      | 7.5000%  |  | $368.81            | $376.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.500 CL535440  | 2030-08-01      | 8.5000%  |  | $44.97             | $47.48             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL535159  | 2030-02-01      | 7.0000%  |  | $2.43              | $2.56              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS535598  | 2040-10-01      | 5.4770%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CL535533  | 2030-10-01      | 8.0000%  |  | $1026.90           | $1079.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL534455  | 2028-11-01      | 6.5000%  |  | $10.49             | $10.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 09.000 CL521410  | 2029-12-01      | 9.0000%  |  | $254.09            | $262.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1908  | 2051-10-01      | 2.5000%  |  | $966.18            | $832.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2678  | 2052-01-01      | 2.5000%  |  | $689283.35         | $590642.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9928  | 2047-07-01      | 4.5000%  |  | $7187.86           | $7176.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2527  | 2051-12-01      | 2.0000%  |  | $1545.40           | $1257.11           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8336  | 2053-04-01      | 3.5000%  |  | $449.61            | $418.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5175  | 2045-06-01      | 3.5000%  |  | $479.15            | $457.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI1404  | 2054-03-01      | 5.5000%  |  | $954.97            | $975.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU0720  | 2051-10-01      | 2.0000%  |  | $71405.42          | $58754.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBJ9884  | 2049-11-01      | 3.0000%  |  | $158.73            | $142.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7796  | 2046-08-01      | 3.0000%  |  | $563.75            | $514.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIBM3350  | 2033-01-01      | 3.5000%  |  | $39.08             | $38.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995018  | 2038-06-01      | 5.5000%  |  | $3.09              | $3.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL890061  | 2036-06-01      | 5.5000%  |  | $348125.89         | $365551.10         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA8273 X      | 2042-07-15      | 3.5000%  |  | $19.51             | $18.32             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 780193 G         | 2033-01-01      | 6.5000%  |  | $10246.63          | $10536.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI7646  | 2054-06-01      | 6.5000%  |  | $154.95            | $163.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI7608  | 2054-06-01      | 6.5000%  |  | $13850.29          | $14636.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3503  | 2055-02-01      | 6.0000%  |  | $485.02            | $508.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1265  | 2054-04-01      | 5.5000%  |  | $465.11            | $475.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0052  | 2053-10-01      | 6.5000%  |  | $152.84            | $159.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ0000  | 2053-10-01      | 6.0000%  |  | $3687.93           | $3818.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA6910  | 2052-03-01      | 3.5000%  |  | $15094.87          | $14129.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6747  | 2051-11-01      | 3.0000%  |  | $341.16            | $305.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA6510  | 2051-12-01      | 2.0000%  |  | $204.09            | $167.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6388  | 2051-12-01      | 2.5000%  |  | $221762.75         | $192574.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7185  | 2052-04-01      | 4.0000%  |  | $190.26            | $183.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7098  | 2052-03-01      | 3.5000%  |  | $202.81            | $188.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7096  | 2052-04-01      | 3.5000%  |  | $1091986.98        | $1017198.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA5931  | 2051-09-01      | 2.0000%  |  | $195.23            | $161.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5802  | 2051-09-01      | 2.5000%  |  | $188.06            | $161.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5077  | 2051-05-01      | 2.5000%  |  | $350.59            | $305.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA4525  | 2051-02-01      | 2.0000%  |  | $252286.67         | $208130.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6954  | 2052-03-01      | 3.0000%  |  | $19751.39          | $17621.17          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9637  | 2055-08-01      | 6.0000%  |  | $30909.44          | $31954.61          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY8807  | 2055-07-01      | 6.0000%  |  | $782.22            | $814.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY8356  | 2055-07-01      | 5.5000%  |  | $261.08            | $268.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY8350  | 2055-07-01      | 6.0000%  |  | $780.76            | $812.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY6874  | 2055-07-01      | 5.5000%  |  | $513.33            | $527.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQG2806  | 2053-04-01      | 4.5000%  |  | $133513.22         | $132088.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG2440  | 2053-05-01      | 6.0000%  |  | $595.89            | $626.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFM6315  | 2040-06-01      | 6.5000%  |  | $10763.49          | $11349.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFM3340  | 2035-05-01      | 3.5000%  |  | $60.35             | $59.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3250  | 2050-05-01      | 3.5000%  |  | $67.59             | $63.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM3155  | 2049-12-01      | 5.0000%  |  | $40.07             | $40.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM3039  | 2050-03-01      | 5.0000%  |  | $42.81             | $43.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2972  | 2044-12-01      | 4.0000%  |  | $701.17            | $688.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM3494  | 2048-04-01      | 2.5000%  |  | $82.44             | $72.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM2061  | 2048-07-01      | 4.5000%  |  | $48.67             | $48.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM2001  | 2049-09-01      | 5.0000%  |  | $71.14             | $72.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9464  | 2054-11-01      | 5.0000%  |  | $1213.85           | $1230.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAI5961  | 2026-06-01      | 4.0000%  |  | $28.41             | $28.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI5179  | 2041-08-01      | 5.0000%  |  | $7.40              | $7.61              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI1886  | 2041-05-01      | 4.5000%  |  | $1251.30           | $1265.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3884  | 2054-10-01      | 5.5000%  |  | $244.53            | $251.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4791  | 2048-09-01      | 4.5000%  |  | $15504.22          | $15473.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5820 M      | 2049-03-20      | 5.5000%  |  | $20.43             | $21.11             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7471 M      | 2051-07-20      | 2.0000%  |  | $7018815.87        | $5835055.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8928  | 2054-09-01      | 6.0000%  |  | $2579837.27        | $2692498.77        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBJ0420  | 2047-09-01      | 6.3400%  |  | $19967.27          | $20853.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7819  | 2046-08-01      | 3.0000%  |  | $68.07             | $62.43             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA2226  | 2046-07-01      | 3.0000%  |  | $8089.36           | $7419.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS6257  | 2053-06-01      | 4.0000%  |  | $443.14            | $424.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM1396  | 2047-03-01      | 4.5000%  |  | $50.71             | $50.89             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8949 M      | 2053-06-20      | 6.0000%  |  | $154.18            | $158.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA6145  | 2048-12-01      | 4.0000%  |  | $28.92             | $28.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAL9992  | 2037-02-01      | 3.0000%  |  | $1077.91           | $1023.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4798  | 2052-10-01      | 5.0000%  |  | $1647301.76        | $1661309.87        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8256  | 2052-10-01      | 4.0000%  |  | $214.12            | $205.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3742 M      | 2039-09-20      | 6.5000%  |  | $375.16            | $395.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO8628  | 2050-02-01      | 3.0000%  |  | $115.47            | $103.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBC1497  | 2046-08-01      | 4.0000%  |  | $165.99            | $161.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5296  | 2054-03-01      | 5.5000%  |  | $16081.85          | $16406.92          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8121  | 2051-01-01      | 2.0000%  |  | $181.97            | $149.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBK0614  | 2050-01-01      | 3.0000%  |  | $1355.71           | $1219.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3876  | 2047-06-01      | 4.0000%  |  | $230912.09         | $223299.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2605 M      | 2045-02-20      | 5.5000%  |  | $466.46            | $483.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM4946  | 2048-09-01      | 5.0000%  |  | $470.61            | $477.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI4412  | 2035-01-01      | 6.5000%  |  | $17.68             | $18.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3902  | 2050-01-01      | 2.5000%  |  | $14040.65          | $12077.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3897  | 2052-06-01      | 3.5000%  |  | $419.86            | $391.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM3681  | 2046-03-01      | 3.0000%  |  | $110.78            | $102.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS5133  | 2051-09-01      | 3.0000%  |  | $225.66            | $200.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4606  | 2045-03-01      | 3.0000%  |  | $33.16             | $30.56             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1205  | 2052-07-01      | 3.0000%  |  | $258.24            | $229.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3504  | 2052-05-01      | 3.5000%  |  | $205.23            | $191.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6378  | 2054-09-01      | 6.0000%  |  | $467.24            | $487.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM1056  | 2049-06-01      | 5.5000%  |  | $1678159.08        | $1755116.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9467  | 2049-11-01      | 5.0000%  |  | $210.39            | $212.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9946  | 2055-01-01      | 6.0000%  |  | $1037.98           | $1082.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6167  | 2055-05-01      | 5.0000%  |  | $667.18            | $674.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS0314  | 2033-06-01      | 3.0000%  |  | $26440.73          | $25828.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0879  | 2052-03-01      | 2.5000%  |  | $198.04            | $170.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS0833  | 2038-06-01      | 3.0000%  |  | $260.22            | $253.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS0773  | 2052-02-01      | 2.0000%  |  | $414.45            | $340.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM9441  | 2051-04-01      | 2.0000%  |  | $195.23            | $159.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM9376  | 2051-10-01      | 2.5000%  |  | $184.70            | $160.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8659  | 2051-09-01      | 2.5000%  |  | $187.95            | $161.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM8480  | 2050-11-01      | 3.0000%  |  | $128565.67         | $115355.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM8194  | 2051-07-01      | 2.0000%  |  | $627.48            | $509.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL252712  | 2029-08-01      | 7.5000%  |  | $412.95            | $423.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL252343  | 2029-03-01      | 7.0000%  |  | $392.39            | $414.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 GL252285  | 2028-12-01      | 7.0000%  |  | $0.70              | $0.71              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CL252982  | 2030-01-01      | 8.0000%  |  | $277.19            | $288.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735989  | 2035-02-01      | 5.5000%  |  | $132.48            | $136.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735897  | 2035-10-01      | 5.5000%  |  | $12912.10          | $13505.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL735580  | 2035-06-01      | 5.0000%  |  | $1148.85           | $1172.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL735487  | 2035-04-01      | 6.5000%  |  | $82.21             | $86.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL735221  | 2034-12-01      | 6.5000%  |  | $449.63            | $470.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735022  | 2034-12-01      | 5.5000%  |  | $241.55            | $253.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL734408  | 2033-08-01      | 4.5000%  |  | $19.21             | $19.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL732113  | 2033-08-01      | 4.5000%  |  | $402.36            | $401.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL731243  | 2033-08-01      | 5.5000%  |  | $10757.48          | $11048.71          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7881  | 2052-09-01      | 5.0000%  |  | $675266.36         | $681008.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7706  | 2052-07-01      | 5.0000%  |  | $181.21            | $184.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL740286  | 2033-09-01      | 6.5000%  |  | $148.60            | $155.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7668  | 2052-07-01      | 4.0000%  |  | $417.29            | $400.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7574  | 2052-06-01      | 5.0000%  |  | $192.17            | $196.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7441  | 2052-06-01      | 5.0000%  |  | $196.87            | $200.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7402  | 2052-05-01      | 3.5000%  |  | $196.59            | $183.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8076  | 2052-11-01      | 5.0000%  |  | $49355.01          | $49984.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAW8144  | 2045-03-01      | 3.5000%  |  | $304.28            | $289.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAW8992  | 2044-07-01      | 4.5000%  |  | $188.84            | $189.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAW6233  | 2044-06-01      | 4.5000%  |  | $281823.53         | $282582.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAW3616  | 2044-06-01      | 4.0000%  |  | $376.43            | $368.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAW4499  | 2029-04-01      | 3.0000%  |  | $38.72             | $38.05             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3178 M      | 2039-09-20      | 6.0000%  |  | $479.53            | $507.36            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3040 M      | 2038-10-20      | 6.5000%  |  | $22.86             | $24.70             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3039 M      | 2045-07-20      | 6.0000%  |  | $507.22            | $536.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2898 M      | 2039-02-20      | 6.5000%  |  | $782.60            | $834.14            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2831 M      | 2039-08-20      | 6.0000%  |  | $6580.48           | $6958.82           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB2616  | 2050-08-01      | 2.0000%  |  | $153.02            | $125.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS3745  | 2050-08-01      | 2.0000%  |  | $312504.83         | $256524.17         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8254  | 2052-10-01      | 3.0000%  |  | $278.99            | $248.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1630  | 2051-09-01      | 2.5000%  |  | $2723.91           | $2316.26           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4653  | 2046-02-01      | 4.5000%  |  | $27.53             | $27.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7997  | 2054-05-01      | 6.0000%  |  | $217.28            | $224.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6943  | 2052-06-01      | 3.0000%  |  | $458.41            | $407.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS0889  | 2035-07-01      | 5.0000%  |  | $9.11              | $9.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8373  | 2053-11-01      | 6.0000%  |  | $22307.45          | $23056.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL745887  | 2036-10-01      | 5.5000%  |  | $3.53              | $3.71              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1H1350 G         | 2036-10-01      | 6.2180%  |  | $2.66              | $2.80              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB905190  | 2036-11-01      | 6.3100%  |  | $1323.12           | $1373.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL888090  | 2037-01-01      | 5.5000%  |  | $5.43              | $5.70              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL888163  | 2033-12-01      | 7.0000%  |  | $5.07              | $5.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT256640  | 2027-03-01      | 5.5000%  |  | $237.44            | $242.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI4825  | 2041-06-01      | 5.5000%  |  | $10.93             | $11.45             | Agency Mortgage-Backed Securities         |
