# EDGAR Filing Document

**Accession Number:** 0000912577
**File Stem:** 0001193125-25-308877
**Filing Date:** 2025-12
**Character Count:** 714223
**Document Hash:** 1cb0d0228187eabb52c6e6206b11320f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-308877.hdr.sgml**: 20251205

**ACCESSION NUMBER**: 0001193125-25-308877

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251128

**FILED AS OF DATE**: 20251205

**DATE AS OF CHANGE**: 20251205

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FEDERATED HERMES INSURANCE SERIES
- **CENTRAL INDEX KEY:** 0000912577

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08042
- **FILM NUMBER:** 251551527

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-11-28

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

**CIK Number of Registrant:** 0000912577

**LEI of Registrant:** 254900PGYAB5I8WZFV72

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

**LEI of Series:** 254900P826KPVQ1HK209

**EDGAR Series Identifier:** S000009743

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 39 days

- **WAL:** 90 days

- **Total Value of Portfolio Securities:** $75132735.75

- **Amortized Cost of Portfolio Securities:** $75123187.27

- **Cash:** $0.00

- **Total Other Assets:** $133270.36

- **Total Liabilities:** $1269641.84

- **Net Assets of Series:** $73987064.53

- **Number of Shares Outstanding (Series):** 73986462.5700

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-11-03 | $53687832.04              | $62185864.68               | 71.6000%                  | 82.9400%                   |
| 2025-11-04 | $51117080.10              | $61615169.96               | 68.8800%                  | 83.0300%                   |
| 2025-11-05 | $51378212.57              | $62674374.65               | 68.5300%                  | 83.6000%                   |
| 2025-11-06 | $51428180.28              | $63373440.17               | 68.1400%                  | 83.9700%                   |
| 2025-11-07 | $51368374.90              | $62313955.33               | 69.0200%                  | 83.7300%                   |
| 2025-11-10 | $53219410.25              | $63665204.37               | 70.4800%                  | 84.3100%                   |
| 2025-11-11 | $53219410.25              | $63665204.37               | 70.4600%                  | 84.3000%                   |
| 2025-11-12 | $52289880.67              | $63735781.64               | 69.9300%                  | 85.2400%                   |
| 2025-11-13 | $51784268.77              | $62980276.59               | 69.9600%                  | 85.0900%                   |
| 2025-11-14 | $51782201.27              | $63127482.13               | 69.9500%                  | 85.2700%                   |
| 2025-11-17 | $51247665.19              | $63093040.17               | 69.2600%                  | 85.2700%                   |
| 2025-11-18 | $52740779.69              | $63586248.79               | 71.0000%                  | 85.6000%                   |
| 2025-11-19 | $52231186.53              | $63576749.75               | 70.2300%                  | 85.4800%                   |
| 2025-11-20 | $52404567.51              | $63750224.85               | 70.7800%                  | 86.1000%                   |
| 2025-11-21 | $53409527.83              | $63755467.52               | 72.1200%                  | 86.0900%                   |
| 2025-11-24 | $52916168.37              | $63762202.18               | 71.4500%                  | 86.1000%                   |
| 2025-11-25 | $54006956.43              | $64353084.36               | 72.3400%                  | 86.2000%                   |
| 2025-11-26 | $54822173.06              | $65668489.22               | 72.1600%                  | 86.4400%                   |
| 2025-11-28 | $54595143.84              | $64941742.36               | 72.5500%                  | 86.2900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-11-03 | 4.1600%             |
| 2025-11-04 | 4.1400%             |
| 2025-11-05 | 4.1100%             |
| 2025-11-06 | 4.1000%             |
| 2025-11-07 | 4.0800%             |
| 2025-11-10 | 4.0300%             |
| 2025-11-12 | 4.0200%             |
| 2025-11-13 | 4.0300%             |
| 2025-11-14 | 4.0300%             |
| 2025-11-17 | 4.0300%             |
| 2025-11-18 | 4.0300%             |
| 2025-11-19 | 4.0300%             |
| 2025-11-20 | 4.0200%             |
| 2025-11-21 | 4.0100%             |
| 2025-11-24 | 4.0000%             |
| 2025-11-25 | 4.0100%             |
| 2025-11-26 | 4.0100%             |
| 2025-11-28 | 4.0400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-11-03 | 1.0001                      |
|  |  |
| 2025-11-04 | 1.0001                      |
|  |  |
| 2025-11-05 | 1.0001                      |
|  |  |
| 2025-11-06 | 1.0002                      |
|  |  |
| 2025-11-07 | 1.0002                      |
|  |  |
| 2025-11-10 | 1.0002                      |
|  |  |
| 2025-11-11 | 1.0001                      |
|  |  |
| 2025-11-12 | 1.0001                      |
|  |  |
| 2025-11-13 | 1.0001                      |
|  |  |
| 2025-11-14 | 1.0001                      |
|  |  |
| 2025-11-17 | 1.0001                      |
|  |  |
| 2025-11-18 | 1.0001                      |
|  |  |
| 2025-11-19 | 1.0001                      |
|  |  |
| 2025-11-20 | 1.0001                      |
|  |  |
| 2025-11-21 | 1.0001                      |
|  |  |
| 2025-11-24 | 1.0001                      |
|  |  |
| 2025-11-25 | 1.0002                      |
|  |  |
| 2025-11-26 | 1.0001                      |
|  |  |
| 2025-11-28 | 1.0001                      |
|  |  |

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

### Class: Service Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $73987064.53

- **Number of Shares Outstanding:** 73986462.5700

- **Expense Reimbursement/Waiver:** 5707.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0001          |
|  |  |
| 2025-11-04 | 1.0001          |
|  |  |
| 2025-11-05 | 1.0001          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0001          |
|  |  |
| 2025-11-13 | 1.0001          |
|  |  |
| 2025-11-14 | 1.0001          |
|  |  |
| 2025-11-17 | 1.0001          |
|  |  |
| 2025-11-18 | 1.0001          |
|  |  |
| 2025-11-19 | 1.0001          |
|  |  |
| 2025-11-20 | 1.0001          |
|  |  |
| 2025-11-21 | 1.0001          |
|  |  |
| 2025-11-24 | 1.0001          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0001          |
|  |  |
| 2025-11-28 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $227381.56                | $247875.38              |
| 2025-11-04 | $5427.06                  | $195476.45              |
| 2025-11-05 | $1136.48                  | $29208.74               |
| 2025-11-06 | $10358.38                 | $17487.19               |
| 2025-11-07 | $550.59                   | $57410.36               |
| 2025-11-10 | $119042.75                | $21976.16               |
| 2025-11-12 | $779.72                   | $30260.16               |
| 2025-11-13 | $13199.46                 | $40701.60               |
| 2025-11-14 | $2992.74                  | $15095.11               |
| 2025-11-17 | $814.57                   | $45306.00               |
| 2025-11-18 | $31286.89                 | $52661.07               |
| 2025-11-19 | $3278.54                  | $18604.82               |
| 2025-11-20 | $4023.64                  | $42232.97               |
| 2025-11-21 | $6694.10                  | $12719.88               |
| 2025-11-24 | $1983.23                  | $11402.27               |
| 2025-11-25 | $5950.26                  | $143985.40              |
| 2025-11-26 | $489038.77                | $79196.78               |
| 2025-11-28 | $188.92                   | $18099.62               |

**Total Gross Subscriptions (Month):** $928415.61

**Total Gross Redemptions (Month):** $1124197.41

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.5300%           |
| 2025-11-04 | 3.5100%           |
| 2025-11-05 | 3.4800%           |
| 2025-11-06 | 3.4700%           |
| 2025-11-07 | 3.4500%           |
| 2025-11-10 | 3.4000%           |
| 2025-11-12 | 3.3900%           |
| 2025-11-13 | 3.4000%           |
| 2025-11-14 | 3.4000%           |
| 2025-11-17 | 3.4000%           |
| 2025-11-18 | 3.4000%           |
| 2025-11-19 | 3.3900%           |
| 2025-11-20 | 3.3900%           |
| 2025-11-21 | 3.3800%           |
| 2025-11-24 | 3.3700%           |
| 2025-11-25 | 3.3800%           |
| 2025-11-26 | 3.3800%           |
| 2025-11-28 | 3.4000%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 15.5600%         | 0.0000%              |
| Insurance company |  | 11.1100%         | 0.0000%              |
| Insurance company |  | 9.9500%          | 0.0000%              |
| Insurance company |  | 18.4700%         | 0.0000%              |
| Insurance company |  | 26.8700%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  4.090%, 12/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 00699Q009, C.3 - LEI: BFXS5XCH7N0Y05NIXW11
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 13.5200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $1002455.83        | $1009122.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $272545.12         | $282296.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  |  | $2065.01           | $2134.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $338379.37         | $344148.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $213753.55         | $213078.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $165543.15         | $150407.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $11853.03          | $10767.18          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $171142.08         | $149295.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0457 | 2047-09-01      | 3.5000%  |  | $17733.83          | $16905.57          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1725 | 2029-10-01      | 4.3800%  |  | $1032000.00        | $1050447.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $49666.19          | $51439.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV0872 | 2052-01-01      | 2.5000%  |  | $210367.25         | $183349.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU6494 | 2052-01-01      | 2.5000%  |  | $194857.94         | $169675.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBU5438 | 2054-12-01      | 5.0000%  |  | $275700.88         | $277290.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBT7946 | 2052-11-01      | 5.5000%  |  | $30155.05          | $31227.12          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $1013000.00        | $1050340.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $65452.10          | $63336.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK2561 | 2048-03-01      | 4.5000%  |  | $1383.85           | $1385.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  |  | $38649.10          | $37772.89          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $466381.14         | $473177.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $59432.15          | $59923.78          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $405891.78         | $408598.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $416860.69         | $389575.07         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q60297 G | 2048-12-01      | 4.0000%  |  | $86820.95          | $84804.71          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $169516.27         | $171993.41         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $75798.09          | $77734.36          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $279902.78         | $288225.69         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $15980.53          | $14303.05          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $627924.81         | $620674.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3VZN0625 | 2043-02-01      | 3.5000%  |  | $4488.75           | $4304.52           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  |  | $81515.56          | $76296.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $1268.55           | $1319.77           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $588502.37         | $525815.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $109643.37         | $106146.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQD9834 | 2052-04-01      | 3.5000%  |  | $222758.33         | $209406.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $81045.56          | $82541.66          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $17416.16          | $17494.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR1341 | 2051-02-01      | 2.0000%  |  | $17331.82          | $14553.01          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE4964 | 2052-06-01      | 5.0000%  |  | $32739.09          | $33290.39          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB7634 | 2053-12-01      | 7.0000%  |  | $45088.83          | $47917.97          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $408473.90         | $411218.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  |  | $182485.94         | $173612.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV7735 | 2052-04-01      | 3.0000%  |  | $212337.17         | $192601.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $38091.99          | $38491.19          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8312 | 2054-04-01      | 5.0000%  |  | $87115.31          | $87894.47          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1615 | 2029-08-01      | 4.6600%  |  | $411400.00         | $422820.46         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL2968 | 2042-04-01      | 3.5000%  |  | $4604.61           | $4441.29           | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3263 | 2030-04-01      | 4.7200%  |  | $92302.52          | $95304.11          | Agency Mortgage-Backed Securities |