| GNMA GNII JM 004553 M      | 2039-10-20      | 4.5000%  |  | $5482.73           | $5441.66           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9132 C      | 2055-12-20      | 5.5000%  |  | $262.28            | $270.93            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1864 C      | 2055-11-20      | 6.0000%  |  | $261.97            | $271.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3660  | 2046-11-01      | 4.0000%  |  | $1258.28           | $1225.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM4495  | 2041-07-01      | 6.0000%  |  | $24486.79          | $26014.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM4493  | 2047-07-01      | 5.0000%  |  | $493.63            | $510.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4388  | 2048-08-01      | 4.0000%  |  | $31.00             | $30.11             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQC3549  | 2051-06-01      | 2.0000%  |  | $140.37            | $115.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQC1660  | 2051-05-01      | 3.0000%  |  | $167.86            | $149.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC1163  | 2051-04-01      | 2.5000%  |  | $4337.75           | $3747.36           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB8155  | 2051-01-01      | 2.0000%  |  | $17584.66          | $14500.96          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQB3781  | 2050-09-01      | 5.0000%  |  | $143.03            | $144.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB2296  | 2050-08-01      | 2.0000%  |  | $162.58            | $134.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA7250  | 2050-02-01      | 3.0000%  |  | $105.97            | $96.23             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQA1948  | 2049-08-01      | 5.5000%  |  | $3956.52           | $4078.64           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQA0639  | 2049-06-01      | 4.0000%  |  | $160.82            | $154.88            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q53881 G  | 2048-01-01      | 4.5000%  |  | $12108.28          | $12061.54          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC V80597 G  | 2043-10-01      | 4.5000%  |  | $31.59             | $31.47             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q01443 G  | 2041-06-01      | 4.5000%  |  | $10660.19          | $10798.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4051  | 2052-10-01      | 5.0000%  |  | $216.72            | $218.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK5906  | 2048-06-01      | 5.0000%  |  | $188.88            | $193.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK3044  | 2050-09-01      | 2.5000%  |  | $1098.45           | $943.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0922  | 2048-07-01      | 4.5000%  |  | $951.73            | $950.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ7468  | 2048-12-01      | 4.5000%  |  | $187.81            | $187.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9317  | 2054-10-01      | 5.0000%  |  | $246.62            | $247.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8145  | 2054-03-01      | 5.5000%  |  | $219.92            | $224.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7759  | 2054-01-01      | 4.5000%  |  | $239265.76         | $235111.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7612  | 2053-12-01      | 6.0000%  |  | $3057.59           | $3168.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7341  | 2053-10-01      | 6.0000%  |  | $384.99            | $401.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6541  | 2053-06-01      | 6.0000%  |  | $137516.78         | $143406.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB6455  | 2053-06-01      | 4.0000%  |  | $216.99            | $207.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6404  | 2053-06-01      | 5.5000%  |  | $77266.37          | $79896.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6311  | 2053-05-01      | 5.0000%  |  | $216.84            | $218.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6110  | 2053-04-01      | 6.5000%  |  | $614.43            | $646.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6096  | 2053-04-01      | 6.0000%  |  | $146961.68         | $152375.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5897  | 2053-03-01      | 5.0000%  |  | $219.42            | $221.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5450  | 2053-01-01      | 5.0000%  |  | $2438.38           | $2460.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL731148  | 2033-08-01      | 4.5000%  |  | $935.64            | $933.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL731106  | 2033-07-01      | 4.5000%  |  | $555.76            | $561.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL730503  | 2033-08-01      | 4.5000%  |  | $1074.74           | $1071.91           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1641  | 2052-09-01      | 4.5000%  |  | $593.58            | $589.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1581  | 2052-09-01      | 2.5000%  |  | $211.77            | $181.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1526  | 2052-08-01      | 4.5000%  |  | $205.04            | $203.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1518  | 2052-08-01      | 4.5000%  |  | $422.06            | $418.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0495  | 2048-08-01      | 4.5000%  |  | $59300.80          | $59201.18          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT0789  | 2048-10-01      | 4.0000%  |  | $65.88             | $63.99             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZS8670  | 2032-09-01      | 3.5000%  |  | $32.08             | $31.87             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS4740  | 2047-10-01      | 4.0000%  |  | $32.86             | $31.85             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4725  | 2047-07-01      | 3.0000%  |  | $41.97             | $38.20             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS4723  | 2047-06-01      | 4.0000%  |  | $54.59             | $53.08             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4682  | 2046-10-01      | 3.0000%  |  | $44.98             | $41.01             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4667  | 2046-06-01      | 3.0000%  |  | $41.89             | $38.26             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLZS4692  | 2046-12-01      | 2.5000%  |  | $75.26             | $65.75             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS4339  | 2038-05-01      | 5.5000%  |  | $2.16              | $2.27              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4010  | 2041-06-01      | 5.0000%  |  | $20.80             | $21.52             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS3855  | 2043-08-01      | 3.0000%  |  | $46.61             | $43.29             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS3824  | 2041-11-01      | 5.0000%  |  | $50.28             | $52.00             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLZS2748  | 2035-05-01      | 7.0000%  |  | $5.25              | $5.54              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS3514  | 2042-06-01      | 4.0000%  |  | $29.32             | $28.83             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846908 G         | 2028-07-01      | 5.8900%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846355 G         | 2026-10-01      | 6.3550%  |  | $0.45              | $0.46              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847131 G         | 2030-07-01      | 6.0520%  |  | $4.52              | $4.61              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841960 G         | 2055-05-01      | 5.2050%  |  | $6240843.40        | $6358985.69        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841607 G         | 2053-08-01      | 4.7500%  |  | $2714.95           | $2731.81           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841598 G         | 2051-11-01      | 1.9450%  |  | $20404.13          | $18665.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI0245 C      | 2065-04-20      | 7.0000%  |  | $953797.84         | $997094.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3039  | 2055-05-01      | 6.0000%  |  | $206506.27         | $214904.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ8847  | 2054-11-01      | 6.0000%  |  | $228.46            | $237.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY0133  | 2055-04-01      | 5.5000%  |  | $3229.33           | $3307.92           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ3322  | 2054-12-01      | 4.5000%  |  | $134464.91         | $134091.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC9869  | 2055-01-01      | 6.5000%  |  | $581384.00         | $608914.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7616  | 2055-09-01      | 6.0000%  |  | $943078.73         | $975108.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0684 M      | 2055-10-20      | 4.5000%  |  | $535.19            | $524.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ3278  | 2055-09-01      | 5.5000%  |  | $260.63            | $267.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5700  | 2055-05-01      | 5.5000%  |  | $1216.52           | $1240.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD7428  | 2055-04-01      | 5.5000%  |  | $459.47            | $472.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF4233  | 2055-11-01      | 5.5000%  |  | $262.02            | $269.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ8709  | 2055-11-01      | 5.0000%  |  | $525.37            | $530.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3805 C      | 2055-10-20      | 6.5000%  |  | $325378.18         | $342384.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ8718  | 2055-11-01      | 5.0000%  |  | $523.86            | $528.28            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF5733  | 2055-11-01      | 5.1250%  |  | $267.25            | $272.15            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6080 C      | 2046-10-20      | 6.5000%  |  | $523.01            | $550.38            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5740  | 2030-12-01      | 4.6300%  |  | $991951.14         | $1016717.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD8760  | 2055-11-01      | 4.5000%  |  | $785.94            | $771.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5148  | 2053-07-01      | 5.5000%  |  | $162714.35         | $167724.21         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0538  | 2048-03-01      | 3.5000%  |  | $76004.07          | $71930.75          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CU0300 X      | 2053-05-15      | 7.0000%  |  | $229.88            | $242.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3896  | 2054-03-01      | 5.5000%  |  | $212.20            | $217.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1502  | 2048-11-01      | 3.5000%  |  | $13929.98          | $13214.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7722  | 2054-12-01      | 6.0000%  |  | $226.00            | $237.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC6527  | 2054-10-01      | 6.5000%  |  | $957.42            | $1005.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0015  | 2054-12-01      | 4.5000%  |  | $1199.52           | $1190.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0091 M      | 2054-12-20      | 5.0000%  |  | $300.71            | $301.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9524  | 2055-08-01      | 5.5000%  |  | $429847.77         | $442500.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4356 C      | 2055-11-20      | 6.5000%  |  | $474063.95         | $498187.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9506 C      | 2055-11-20      | 6.5000%  |  | $264.38            | $281.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3586  | 2055-10-01      | 6.5000%  |  | $780106.88         | $816709.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5942  | 2056-01-01      | 4.0000%  |  | $253049.31         | $241472.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5192  | 2053-11-01      | 6.5000%  |  | $566.67            | $592.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5396  | 2053-07-01      | 5.0000%  |  | $210.99            | $214.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8140  | 2054-03-01      | 5.5000%  |  | $218.58            | $225.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8276  | 2052-12-01      | 5.0000%  |  | $1166110.07        | $1174642.11        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD1507  | 2051-05-01      | 2.0000%  |  | $937994.77         | $766835.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5585  | 2055-01-01      | 5.0000%  |  | $7272.48           | $7297.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5855  | 2055-10-01      | 6.5000%  |  | $500.72            | $523.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2756 M      | 2045-04-20      | 4.5000%  |  | $17.05             | $17.11             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2521 M      | 2045-01-20      | 3.5000%  |  | $38.18             | $35.82             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2449 M      | 2044-12-20      | 5.5000%  |  | $597.86            | $622.45            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2305 M      | 2044-10-20      | 4.5000%  |  | $62.90             | $63.03             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3316 M      | 2039-01-20      | 6.5000%  |  | $717.28            | $756.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2229 M      | 2040-12-20      | 6.5000%  |  | $589.97            | $621.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2228 M      | 2044-09-20      | 6.0000%  |  | $590.17            | $624.41            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA2164 M      | 2044-08-20      | 5.3750%  |  | $1459.13           | $1471.95           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2680 M      | 2045-03-20      | 4.5000%  |  | $16.72             | $16.77             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1601 M      | 2044-01-20      | 4.0000%  |  | $16.17             | $15.74             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1525 M      | 2043-12-20      | 5.5000%  |  | $631.41            | $657.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1453 M      | 2043-11-20      | 6.0000%  |  | $1031.99           | $1089.99           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1381 M      | 2039-04-20      | 6.5000%  |  | $518.33            | $562.74            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8C1229 G         | 2055-11-01      | 5.1730%  |  | $265495.57         | $270224.27         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL3153  | 2051-01-01      | 3.5000%  |  | $256.76            | $243.