### Security 2: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.940%, 12/9/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC 06.500 FGPC G05580 G | 2039-04-01      | 6.5000%  |  | $3.45              | $3.61              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A29948 G | 2035-02-01      | 5.5000%  |  | $8.50              | $8.89              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A89607 G | 2039-11-01      | 5.5000%  |  | $40.66             | $42.31             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A88904 G | 2039-09-01      | 6.0000%  |  | $14.73             | $15.50             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A83727 G | 2033-09-01      | 5.5000%  |  | $84.78             | $86.31             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C03719 G | 2041-10-01      | 3.5000%  |  | $12.09             | $11.70             | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC C01151 G | 2031-03-01      | 6.5000%  |  | $0.14              | $0.14              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A83066 G | 2038-11-01      | 5.5000%  |  | $4.84              | $5.06              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A82380 G | 2038-10-01      | 6.0000%  |  | $2.32              | $2.44              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6140 | 2048-12-01      | 4.5000%  |  | $35.37             | $35.37             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5949 | 2048-11-01      | 4.5000%  |  | $40.20             | $40.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI5790 | 2041-07-01      | 5.5000%  |  | $51.75             | $53.85             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC D97493 G | 2027-12-01      | 6.0000%  |  | $2.18              | $2.24              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08554 G | 2043-10-01      | 3.5000%  |  | $87.40             | $83.80             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08572 G | 2044-02-01      | 3.5000%  |  | $3.67              | $3.51              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08538 G | 2043-07-01      | 3.5000%  |  | $82.80             | $79.43             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08499 G | 2042-07-01      | 3.0000%  |  | $1.42              | $1.33              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G08393 G | 2040-03-01      | 5.0000%  |  | $14.59             | $15.12             | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G08066 G | 2035-06-01      | 6.5000%  |  | $4.94              | $5.25              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G08046 G | 2035-03-01      | 5.5000%  |  | $65.59             | $68.75             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08858 G | 2049-01-01      | 4.5000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08853 G | 2048-12-01      | 4.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G07289 G | 2042-11-01      | 3.0000%  |  | $0.10              | $0.09              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G07795 G | 2041-06-01      | 5.5000%  |  | $1.03              | $1.08              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G07703 G | 2041-06-01      | 5.5000%  |  | $28.76             | $30.11             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G06534 G | 2038-12-01      | 6.0000%  |  | $6.07              | $6.44              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4613 | 2031-07-01      | 4.5000%  |  | $38.37             | $38.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4612 | 2031-07-01      | 4.5000%  |  | $27.14             | $27.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI5355 | 2041-06-01      | 5.5000%  |  | $75.79             | $78.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAI2335 | 2041-05-01      | 6.0000%  |  | $93.71             | $97.80             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08687 G | 2046-01-01      | 3.5000%  |  | $12.14             | $11.58             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08659 G | 2045-08-01      | 3.5000%  |  | $49.86             | $47.61             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08641 G | 2045-05-01      | 3.5000%  |  | $20.68             | $19.76             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08671 G | 2045-10-01      | 3.5000%  |  | $8.15              | $7.78              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08667 G | 2045-09-01      | 3.5000%  |  | $64.91             | $61.99             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08623 G | 2045-01-01      | 3.5000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08599 G | 2044-08-01      | 3.5000%  |  | $4.65              | $4.42              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05956 G | 2038-07-01      | 5.5000%  |  | $44.25             | $46.38             | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G04955 G | 2038-11-01      | 6.5000%  |  | $4.27              | $4.53              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G04788 G | 2038-09-01      | 5.5000%  |  | $27.66             | $28.92             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G04359 G | 2038-06-01      | 5.5000%  |  | $7.53              | $7.88              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03927 G | 2038-01-01      | 5.5000%  |  | $4.60              | $4.83              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03812 G | 2038-02-01      | 5.5000%  |  | $24.66             | $25.80             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G03551 G | 2037-11-01      | 6.0000%  |  | $61.49             | $65.28             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03400 G | 2037-03-01      | 5.5000%  |  | $9.75              | $10.08             | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G04173 G | 2037-12-01      | 6.5000%  |  | $2.99              | $3.18              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03150 G | 2037-08-01      | 5.5000%  |  | $38.39             | $40.27             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G02648 G | 2036-12-01      | 5.5000%  |  | $30.65             | $32.16             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G02408 G | 2036-12-01      | 5.5000%  |  | $24.85             | $26.07             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03202 G | 2037-09-01      | 5.5000%  |  | $10.28             | $10.78             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A79180 G | 2037-10-01      | 6.0000%  |  | $22.76             | $23.74             | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A67394 G | 2037-11-01      | 6.5000%  |  | $2.80              | $2.94              | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A66740 G | 2037-10-01      | 6.5000%  |  | $8.43              | $9.00              | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A65070 G | 2037-09-01      | 6.5000%  |  | $9.92              | $10.47             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A62706 G | 2037-06-01      | 6.0000%  |  | $8.89              | $9.36              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A82656 G | 2038-10-01      | 5.5000%  |  | $6.65              | $6.93              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A80400 G | 2037-08-01      | 5.5000%  |  | $13.93             | $14.55             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC C91213 G | 2028-10-01      | 6.0000%  |  | $4.14              | $4.26              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC C91165 G | 2028-03-01      | 5.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC C91112 G | 2027-10-01      | 6.0000%  |  | $1.28              | $1.31              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC C91075 G | 2027-08-01      | 6.0000%  |  | $4.28              | $4.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL256801 | 2037-07-01      | 6.5000%  |  | $9.77              | $10.41             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO1607 | 2038-09-01      | 3.0000%  |  | $82.63             | $79.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBJ9175 | 2048-05-01      | 5.5000%  |  | $19.66             | $20.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBJ0978 | 2047-11-01      | 3.0000%  |  | $3.74              | $3.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD8997 | 2046-11-01      | 3.5000%  |  | $7.55              | $7.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2440 | 2047-01-01      | 3.5000%  |  | $28.72             | $27.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC3218 | 2046-04-01      | 3.5000%  |  | $73.41             | $69.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC2521 | 2046-01-01      | 3.5000%  |  | $11.64             | $11.09             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3214 | 2042-06-01      | 3.5000%  |  | $1.82              | $1.75              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3068 | 2042-05-01      | 3.5000%  |  | $3.81              | $3.69              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3084 | 2042-05-01      | 3.5000%  |  | $2.37              | $2.29              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK8095 | 2031-06-01      | 2.5000%  |  | $55.87             | $54.23             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4374 | 2027-08-01      | 2.5000%  |  | $51.49             | $50.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAE7585 | 2040-11-01      | 5.0000%  |  | $43.53             | $44.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAE8023 | 2040-11-01      | 5.0000%  |  | $40.55             | $41.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAE0443 | 2039-10-01      | 6.5000%  |  | $9.21              | $9.82              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE0349 | 2040-04-01      | 6.0000%  |  | $74.98             | $79.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5025 | 2040-08-01      | 5.5000%  |  | $62.60             | $65.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4907 | 2037-12-01      | 2.5000%  |  | $88.34             | $83.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3934 | 2040-02-01      | 3.0000%  |  | $34.95             | $32.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3771 | 2039-09-01      | 3.0000%  |  | $2.00              | $1.89              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO1175 | 2038-02-01      | 3.0000%  |  | $80.69             | $77.87             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQO0483 | 2037-06-01      | 2.5000%  |  | $98.46             | $93.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL796197 | 2034-11-01      | 5.5000%  |  | $0.91              | $0.96              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL782244 | 2034-07-01      | 5.5000%  |  | $7.06              | $7.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745458 | 2036-04-01      | 6.0000%  |  | $51.66             | $54.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735178 | 2035-01-01      | 5.5000%  |  | $1.76              | $1.79              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0059 | 2045-08-01      | 3.5000%  |  | $8.05              | $7.68              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8469 | 2044-09-01      | 3.5000%  |  | $44.94             | $43.00             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3423 | 2042-08-01      | 3.5000%  |  | $7.55              | $7.27              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3398 | 2042-08-01      | 3.5000%  |  | $7.91              | $7.61              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3251 | 2042-05-01      | 3.5000%  |  | $1.53              | $1.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH7402 | 2041-06-01      | 5.5000%  |  | $29.02             | $29.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH3966 | 2041-02-01      | 5.0000%  |  | $43.49             | $44.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH3431 | 2026-01-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAH2680 | 2041-01-01      | 3.5000%  |  | $4.61              | $4.47              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL630993 | 2031-09-01      | 7.5000%  |  | $35.30             | $36.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2650 | 2041-06-01      | 5.5000%  |  | $87.26             | $90.84             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA4615 | 2045-12-01      | 3.5000%  |  | $36.20             | $34.53             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA1195 | 2042-05-01      | 3.5000%  |  | $3.96              | $3.81              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4288 | 2049-03-01      | 3.0000%  |  | $14.47             | $13.13             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN3526 | 2049-02-01      | 3.0000%  |  | $50.77             | $46.00             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN1295 | 2048-11-01      | 4.0000%  |  | $11.60             | $11.33             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM6020 | 2048-03-01      | 3.0000%  |  | $10.41             | $9.45              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM3967 | 2047-08-01      | 3.5000%  |  | $51.11             | $48.51             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM1028 | 2046-04-01      | 3.5000%  |  | $103.36            | $98.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1442 | 2046-07-01      | 3.5000%  |  | $15.15             | $14.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1760 | 2046-02-01      | 3.5000%  |  | $84.68             | $80.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBC0616 | 2046-02-01      | 4.0000%  |  | $42.39             | $41.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ8655 | 2045-11-01      | 3.5000%  |  | $77.62             | $74.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7336 | 2045-11-01      | 3.5000%  |  | $35.36             | $33.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7355 | 2045-11-01      | 3.5000%  |  | $23.79             | $22.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL879737 | 2036-02-01      | 6.5000%  |  | $60.68             | $63.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7660 | 2048-10-01      | 4.5000%  |  | $10.31             | $10.31             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC V80890 G | 2039-12-01      | 5.5000%  |  | $58.51             | $61.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3831 | 2039-11-01      | 3.0000%  |  | $52.57             | $49.72             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G08589 G | 2044-05-01      | 5.0000%  |  | $13.69             | $14.00             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G06209 G | 2040-05-01      | 5.5000%  |  | $1.24              | $1.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE9954 | 2041-02-01      | 4.0000%  |  | $84.60             | $84.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH5991 | 2041-03-01      | 5.0000%  |  | $85.09             | $87.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4802 | 2037-07-01      | 2.5000%  |  | $86.31             | $81.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4285 | 2037-07-01      | 2.5000%  |  | $96.64             | $91.58             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICB3224 | 2037-03-01      | 3.0000%  |  | $24.46             | $23.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA7939 | 2035-11-01      | 2.5000%  |  | $67.60             | $64.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2960 | 2049-01-01      | 4.5000%  |  | $83.86             | $83.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  |  | $76.16             | $77.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBX1270 | 2037-10-01      | 3.0000%  |  | $39.15             | $37.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBW5042 | 2037-12-01      | 2.5000%  |  | $11.25             | $10.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP0038 | 2049-12-01      | 3.0000%  |  | $62.20             | $56.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBO4944 | 2034-11-01      | 2.5000%  |  | $14.53             | $13.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO5383 | 2049-12-01      | 3.0000%  |  | $45.46             | $41.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN2396 | 2049-02-01      | 4.0000%  |  | $88.49             | $86.16             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT2090 | 2049-06-01      | 3.0000%  |  | $38.00             | $34.41             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 ZLZT1237 | 2043-04-01      | 3.5000%  |  | $0.19              | $0.18              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT0712 | 2048-10-01      | 4.0000%  |  | $34.75             | $33.88             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9507 | 2045-10-01      | 3.5000%  |  | $4.58              | $4.37              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8621 | 2031-09-01      | 2.5000%  |  | $66.01             | $64.12             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4788 | 2048-09-01      | 3.0000%  |  | $78.35             | $71.52             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4725 | 2047-07-01      | 3.0000%  |  | $9.48              | $8.71              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4754 | 2048-02-01      | 3.0000%  |  | $45.59             | $41.57             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4707 | 2047-03-01      | 3.5000%  |  | $73.11             | $69.40             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4689 | 2046-11-01      | 3.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4614 | 2045-05-01      | 3.5000%  |  | $41.67             | $39.76             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4607 | 2045-03-01      | 3.5000%  |  | $53.32             | $50.89             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4626 | 2045-08-01      | 3.5000%  |  | $11.53             | $11.00             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4622 | 2045-07-01      | 3.5000%  |  | $0.90              | $0.86              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA5100 | 2044-12-01      | 3.0000%  |  | $41.57             | $38.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH6441 | 2047-07-01      | 4.0000%  |  | $79.29             | $77.39             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO0971 | 2037-10-01      | 3.0000%  |  | $96.44             | $93.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC0281 | 2046-03-01      | 3.5000%  |  | $24.23             | $23.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1988 | 2048-07-01      | 4.5000%  |  | $52.28             | $52.33             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0948 | 2046-04-01      | 3.5000%  |  | $77.05             | $73.43             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9406 | 2045-04-01      | 3.5000%  |  | $16.98             | $16.21             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQO0578 | 2037-07-01      | 2.5000%  |  | $19.87             | $18.83             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3883 | 2043-12-01      | 3.5000%  |  | $39.78             | $38.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB0947 | 2036-06-01      | 2.5000%  |  | $85.90             | $81.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY8840 | 2045-07-01      | 3.5000%  |  | $102.43            | $97.56             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3204 | 2049-02-01      | 4.0000%  |  | $9.19              | $8.89              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G62009 G | 2046-08-01      | 3.5000%  |  | $53.67             | $51.46             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIRC3059 | 2038-10-01      | 2.5000%  |  | $38.75             | $36.71             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIRC2057 | 2036-05-01      | 3.0000%  |  | $21.91             | $21.14             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIRC1421 | 2035-06-01      | 2.5000%  |  | $47.62             | $45.29             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2885 | 2050-04-01      | 3.0000%  |  | $5.94              | $5.36              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA1217 | 2049-08-01      | 5.0000%  |  | $39.47             | $40.09             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQN9907 | 2037-04-01      | 3.0000%  |  | $44.31             | $42.82             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQB1361 | 2050-07-01      | 5.0000%  |  | $15.54             | $15.82             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA6448 | 2050-01-01      | 3.0000%  |  | $6.83              | $6.17              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61195 G | 2044-08-01      | 3.5000%  |  | $32.04             | $30.75             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G60963 G | 2044-12-01      | 3.5000%  |  | $49.95             | $47.91             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61721 G | 2046-11-01      | 3.5000%  |  | $32.90             | $31.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  |  | $93.19             | $84.48             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3697 | 2039-07-01      | 3.0000%  |  | $13.39             | $12.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3416 | 2048-07-01      | 4.5000%  |  | $17.00             | $17.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3358 | 2048-05-01      | 4.5000%  |  | $74.30             | $74.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3331 | 2048-04-01      | 3.0000%  |  | $5.35              | $4.88              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2929 | 2047-03-01      | 3.5000%  |  | $75.44             | $71.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  |  | $3.77              | $3.77              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL725943 | 2034-10-01      | 5.5000%  |  | $1.67              | $1.73              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAZ4898 | 2030-08-01      | 2.5000%  |  | $6.05              | $5.89              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61720 G | 2044-01-01      | 3.5000%  |  | $11.19             | $10.78             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G60384 G | 2045-12-01      | 4.5000%  |  | $19.08             | $19.22             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G60344 G | 2045-12-01      | 4.0000%  |  | $49.17             | $48.35             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G60018 G | 2043-12-01      | 4.5000%  |  | $21.19             | $21.28             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA0800 | 2049-07-01      | 3.0000%  |  | $104.43            | $94.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAY8841 | 2045-07-01      | 4.0000%  |  | $22.65             | $22.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY3376 | 2045-04-01      | 3.5000%  |  | $61.04             | $58.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAW9011 | 2039-08-01      | 3.5000%  |  | $7.65              | $7.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU9831 | 2043-11-01      | 3.5000%  |  | $10.06             | $9.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU3195 | 2043-08-01      | 3.0000%  |  | $11.73             | $10.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT6321 | 2043-06-01      | 3.5000%  |  | $34.36             | $32.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAT2060 | 2028-04-01      | 2.5000%  |  | $8.49              | $8.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8282 | 2046-11-01      | 3.5000%  |  | $43.17             | $40.97             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G61876 G | 2049-02-01      | 5.5000%  |  | $51.45             | $53.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7242 | 2046-05-01      | 3.5000%  |  | $25.41             | $24.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6534 | 2046-01-01      | 3.5000%  |  | $28.99             | $27.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6393 | 2045-12-01      | 3.5000%  |  | $69.15             | $65.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6328 | 2045-12-01      | 3.5000%  |  | $35.77             | $34.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5906 | 2045-10-01      | 3.5000%  |  | $41.48             | $39.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5722 | 2045-09-01      | 3.5000%  |  | $42.97             | $40.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5629 | 2045-08-01      | 3.5000%  |  | $19.77             | $18.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4992 | 2045-05-01      | 3.5000%  |  | $88.99             | $84.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4783 | 2045-04-01      | 3.5000%  |  | $69.80             | $66.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3530 | 2048-10-01      | 3.0000%  |  | $3.42              | $3.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA1528 | 2028-08-01      | 2.5000%  |  | $27.37             | $26.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC3818 | 2039-11-01      | 6.0000%  |  | $71.06             | $73.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 GLAB8675 | 2043-03-01      | 3.5000%  |  | $87.07             | $85.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAB8447 | 2028-02-01      | 2.5000%  |  | $23.03             | $22.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB7965 | 2043-02-01      | 3.5000%  |  | $16.33             | $15.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5469 | 2042-06-01      | 3.5000%  |  | $31.55             | $30.27             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57426 G | 2048-07-01      | 4.5000%  |  | $1.08              | $1.07              | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q61301 G | 2049-02-01      | 4.0000%  |  | $37.43             | $36.62             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q37204 G | 2045-11-01      | 3.5000%  |  | $51.27             | $48.95             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q34980 G | 2045-07-01      | 3.5000%  |  | $49.34             | $47.08             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q33547 G | 2045-05-01      | 3.5000%  |  | $19.96             | $19.07             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q31864 G | 2040-11-01      | 5.0000%  |  | $66.84             | $69.24             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q31356 G | 2045-02-01      | 3.5000%  |  | $4.53              | $4.34              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q23935 G | 2043-12-01      | 3.5000%  |  | $7.10              | $6.79              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB6228 | 2042-09-01      | 3.5000%  |  | $11.88             | $11.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4300 | 2042-01-01      | 3.5000%  |  | $2.45              | $2.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAB2130 | 2026-01-01      | 3.5000%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995069 | 2038-10-01      | 6.0000%  |  | $0.31              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL981726 | 2038-07-01      | 6.0000%  |  | $0.80              | $0.84              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL966851 | 2037-12-01      | 6.0000%  |  | $0.50              | $0.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL955791 | 2037-10-01      | 6.5000%  |  | $5.77              | $6.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL949358 | 2037-08-01      | 6.5000%  |  | $11.07             | $11.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL938394 | 2037-07-01      | 6.0000%  |  | $0.12              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL890248 | 2037-08-01      | 6.0000%  |  | $0.38              | $0.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889983 | 2038-10-01      | 6.0000%  |  | $65.91             | $69.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888814 | 2037-08-01      | 6.5000%  |  | $5.49              | $5.85              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888813 | 2037-03-01      | 6.5000%  |  | $21.68             | $22.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS5057 | 2038-01-01      | 2.5000%  |  | $16.67             | $15.79             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC V82504 G | 2046-07-01      | 3.0000%  |  | $1.96              | $1.81              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q20569 G | 2043-08-01      | 3.0000%  |  | $0.42              | $0.40              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q16644 G | 2043-03-01      | 3.5000%  |  | $2.50              | $2.40              | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-045 L      | 2055-03-20      | 5.0000%  |  | $5846.43           | $5884.18           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 H      | 2055-03-20      | 5.0000%  |  | $5327.28           | $5360.38           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5517FH 03/25/55 | 2055-03-25      | 5.2218%  |  | $520.98            | $520.95            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05477F 11/25/54 | 2054-11-25      | 5.3718%  |  | $8299.87           | $8300.08           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5131LU 08/25/51 | 2051-08-25      | 1.5000%  |  | $3135.96           | $2518.51           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030 | 2055-05-25      | 6.5000%  |  | $9896.20           | $10477.82          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL077FB R24F077 | 2053-10-25      | 5.3718%  |  | $41136.22          | $41137.61          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FA R24F034 | 2054-06-25      | 5.0718%  |  | $80257.30          | $80563.22          | Agency Collateralized Mortgage Obligation |
| FMAC 03.000 FGPC Q14935 G | 2043-01-01      | 3.0000%  |  | $14.65             | $13.69             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q11553 G | 2042-10-01      | 3.0000%  |  | $7.11              | $6.64              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q10378 G | 2042-08-01      | 3.0000%  |  | $2.30              | $2.15              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q08511 G | 2042-05-01      | 3.0000%  |  | $7.72              | $7.22              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q04439 G | 2041-11-01      | 3.5000%  |  | $13.05             | $12.65             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q02328 G | 2041-07-01      | 5.5000%  |  | $42.25             | $44.01             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q01609 G | 2041-06-01      | 5.5000%  |  | $60.54             | $62.94             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q00876 G | 2041-05-01      | 4.5000%  |  | $23.95             | $24.30             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB0919 | 2038-05-01      | 3.0000%  |  | $19.86             | $19.17             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0117 | 2034-11-01      | 2.5000%  |  | $25.39             | $24.31             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB0818 | 2038-02-01      | 3.0000%  |  | $13.66             | $13.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM1285 | 2047-05-01      | 4.5000%  |  | $12.06             | $12.12             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08837 G | 2048-09-01      | 4.5000%  |  | $1.37              | $1.37              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4642 | 2045-12-01      | 3.5000%  |  | $29.84             | $28.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6620 | 2046-02-01      | 3.5000%  |  | $36.38             | $34.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9407 | 2042-09-01      | 4.5000%  |  | $81.35             | $81.88             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA6568 | 2039-04-01      | 3.0000%  |  | $55.03             | $52.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBA3989 | 2046-02-01      | 3.5000%  |  | $84.70             | $80.62             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5947 | 2048-11-01      | 4.5000%  |  | $45.43             | $45.46             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CIRC2813 | 2037-11-01      | 1.5000%  |  | $11.14             | $10.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5197 | 2046-07-01      | 4.5000%  |  | $39.03             | $39.26             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08650 G | 2045-06-01      | 3.5000%  |  | $71.13             | $67.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6007 | 2045-10-01      | 3.5000%  |  | $43.29             | $41.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7170 | 2046-05-01      | 3.5000%  |  | $28.02             | $26.62             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18712 G | 2033-11-01      | 3.0000%  |  | $41.84             | $41.00             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G60126 G | 2041-11-01      | 4.5000%  |  | $9.24              | $9.40              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA0055 | 2049-06-01      | 3.0000%  |  | $50.45             | $45.77             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4678 | 2046-09-01      | 3.5000%  |  | $67.13             | $64.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO5345 | 2049-11-01      | 3.0000%  |  | $11.27             | $10.29             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q44663 G | 2046-11-01      | 3.0000%  |  | $60.25             | $55.39             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2049 | 2049-11-01      | 3.0000%  |  | $1.60              | $1.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4547 | 2037-05-01      | 2.5000%  |  | $22.40             | $21.22             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM2662 | 2047-02-01      | 3.5000%  |  | $17.29             | $16.42             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18736 G | 2034-06-01      | 3.0000%  |  | $7.39              | $7.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBD6887 | 2038-09-01      | 6.0000%  |  | $12.72             | $13.