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3144  | 2054-09-01      | 6.5000%  |  | $1313530.67        | $1383789.67        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1338  | 2055-06-01      | 6.0000%  |  | $233.86            | $241.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1283  | 2055-05-01      | 5.5000%  |  | $748.37            | $764.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL1037  | 2053-01-01      | 3.0000%  |  | $251.82            | $224.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL0908  | 2053-12-01      | 6.5000%  |  | $234.86            | $247.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL0319  | 2053-10-01      | 3.0000%  |  | $243.49            | $216.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL667599  | 2032-10-01      | 6.5000%  |  | $24.93             | $26.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL656906  | 2032-08-01      | 6.5000%  |  | $959.55            | $1001.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL652077  | 2032-08-01      | 6.5000%  |  | $100.80            | $105.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL649975  | 2032-07-01      | 6.5000%  |  | $158.20            | $165.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV5885  | 2044-03-01      | 4.0000%  |  | $113.61            | $111.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV4892  | 2043-12-01      | 4.5000%  |  | $6.91              | $6.89              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV2359  | 2044-01-01      | 4.0000%  |  | $324.92            | $319.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV2326  | 2028-12-01      | 3.5000%  |  | $302.43            | $301.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAV0298  | 2028-11-01      | 3.0000%  |  | $677.07            | $668.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAU7303  | 2043-08-01      | 4.0000%  |  | $46.00             | $45.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAU6258  | 2043-10-01      | 5.0000%  |  | $190.53            | $193.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU3741  | 2043-08-01      | 3.5000%  |  | $246.72            | $236.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAT9839  | 2043-06-01      | 4.0000%  |  | $58.65             | $57.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAT7208  | 2043-06-01      | 4.0000%  |  | $107.86            | $104.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT4253  | 2043-06-01      | 3.0000%  |  | $46.43             | $43.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT4145  | 2043-06-01      | 3.0000%  |  | $292.18            | $271.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAT3870  | 2043-06-01      | 4.0000%  |  | $62.05             | $60.98             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAT2075  | 2043-06-01      | 6.2430%  |  | $18791.08          | $19645.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS1756  | 2029-02-01      | 3.5000%  |  | $57.88             | $57.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS0368  | 2043-09-01      | 4.5000%  |  | $41.19             | $41.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH9288  | 2048-02-01      | 4.0000%  |  | $76.38             | $74.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBH8456  | 2032-10-01      | 3.0000%  |  | $1329.94           | $1299.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAC5445  | 2039-11-01      | 5.0000%  |  | $86544.41          | $89505.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAB7342  | 2032-12-01      | 3.0000%  |  | $3185.81           | $3108.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAB3854  | 2041-11-01      | 4.0000%  |  | $256566.01         | $252307.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3274  | 2041-07-01      | 4.5000%  |  | $31.25             | $31.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB2274  | 2041-02-01      | 4.5000%  |  | $46484.70          | $47049.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAA8487  | 2039-07-01      | 4.5000%  |  | $3716.90           | $3768.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA3030  | 2039-04-01      | 6.0000%  |  | $7396.30           | $7714.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAA0918  | 2034-09-01      | 5.5000%  |  | $4.90              | $5.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA2436  | 2045-10-01      | 4.5000%  |  | $22924.91          | $23002.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL995203  | 2035-07-01      | 5.0000%  |  | $17.47             | $17.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995091  | 2035-02-01      | 5.5000%  |  | $3.37              | $3.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT1701  | 2051-06-01      | 3.0000%  |  | $732431.85         | $656705.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT0417  | 2051-06-01      | 2.5000%  |  | $66317.52          | $56824.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR2619  | 2051-02-01      | 2.0000%  |  | $21163.36          | $17487.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9453  | 2051-03-01      | 2.0000%  |  | $17517.60          | $14560.75          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3669 C      | 2055-05-20      | 5.5000%  |  | $870125.59         | $893434.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD2538 C      | 2065-04-20      | 7.0000%  |  | $267.30            | $279.44            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CZ0414 C      | 2065-04-20      | 7.0000%  |  | $119458.06         | $124880.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CE4962 C      | 2050-02-20      | 5.5000%  |  | $98.36             | $100.44            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CE3675 C      | 2049-07-20      | 5.0000%  |  | $94.15             | $94.66             | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CC3547 C      | 2041-09-20      | 4.5000%  |  | $123.72            | $122.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CB8590 C      | 2051-03-20      | 2.5000%  |  | $659937.77         | $566413.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC1259  | 2055-10-01      | 6.5000%  |  | $266.70            | $283.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1227  | 2055-10-01      | 5.5000%  |  | $525.21            | $540.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1727  | 2055-12-01      | 6.0000%  |  | $1150243.36        | $1216071.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH4103 C      | 2065-03-20      | 7.0000%  |  | $87267.10          | $91228.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3665  | 2049-05-01      | 4.5000%  |  | $1274.37           | $1269.21           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF0475  | 2052-09-01      | 5.0000%  |  | $174.32            | $176.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8503  | 2052-08-01      | 5.0000%  |  | $171.86            | $173.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQE8892  | 2052-08-01      | 6.0000%  |  | $181.20            | $192.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQE5290  | 2052-04-01      | 2.5000%  |  | $1456.75           | $1238.69           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE1985  | 2052-05-01      | 4.5000%  |  | $191.46            | $189.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE0768  | 2052-04-01      | 3.5000%  |  | $4252.62           | $3961.37           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQE0327  | 2052-04-01      | 2.5000%  |  | $81353.81          | $69554.53          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE0258  | 2052-04-01      | 3.5000%  |  | $873.08            | $823.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD7849  | 2052-02-01      | 2.5000%  |  | $412.73            | $354.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD6942  | 2052-02-01      | 3.0000%  |  | $206.37            | $183.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD6581  | 2052-02-01      | 2.5000%  |  | $102324.20         | $88107.62          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841337 G         | 2051-08-01      | 1.8520%  |  | $418454.99         | $400749.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP0495  | 2042-08-01      | 3.5000%  |  | $44.06             | $42.24             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3248 M      | 2045-11-20      | 5.5000%  |  | $319.04            | $332.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN2082  | 2048-12-01      | 4.5000%  |  | $40.38             | $40.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4370  | 2045-02-01      | 4.0000%  |  | $103.46            | $101.66            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7989 M      | 2052-04-20      | 3.5000%  |  | $195.46            | $180.47            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9727 M      | 2054-06-20      | 6.5000%  |  | $129.44            | $134.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9128  | 2046-02-01      | 4.5000%  |  | $396402.19         | $401241.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6660  | 2051-03-01      | 2.5000%  |  | $92798.84          | $79255.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3996  | 2052-06-01      | 3.0000%  |  | $211.45            | $188.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2285  | 2046-12-01      | 3.0000%  |  | $57.15             | $52.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP4416  | 2050-05-01      | 2.5000%  |  | $172847.93         | $148683.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2784  | 2052-01-01      | 2.0000%  |  | $204.58            | $166.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ4398  | 2054-09-01      | 5.5000%  |  | $243.10            | $249.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAX3298  | 2030-08-01      | 3.0000%  |  | $20.62             | $20.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0200  | 2051-04-01      | 3.0000%  |  | $6364.20           | $5669.03           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0667 G         | 2035-09-01      | 6.4530%  |  | $44780.64          | $46220.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 ZL310020  | 2035-11-01      | 5.5000%  |  | $19.66             | $20.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL2745  | 2042-03-01      | 4.0000%  |  | $459.08            | $451.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3250 M      | 2039-07-20      | 6.5000%  |  | $941.04            | $1004.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBK9093  | 2034-01-01      | 3.0000%  |  | $59.75             | $58.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4863  | 2054-08-01      | 6.0000%  |  | $202392.43         | $209035.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF0468  | 2052-09-01      | 5.0000%  |  | $310.29            | $315.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG5606  | 2053-03-01      | 6.0000%  |  | $191.94            | $198.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3846  | 2048-04-01      | 4.5000%  |  | $79.52             | $80.01             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4242  | 2051-01-01      | 2.5000%  |  | $331.91            | $285.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1516  | 2045-03-01      | 4.0000%  |  | $66.56             | $65.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3298  | 2052-04-01      | 2.5000%  |  | $203.52            | $175.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3295  | 2052-04-01      | 2.5000%  |  | $200.12            | $172.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3233  | 2052-04-01      | 3.0000%  |  | $985.60            | $887.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3103  | 2052-03-01      | 2.5000%  |  | $50597.35          | $43953.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3026  | 2052-03-01      | 3.5000%  |  | $188.25            | $175.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB2979  | 2037-02-01      | 2.5000%  |  | $645.73            | $613.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2855  | 2052-02-01      | 2.5000%  |  | $424211.71         | $368177.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2430  | 2051-12-01      | 3.0000%  |  | $191.71            | $170.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2418  | 2051-12-01      | 3.0000%  |  | $533.61            | $482.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3413  | 2052-04-01      | 3.5000%  |  | $971.94            | $908.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1868  | 2051-10-01      | 2.5000%  |  | $216.33            | $183.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAW0744  | 2044-03-01      | 4.5000%  |  | $64.20             | $63.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV9290  | 2044-02-01      | 4.5000%  |  | $34.91             | $35.03             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7849 C      | 2055-10-20      | 6.5000%  |  | $19967.82          | $20929.76          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 842018 G         | 2051-01-01      | 6.3540%  |  | $2591966.84        | $2708138.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0291  | 2055-04-01      | 6.5000%  |  | $1268190.12        | $1378546.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6403  | 2055-04-01      | 6.0000%  |  | $33996.10          | $35439.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC7766  | 2054-12-01      | 5.0000%  |  | $254.68            | $256.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE4858  | 2055-07-01      | 5.5000%  |  | $251.21            | $257.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY4748  | 2055-05-01      | 5.5000%  |  | $3958.81           | $4043.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0752  | 2055-07-01      | 6.5000%  |  | $1404042.26        | $1526221.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ6535 C      | 2055-05-20      | 5.5000%  |  | $260.42            | $267.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0658  | 2054-10-01      | 4.5000%  |  | $495.02            | $486.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2453  | 2055-02-01      | 6.5000%  |  | $195.98            | $206.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX8161  | 2055-03-01      | 5.5000%  |  | $247.77            | $253.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY3225  | 2055-05-01      | 5.0000%  |  | $260.15            | $262.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0712  | 2055-09-01      | 6.0000%  |  | $523.20            | $542.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2734  | 2055-09-01      | 6.0000%  |  | $1052.78           | $1088.79           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0924  | 2055-03-01      | 6.0000%  |  | $171866.66         | $177467.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSL2621  | 2052-07-01      | 2.5000%  |  | $258.36            | $219.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2286  | 2053-03-01      | 5.0000%  |  | $1014.15           | $1031.37           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG7338 C      | 2065-03-20      | 6.5000%  |  | $217.66            | $230.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD2230  | 2055-01-01      | 4.5000%  |  | $255.45            | $253.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF1980  | 2055-11-01      | 6.5000%  |  | $96357.79          | $101755.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3772 C      | 2055-11-20      | 6.0000%  |  | $1049.56           | $1096.80           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1901 C      | 2055-11-20      | 6.0000%  |  | $524.05            | $543.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5635  | 2055-02-01      | 3.5000%  |  | $714.37            | $665.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5615  | 2055-02-01      | 6.0000%  |  | $13430.74          | $13861.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5572  | 2054-11-01      | 3.5000%  |  | $6282.82           | $5852.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552  | 2054-12-01      | 5.0000%  |  | $485.61            | $487.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5497  | 2054-10-01      | 5.5000%  |  | $43069.56          | $43922.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5496  | 2054-10-01      | 5.0000%  |  | $5990.26           | $6013.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5526  | 2054-10-01      | 3.5000%  |  | $1498.17           | $1395.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5472  | 2054-09-01      | 6.5000%  |  | $1052.67           | $1099.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5471  | 2054-09-01      | 6.0000%  |  | $396.91            | $409.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5494  | 2054-10-01      | 4.0000%  |  | $500.45            | $477.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5446  | 2054-08-01      | 6.5000%  |  | $65640.61          | $68562.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5445  | 2054-08-01      | 6.0000%  |  | $191.14            | $197.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5443  | 2054-08-01      | 5.0000%  |  | $242.61            | $243.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5442  | 2054-08-01      | 4.5000%  |  | $1715.55           | $1684.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5236  | 2053-12-01      | 4.0000%  |  | $227.57            | $217.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1505  | 2052-08-01      | 4.5000%  |  | $193.92            | $192.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1189  | 2052-07-01      | 5.0000%  |  | $184.96            | $186.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAR5030  | 2043-02-01      | 2.5000%  |  | $342.81            | $304.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMB0289  | 2054-12-01      | 4.0000%  |  | $485.24            | $463.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAQ5655  | 2042-12-01      | 3.0000%  |  | $55.09             | $50.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAQ4132  | 2028-10-01      | 3.0000%  |  | $453.89            | $449.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAP5205  | 2027-09-01      | 2.5000%  |  | $133.73            | $132.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.470 MTAM9799  | 2035-09-01      | 3.4700%  |  | $1393.41           | $1347.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM4681  | 2044-05-01      | 5.5000%  |  | $133976.30         | $141042.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3173 M      | 2045-10-20      | 3.5000%  |  | $127.37            | $119.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8419  | 2046-05-01      | 4.5000%  |  | $44.01             | $44.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS4963  | 2050-02-01      | 3.0000%  |  | $1264.29           | $1154.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4654  | 2052-07-01      | 3.5000%  |  | $211.43            | $196.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQF1743  | 2052-10-01      | 4.0000%  |  | $425.60            | $412.85            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8269 M      | 2052-09-20      | 5.0000%  |  | $4494047.82        | $4530209.93        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB5121  | 2041-08-01      | 2.0000%  |  | $179.98            | $157.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6192  | 2045-11-01      | 3.5000%  |  | $42.63             | $40.64             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE0369  | 2052-04-01      | 3.5000%  |  | $14947.54          | $14075.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7675  | 2052-07-01      | 4.5000%  |  | $390.26            | $385.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1866  | 2038-01-01      | 5.5000%  |  | $2058.85           | $2163.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK1167  | 2048-08-01      | 5.0000%  |  | $62.19             | $63.67             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WSBM1474  | 2037-09-01      | 6.3310%  |  | $141963.55         | $147188.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9585  | 2047-05-01      | 4.0000%  |  | $671.45            | $653.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8206  | 2052-04-01      | 3.0000%  |  | $7587.37           | $6756.63           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS3399  | 2041-11-01      | 5.0000%  |  | $24201.83          | $25030.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM9335  | 2051-10-01      | 2.5000%  |  | $192.19            | $164.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9697  | 2047-01-01      | 3.0000%  |  | $150.83            | $138.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS7514  | 2037-06-01      | 2.0000%  |  | $205.77            | $191.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS4381  | 2051-10-01      | 3.0000%  |  | $5970487.20        | $5368124.74        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9305 M      | 2053-11-20      | 5.5000%  |  | $202.18            | $206.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4512  | 2052-01-01      | 2.5000%  |  | $1188.17           | $1018.68           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI8851  | 2054-06-01      | 6.5000%  |  | $131829.36         | $139273.07         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3563  | 2050-09-01      | 2.0000%  |  | $156.90            | $129.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1479  | 2046-03-01      | 3.5000%  |  | $161.61            | $155.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ3143  | 2055-09-01      | 6.5000%  |  | $261.65            | $277.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3541  | 2055-09-01      | 6.0000%  |  | $767.04            | $798.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2296  | 2055-09-01      | 6.0000%  |  | $2053880.24        | $2123888.80        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ1697  | 2055-08-01      | 5.5000%  |  | $1149.34           | $1182.11           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ0724  | 2055-08-01      | 6.5000%  |  | $676526.30         | $711242.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM1982  | 2049-11-01      | 4.5000%  |  | $47.91             | $47.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2582  | 2050-03-01      | 3.0000%  |  | $630.44            | $569.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM1572  | 2048-09-01      | 3.0000%  |  | $292.29            | $266.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF0904  | 2052-10-01      | 5.0000%  |  | $212.35            | $213.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD3220  | 2051-12-01      | 2.5000%  |  | $23792.31          | $20644.12          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD3168  | 2051-12-01      | 2.0000%  |  | $80333.09          | $66444.84          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD0254  | 2051-11-01      | 2.0000%  |  | $20223.92          | $16633.50          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC9442  | 2051-10-01      | 2.5000%  |  | $52538.11          | $45196.03          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQC8223  | 2051-10-01      | 2.0000%  |  | $507.60            | $417.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM1503  | 2045-10-01      | 4.5000%  |  | $64.55             | $65.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBM1423  | 2032-05-01      | 2.5000%  |  | $42.93             | $41.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIBM1231  | 2031-11-01      | 3.5000%  |  | $224.81            | $223.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIBM1064  | 2030-11-01      | 3.5000%  |  | $205.26            | $204.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM1018  | 2045-06-01      | 5.0000%  |  | $479.84            | $496.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM1756  | 2045-12-01      | 4.5000%  |  | $138.92            | $139.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK9818  | 2048-09-01      | 5.0000%  |  | $10923.41          | $11138.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK8810  | 2048-08-01      | 4.0000%  |  | $89.37             | $86.80             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5264 M      | 2048-06-20      | 4.0000%  |  | $50.00             | $48.28             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5019 M      | 2048-02-20      | 3.5000%  |  | $349.82            | $326.25            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4779 M      | 2047-10-20      | 4.0000%  |  | $1258.34           | $1217.52           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4658 M      | 2039-02-20      | 6.5000%  |  | $30.86             | $32.94             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4591 M      | 2047-07-20      | 6.0000%  |  | $35.00             | $37.03             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4513 M      | 2047-06-20      | 5.0000%  |  | $1168.81           | $1200.25           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4356 M      | 2032-04-20      | 3.0000%  |  | $24.60             | $24.15             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4200 M      | 2047-01-20      | 5.5000%  |  | $1034.24           | $1066.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC9209  | 2054-12-01      | 5.0000%  |  | $222.19            | $224.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC8848  | 2054-12-01      | 6.5000%  |  | $221683.64         | $233364.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC8648  | 2055-01-01      | 6.0000%  |  | $1039.36           | $1073.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT257163  | 2028-04-01      | 5.0000%  |  | $820.70            | $829.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CT256752  | 2027-06-01      | 6.0000%  |  | $649.25            | $669.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT256751  | 2027-06-01      | 5.5000%  |  | $331.09            | $337.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CT256641  | 2027-03-01      | 6.0000%  |  | $1.29              | $1.33              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CT257422  | 2028-10-01      | 6.0000%  |  | $59.70             | $61.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD0837  | 2055-01-01      | 6.0000%  |  | $3372745.17        | $3502430.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL256349  | 2036-08-01      | 6.0000%  |  | $5.01              | $5.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CT256213  | 2026-04-01      | 6.0000%  |  | $116.80            | $120.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL256022  | 2035-12-01      | 5.5000%  |  | $1230.85           | $1293.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255842  | 2035-09-01      | 5.0000%  |  | $237.20            | $244.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL255498  | 2034-12-01      | 5.5000%  |  | $89.35             | $93.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255353  | 2034-08-01      | 6.5000%  |  | $641.35            | $680.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255335  | 2034-07-01      | 6.5000%  |  | $648.54            | $687.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL255314  | 2034-08-01      | 6.0000%  |  | $110.68            | $115.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745948  | 2036-10-01      | 6.5000%  |  | $3.12              | $3.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV9316  | 2044-03-01      | 4.5000%  |  | $6.62              | $6.64              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV8516  | 2029-03-01      | 3.5000%  |  | $146.29            | $145.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV6910  | 2044-06-01      | 4.5000%  |  | $4.27              | $4.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV6368  | 2029-01-01      | 3.5000%  |  | $830.46            | $827.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY9936  | 2053-12-01      | 7.0000%  |  | $332727.40         | $359715.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY9877  | 2053-11-01      | 6.5000%  |  | $259842.45         | $277882.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY7533  | 2054-05-01      | 5.0000%  |  | $227.85            | $231.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4131  | 2053-07-01      | 5.0000%  |  | $6889.29           | $6933.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY3586  | 2053-06-01      | 5.0000%  |  | $64775.28          | $65476.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9419  | 2053-03-01      | 5.0000%  |  | $182.56            | $185.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX7035  | 2053-05-01      | 5.5000%  |  | $253.31            | $260.34            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBX4175  | 2052-12-01      | 5.7770%  |  | $1448617.75        | $1490910.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW9741  | 2053-05-01      | 6.0000%  |  | $353278.00         | $371544.59         | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC G01293 G  | 2031-06-01      | 8.0000%  |  | $81.52             | $85.40             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8446  | 2054-07-01      | 5.5000%  |  | $876.61            | $893.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8403  | 2054-02-01      | 6.5000%  |  | $134.79            | $140.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8396  | 2054-01-01      | 6.0000%  |  | $337.04            | $348.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8368  | 2053-10-01      | 6.0000%  |  | $182.55            | $188.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8363  | 2053-09-01      | 6.0000%  |  | $367.82            | $380.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8341  | 2053-07-01      | 5.0000%  |  | $5251.07           | $5285.71           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8332  | 2053-06-01      | 6.0000%  |  | $1101.81           | $1138.55           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8353  | 2053-07-01      | 4.0000%  |  | $238111.47         | $227222.71         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8309  | 2053-03-01      | 6.0000%  |  | $171.27            | $177.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8307  | 2053-03-01      | 5.0000%  |  | $214.13            | $215.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8322  | 2053-05-01      | 4.5000%  |  | $219.75            | $216.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8277  | 2052-12-01      | 5.5000%  |  | $323741.38         | $331731.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8274  | 2052-12-01      | 4.0000%  |  | $219.99            | $210.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8267  | 2052-11-01      | 5.0000%  |  | $206.52            | $208.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8288  | 2053-01-01      | 5.0000%  |  | $211.36            | $212.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8236  | 2052-08-01      | 3.5000%  |  | $13963.96          | $13007.59          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8233  | 2052-07-01      | 5.0000%  |  | $1708.85           | $1723.38           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8231  | 2052-07-01      | 4.5000%  |  | $1420.70           | $1400.14           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8299  | 2053-02-01      | 5.0000%  |  | $211.45            | $212.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL725156  | 2033-12-01      | 6.5000%  |  | $1.18              | $1.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL773629  | 2034-04-01      | 5.5000%  |  | $333.85            | $340.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255296  | 2034-06-01      | 6.5000%  |  | $92.19             | $98.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL786188  | 2034-07-01      | 6.5000%  |  | $454.03            | $473.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL725610  | 2034-07-01      | 5.5000%  |  | $2532.67           | $2611.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1279  | 2051-08-01      | 2.5000%  |  | $181.04            | $155.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8242  | 2052-09-01      | 3.0000%  |  | $1711221.48        | $1523637.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1070  | 2052-04-01      | 3.5000%  |  | $182.39            | $171.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1751  | 2051-10-01      | 2.5000%  |  | $196.95            | $171.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0764  | 2051-10-01      | 2.5000%  |  | $105675.87         | $91406.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS2659  | 2039-04-01      | 5.0000%  |  | $110609.72         | $114290.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1026  | 2036-03-01      | 5.5000%  |  | $4925.81           | $5176.60           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL2199  | 2041-10-01      | 4.0000%  |  | $41.68             | $41.00             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL2027  | 2041-09-01      | 4.5000%  |  | $12.43             | $12.56             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2596  | 2042-01-01      | 3.5000%  |  | $45.87             | $44.33             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZK9998  | 2031-02-01      | 4.0000%  |  | $17.78             | $17.74             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0147 M      | 2055-01-20      | 5.5000%  |  | $455.57            | $462.