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6203 | 2045-11-01      | 3.5000%  |  | $54.03             | $51.53             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08620 G | 2044-12-01      | 3.5000%  |  | $8.89              | $8.50              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4555 | 2045-03-01      | 3.5000%  |  | $68.52             | $65.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ9362 | 2028-01-01      | 2.5000%  |  | $19.49             | $19.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP8246 | 2042-09-01      | 3.5000%  |  | $2.44              | $2.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP8897 | 2042-10-01      | 3.5000%  |  | $39.34             | $37.70             | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-116 FL     | 2055-07-20      | 5.7489%  |  | $25674.77          | $25903.75          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-137 FL     | 2055-08-20      | 5.2989%  |  | $15660.75          | $15747.67          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 WF     | 2055-05-20      | 5.3589%  |  | $25820.65          | $25964.80          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-120 TA     | 2051-05-20      | 5.0000%  |  | $7103.48           | $7148.32           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 DC     | 2052-03-20      | 5.0000%  |  | $3997.15           | $4035.42           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-147 FB     | 2054-09-20      | 5.1989%  |  | $46417.07          | $46506.99          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB     | 2054-08-20      | 5.1489%  |  | $28575.62          | $28618.23          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-078 CF     | 2054-05-20      | 5.3489%  |  | $11208.56          | $11272.64          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-060 FD     | 2054-04-20      | 5.2489%  |  | $32983.74          | $33035.77          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-043 QA     | 2047-10-20      | 4.5000%  |  | $539.93            | $546.29            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-075 FA     | 2053-05-20      | 5.1989%  |  | $22572.15          | $22620.70          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-023 F      | 2053-02-20      | 4.8989%  |  | $28149.28          | $28053.70          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 DA     | 2047-09-20      | 4.0000%  |  | $1711.57           | $1688.91           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-211 LE     | 2049-03-20      | 5.0000%  |  | $5356.21           | $5437.22           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-096 GP     | 2051-06-20      | 1.0000%  |  | $1738.67           | $1365.92           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-06 FA      | 2049-08-20      | 4.0000%  |  | $3886.14           | $3603.94           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 F      | 2055-09-20      | 5.3989%  |  | $9747.73           | $9765.98           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-133 PC     | 2055-07-20      | 5.0000%  |  | $3628.68           | $3606.74           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-133 MK     | 2055-08-20      | 10.5989% |  | $6115.34           | $6569.59           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-135 CD     | 2052-04-20      | 5.0000%  |  | $23109.03          | $23255.94          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF     | 2055-07-20      | 5.4189%  |  | $51995.96          | $52274.57          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 FA     | 2055-07-20      | 5.4189%  |  | $17983.15          | $18119.02          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5593FN 11/25/55 | 2055-11-25      | 5.0718%  |  | $13443.34          | $13397.95          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5597FB 11/25/55 | 2055-11-25      | 5.3718%  |  | $25628.35          | $26296.91          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-171 KF     | 2055-10-20      | 5.3989%  |  | $52567.07          | $52670.72          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-171 CF     | 2055-10-20      | 5.3989%  |  | $21028.09          | $21065.71          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 DF     | 2055-05-20      | 5.7489%  |  | $22436.94          | $22622.11          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FB     | 2055-05-20      | 5.5489%  |  | $25743.99          | $25978.10          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-102 PD     | 2055-04-20      | 5.0000%  |  | $11354.53          | $11463.22          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 DA     | 2050-12-20      | 5.0000%  |  | $13810.59          | $13889.76          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082 | 2054-11-25      | 5.3218%  |  | $19653.93          | $19734.05          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FD     | 2053-08-20      | 5.4489%  |  | $4039.79           | $4060.40           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-097 FC     | 2053-07-20      | 5.1489%  |  | $31510.61          | $31567.59          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FG     | 2055-07-20      | 5.4489%  |  | $39333.04          | $39623.28          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5357FT 11/25/53 | 2053-11-25      | 5.4718%  |  | $12962.81          | $13058.85          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 GA     | 2052-02-20      | 5.0000%  |  | $9501.31           | $9554.49           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 EA     | 2050-12-20      | 5.0000%  |  | $10346.79          | $10443.27          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 KF     | 2055-06-20      | 5.4989%  |  | $18060.68          | $18213.49          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-119 DF     | 2055-07-20      | 5.4489%  |  | $26220.32          | $26413.72          | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.500 CLAP3667 | 2042-10-01      | 3.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2422 | 2042-08-01      | 3.5000%  |  | $28.16             | $27.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAP1703 | 2042-08-01      | 4.5000%  |  | $15.38             | $15.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAO9573 | 2027-06-01      | 4.0000%  |  | $2.83              | $2.82              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  |  | $31.96             | $30.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIAL3197 | 2026-06-01      | 5.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3000 | 2042-12-01      | 3.5000%  |  | $53.86             | $51.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3527 | 2042-09-01      | 3.5000%  |  | $28.73             | $27.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL2462 | 2027-10-01      | 2.5000%  |  | $62.22             | $61.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1308 | 2039-05-01      | 6.5000%  |  | $0.51              | $0.55              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1176 | 2039-10-01      | 6.5000%  |  | $23.06             | $24.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  |  | $22.96             | $24.48             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL0309 | 2040-01-01      | 6.0000%  |  | $4.03              | $4.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL0808 | 2040-05-01      | 6.5000%  |  | $6.07              | $6.47              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK7348 | 2042-03-01      | 3.5000%  |  | $13.45             | $12.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAK5035 | 2042-02-01      | 4.5000%  |  | $73.34             | $74.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK1531 | 2042-03-01      | 5.0000%  |  | $63.19             | $65.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM4091 | 2035-08-01      | 2.5000%  |  | $11.73             | $11.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM3701 | 2035-07-01      | 2.5000%  |  | $7.86              | $7.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM1695 | 2031-03-01      | 2.5000%  |  | $8.24              | $8.09              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4581 | 2044-09-01      | 3.5000%  |  | $6.31              | $6.03              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3572 | 2042-09-01      | 3.5000%  |  | $17.10             | $16.48             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTBM5276 | 2029-09-01      | 6.0000%  |  | $24.59             | $25.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3612 | 2047-02-01      | 4.0000%  |  | $11.79             | $11.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTBM1865 | 2029-01-01      | 6.0000%  |  | $23.01             | $23.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBM1890 | 2032-01-01      | 2.5000%  |  | $18.08             | $17.58             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBM1888 | 2031-10-01      | 2.5000%  |  | $38.94             | $38.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745932 | 2036-11-01      | 6.5000%  |  | $19.70             | $20.90             | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A68726 G | 2037-11-01      | 6.5000%  |  | $9.93              | $10.50             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A69830 G | 2037-12-01      | 6.0000%  |  | $6.25              | $6.64              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G08271 G | 2038-05-01      | 6.0000%  |  | $22.73             | $24.14             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G03969 G | 2038-02-01      | 6.0000%  |  | $19.27             | $20.46             | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC D97671 G | 2028-03-01      | 6.5000%  |  | $0.60              | $0.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889455 | 2038-05-01      | 6.0000%  |  | $63.41             | $67.25             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A77057 G | 2038-05-01      | 5.5000%  |  | $3.37              | $3.52              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A79390 G | 2038-07-01      | 5.5000%  |  | $41.25             | $43.02             | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A80793 G | 2038-08-01      | 6.5000%  |  | $1.71              | $1.81              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL968381 | 2038-10-01      | 6.5000%  |  | $5.58              | $5.88              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI5791 | 2041-07-01      | 5.5000%  |  | $58.60             | $60.66             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08843 G | 2048-10-01      | 4.5000%  |  | $23.69             | $23.71             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIQO1100 | 2037-12-01      | 3.5000%  |  | $29.03             | $28.32             | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-175 KW     | 2055-08-20      | 0.0100%  |  | $1193.21           | $884.19            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-127 FG     | 2055-07-20      | 5.4189%  |  | $36127.29          | $36379.14          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FC     | 2055-05-20      | 5.7489%  |  | $25743.99          | $25974.56          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 GK     | 2055-06-20      | 4.5000%  |  | $1428.14           | $1407.86           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5574FB 09/25/55 | 2055-09-25      | 5.4218%  |  | $18061.23          | $18169.60          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-024 CG     | 2050-01-20      | 5.0000%  |  | $8347.69           | $8422.44           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 LF     | 2055-08-20      | 5.2489%  |  | $10479.18          | $10527.24          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-014 FC     | 2054-01-20      | 5.2989%  |  | $30957.74          | $31035.55          | Agency Collateralized Mortgage Obligation |
| FMAC 06.500 FGPC G06670 G | 2039-09-01      | 6.5000%  |  | $1.41              | $1.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAB3857 | 2026-11-01      | 2.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6879 | 2046-03-01      | 3.5000%  |  | $47.42             | $45.16             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK5632 | 2028-06-01      | 2.5000%  |  | $22.50             | $22.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1100 | 2046-01-01      | 3.5000%  |  | $39.84             | $37.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2495 | 2046-01-01      | 3.5000%  |  | $7.18              | $6.84              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA3617 | 2049-03-01      | 5.0000%  |  | $15.16             | $15.43             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN3397 | 2049-02-01      | 3.0000%  |  | $17.99             | $16.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ1938 | 2045-03-01      | 3.5000%  |  | $4.97              | $4.71              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1320 | 2048-11-01      | 4.0000%  |  | $6.02              | $5.86              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4881 | 2028-01-01      | 2.5000%  |  | $81.78             | $80.72             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C09068 G | 2044-11-01      | 3.5000%  |  | $0.79              | $0.75              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3685 | 2049-06-01      | 3.0000%  |  | $57.19             | $51.88             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4610 | 2045-04-01      | 3.5000%  |  | $1.32              | $1.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4795 | 2048-08-01      | 3.5000%  |  | $38.48             | $36.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ5849 | 2048-01-01      | 4.0000%  |  | $95.58             | $92.63             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN5108 | 2049-04-01      | 3.0000%  |  | $79.79             | $72.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5372 | 2042-06-01      | 3.5000%  |  | $25.38             | $24.43             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC J40197 G | 2034-02-01      | 3.0000%  |  | $9.34              | $9.14              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C09008 G | 2042-08-01      | 3.0000%  |  | $1.76              | $1.65              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q09949 G | 2042-08-01      | 3.0000%  |  | $11.05             | $10.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6131 | 2045-11-01      | 3.5000%  |  | $13.40             | $12.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9736 | 2042-10-01      | 3.5000%  |  | $8.92              | $8.55              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q12445 G | 2042-11-01      | 3.0000%  |  | $0.22              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4792 | 2048-09-01      | 5.0000%  |  | $72.83             | $74.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ0578 | 2027-11-01      | 2.5000%  |  | $16.16             | $15.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4775 | 2037-10-01      | 3.5000%  |  | $1.29              | $1.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0715 | 2048-09-01      | 3.0000%  |  | $44.72             | $40.57             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C04482 G | 2043-02-01      | 3.0000%  |  | $49.23             | $46.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAR6885 | 2028-02-01      | 2.5000%  |  | $41.66             | $41.10             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G07306 G | 2043-02-01      | 3.0000%  |  | $17.46             | $16.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ4071 | 2028-04-01      | 2.5000%  |  | $18.24             | $17.97             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C09042 G | 2043-05-01      | 3.5000%  |  | $53.04             | $50.87             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05073 G | 2039-01-01      | 5.5000%  |  | $4.15              | $4.34              | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A84116 G | 2039-01-01      | 6.5000%  |  | $3.01              | $3.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930249 | 2038-12-01      | 6.0000%  |  | $79.25             | $83.04             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q19384 G | 2043-06-01      | 3.5000%  |  | $90.77             | $87.49             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08541 G | 2043-08-01      | 3.5000%  |  | $31.25             | $29.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM3957 | 2050-03-01      | 5.0000%  |  | $60.04             | $61.45             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A91351 G | 2040-03-01      | 5.0000%  |  | $8.66              | $8.92              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC6958 | 2046-04-01      | 3.5000%  |  | $65.91             | $62.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK0695 | 2042-03-01      | 5.0000%  |  | $41.35             | $42.79             | Agency Mortgage-Backed Securities         |

### Security 3: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.940%, 12/8/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **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 GNPL PN DN1567   | 2060-11-15      | 5.3700%  |  | $9393.69           | $9774.02           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1887 C | 2055-11-20      | 5.0000%  |  | $3896.03           | $3926.97           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ6860   | 2060-12-15      | 5.6300%  |  | $9394.87           | $9960.49           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1558   | 2060-11-15      | 5.4000%  |  | $6646.15           | $6930.33           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1560   | 2060-11-15      | 5.4000%  |  | $4615.38           | $4812.73           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1566   | 2060-11-15      | 5.3700%  |  | $10364.62          | $10784.25          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9362 C | 2055-10-20      | 5.5000%  |  | $5227.22           | $5341.72           | Agency Mortgage-Backed Securities |
| GNMA GNII ET DM7630 C | 2065-11-20      | 6.0000%  |  | $5836.36           | $6008.10           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DM6438   | 2060-11-15      | 5.0300%  |  | $11432.85          | $11602.63          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6342 C | 2055-11-20      | 6.5000%  |  | $5099.85           | $5413.71           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3597 C | 2055-10-20      | 5.0000%  |  | $6242.16           | $6274.44           | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL5278 C | 2065-11-20      | 5.5000%  |  | $2375.73           | $2414.83           | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL5277 C | 2065-11-20      | 6.0000%  |  | $8979.22           | $9221.28           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7917 C | 2055-05-20      | 5.5000%  |  | $5720.05           | $5845.34           | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DD2255   | 2067-01-15      | 5.2400%  |  | $3936.50           | $4021.60           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB7489 C | 2054-06-20      | 7.0000%  |  | $5511.09           | $5821.91           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9171 M | 2053-09-20      | 5.5000%  |  | $9189.10           | $9381.01           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8043 M | 2052-05-20      | 3.0000%  |  | $5470.70           | $4956.57           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7051 M | 2050-12-20      | 2.0000%  |  | $22543.25          | $18870.24          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6820 M | 2050-08-20      | 3.0000%  |  | $4707.75           | $4274.01           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6710 M | 2050-06-20      | 3.0000%  |  | $6902.40           | $6275.38           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6598 M | 2050-04-20      | 2.5000%  |  | $12293.15          | $10742.49          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6474 M | 2050-02-20      | 3.0000%  |  | $4509.31           | $4096.85           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5931 M | 2049-05-20      | 4.0000%  |  | $6677.34           | $6441.16           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5711 M | 2049-01-20      | 4.5000%  |  | $3912.84           | $3916.56           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787046 C | 2051-09-20      | 4.0000%  |  | $5112.10           | $4909.61           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786934 C | 2053-09-20      | 6.0000%  |  | $5544.96           | $5732.82           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0715 M | 2040-11-20      | 4.0000%  |  | $5403.81           | $5343.50           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0623 M | 2055-09-20      | 5.5000%  |  | $21036.67          | $21371.80          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0556 M | 2055-08-20      | 5.5000%  |  | $20350.77          | $20664.89          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0458 M | 2040-07-20      | 5.0000%  |  | $6259.55           | $6350.00           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0399 M | 2040-06-20      | 5.0000%  |  | $13451.35          | $13654.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN9999 C | 2055-11-20      | 6.0000%  |  | $3898.01           | $3992.54           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8207 C | 2055-11-20      | 6.0000%  |  | $4753.17           | $4915.69           | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN7559 C | 2065-11-20      | 6.0000%  |  | $4991.22           | $5089.67           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5789 C | 2055-11-20      | 6.5000%  |  | $1617.86           | $1681.13           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5747 C | 2055-11-20      | 6.0000%  |  | $3853.67           | $3992.50           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5141 C | 2055-11-20      | 6.5000%  |  | $3808.33           | $3974.13           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9964 M | 2054-10-20      | 5.0000%  |  | $14395.43          | $14456.57          | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CN7571   | 2066-11-15      | 5.6850%  |  | $12012.48          | $12406.88          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9488 M | 2054-02-20      | 5.5000%  |  | $19613.08          | $19995.73          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5139 C | 2055-11-20      | 5.5000%  |  | $15587.76          | $15955.54          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3828 C | 2065-10-20      | 6.0000%  |  | $7597.68           | $7821.25           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1563   | 2060-11-15      | 5.4100%  |  | $3404.31           | $3552.44           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1559   | 2060-11-15      | 5.4000%  |  | $5682.05           | $5925.00           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1555   | 2060-12-15      | 5.6300%  |  | $9025.64           | $9569.03           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4586 M | 2047-07-20      | 3.5000%  |  | $14383.23          | $13524.62          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3663 M | 2046-05-20      | 3.5000%  |  | $10388.02          | $9779.96           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3105 M | 2045-09-20      | 3.5000%  |  | $10352.64          | $9746.61           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2825 M | 2045-05-20      | 3.0000%  |  | $9013.72           | $8303.77           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1375 M | 2043-10-20      | 3.5000%  |  | $15354.14          | $14616.91          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1760 M | 2044-03-20      | 3.5000%  |  | $5984.74           | $5687.45           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ5934 C | 2054-02-20      | 7.0000%  |  | $8120.10           | $8483.96           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5984 M | 2049-06-20      | 3.0000%  |  | $7020.17           | $6442.27           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7255 M | 2051-03-20      | 2.5000%  |  | $4271.78           | $3729.69           | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CN7573   | 2066-12-15      | 5.7800%  |  | $10397.98          | $10863.09          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4511 M | 2047-06-20      | 4.0000%  |  | $7553.16           | $7346.04           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0309 M | 2055-04-20      | 6.0000%  |  | $5651.52           | $5787.99           | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DF6555   | 2067-09-15      | 5.8300%  |  | $3824.45           | $4055.67           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0594 M | 2040-09-20      | 5.0000%  |  | $7348.11           | $7456.76           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5732 C | 2055-11-20      | 6.0000%  |  | $3504.74           | $3617.00           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE5324 C | 2054-12-20      | 6.0000%  |  | $4401.99           | $4567.30           | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO7888 C | 2065-11-20      | 6.0000%  |  | $4242.86           | $4355.05           | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO0096 C | 2065-10-20      | 6.0000%  |  | $4976.08           | $5099.09           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5128 C | 2055-11-20      | 5.5000%  |  | $3938.07           | $4080.91           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5774 C | 2055-11-20      | 6.0000%  |  | $5507.46           | $5777.68           | Agency Mortgage-Backed Securities |