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0026 M      | 2054-11-20      | 5.5000%  |  | $236.01            | $240.19            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9926 C      | 2055-11-20      | 6.5000%  |  | $5052.68           | $5316.56           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8341 C      | 2055-11-20      | 6.5000%  |  | $14023.76          | $14809.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4414  | 2051-09-01      | 2.5000%  |  | $878.14            | $752.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4413  | 2051-09-01      | 2.0000%  |  | $597.74            | $488.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4378  | 2051-07-01      | 2.0000%  |  | $1561.36           | $1274.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3416  | 2048-07-01      | 4.5000%  |  | $15058472.42       | $15034785.44       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CNMA3395  | 2028-06-01      | 3.5000%  |  | $13.26             | $13.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3088  | 2047-08-01      | 4.0000%  |  | $28.22             | $27.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2771  | 2046-10-01      | 3.0000%  |  | $94.00             | $85.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3489  | 2033-10-01      | 3.5000%  |  | $18.61             | $18.46             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4476  | 2053-12-01      | 6.5000%  |  | $183.52            | $193.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8500  | 2055-01-01      | 3.5000%  |  | $256.57            | $238.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8468  | 2054-10-01      | 5.0000%  |  | $718.73            | $721.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLSD8479  | 2054-09-01      | 7.5000%  |  | $275.39            | $293.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8424  | 2054-03-01      | 4.0000%  |  | $246.93            | $235.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8452  | 2054-08-01      | 5.0000%  |  | $236.52            | $237.33            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7663 C      | 2055-11-20      | 6.0000%  |  | $731864.38         | $764804.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0879 C      | 2055-10-20      | 7.0000%  |  | $384.68            | $410.13            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8516 C      | 2055-11-20      | 6.5000%  |  | $786.95            | $826.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7678 C      | 2055-09-20      | 6.5000%  |  | $261.45            | $275.11            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL6825 C      | 2055-08-20      | 6.0000%  |  | $5989151.41        | $6258711.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL3738 C      | 2055-08-20      | 6.5000%  |  | $261.24            | $274.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD3609  | 2052-04-01      | 2.5000%  |  | $7354.34           | $6287.47           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0279 C      | 2055-08-20      | 6.5000%  |  | $261.27            | $276.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0537  | 2048-03-01      | 3.5000%  |  | $72.83             | $69.13             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN3391  | 2049-02-01      | 4.5000%  |  | $52.55             | $52.43             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN3190  | 2049-02-01      | 4.5000%  |  | $3168.15           | $3149.46           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZN2871  | 2049-01-01      | 5.0000%  |  | $284978.78         | $289060.72         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3505  | 2049-02-01      | 4.0000%  |  | $33.48             | $32.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM1385  | 2049-08-01      | 5.0000%  |  | $66.77             | $68.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM1266  | 2049-07-01      | 5.0000%  |  | $80.88             | $82.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM1263  | 2049-07-01      | 4.5000%  |  | $45095.55          | $44667.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1104  | 2049-05-01      | 3.5000%  |  | $8289.73           | $7848.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA3868  | 2055-09-01      | 6.5000%  |  | $1700920.28        | $1780725.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3865  | 2055-11-01      | 5.0000%  |  | $1267578.22        | $1272276.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA3864  | 2051-01-01      | 4.0000%  |  | $1638733.97        | $1596484.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA3861  | 2052-04-01      | 2.5000%  |  | $262.28            | $227.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3805  | 2055-11-01      | 6.0000%  |  | $1360078.61        | $1413637.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3377  | 2055-07-01      | 6.0000%  |  | $827595.18         | $864899.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX0402  | 2054-12-01      | 6.0000%  |  | $233.08            | $244.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAE0082  | 2040-05-01      | 5.0000%  |  | $11.24             | $11.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD7701  | 2035-01-01      | 4.5000%  |  | $1123.79           | $1129.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAD6996  | 2040-07-01      | 5.0000%  |  | $10.26             | $10.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB5118  | 2052-11-01      | 4.0000%  |  | $201.91            | $193.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5088  | 2052-11-01      | 5.5000%  |  | $594.67            | $611.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5026  | 2052-11-01      | 5.5000%  |  | $193.22            | $199.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4970  | 2052-10-01      | 5.5000%  |  | $410.77            | $421.08            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAW2243  | 2044-06-01      | 6.2150%  |  | $4047.36           | $4211.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAW1543  | 2029-03-01      | 3.5000%  |  | $94.29             | $93.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAW0950  | 2044-04-01      | 4.5000%  |  | $126.54            | $127.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH5807  | 2053-11-01      | 6.5000%  |  | $166.52            | $177.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH5505  | 2053-11-01      | 6.5000%  |  | $254.65            | $267.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH4849  | 2053-10-01      | 7.0000%  |  | $197.10            | $213.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG7509  | 2053-08-01      | 5.0000%  |  | $690.88            | $697.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG6069  | 2053-06-01      | 5.0000%  |  | $1525.63           | $1537.90           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG6002  | 2053-07-01      | 5.5000%  |  | $486.37            | $498.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG6225  | 2053-07-01      | 5.5000%  |  | $208.04            | $214.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG5399  | 2053-06-01      | 7.0000%  |  | $211.13            | $231.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG3847  | 2053-05-01      | 7.0000%  |  | $253.57            | $278.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6541  | 2046-01-01      | 3.5000%  |  | $59.14             | $56.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAS7125  | 2046-05-01      | 2.5000%  |  | $31699.29          | $27730.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS5622  | 2030-08-01      | 3.0000%  |  | $38.44             | $37.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS6269  | 2030-12-01      | 2.5000%  |  | $443.35            | $431.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8255  | 2052-10-01      | 3.5000%  |  | $217.34            | $202.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8219  | 2052-06-01      | 2.5000%  |  | $28928.52          | $24712.58          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8213  | 2052-05-01      | 3.0000%  |  | $1209.67           | $1078.84           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8212  | 2052-05-01      | 2.5000%  |  | $213.19            | $182.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8205  | 2052-04-01      | 2.5000%  |  | $413.87            | $353.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8199  | 2052-03-01      | 2.0000%  |  | $841.70            | $685.74            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 770443 X      | 2041-06-15      | 4.7500%  |  | $17.00             | $17.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI8222  | 2041-08-01      | 4.5000%  |  | $3255.90           | $3293.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI8716  | 2041-08-01      | 4.5000%  |  | $17.11             | $17.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAU6743  | 2043-10-01      | 4.0000%  |  | $53.26             | $52.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS0910  | 2043-11-01      | 4.5000%  |  | $1038.64           | $1046.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAL4316  | 2039-03-01      | 7.0000%  |  | $41.13             | $44.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV0692  | 2043-12-01      | 4.0000%  |  | $1165.90           | $1144.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS1758  | 2029-02-01      | 3.5000%  |  | $251.71            | $250.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV3511  | 2044-02-01      | 4.5000%  |  | $7073.41           | $7108.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAW0938  | 2029-04-01      | 3.0000%  |  | $59.18             | $58.56             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WSAL7183  | 2036-01-01      | 6.3130%  |  | $31179.72          | $32648.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6370  | 2053-10-01      | 5.0000%  |  | $644.13            | $655.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD6491  | 2054-01-01      | 4.0000%  |  | $443.17            | $425.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY4194  | 2045-05-01      | 3.0000%  |  | $60.76             | $56.18             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3136  | 2053-06-01      | 5.5000%  |  | $213.52            | $219.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO6225  | 2049-12-01      | 3.0000%  |  | $66.52             | $59.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS7979  | 2053-12-01      | 2.0000%  |  | $252.02            | $204.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2094  | 2051-11-01      | 3.0000%  |  | $916.95            | $822.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8232  | 2052-06-01      | 5.0000%  |  | $32621.18          | $32864.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6224 M      | 2049-10-20      | 6.0000%  |  | $53.36             | $56.46             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF7094  | 2053-02-01      | 5.0000%  |  | $409.61            | $413.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6538  | 2054-05-01      | 5.5000%  |  | $266202.88         | $274037.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL7442  | 2043-11-01      | 5.0000%  |  | $51.89             | $52.56             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2966 M      | 2039-09-20      | 6.0000%  |  | $735.53            | $776.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4977  | 2053-11-01      | 5.0000%  |  | $1126816.58        | $1134249.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888296  | 2037-03-01      | 6.5000%  |  | $140.97            | $150.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH5829  | 2047-06-01      | 4.0000%  |  | $68.87             | $66.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH5105  | 2047-08-01      | 4.0000%  |  | $157.05            | $152.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH4095  | 2047-10-01      | 4.0000%  |  | $106.66            | $103.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH3398  | 2047-07-01      | 4.0000%  |  | $866.90            | $846.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK7097  | 2048-06-01      | 5.0000%  |  | $326.85            | $331.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBH1172  | 2047-05-01      | 4.5000%  |  | $151.24            | $150.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 R3BF0056  | 2039-07-01      | 6.0000%  |  | $169734.51         | $176688.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBE0531  | 2046-11-01      | 3.0000%  |  | $38.22             | $35.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBE0468  | 2046-10-01      | 3.0000%  |  | $191.82            | $175.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD6839  | 2046-09-01      | 3.0000%  |  | $1225.56           | $1122.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD2453  | 2047-01-01      | 3.0000%  |  | $170.82            | $156.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC9468  | 2046-06-01      | 3.0000%  |  | $1303.94           | $1192.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3884  | 2052-02-01      | 3.0000%  |  | $4532917.11        | $4044617.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3815  | 2051-09-01      | 3.5000%  |  | $416.70            | $390.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8023  | 2049-11-01      | 2.5000%  |  | $64.79             | $55.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ6913  | 2051-12-01      | 2.0000%  |  | $73377.79          | $59734.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8044  | 2050-12-01      | 2.5000%  |  | $91847.35          | $79146.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB5071  | 2040-09-01      | 2.0000%  |  | $132.42            | $116.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD6543  | 2052-02-01      | 2.5000%  |  | $198.98            | $171.34            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841662 G         | 2038-08-01      | 6.4340%  |  | $32665.45          | $34287.21          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZK7547  | 2030-07-01      | 3.0000%  |  | $33.93             | $33.43             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5010  | 2039-07-01      | 2.5000%  |  | $93.41             | $85.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5020  | 2052-10-01      | 5.5000%  |  | $1002.98           | $1027.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CKMA3652  | 2049-03-01      | 4.5000%  |  | $15.83             | $15.06             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1022  | 2052-05-01      | 4.0000%  |  | $188.65            | $181.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS4303  | 2037-07-01      | 6.5000%  |  | $1.22              | $1.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7280  | 2053-03-01      | 5.0000%  |  | $882.58            | $889.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8185  | 2051-12-01      | 3.5000%  |  | $171.19            | $160.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7362  | 2053-10-01      | 6.0000%  |  | $1071.08           | $1120.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM1565  | 2047-04-01      | 3.0000%  |  | $7821.02           | $7173.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL190397  | 2039-09-01      | 5.0000%  |  | $385.19            | $398.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAC6688  | 2039-12-01      | 4.5000%  |  | $19.63             | $19.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL932386  | 2040-01-01      | 4.5000%  |  | $11.49             | $11.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2921  | 2042-08-01      | 3.5000%  |  | $291.37            | $279.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.870 MTAM1855  | 2033-01-01      | 2.8700%  |  | $6632.00           | $6390.67           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0788 M      | 2043-02-20      | 6.0000%  |  | $169.58            | $179.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI5075  | 2036-07-01      | 5.0000%  |  | $2.60              | $2.65              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8214  | 2052-05-01      | 3.5000%  |  | $10368.77          | $9658.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL190367  | 2036-01-01      | 5.5000%  |  | $128.85            | $135.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL745355  | 2036-03-01      | 5.0000%  |  | $68.78             | $71.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL745515  | 2036-05-01      | 5.0000%  |  | $11.90             | $12.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL745580  | 2036-06-01      | 5.0000%  |  | $2.40              | $2.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL725948  | 2034-10-01      | 5.5000%  |  | $495.28            | $506.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL815065  | 2035-04-01      | 5.5000%  |  | $4.05              | $4.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL357729  | 2035-03-01      | 5.0000%  |  | $76.26             | $78.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL735403  | 2035-04-01      | 5.0000%  |  | $447.12            | $461.28            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G01840 G  | 2035-07-01      | 5.0000%  |  | $136.79            | $139.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL735746  | 2035-07-01      | 6.0000%  |  | $1093.43           | $1131.36           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WZ841851  | 2045-08-01      | 6.1680%  |  | $60940.83          | $63550.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL735925  | 2035-10-01      | 5.0000%  |  | $80.40             | $82.99             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS843998  | 2035-11-01      | 6.0890%  |  | $106585.64         | $109338.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255932  | 2035-11-01      | 5.0000%  |  | $46.37             | $47.86             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844237  | 2035-11-01      | 5.6590%  |  | $1.40              | $1.43              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL256033  | 2035-12-01      | 6.5000%  |  | $2.25              | $2.39              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788370 C      | 2054-12-20      | 6.0000%  |  | $730938.95         | $762994.27         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-08-25      | 2.7240%  |  | $23343.37          | $23189.45          | Agency Mortgage-Backed Securities         |