### Security 4: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.940%, 12/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNMI SF AU6655 X     | 2047-01-15      | 4.5000%  |  | $22.88             | $22.79             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AC3733 X     | 2042-12-15      | 2.5000%  |  | $24.59             | $21.82             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AW9856 X     | 2046-10-15      | 4.5000%  |  | $43.95             | $43.69             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3737 M     | 2046-06-20      | 4.0000%  |  | $136.81            | $133.60            | Agency Mortgage-Backed Securities |
| GNMA GNII SF AK1020 C     | 2044-10-20      | 3.5000%  |  | $42.65             | $39.55             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6282 M     | 2049-11-20      | 2.5000%  |  | $778.60            | $683.66            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0852 M     | 2043-03-20      | 3.5000%  |  | $683.94            | $653.12            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AT2380 X     | 2046-07-15      | 4.5000%  |  | $1.23              | $1.23              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 704090 X     | 2038-12-15      | 6.0000%  |  | $6.63              | $6.90              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 678279 X     | 2038-12-15      | 6.0000%  |  | $1.48              | $1.57              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 702740 X     | 2038-12-15      | 6.0000%  |  | $2.24              | $2.34              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782474 X     | 2038-12-15      | 5.5000%  |  | $9.18              | $9.69              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 705395 X     | 2039-01-15      | 6.0000%  |  | $7.36              | $7.77              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 439084 X     | 2039-02-15      | 6.0000%  |  | $4.79              | $4.95              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782579 X     | 2039-02-15      | 5.5000%  |  | $15.72             | $16.49             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 711752 X     | 2043-05-15      | 2.5000%  |  | $104.50            | $92.53             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7474 M     | 2051-07-20      | 3.5000%  |  | $118.28            | $109.89            | Agency Mortgage-Backed Securities |
| GNMA GNII SF BG7731 C     | 2048-04-20      | 4.5000%  |  | $75.65             | $75.17             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6218 M     | 2049-10-20      | 3.0000%  |  | $5.41              | $4.93              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004399 M     | 2039-03-20      | 5.5000%  |  | $9.21              | $9.68              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 487821 X     | 2039-03-15      | 5.0000%  |  | $28.43             | $29.27             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 703495 X     | 2039-04-15      | 5.0000%  |  | $2.12              | $2.18              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 701417 X     | 2039-04-15      | 5.0000%  |  | $33.34             | $34.32             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0624 M     | 2042-12-20      | 3.0000%  |  | $2206.57           | $2060.37           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786578 C     | 2053-03-20      | 5.0000%  |  | $217.97            | $219.29            | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI4580 C     | 2042-01-20      | 4.0000%  |  | $601.86            | $575.90            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3805 M     | 2046-07-20      | 4.5000%  |  | $39.89             | $40.07             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB4482 X     | 2047-07-15      | 4.5000%  |  | $521.81            | $519.69            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6340 M     | 2049-12-20      | 4.0000%  |  | $56.51             | $54.64             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4002 M     | 2046-10-20      | 2.5000%  |  | $44.76             | $39.80             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4037 C     | 2055-10-20      | 5.0000%  |  | $600.55            | $604.95            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4003 C     | 2055-11-20      | 5.5000%  |  | $659.01            | $674.66            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0782 M     | 2043-02-20      | 3.0000%  |  | $2322.98           | $2168.10           | Agency Mortgage-Backed Securities |
| GNMA GNII SF AC3886 C     | 2042-12-20      | 3.5000%  |  | $0.63              | $0.58              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AC3732 X     | 2042-12-15      | 2.5000%  |  | $9.72              | $8.61              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AB8367 X     | 2043-02-15      | 2.5000%  |  | $20.02             | $17.73             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AB5980 X     | 2045-12-15      | 4.5000%  |  | $22.30             | $22.31             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AB5966 X     | 2045-09-15      | 4.5000%  |  | $22.78             | $22.78             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AB2890 X     | 2042-09-15      | 3.0000%  |  | $50.27             | $46.44             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AA5947 X     | 2042-12-15      | 2.5000%  |  | $69.72             | $61.74             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AA5387 X     | 2042-06-15      | 3.0000%  |  | $45.77             | $42.40             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5764 M     | 2049-02-20      | 4.5000%  |  | $256.30            | $257.32            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0807 C     | 2055-04-20      | 6.0000%  |  | $138.63            | $145.36            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0530 M     | 2040-09-20      | 6.0000%  |  | $1380.07           | $1432.18           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781330 X     | 2031-09-15      | 6.0000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781205 X     | 2030-07-15      | 8.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781148 X     | 2029-07-15      | 6.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781014 X     | 2029-04-15      | 6.0000%  |  | $1.61              | $1.65              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781001 X     | 2029-03-15      | 7.5000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 780931 X     | 2028-12-15      | 7.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781688 X     | 2033-12-15      | 6.0000%  |  | $0.11              | $0.12              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 780464 X     | 2026-11-15      | 7.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 780898 X     | 2028-11-15      | 7.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 780896 X     | 2028-11-15      | 7.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 325576 X     | 2028-06-15      | 7.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 247370 X     | 2026-04-15      | 6.5000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 562287 X     | 2033-12-15      | 6.0000%  |  | $0.07              | $0.08              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687833 X     | 2038-08-15      | 6.0000%  |  | $6.02              | $6.30              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687708 X     | 2038-07-15      | 5.0000%  |  | $19.00             | $19.64             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687179 X     | 2038-04-15      | 5.5000%  |  | $5.38              | $5.65              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 686781 X     | 2038-06-15      | 5.5000%  |  | $14.84             | $15.51             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5709 M     | 2049-01-20      | 3.5000%  |  | $73.88             | $69.48             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5653 M     | 2048-12-20      | 5.0000%  |  | $95.59             | $97.75             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5652 M     | 2048-12-20      | 4.5000%  |  | $3044.66           | $3047.56           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5650 M     | 2048-12-20      | 3.5000%  |  | $0.65              | $0.61              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5597 M     | 2048-11-20      | 5.0000%  |  | $1515.33           | $1547.84           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5468 M     | 2048-09-20      | 5.0000%  |  | $9.50              | $9.71              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5467 M     | 2048-09-20      | 4.5000%  |  | $19.74             | $19.76             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 587307 X     | 2032-09-15      | 6.0000%  |  | $1.06              | $1.10              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003295 M     | 2032-10-20      | 5.5000%  |  | $14.69             | $15.34             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 588092 X     | 2032-10-15      | 5.5000%  |  | $0.44              | $0.44              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 389764 X     | 2032-11-15      | 6.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 588179 X     | 2033-01-15      | 6.0000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 602837 X     | 2033-02-15      | 6.0000%  |  | $3.31              | $3.40              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 598679 X     | 2033-05-15      | 5.5000%  |  | $7.29              | $7.47              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 553347 X     | 2033-07-15      | 5.0000%  |  | $16.80             | $16.99             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003443 M     | 2033-09-20      | 5.5000%  |  | $0.55              | $0.56              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 594172 X     | 2033-11-15      | 6.0000%  |  | $0.39              | $0.40              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003488 M     | 2033-12-20      | 5.5000%  |  | $0.51              | $0.52              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605619 X     | 2034-07-15      | 6.0000%  |  | $0.27              | $0.28              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781776 X     | 2034-07-15      | 6.0000%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 583038 X     | 2034-08-15      | 6.0000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 623897 X     | 2034-08-15      | 6.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 629123 X     | 2034-09-15      | 6.0000%  |  | $1.26              | $1.30              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 574544 X     | 2034-09-15      | 6.0000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605730 X     | 2034-10-15      | 6.0000%  |  | $0.65              | $0.68              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003626 M     | 2034-10-20      | 6.5000%  |  | $0.62              | $0.67              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 520827 X     | 2035-03-15      | 6.0000%  |  | $0.14              | $0.15              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003724 M     | 2035-06-20      | 5.5000%  |  | $0.18              | $0.19              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 698028 X     | 2039-01-15      | 5.0000%  |  | $50.85             | $52.58             | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5837 C     | 2065-10-20      | 6.0000%  |  | $2467.41           | $2535.58           | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5820 C     | 2065-10-20      | 6.0000%  |  | $575.14            | $589.88            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5819 C     | 2065-10-20      | 6.0000%  |  | $575.44            | $590.20            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5817 C     | 2065-10-20      | 6.0000%  |  | $812.68            | $833.52            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5780 C     | 2055-11-20      | 5.5000%  |  | $741.54            | $758.24            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5615 C     | 2055-11-20      | 6.5000%  |  | $679.05            | $710.68            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786681 C     | 2053-04-20      | 5.5000%  |  | $426.60            | $435.92            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786577 C     | 2053-03-20      | 5.0000%  |  | $760.04            | $765.14            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 785994 X     | 2052-02-15      | 4.0000%  |  | $118.24            | $113.48            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2275 C     | 2055-11-20      | 6.5000%  |  | $715.72            | $751.25            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0534 C     | 2055-11-20      | 5.5000%  |  | $559.26            | $571.65            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0422 C     | 2055-09-20      | 5.5000%  |  | $386.63            | $396.01            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0442 C     | 2055-08-20      | 5.5000%  |  | $921.64            | $932.43            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 685650 X     | 2038-04-15      | 6.0000%  |  | $8.94              | $9.25              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 683958 X     | 2038-02-15      | 6.0000%  |  | $6.43              | $6.66              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 682907 X     | 2040-11-15      | 6.0000%  |  | $0.85              | $0.89              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 682306 X     | 2038-03-15      | 6.0000%  |  | $19.28             | $20.02             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 681706 X     | 2038-12-15      | 6.0000%  |  | $2.81              | $2.96              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 680687 X     | 2038-01-15      | 6.0000%  |  | $9.38              | $9.76              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 681393 X     | 2038-06-15      | 6.5000%  |  | $37.74             | $40.03             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 680184 X     | 2038-03-15      | 5.5000%  |  | $6.04              | $6.29              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004196 M     | 2038-07-20      | 6.5000%  |  | $63.94             | $68.35             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1120 C     | 2054-06-20      | 7.0000%  |  | $970.10            | $1016.89           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1118 C     | 2054-06-20      | 7.0000%  |  | $809.54            | $850.35            | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ8578 C     | 2054-02-20      | 7.0000%  |  | $0.97              | $1.02              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CV9792 X     | 2053-06-15      | 6.0000%  |  | $780.13            | $800.20            | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CR4180       | 2067-05-15      | 5.1800%  |  | $1807.89           | $1811.36           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CQ2015       | 2058-04-15      | 4.4500%  |  | $156.54            | $155.67            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AQ0483 X     | 2046-03-15      | 4.5000%  |  | $26.41             | $26.42             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AP9661 X     | 2047-05-15      | 5.0000%  |  | $2.53              | $2.55              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AM8650 X     | 2045-05-15      | 4.0000%  |  | $179.91            | $173.96            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AM2757 X     | 2045-04-15      | 4.0000%  |  | $39.74             | $38.55             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AL5835 X     | 2045-04-15      | 4.0000%  |  | $97.55             | $94.21             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AL3131 X     | 2045-02-15      | 4.0000%  |  | $195.71            | $191.20            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AJ6678 X     | 2044-09-15      | 4.0000%  |  | $69.76             | $67.89             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AH8961 X     | 2044-09-15      | 4.0000%  |  | $6.87              | $6.71              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AE9868 X     | 2043-06-15      | 2.5000%  |  | $43.54             | $38.52             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004149 M     | 2038-05-20      | 7.5000%  |  | $1.20              | $1.24              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004171 M     | 2038-06-20      | 6.5000%  |  | $0.17              | $0.18              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004084 M     | 2038-02-20      | 5.5000%  |  | $0.99              | $1.03              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004063 M     | 2037-12-20      | 7.5000%  |  | $0.54              | $0.55              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004059 M     | 2037-12-20      | 5.5000%  |  | $2.91              | $3.03              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004029 M     | 2037-09-20      | 6.5000%  |  | $53.03             | $57.34             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004041 M     | 2037-10-20      | 7.0000%  |  | $0.58              | $0.62              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004006 M     | 2037-07-20      | 6.0000%  |  | $23.73             | $25.68             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003965 M     | 2037-03-20      | 5.5000%  |  | $0.73              | $0.76              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003898 M     | 2036-09-20      | 5.5000%  |  | $1.20              | $1.25              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003840 M     | 2036-04-20      | 5.0000%  |  | $60.80             | $62.51             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003807 M     | 2036-01-20      | 5.5000%  |  | $12.23             | $12.72             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003796 M     | 2035-12-20      | 5.5000%  |  | $3.10              | $3.22              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003772 M     | 2035-10-20      | 5.0000%  |  | $6.36              | $6.55              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003736 M     | 2035-07-20      | 5.5000%  |  | $5.65              | $5.88              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003760 M     | 2035-09-20      | 5.5000%  |  | $1.30              | $1.35              | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0389 C     | 2055-09-20      | 5.5000%  |  | $765.62            | $781.92            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0369 C     | 2055-10-20      | 5.5000%  |  | $1134.93           | $1159.93           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 644935 X     | 2035-07-15      | 6.0000%  |  | $0.26              | $0.27              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 600467 X     | 2035-08-15      | 6.0000%  |  | $0.33              | $0.33              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 650739 X     | 2036-01-15      | 6.0000%  |  | $0.96              | $1.00              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 652195 X     | 2036-02-15      | 6.0000%  |  | $1.32              | $1.37              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651754 X     | 2036-03-15      | 6.0000%  |  | $0.76              | $0.79              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782071 X     | 2033-05-15      | 7.0000%  |  | $0.34              | $0.35              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003841 M     | 2036-04-20      | 5.5000%  |  | $4.15              | $4.32              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 642005 X     | 2036-05-15      | 6.5000%  |  | $2.04              | $2.15              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 656187 X     | 2036-07-15      | 6.