### Security 131: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.810%, 1/2/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $168000000.00
- **C.18.a - Value (excl. sponsor support):** $168000000.00
- **C.19 - Percentage of Net Assets:** 2.8600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  |  | $18000600.00       | $18422536.51       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  |  | $100.00            | $101.84            | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  |  | $400.00            | $394.70            | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  |  | $20997600.00       | $20514916.34       | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE T 26  | 2026-12-31      | 1.7500%  |  | $100.00            | $98.25             | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  |  | $138836000.00      | $132458024.50      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  |  | $200.00            | $203.04            | U.S. Treasuries (including strips) |

### Security 132: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.780%, 2/3/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **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:** 2026-02-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 3/8 TRIB 55    | 2055-02-15      | 2.3750%  |  | $103.17            | $99.25             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  |  | $25088800.00       | $25578860.77       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 29  | 2029-09-30      | 3.8750%  |  | $100.00            | $101.97            | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  |  | $100.00            | $99.49             | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  |  | $800.00            | $758.89            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  |  | $400.00            | $407.38            | U.S. Treasuries (including strips) |

### Security 133: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.850%, 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: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $171201000.00
- **C.18.a - Value (excl. sponsor support):** $171201000.00
- **C.19 - Percentage of Net Assets:** 2.9200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MB0786 M     | 2040-12-20      | 5.5000%  |  | $172.49            | $177.48            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP0591 C     | 2055-12-20      | 5.0000%  |  | $87.31             | $86.98             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN9678 C     | 2055-11-20      | 5.5000%  |  | $451886.47         | $457043.10         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN9378 C     | 2065-11-20      | 6.5000%  |  | $3441408.54        | $3596071.18        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DI7403       | 2060-04-15      | 5.6400%  |  | $85.52             | $89.58             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN9252 C     | 2055-12-20      | 5.0000%  |  | $374741.18         | $373649.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8598 C     | 2055-12-20      | 5.0000%  |  | $106766.94         | $107409.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8591 C     | 2055-12-20      | 5.0000%  |  | $113883.42         | $114568.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8140 C     | 2052-10-20      | 6.0000%  |  | $159334.27         | $163177.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7650 C     | 2055-12-20      | 6.5000%  |  | $187710.25         | $197520.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8032 C     | 2055-10-20      | 6.5000%  |  | $86260.82          | $90769.12          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO1562 C     | 2065-10-20      | 6.5000%  |  | $104288.46         | $108975.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4438 C     | 2055-07-20      | 6.5000%  |  | $83.59             | $87.96             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3165 C     | 2055-09-20      | 6.5000%  |  | $175935.69         | $185131.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL1631 C     | 2055-08-20      | 6.5000%  |  | $266353.90         | $280275.06         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DL0167       | 2065-10-15      | 5.4900%  |  | $85.60             | $88.05             | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DK8581       | 2060-09-15      | 6.0000%  |  | $170.86            | $180.67            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DK6880 C     | 2065-06-20      | 3.0000%  |  | $19336.79          | $17324.94          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DK6736       | 2060-06-15      | 5.8400%  |  | $85.24             | $90.58             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4290 C     | 2055-06-20      | 6.5000%  |  | $7586.62           | $7983.15           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK1993 C     | 2055-07-20      | 6.5000%  |  | $347574.94         | $365741.17         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ4693       | 2060-06-15      | 4.8600%  |  | $27803.83          | $27729.90          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3903 C     | 2055-11-20      | 5.5000%  |  | $74697.71          | $76698.89          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4274 C     | 2055-06-20      | 6.0000%  |  | $4666.78           | $5053.16           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3549 C     | 2055-03-20      | 6.5000%  |  | $956.65            | $1006.65           | Agency Mortgage-Backed Securities |
| GNMA GNII RG CH7663 C     | 2047-01-20      | 3.0000%  |  | $923.04            | $831.04            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7768 M     | 2051-12-20      | 3.0000%  |  | $58.35             | $52.77             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE8252 | 2052-08-01      | 4.5000%  |  | $157749.59         | $155392.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL889427 | 2038-03-01      | 6.0000%  |  | $61.70             | $65.49             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTCB1343 | 2041-08-01      | 2.5000%  |  | $35788.89          | $32238.39          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ9291 | 2050-12-01      | 2.0000%  |  | $12857.48          | $10455.79          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAY5643 | 2030-06-01      | 2.5000%  |  | $8148.65           | $7964.19           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3851 M     | 2031-08-20      | 3.5000%  |  | $8414.11           | $8353.30           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA0942 | 2053-10-01      | 6.0000%  |  | $247003.46         | $254971.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  |  | $8047392.02        | $8205139.68        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA7303 M     | 2051-04-20      | 2.0000%  |  | $58.55             | $47.87             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BE0143 X     | 2048-01-15      | 4.0000%  |  | $11001.71          | $10590.17          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CO6356 X     | 2052-07-15      | 5.0000%  |  | $91340.31          | $91750.76          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5531 M     | 2048-10-20      | 5.5000%  |  | $67698.51          | $69831.03          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQH7677 | 2054-01-01      | 7.0000%  |  | $1213167.25        | $1305618.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM7751 | 2051-05-01      | 2.0000%  |  | $2065545.23        | $1678517.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9638 M     | 2039-12-20      | 5.5000%  |  | $122.54            | $126.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA3738 | 2034-08-01      | 3.0000%  |  | $83.50             | $81.31             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004801 M     | 2040-09-20      | 4.5000%  |  | $10.39             | $10.51             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAT5926 | 2028-06-01      | 2.5000%  |  | $2766.02           | $2730.98           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BR4832 X     | 2052-06-15      | 4.0000%  |  | $39.52             | $37.87             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8234 | 2054-11-01      | 5.0000%  |  | $44801.08          | $45108.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1037 | 2055-09-01      | 6.0000%  |  | $270998.05         | $284331.16         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DE5554       | 2059-12-15      | 5.4600%  |  | $65984.54          | $68518.55          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2517 C     | 2055-11-20      | 5.0000%  |  | $112265.36         | $112940.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF4993 | 2055-11-01      | 6.5000%  |  | $101642.72         | $108565.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3448 C     | 2055-10-20      | 5.5000%  |  | $107943.90         | $109058.89         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BG9709 X     | 2048-07-15      | 4.0000%  |  | $4578.96           | $4503.91           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP3712       | 2058-05-15      | 5.1900%  |  | $166.67            | $170.92            | Agency Mortgage-Backed Securities |
| GNMA GNII RG CN6294 C     | 2050-08-20      | 3.0000%  |  | $14187.01          | $12751.25          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC1102 X     | 2047-07-15      | 4.0000%  |  | $4946.97           | $4762.02           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9604 M     | 2054-04-20      | 5.0000%  |  | $8840582.46        | $8891076.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9485 M     | 2054-02-20      | 4.0000%  |  | $81646.55          | $78002.94          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9238 M     | 2053-10-20      | 4.0000%  |  | $74.27             | $71.31             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  |  | $8972768.88        | $9233948.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9105 M     | 2053-08-20      | 5.0000%  |  | $6667337.11        | $6714092.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9776 M     | 2054-07-20      | 4.0000%  |  | $423.07            | $403.90            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5431 | 2055-05-01      | 6.0000%  |  | $297.04            | $307.14            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8947 M     | 2053-06-20      | 5.0000%  |  | $351.31            | $354.08            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7767 M     | 2051-12-20      | 2.5000%  |  | $78826.26          | $68356.58          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7589 M     | 2051-09-20      | 2.5000%  |  | $4943665.19        | $4287064.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7474 M     | 2051-07-20      | 3.5000%  |  | $49.79             | $46.02             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7418 M     | 2051-06-20      | 2.5000%  |  | $12116.99          | $10507.76          | Agency Mortgage-Backed Securities |
| GNMA GNII RG CH7664 C     | 2050-10-20      | 3.0000%  |  | $3511.82           | $3156.38           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8268 M     | 2052-09-20      | 4.5000%  |  | $65.03             | $64.19             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX9111 | 2055-03-01      | 5.5000%  |  | $166043.94         | $171088.91         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQX5448 | 2055-01-01      | 4.0000%  |  | $85646.40          | $81728.36          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX1778 | 2054-12-01      | 5.0000%  |  | $492655.42         | $496897.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA5960 | 2045-12-01      | 4.0000%  |  | $70781.11          | $68444.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5683 | 2040-04-01      | 5.0000%  |  | $1530226.64        | $1557716.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5585 | 2055-01-01      | 5.0000%  |  | $1117484.73        | $1121280.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4933 | 2053-02-01      | 3.5000%  |  | $426.96            | $397.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  |  | $249738.76         | $246099.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5978 C     | 2055-07-20      | 6.5000%  |  | $85.22             | $89.67             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCC0295 | 2055-04-01      | 7.0000%  |  | $1446127.51        | $1550106.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7864 C     | 2055-10-20      | 6.5000%  |  | $29271.91          | $30801.89          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL9084 C     | 2050-10-20      | 5.5000%  |  | $123760.02         | $125225.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0783 M     | 2040-12-20      | 4.0000%  |  | $85.60             | $84.74             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA2574 | 2056-01-01      | 5.5000%  |  | $942223.19         | $960695.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4483 C     | 2055-12-20      | 6.0000%  |  | $68181.14          | $70377.05          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY1354 | 2055-04-01      | 7.0000%  |  | $50418.98          | $53733.38          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DG6440 C     | 2065-07-20      | 6.5000%  |  | $607.52            | $634.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA0922 | 2052-03-01      | 3.0000%  |  | $222980.29         | $202689.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0687 M     | 2055-10-20      | 6.0000%  |  | $591171.01         | $606083.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDF3798 | 2055-11-01      | 7.0000%  |  | $191624.04         | $202974.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6459 C     | 2055-11-20      | 5.0000%  |  | $95390.60          | $95976.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN3243 C     | 2055-11-20      | 5.5000%  |  | $94703.67          | $95825.18          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL9985 C     | 2055-12-20      | 5.5000%  |  | $94021.53          | $95094.45          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8503 C     | 2055-12-20      | 6.5000%  |  | $91237.46          | $96006.32          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786835 C     | 2053-08-20      | 5.5000%  |  | $68.89             | $70.62             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL0034 | 2054-06-01      | 6.5000%  |  | $325817.04         | $347354.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7315 C     | 2055-09-20      | 6.0000%  |  | $841429.29         | $867550.62         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX8573 | 2055-01-01      | 6.0000%  |  | $90958.43          | $94250.76          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ2717       | 2060-07-15      | 5.4400%  |  | $60847.04          | $63096.27          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4281 C     | 2055-08-20      | 5.0000%  |  | $85.21             | $89.29             | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN9377 C     | 2065-10-20      | 7.0000%  |  | $147268.98         | $153954.46         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA2339 | 2055-12-01      | 5.0000%  |  | $432267.46         | $440428.09         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL3764 C     | 2065-10-20      | 6.0000%  |  | $152387.23         | $156326.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO9170 C     | 2055-12-20      | 5.0000%  |  | $87625.98          | $88369.19          | Agency Mortgage-Backed Securities |
| GNMA GNII BD DM3093 C     | 2055-09-20      | 4.5000%  |  | $377194.25         | $363900.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2886 C     | 2055-10-20      | 6.5000%  |  | $235596.82         | $247909.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2831 C     | 2055-10-20      | 6.5000%  |  | $146435.83         | $154088.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2784 C     | 2055-10-20      | 6.5000%  |  | $174100.50         | $183199.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2714 C     | 2055-09-20      | 6.5000%  |  | $438637.68         | $461563.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL9915 C     | 2055-12-20      | 5.5000%  |  | $139670.74         | $142896.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3622 C     | 2055-10-20      | 6.0000%  |  | $320553.56         | $328079.84         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI4484 C     | 2043-05-20      | 3.0000%  |  | $3032.62           | $2756.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  |  | $171795.61         | $169309.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  |  | $285166.39         | $254148.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5324 | 2039-04-01      | 5.0000%  |  | $29034.35          | $29576.53          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4280 | 2051-03-01      | 1.5000%  |  | $310278.41         | $241328.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4278 | 2036-03-01      | 1.5000%  |  | $233692.43         | $212547.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  |  | $495.24            | $445.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3616 | 2049-03-01      | 4.5000%  |  | $1188575.63        | $1184498.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3401 | 2048-06-01      | 3.0000%  |  | $121743.72         | $110129.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CKMA2842 | 2046-12-01      | 3.0000%  |  | $48840.52          | $43617.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3845 | 2052-06-01      | 3.5000%  |  | $9916.98           | $9267.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3760 | 2052-05-01      | 3.5000%  |  | $955.24            | $893.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB3154 | 2052-03-01      | 2.0000%  |  | $314253.53         | $255883.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3173 | 2052-03-01      | 3.5000%  |  | $282002.93         | $264054.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA6020 | 2050-06-01      | 3.0000%  |  | $2676469.05        | $2387621.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB7273 | 2042-12-01      | 3.0000%  |  | $6779.74           | $6298.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW0035 | 2052-07-01      | 4.5000%  |  | $4583.71           | $4549.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBV8991 | 2037-04-01      | 1.5000%  |  | $68653.39          | $62259.50          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV6330 | 2055-11-01      | 6.0000%  |  | $216786.24         | $229192.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBV6253 | 2055-09-01      | 4.0000%  |  | $457428.01         | $436644.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBV2448 | 2052-06-01      | 4.5000%  |  | $240647.37         | $237922.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBQ8091 | 2050-12-01      | 3.0000%  |  | $125914.19         | $112168.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBD4890 | 2046-08-01      | 3.5000%  |  | $36163.64          | $34329.63          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC9096 | 2046-12-01      | 3.5000%  |  | $4786.06           | $4554.69           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF5901 | 2055-12-01      | 5.5000%  |  | $120401.54         | $123769.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF5896 | 2055-12-01      | 5.0000%  |  | $111641.35         | $112927.09         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA2249 | 2055-12-01      | 5.0000%  |  | $816268.56         | $819045.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ1189 | 2055-08-01      | 6.0000%  |  | $3766.26           | $3889.33           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL1764 C     | 2055-10-20      | 6.0000%  |  | $234640.76         | $238691.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0420 M     | 2055-06-20      | 3.5000%  |  | $169.15            | $154.86            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8568 C     | 2055-07-20      | 7.5000%  |  | $341.49            | $364.47            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3726 C     | 2055-12-20      | 5.0000%  |  | $13860.69          | $13807.50          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5952 | 2041-01-01      | 5.5000%  |  | $257214.44         | $265126.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF4935 | 2055-11-01      | 6.5000%  |  | $80204.63          | $85103.99          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0813 M     | 2055-12-20      | 5.0000%  |  | $58656.80          | $58869.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV6422 | 2055-11-01      | 6.0000%  |  | $218349.76         | $228825.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS1463 | 2051-05-01      | 4.0000%  |  | $48711.59          | $47088.10          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $415803.16         | $425087.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5777 C     | 2055-08-20      | 6.5000%  |  | $85.30             | $89.76             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CNRD5283 | 2035-12-01      | 6.0000%  |  | $30638.74          | $31938.89          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5145 C     | 2055-12-20      | 5.5000%  |  | $374849.38         | $384891.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP0137 C     | 2055-12-20      | 5.5000%  |  | $425772.09         | $437178.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5505 C     | 2055-12-20      | 5.5000%  |  | $87.65             | $90.00             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7657 C     | 2055-12-20      | 6.5000%  |  | $85.86             | $90.35             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6604 C     | 2055-10-20      | 5.5000%  |  | $533875.86         | $539475.86         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN5167 C     | 2065-10-20      | 6.0000%  |  | $28093.35          | $28865.77          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  |  | $718084.24         | $732381.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6687 C     | 2055-04-20      | 6.5000%  |  | $84.91             | $89.35             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9014 C     | 2055-09-20      | 6.5000%  |  | $85491.41          | $89959.59          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ4969       | 2060-04-15      | 5.7500%  |  | $171.16            | $180.66            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2757 C     | 2055-07-20      | 6.5000%  |  | $33956.81          | $35731.58          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0383 C     | 2055-02-20      | 6.5000%  |  | $67.04             | $70.54             | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI1077 C     | 2044-12-20      | 3.0000%  |  | $3673.43           | $3338.81           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 778781 X     | 2042-01-15      | 4.0000%  |  | $12.73             | $12.40             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA2871 | 2056-01-01      | 5.0000%  |  | $646880.24         | $649881.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA0440 | 2055-12-01      | 6.0000%  |  | $471369.43         | $490244.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0104 | 2055-10-01      | 6.5000%  |  | $268919.90         | $284956.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA0073 | 2055-12-01      | 5.5000%  |  | $313505.11         | $325105.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRQ0019 | 2055-05-01      | 4.0000%  |  | $759840.28         | $725080.12         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ5284 | 2055-11-01      | 6.5000%  |  | $662157.95         | $701042.96         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL3409 | 2055-11-01      | 5.0000%  |  | $2152597.51        | $2185985.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL3090 | 2049-07-01      | 4.0000%  |  | $511145.85         | $502185.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3520 M     | 2046-03-20      | 3.0000%  |  | $23344.57          | $21412.11          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY9399 | 2055-08-01      | 6.0000%  |  | $115998.40         | $120729.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CZ946397 | 2047-09-01      | 6.5000%  |  | $97.08             | $100.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC1039 | 2055-09-01      | 6.0000%  |  | $1175572.87        | $1242039.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0407 | 2055-05-01      | 6.0000%  |  | $1201713.89        | $1252719.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CTFS6691 | 2042-03-01      | 1.5000%  |  | $36603.77          | $31002.30          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS5134 | 2049-12-01      | 3.5000%  |  | $128739.28         | $122231.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4805 | 2053-05-01      | 5.5000%  |  | $18573.46          | $19035.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM8815 | 2051-09-01      | 3.5000%  |  | $937.12            | $888.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM7284 | 2036-05-01      | 2.0000%  |  | $440701.11         | $410077.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM6559 | 2051-03-01      | 2.0000%  |  | $843723.93         | $685632.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM5939 | 2051-02-01      | 2.0000%  |  | $329589.21         | $270509.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM5810 | 2051-01-01      | 3.0000%  |  | $243944.59         | $217293.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD7339 | 2055-04-01      | 6.0000%  |  | $1156115.75        | $1200879.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB4381 | 2054-05-01      | 5.5000%  |  | $3022.51           | $3082.38           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB2535 | 2054-07-01      | 6.0000%  |  | $8568.51           | $8853.24           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4976 | 2055-11-01      | 6.0000%  |  | $98243.71          | $103678.26         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 677194 X     | 2038-06-15      | 5.5000%  |  | $2271.37           | $2380.92           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 626985 C     | 2030-09-20      | 3.5000%  |  | $2706.50           | $2674.11           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 788228 C     | 2055-06-20      | 5.5000%  |  | $2251842.03        | $2314097.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787259 C     | 2051-02-20      | 2.0000%  |  | $150.94            | $124.35            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785591 C     | 2051-08-20      | 3.0000%  |  | $5775.45           | $5218.28           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785240 C     | 2050-12-20      | 3.0000%  |  | $47.46             | $43.56             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD6582 | 2050-09-01      | 3.0000%  |  | $225442.76         | $202207.96         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD5413 | 2054-05-01      | 5.0000%  |  | $8560.90           | $8620.35           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5067 | 2054-03-01      | 5.5000%  |  | $589406.09         | $609512.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2346 | 2053-02-01      | 5.0000%  |  | $17171.13          | $17378.48          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD1818 | 2052-10-01      | 4.0000%  |  | $1068.50           | $1025.04           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1300 | 2052-07-01      | 5.0000%  |  | $2348.44           | $2393.37           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1694 | 2052-10-01      | 4.5000%  |  | $196050.49         | $193436.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8078 | 2035-12-01      | 1.5000%  |  | $317346.20         | $289618.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZS7465 | 2031-07-01      | 3.0000%  |  | $244000.76         | $239932.54         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIZA3918 | 2032-07-01      | 2.0000%  |  | $958.13            | $909.90            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC J37032 G | 2032-05-01      | 3.5000%  |  | $181961.11         | $181120.57         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G06791 G | 2041-10-01      | 4.0000%  |  | $5319.26           | $5237.63           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 737269 X     | 2040-05-15      | 4.5000%  |  | $3571.03           | $3569.32           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003499 M     | 2034-01-20      | 5.0000%  |  | $40.53             | $41.26             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO6320 C     | 2055-11-20      | 5.0000%  |  | $98756.37          | $99350.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5576 C     | 2055-12-20      | 6.0000%  |  | $85.69             | $89.26             | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO6182 C     | 2065-11-20      | 6.0000%  |  | $368502.62         | $378028.04         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO6179 C     | 2065-10-20      | 6.5000%  |  | $224542.78         | $234634.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4903 C     | 2055-12-20      | 6.0000%  |  | $85.60             | $89.87             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA2872 | 2056-01-01      | 5.0000%  |  | $362946.12         | $367983.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6116 | 2055-12-01      | 5.5000%  |  | $175171.56         | $181868.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CT7776 C     | 2055-12-20      | 6.0000%  |  | $85.60             | $89.86             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4463 C     | 2055-11-20      | 6.5000%  |  | $213345.59         | $224495.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA3310 | 2050-03-01      | 4.0000%  |  | $518780.37         | $501158.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL819558 | 2035-04-01      | 5.5000%  |  | $32748.79          | $34414.99          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL745933 | 2036-09-01      | 6.0000%  |  | $117.82            | $125.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT1713 | 2043-03-01      | 3.0000%  |  | $3945.32           | $3662.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS9610 | 2047-05-01      | 4.5000%  |  | $1438.55           | $1437.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRAS0070 | 2043-08-01      | 4.0000%  |  | $1233.64           | $1207.82           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLAR2626 | 2043-02-01      | 2.5000%  |  | $425.14            | $382.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMB0302 | 2055-02-01      | 5.5000%  |  | $90865.89          | $92647.16          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL5096 | 2043-11-01      | 4.0000%  |  | $61.68             | $60.23             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI4433 | 2041-06-01      | 4.5000%  |  | $10229.44          | $10342.86          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI0290 | 2041-05-01      | 4.5000%  |  | $139.42            | $140.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAH2367 | 2041-01-01      | 4.0000%  |  | $26189.63          | $25787.44          | Agency Mortgage-Backed Securities |