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 658570 X     | 2036-08-15      | 6.0000%  |  | $8.15              | $8.64              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 618700 X     | 2036-09-15      | 6.5000%  |  | $5.54              | $5.82              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 658121 X     | 2036-10-15      | 6.0000%  |  | $1.36              | $1.44              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 656323 X     | 2036-11-15      | 6.0000%  |  | $8.94              | $9.33              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 618748 X     | 2036-12-15      | 6.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 661591 X     | 2037-01-15      | 6.5000%  |  | $2.69              | $2.84              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617370 X     | 2037-01-15      | 6.0000%  |  | $5.00              | $5.22              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003978 M     | 2037-04-20      | 7.0000%  |  | $0.18              | $0.19              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 658701 X     | 2037-05-15      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 669626 X     | 2037-06-15      | 6.0000%  |  | $20.30             | $21.02             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 671325 X     | 2037-07-15      | 6.0000%  |  | $0.11              | $0.12              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 662521 X     | 2037-08-15      | 6.0000%  |  | $0.14              | $0.15              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 662560 X     | 2037-08-15      | 6.5000%  |  | $0.25              | $0.27              | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DF3880       | 2066-07-15      | 5.3500%  |  | $49.86             | $51.55             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004661 M     | 2040-03-20      | 6.5000%  |  | $8.44              | $9.08              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 546745 X     | 2040-04-15      | 4.5000%  |  | $0.32              | $0.32              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782938 X     | 2040-03-15      | 5.5000%  |  | $10.55             | $11.13             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 733663 X     | 2040-05-15      | 4.5000%  |  | $60.17             | $60.45             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004472 M     | 2039-06-20      | 6.5000%  |  | $1.86              | $1.98              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782745 X     | 2038-11-15      | 6.0000%  |  | $6.02              | $6.38              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1157 M     | 2043-07-20      | 3.5000%  |  | $487.40            | $465.51            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB7488 C     | 2054-06-20      | 7.0000%  |  | $3310.15           | $3499.85           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004544 M     | 2039-09-20      | 6.5000%  |  | $1.54              | $1.64              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004598 M     | 2039-12-20      | 4.5000%  |  | $0.21              | $0.22              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782826 X     | 2039-11-15      | 5.5000%  |  | $1.25              | $1.32              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 723614 X     | 2040-01-15      | 5.5000%  |  | $4.04              | $4.22              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004619 M     | 2040-01-20      | 5.5000%  |  | $10.43             | $10.85             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 726155 X     | 2040-02-15      | 4.5000%  |  | $17.92             | $18.06             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 727437 X     | 2040-03-15      | 4.5000%  |  | $1.15              | $1.15              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783788 X     | 2040-12-15      | 5.5000%  |  | $25.43             | $26.79             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1285 M     | 2043-09-20      | 3.5000%  |  | $1367.38           | $1301.73           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AF3771 X     | 2043-09-15      | 4.0000%  |  | $38.09             | $37.18             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 646500 X     | 2036-05-15      | 6.0000%  |  | $0.88              | $0.92              | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6207 C     | 2055-09-20      | 5.5000%  |  | $2098.26           | $2151.96           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5250 C     | 2055-11-20      | 6.5000%  |  | $1035.00           | $1086.06           | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL5228 C     | 2065-10-20      | 7.0000%  |  | $1172.67           | $1214.52           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5294 C     | 2055-11-20      | 6.5000%  |  | $841.28            | $881.92            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5291 C     | 2055-11-20      | 6.5000%  |  | $512.91            | $542.39            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5288 C     | 2055-11-20      | 6.5000%  |  | $558.25            | $582.66            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5287 C     | 2055-11-20      | 6.0000%  |  | $648.47            | $681.53            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5283 C     | 2055-10-20      | 6.0000%  |  | $625.95            | $662.43            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5282 C     | 2055-11-20      | 5.5000%  |  | $526.58            | $545.74            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003710 M     | 2035-05-20      | 5.0000%  |  | $1.46              | $1.50              | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3633 C     | 2055-09-20      | 6.5000%  |  | $533.60            | $562.37            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK8215 C     | 2055-07-20      | 6.0000%  |  | $149.60            | $156.86            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7243 C     | 2055-06-20      | 6.0000%  |  | $347.01            | $363.44            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6016 C     | 2055-07-20      | 6.5000%  |  | $546.52            | $573.31            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3076 C     | 2055-07-20      | 6.5000%  |  | $3184.56           | $3334.27           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3071 C     | 2055-07-20      | 6.5000%  |  | $1096.09           | $1153.30           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 723534 X     | 2039-12-15      | 4.5000%  |  | $150.47            | $152.23            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 723434 X     | 2039-11-15      | 5.0000%  |  | $9.85              | $10.18             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 723341 X     | 2039-09-15      | 6.0000%  |  | $4.57              | $4.77              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 723240 X     | 2039-10-15      | 5.0000%  |  | $5.81              | $6.00              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 723599 X     | 2040-01-15      | 5.5000%  |  | $1.67              | $1.74              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 719454 X     | 2040-11-15      | 4.0000%  |  | $6.21              | $6.06              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 719228 X     | 2040-07-15      | 4.5000%  |  | $65.21             | $65.87             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 716792 X     | 2039-04-15      | 4.5000%  |  | $0.15              | $0.15              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 711729 X     | 2043-03-15      | 2.5000%  |  | $10.70             | $9.47              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 711724 C     | 2043-02-20      | 3.5000%  |  | $361.87            | $340.70            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 711740 X     | 2043-04-15      | 2.5000%  |  | $79.54             | $70.43             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 709788 X     | 2039-09-15      | 5.5000%  |  | $4.49              | $4.64              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004268 M     | 2038-10-20      | 6.0000%  |  | $11.61             | $12.27             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 481183 X     | 2029-02-15      | 6.0000%  |  | $1.51              | $1.57              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 476975 X     | 2029-02-15      | 6.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 466888 X     | 2028-07-15      | 7.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 463256 X     | 2037-02-15      | 6.0000%  |  | $0.25              | $0.27              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 462680 X     | 2028-04-15      | 7.0000%  |  | $0.04              | $0.05              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 461028 X     | 2027-11-15      | 7.0000%  |  | $0.16              | $0.16              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 677235 X     | 2040-06-15      | 4.5000%  |  | $208.30            | $210.30            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676600 X     | 2037-11-15      | 6.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 559326 X     | 2031-11-15      | 6.0000%  |  | $0.20              | $0.21              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 615519 X     | 2033-09-15      | 4.5000%  |  | $28.62             | $28.71             | Agency Mortgage-Backed Securities |
| GNMA GNMI JP 783424 X     | 2026-09-15      | 3.0000%  |  | $2.79              | $2.78              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783391 X     | 2040-07-15      | 6.0000%  |  | $2.66              | $2.82              | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783284 C     | 2040-06-20      | 5.5000%  |  | $11.66             | $12.10             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AT6459 X     | 2046-07-15      | 5.0000%  |  | $9.30              | $9.42              | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO6441 C     | 2065-11-20      | 6.0000%  |  | $1370.02           | $1406.61           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO6437 C     | 2055-11-20      | 5.5000%  |  | $2492.96           | $2568.25           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO6316 C     | 2055-11-20      | 5.5000%  |  | $540.08            | $552.91            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5887 C     | 2065-11-20      | 6.0000%  |  | $851.84            | $876.75            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5859 C     | 2065-10-20      | 6.0000%  |  | $1601.33           | $1646.92           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004017 M     | 2037-08-20      | 6.0000%  |  | $20.06             | $21.20             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 674510 X     | 2037-10-15      | 6.0000%  |  | $1.95              | $2.01              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 664392 X     | 2037-10-15      | 6.5000%  |  | $4.72              | $4.93              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676554 X     | 2037-10-15      | 6.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004052 M     | 2037-11-20      | 7.5000%  |  | $8.99              | $9.34              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004076 M     | 2038-01-20      | 7.5000%  |  | $7.25              | $7.47              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676797 X     | 2038-04-15      | 6.0000%  |  | $9.58              | $9.99              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 632233 X     | 2038-03-15      | 6.0000%  |  | $0.87              | $0.90              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004116 M     | 2038-04-20      | 6.5000%  |  | $0.60              | $0.63              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 682587 X     | 2038-04-15      | 5.5000%  |  | $5.15              | $5.39              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 685796 X     | 2038-05-15      | 6.5000%  |  | $2.31              | $2.42              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 690922 X     | 2038-06-15      | 5.5000%  |  | $14.99             | $15.72             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 675513 X     | 2038-06-15      | 5.5000%  |  | $11.84             | $12.41             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 677101 X     | 2038-07-15      | 5.5000%  |  | $4.16              | $4.31              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004194 M     | 2038-07-20      | 5.5000%  |  | $10.19             | $10.56             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 689791 X     | 2038-08-15      | 6.0000%  |  | $0.20              | $0.21              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 696186 X     | 2038-08-15      | 6.0000%  |  | $12.00             | $12.57             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 689844 X     | 2038-09-15      | 6.5000%  |  | $4.01              | $4.10              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687923 X     | 2038-09-15      | 6.0000%  |  | $4.11              | $4.27              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 738145 X     | 2041-04-15      | 4.5000%  |  | $42.33             | $41.93             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005063 M     | 2041-05-20      | 6.0000%  |  | $5.85              | $6.17              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005085 M     | 2041-06-20      | 6.0000%  |  | $62.78             | $65.06             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD6592 C     | 2054-08-20      | 7.0000%  |  | $584.95            | $611.45            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005140 M     | 2041-08-20      | 4.5000%  |  | $23.44             | $23.81             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783375 X     | 2041-08-15      | 5.0000%  |  | $66.85             | $68.57             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005177 M     | 2041-09-20      | 5.5000%  |  | $21.77             | $22.66             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 697656 X     | 2038-10-15      | 6.5000%  |  | $2.01              | $2.12              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 697651 X     | 2038-10-15      | 6.0000%  |  | $10.91             | $11.42             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 697650 X     | 2038-10-15      | 6.0000%  |  | $0.27              | $0.28              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 697594 X     | 2038-11-15      | 6.5000%  |  | $2.25              | $2.35              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 697584 X     | 2038-11-15      | 5.5000%  |  | $18.59             | $19.53             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4020 C     | 2055-11-20      | 5.5000%  |  | $522.02            | $539.31            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4015 C     | 2055-01-20      | 6.5000%  |  | $578.53            | $603.12            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3646 C     | 2055-11-20      | 6.5000%  |  | $1196.18           | $1274.18           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3627 C     | 2055-11-20      | 5.5000%  |  | $3400.74           | $3493.65           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4388 C     | 2055-11-20      | 5.5000%  |  | $1255.17           | $1284.98           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783179 X     | 2039-12-15      | 5.5000%  |  | $6.78              | $7.12              | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783038 M     | 2040-07-20      | 5.5000%  |  | $306.93            | $318.47            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 558771 X     | 2033-12-15      | 6.0000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 458926 X     | 2028-09-15      | 7.0000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 454446 X     | 2028-06-15      | 7.0000%  |  | $0.15              | $0.15              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 442018 X     | 2026-09-15      | 8.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 433970 X     | 2028-09-15      | 7.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 427302 X     | 2026-06-15      | 7.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 417276 X     | 2026-02-15      | 7.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 417226 X     | 2026-01-15      | 7.