| FNMA FNMS 08.500 CL557247 | 2030-08-01      | 8.5000%  |  | $38.35             | $39.41             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI8783 | 2054-06-01      | 6.0000%  |  | $559277.69         | $581323.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA3711 | 2055-11-01      | 5.0000%  |  | $1676.32           | $1691.88           | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CNRD5075 | 2031-12-01      | 1.5000%  |  | $408412.10         | $386038.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI4868 | 2054-04-01      | 5.5000%  |  | $67612.03          | $69705.52          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIRC2550 | 2037-04-01      | 2.5000%  |  | $523057.16         | $496718.80         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5358 | 2045-08-01      | 5.0000%  |  | $330292.58         | $334175.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6397 | 2051-11-01      | 2.5000%  |  | $240.86            | $210.01            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA5285 | 2051-05-01      | 2.5000%  |  | $131668.74         | $113268.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1462 | 2054-08-01      | 5.5000%  |  | $3477.07           | $3546.13           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG7338 | 2053-07-01      | 6.0000%  |  | $8960.70           | $9351.83           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE8461 | 2052-08-01      | 4.0000%  |  | $304810.92         | $292538.73         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQD4795 | 2052-01-01      | 5.0000%  |  | $36385.22          | $36706.41          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQC8073 | 2051-09-01      | 2.5000%  |  | $567218.61         | $488919.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC2565 | 2051-06-01      | 2.0000%  |  | $2233.92           | $1826.29           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4247 C     | 2055-11-20      | 6.0000%  |  | $253456.97         | $262800.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3819 C     | 2055-12-20      | 6.0000%  |  | $85.69             | $89.00             | Agency Mortgage-Backed Securities |
| GNMA GNII AP 784449 M     | 2044-09-20      | 4.5000%  |  | $28.61             | $28.41             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4457 C     | 2055-11-20      | 6.0000%  |  | $489512.84         | $510404.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5171 C     | 2055-11-20      | 5.0000%  |  | $162184.69         | $163372.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4165 C     | 2055-10-20      | 5.5000%  |  | $335658.00         | $341398.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN3411 C     | 2055-11-20      | 5.0000%  |  | $291462.49         | $293597.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN3272 C     | 2055-11-20      | 5.5000%  |  | $100710.93         | $103408.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN3219 C     | 2055-11-20      | 5.5000%  |  | $351995.55         | $356012.64         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN3162       | 2060-12-15      | 5.2000%  |  | $1158337.32        | $1183741.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN1242 C     | 2055-10-20      | 6.5000%  |  | $85.44             | $91.27             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0589 C     | 2055-09-20      | 6.5000%  |  | $85.93             | $90.12             | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DM8151       | 2060-10-15      | 4.5700%  |  | $469554.36         | $457725.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7317 C     | 2055-09-20      | 6.0000%  |  | $250355.93         | $258127.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8090 C     | 2055-12-20      | 5.0000%  |  | $106141.54         | $106780.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4514 C     | 2055-03-20      | 6.5000%  |  | $53863.80          | $56679.08          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DH1766       | 2060-04-15      | 5.9900%  |  | $170.27            | $178.56            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DH1749       | 2060-02-15      | 5.8800%  |  | $85.00             | $90.55             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4805 C     | 2055-03-20      | 5.5000%  |  | $302616.36         | $306590.41         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DD4714       | 2060-06-15      | 6.2500%  |  | $170.55            | $185.80            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DC4425       | 2059-09-15      | 5.3300%  |  | $85.08             | $87.80             | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DC4422       | 2059-09-15      | 5.6900%  |  | $84.91             | $89.42             | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DA8511       | 2060-06-15      | 5.8400%  |  | $170.49            | $181.15            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CY4827       | 2059-07-15      | 5.8600%  |  | $84.62             | $90.09             | Agency Mortgage-Backed Securities |
| GNMA GNII ET CX7087 C     | 2064-03-20      | 6.5000%  |  | $55400.06          | $57754.60          | Agency Mortgage-Backed Securities |
| GNMA GNII RG CR6950 C     | 2047-01-20      | 3.0000%  |  | $1602.82           | $1443.07           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB7061 | 2050-12-01      | 2.0000%  |  | $52199.38          | $42480.72          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQB4785 | 2050-10-01      | 2.5000%  |  | $33796.78          | $29018.87          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  |  | $1777047.42        | $1834037.33        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  |  | $555350.21         | $574007.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  |  | $102809.00         | $106529.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD7523 | 2050-08-01      | 2.5000%  |  | $157660.99         | $137226.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA3303 | 2049-06-01      | 4.5000%  |  | $1031253.14        | $1030366.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFA2203 | 2055-08-01      | 7.0000%  |  | $2516698.67        | $2660561.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0243 | 2054-12-01      | 5.5000%  |  | $58943.01          | $60577.11          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9684 | 2054-12-01      | 6.5000%  |  | $919756.48         | $973788.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB8827 | 2054-07-01      | 4.5000%  |  | $1234126.53        | $1211549.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6518 | 2053-06-01      | 5.0000%  |  | $3610103.46        | $3655398.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4613 | 2052-09-01      | 4.5000%  |  | $251256.10         | $247626.95         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9015 C     | 2055-09-20      | 6.5000%  |  | $161998.54         | $170465.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8999 C     | 2055-08-20      | 6.0000%  |  | $45074.36          | $46735.94          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DL7507       | 2060-11-15      | 5.3800%  |  | $42767.55          | $44135.19          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL7014 C     | 2055-08-20      | 5.5000%  |  | $740099.36         | $749979.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5415 C     | 2055-12-20      | 6.5000%  |  | $342.57            | $362.07            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5372 C     | 2055-12-20      | 6.5000%  |  | $342.49            | $360.39            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0747 M     | 2055-11-20      | 6.0000%  |  | $15353853.97       | $15759963.41       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0685 M     | 2055-10-20      | 5.0000%  |  | $434892.34         | $436571.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0484 M     | 2055-07-20      | 5.0000%  |  | $6904.30           | $6930.08           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0369 M     | 2055-05-20      | 7.0000%  |  | $461902.59         | $478914.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  |  | $47535.37          | $48277.79          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0814 M     | 2055-12-20      | 5.5000%  |  | $34102494.13       | $34675427.39       | Agency Mortgage-Backed Securities |
| GNMA GNII RG CQ5116 C     | 2047-07-20      | 3.0000%  |  | $3753.05           | $3412.53           | Agency Mortgage-Backed Securities |
| GNMA GNII MH AD0856 C     | 2033-08-20      | 3.7500%  |  | $19.35             | $19.10             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9966 M     | 2054-10-20      | 6.0000%  |  | $1438917.56        | $1475207.06        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CM0996 C     | 2050-07-20      | 3.0000%  |  | $8522.25           | $7667.88           | Agency Mortgage-Backed Securities |
| GNMA GNII RG CL8745 C     | 2047-12-20      | 3.0000%  |  | $3386.18           | $3043.69           | Agency Mortgage-Backed Securities |
| GNMA GNII RG CL7262 C     | 2049-12-20      | 3.0000%  |  | $1284.28           | $1154.31           | Agency Mortgage-Backed Securities |
| GNMA GNII RG CK4382 C     | 2046-11-20      | 3.0000%  |  | $956.21            | $859.49            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8099 M     | 2052-06-20      | 3.5000%  |  | $224774.29         | $207813.87         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6884 M     | 2050-08-20      | 2.0000%  |  | $138.86            | $112.85            | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6700 M     | 2050-06-20      | 3.0000%  |  | $142510.44         | $125718.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6065 M     | 2034-08-20      | 3.5000%  |  | $10.31             | $10.19             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5596 M     | 2048-11-20      | 4.5000%  |  | $26898.02          | $26801.45          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5191 M     | 2048-05-20      | 3.5000%  |  | $271.09            | $252.90            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 353917 X     | 2027-10-15      | 7.0000%  |  | $23.84             | $24.05             | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q20570 G | 2043-08-01      | 3.5000%  |  | $30683.70          | $29410.99          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G08843 G | 2048-10-01      | 4.5000%  |  | $2323.19           | $2320.35           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI6961 | 2054-06-01      | 6.0000%  |  | $355786.79         | $367732.33         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CN0550       | 2066-03-15      | 6.3000%  |  | $8596.26           | $8693.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY8461 | 2053-07-01      | 6.5000%  |  | $3014.20           | $3168.38           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY8607 | 2053-09-01      | 6.5000%  |  | $538390.81         | $564915.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4084 | 2050-07-01      | 4.0000%  |  | $536.71            | $517.24            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7826 M     | 2052-01-20      | 2.0000%  |  | $33212.96          | $27611.42          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ2281 | 2054-09-01      | 6.0000%  |  | $2931066.61        | $3030834.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5553 | 2054-12-01      | 5.5000%  |  | $435917.35         | $444462.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8097 | 2050-08-01      | 2.0000%  |  | $59712.26          | $48854.58          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC3423 | 2051-06-01      | 2.0000%  |  | $3424.06           | $2782.48           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8268 M     | 2052-09-20      | 4.5000%  |  | $1921517.70        | $1896691.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785021 M     | 2047-05-20      | 4.0000%  |  | $34.08             | $32.95             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8149 | 2037-04-01      | 2.5000%  |  | $57633.59          | $54679.49          | Agency Mortgage-Backed Securities |
| GNMA GNII RG CJ0629 C     | 2043-06-20      | 3.0000%  |  | $1290.92           | $1173.17           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZT0000 | 2047-01-01      | 3.0000%  |  | $1756.65           | $1585.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7171 | 2046-05-01      | 3.5000%  |  | $1501.24           | $1429.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY7282 | 2053-08-01      | 6.0000%  |  | $78783.95          | $83036.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3422 | 2052-12-01      | 4.5000%  |  | $388709.28         | $385193.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQA1842 | 2049-08-01      | 4.5000%  |  | $180357.10         | $178818.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS0957 | 2052-03-01      | 3.0000%  |  | $6544.62           | $5822.34           | Agency Mortgage-Backed Securities |
| GNMA GNII RG CJ2359 C     | 2050-11-20      | 3.0000%  |  | $3429.63           | $3082.96           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE0992 | 2052-04-01      | 3.0000%  |  | $72614.24          | $64682.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTBX1276 | 2042-11-01      | 4.0000%  |  | $71002.61          | $70218.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBR3534 | 2051-01-01      | 3.5000%  |  | $108371.06         | $101334.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2255 | 2053-01-01      | 6.0000%  |  | $1945871.92        | $2015117.72        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CL2889 C     | 2049-07-20      | 3.0000%  |  | $1717.13           | $1543.41           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5388 | 2054-06-01      | 5.5000%  |  | $1929771.16        | $1968585.29        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9016 M     | 2053-07-20      | 5.0000%  |  | $11296.45          | $11375.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784105 M     | 2044-11-20      | 4.0000%  |  | $16.55             | $16.08             | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP7208       | 2057-11-15      | 4.0000%  |  | $328.39            | $317.13            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CQ9709       | 2058-04-15      | 5.0000%  |  | $83.16             | $84.33             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI1888 | 2041-05-01      | 4.5000%  |  | $264194.26         | $267204.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAJ3120 | 2041-10-01      | 4.5000%  |  | $1205.58           | $1218.70           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CISB8332 | 2039-10-01      | 4.0000%  |  | $10988.33          | $10894.53          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6702 M     | 2050-06-20      | 4.0000%  |  | $52.85             | $49.54             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7591 M     | 2051-09-20      | 3.5000%  |  | $10814.77          | $9989.03           | Agency Mortgage-Backed Securities |

### Security 134: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.820%, 1/2/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 2.5600%
- **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+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 1 1/8 TRIN AE 30 | 2030-10-15      | 1.1250%  |  | $73028012.00       | $72220381.17       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  |  | $43737200.00       | $44444854.61       | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 41    | 2041-02-15      | 2.1250%  |  | $36759604.18       | $36367296.49       | U.S. Treasuries (including strips) |

### Security 135: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  3.780%, 3/5/2026
- **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: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SP 787622 C | 2051-12-20      | 2.5000%  |  | $883.99            | $766.64            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0362 M | 2055-05-20      | 3.5000%  |  | $214135.55         | $196078.93         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7767 M | 2051-12-20      | 2.5000%  |  | $11531626.20       | $9999999.45        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785789 C | 2051-12-20      | 2.5000%  |  | $4461.43           | $3844.34           | Agency Mortgage-Backed Securities  |
| USTR 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  |  | $29900.00          | $29315.80          | U.S. Treasuries (including strips) |

## N-MFP: Signatures

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

**Date:** 2026-01-08

**By:** Stephen Van Meter

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

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