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3080 C     | 2055-07-20      | 6.5000%  |  | $2693.69           | $2819.17           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3042 C     | 2055-07-20      | 6.5000%  |  | $2201.68           | $2304.25           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 741902 X     | 2040-04-15      | 6.0000%  |  | $4.12              | $4.29              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 739396 X     | 2040-10-15      | 4.5000%  |  | $186.15            | $186.90            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 738261 X     | 2041-05-15      | 4.5000%  |  | $235.14            | $235.70            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9684 C     | 2055-11-20      | 6.5000%  |  | $624.27            | $653.97            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9661 C     | 2055-11-20      | 5.5000%  |  | $1726.46           | $1781.65           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9665 C     | 2055-11-20      | 5.5000%  |  | $3281.16           | $3368.15           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9401 C     | 2055-11-20      | 6.0000%  |  | $713.88            | $739.82            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 671120 X     | 2037-08-15      | 6.0000%  |  | $0.14              | $0.15              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 670636 X     | 2039-08-15      | 6.0000%  |  | $6.43              | $6.67              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 670109 X     | 2037-07-15      | 6.0000%  |  | $0.16              | $0.16              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 669069 X     | 2037-06-15      | 6.5000%  |  | $1.74              | $1.82              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 669068 X     | 2037-06-15      | 6.0000%  |  | $4.95              | $5.15              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 668973 X     | 2037-03-15      | 6.0000%  |  | $22.37             | $23.13             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 668585 X     | 2037-08-15      | 6.0000%  |  | $2.24              | $2.34              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 668745 X     | 2038-02-15      | 6.0000%  |  | $2.55              | $2.65              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 662554 X     | 2037-08-15      | 6.5000%  |  | $8.06              | $8.43              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 662537 X     | 2037-08-15      | 6.5000%  |  | $5.60              | $5.86              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 662122 X     | 2037-02-15      | 6.0000%  |  | $0.97              | $1.01              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 662443 X     | 2037-06-15      | 6.0000%  |  | $0.14              | $0.15              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 659615 X     | 2036-09-15      | 6.0000%  |  | $5.50              | $5.71              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 598487 X     | 2032-12-15      | 6.0000%  |  | $0.21              | $0.21              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 596661 X     | 2032-10-15      | 6.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 595260 X     | 2032-12-15      | 5.5000%  |  | $5.03              | $5.18              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 595180 X     | 2032-11-15      | 6.0000%  |  | $1.72              | $1.80              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 595821 X     | 2035-08-15      | 6.0000%  |  | $0.21              | $0.22              | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9044 C     | 2055-11-20      | 6.0000%  |  | $1248.99           | $1309.64           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9819 C     | 2055-11-20      | 5.5000%  |  | $989.12            | $1000.15           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3040 C     | 2055-07-20      | 6.5000%  |  | $2531.63           | $2649.57           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3038 C     | 2055-07-20      | 6.5000%  |  | $1455.50           | $1523.31           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK1982 C     | 2055-06-20      | 6.5000%  |  | $863.56            | $903.79            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786356 C     | 2052-09-20      | 4.5000%  |  | $384.57            | $381.22            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785035 C     | 2050-06-20      | 5.5000%  |  | $2030.16           | $2151.03           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784315 X     | 2036-06-15      | 6.0000%  |  | $2.17              | $2.22              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6286 M     | 2049-11-20      | 4.5000%  |  | $1.56              | $1.54              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6221 M     | 2049-10-20      | 4.5000%  |  | $234.26            | $235.74            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC2040 X     | 2047-08-15      | 4.5000%  |  | $57.03             | $56.81             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC1382 X     | 2047-09-15      | 4.5000%  |  | $85.37             | $84.57             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB7223 X     | 2047-08-15      | 5.0000%  |  | $69.11             | $69.52             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB7228 X     | 2047-09-15      | 4.5000%  |  | $96.63             | $96.32             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB4345 X     | 2047-07-15      | 4.5000%  |  | $39.32             | $39.16             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB1137 X     | 2047-06-15      | 5.0000%  |  | $2.03              | $2.08              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA5814 X     | 2047-06-15      | 5.0000%  |  | $178.29            | $179.93            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA4894 X     | 2047-06-15      | 5.0000%  |  | $23.87             | $24.11             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA4513 X     | 2047-05-15      | 5.0000%  |  | $74.34             | $76.04             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2520 M     | 2045-01-20      | 3.0000%  |  | $2.22              | $2.04              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2446 M     | 2044-12-20      | 4.0000%  |  | $163.49            | $159.44            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2304 M     | 2044-10-20      | 4.0000%  |  | $331.52            | $323.31            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2303 M     | 2044-10-20      | 3.5000%  |  | $355.12            | $335.54            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2223 M     | 2044-09-20      | 3.5000%  |  | $75.27             | $71.38             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2074 M     | 2044-07-20      | 4.0000%  |  | $205.17            | $200.35            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1920 M     | 2044-05-20      | 4.0000%  |  | $106.11            | $103.75            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1601 M     | 2044-01-20      | 4.0000%  |  | $55.43             | $54.24             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1523 M     | 2043-12-20      | 4.5000%  |  | $11.20             | $11.28             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1449 M     | 2043-11-20      | 4.0000%  |  | $102.01            | $99.91             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1447 M     | 2043-11-20      | 3.0000%  |  | $27.82             | $25.88             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1376 M     | 2043-10-20      | 4.0000%  |  | $8.40              | $8.23              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1286 M     | 2043-09-20      | 4.0000%  |  | $0.75              | $0.74              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA4489 X     | 2047-07-15      | 5.0000%  |  | $7.44              | $7.50              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5465 M     | 2048-09-20      | 3.5000%  |  | $444.45            | $416.59            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA2743 X     | 2047-07-15      | 4.5000%  |  | $46.00             | $45.53             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA2666 X     | 2047-06-15      | 5.0000%  |  | $1.93              | $1.96              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA0224 X     | 2047-06-15      | 4.5000%  |  | $30.89             | $31.11             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AO9345 X     | 2045-12-15      | 4.5000%  |  | $17.62             | $17.36             | Agency Mortgage-Backed Securities |
| GNMA GNII SF AO7682 C     | 2045-08-20      | 4.0000%  |  | $977.21            | $945.00            | Agency Mortgage-Backed Securities |
| GNMA GNII SF AO6437 C     | 2045-08-20      | 3.5000%  |  | $236.04            | $218.87            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9728 M     | 2054-06-20      | 7.0000%  |  | $274.17            | $284.31            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9671 M     | 2054-05-20      | 7.0000%  |  | $808.95            | $839.57            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9608 M     | 2054-04-20      | 7.0000%  |  | $84.81             | $88.20             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9366 M     | 2053-12-20      | 7.5000%  |  | $10.80             | $11.24             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1226 M     | 2043-08-20      | 4.5000%  |  | $8.35              | $8.43              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1225 M     | 2043-08-20      | 4.0000%  |  | $328.35            | $321.91            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1156 M     | 2043-07-20      | 3.0000%  |  | $1.79              | $1.66              | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8829 C     | 2055-06-20      | 6.0000%  |  | $147.05            | $154.19            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7899 C     | 2055-05-20      | 6.0000%  |  | $838.72            | $871.24            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8033 C     | 2055-04-20      | 6.0000%  |  | $538.21            | $562.38            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7998 C     | 2055-07-20      | 6.5000%  |  | $695.58            | $727.98            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ6829 C     | 2055-07-20      | 6.5000%  |  | $2233.23           | $2337.26           | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DJ5989       | 2067-04-15      | 5.7500%  |  | $1790.36           | $1879.11           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4184 C     | 2055-04-20      | 6.0000%  |  | $82.04             | $85.22             | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DJ0349       | 2067-07-15      | 6.1400%  |  | $666.82            | $725.56            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0069 C     | 2055-09-20      | 6.5000%  |  | $1539.59           | $1618.83           | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DH6644       | 2065-01-15      | 6.1600%  |  | $410.26            | $438.16            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6441 C     | 2055-03-20      | 6.5000%  |  | $814.59            | $864.48            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6439 C     | 2055-04-20      | 6.5000%  |  | $726.53            | $771.02            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 415014 X     | 2026-01-15      | 7.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 412583 X     | 2026-04-15      | 6.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 412382 X     | 2027-12-15      | 7.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 410455 X     | 2028-03-15      | 7.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782916 X     | 2040-02-15      | 5.5000%  |  | $9.30              | $9.72              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782836 X     | 2039-01-15      | 5.5000%  |  | $1.62              | $1.70              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782835 X     | 2039-12-15      | 6.0000%  |  | $7.70              | $8.16              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782858 X     | 2039-11-15      | 6.0000%  |  | $2.71              | $2.87              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782728 X     | 2038-11-15      | 5.5000%  |  | $1.92              | $2.01              | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783584 M     | 2041-07-20      | 4.5000%  |  | $3.42              | $3.48              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783551 X     | 2040-12-15      | 6.0000%  |  | $3.99              | $4.22              | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783519 M     | 2041-10-20      | 4.0000%  |  | $1141.21           | $1120.21           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0528 M     | 2040-08-20      | 5.0000%  |  | $1586.19           | $1607.10           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0422 M     | 2055-06-20      | 4.5000%  |  | $190.06            | $186.95            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0421 M     | 2055-06-20      | 4.0000%  |  | $33.71             | $32.17             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0342 M     | 2040-05-20      | 6.0000%  |  | $426.38            | $442.41            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0310 M     | 2055-04-20      | 6.5000%  |  | $208.90            | $216.43            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0207 M     | 2055-02-20      | 6.5000%  |  | $35.61             | $36.89             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0150 M     | 2055-01-20      | 7.0000%  |  | $36.78             | $38.10             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN9995 C     | 2055-11-20      | 5.5000%  |  | $700.51            | $719.02            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN9095 C     | 2055-10-20      | 6.0000%  |  | $591.31            | $621.86            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8390 C     | 2055-11-20      | 5.0000%  |  | $852.41            | $859.47            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8387 C     | 2055-11-20      | 6.0000%  |  | $857.38            | $894.82            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8386 C     | 2055-11-20      | 6.0000%  |  | $571.08            | $597.09            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8229 C     | 2055-11-20      | 6.5000%  |  | $1792.35           | $1875.85           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8219 C     | 2055-11-20      | 6.5000%  |  | $612.84            | $641.39            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8228 C     | 2055-11-20      | 6.5000%  |  | $874.92            | $915.68            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8226 C     | 2055-11-20      | 6.5000%  |  | $529.27            | $553.93            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 550654 X     | 2035-09-15      | 6.0000%  |  | $1.86              | $1.95              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 550617 X     | 2036-01-15      | 6.0000%  |  | $0.83              | $0.87              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1092 M     | 2043-06-20      | 4.5000%  |  | $11.59             | $11.78             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1012 M     | 2043-05-20      | 3.5000%  |  | $168.10            | $160.66            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0935 M     | 2043-04-20      | 4.0000%  |  | $13.84             | $13.50             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0934 M     | 2043-04-20      | 3.5000%  |  | $705.20            | $673.96            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0933 M     | 2043-04-20      | 3.0000%  |  | $15.45             | $14.41             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1761 M     | 2044-03-20      | 4.0000%  |  | $9.84              | $9.62              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD6340 X     | 2047-08-15      | 2.5000%  |  | $30.59             | $26.86             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD0999 X     | 2043-05-15      | 2.5000%  |  | $76.28             | $67.55             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD1713 X     | 2043-02-15      | 2.5000%  |  | $87.33             | $77.38             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9961 M     | 2054-10-20      | 3.5000%  |  | $11.36             | $10.47             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CL8514 X     | 2052-03-15      | 4.0000%  |  | $199.59            | $192.15            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CL6189 X     | 2052-03-15      | 4.0000%  |  | $711.24            | $683.54            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CL1779 X     | 2052-03-15      | 4.0000%  |  | $166.68            | $160.42            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2769 C     | 2055-10-20      | 6.5000%  |  | $591.03            | $618.57            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3552 C     | 2055-10-20      | 5.5000%  |  | $1618.23           | $1656.66           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2259 C     | 2055-10-20      | 6.5000%  |  | $725.61            | $759.41            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 650714 X     | 2036-01-15      | 6.0000%  |  | $1.42              | $1.48              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 649511 X     | 2035-10-15      | 6.0000%  |  | $0.32              | $0.33              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 648165 X     | 2038-11-15      | 6.0000%  |  | $3.08              | $3.22              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 648132 X     | 2036-07-15      | 6.0000%  |  | $0.33              | $0.34              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 648972 X     | 2035-11-15      | 5.5000%  |  | $1.46              | $1.53              | Agency Mortgage-Backed Securities |
| GNMA GNII RG CJ9437 C     | 2049-08-20      | 5.5000%  |  | $1886.56           | $1923.31           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CJ7473 C     | 2052-01-20      | 4.0000%  |  | $599.48            | $575.73            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CJ2163 X     | 2052-04-15      | 3.0000%  |  | $747.83            | $679.42            | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CI8951       | 2064-10-15      | 4.3400%  |  | $228.21            | $226.91            | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI4574 C     | 2045-04-20      | 4.0000%  |  | $832.71            | $796.77            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CI1786       | 2063-08-15      | 3.8300%  |  | $71.75             | $67.89             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CF8153 X     | 2051-07-15      | 3.0000%  |  | $33.84             | $30.66             | Agency Mortgage-Backed Securities |
| GNMA GNII SF CE9917 C     | 2051-07-20      | 3.5000%  |  | $401.26            | $372.01            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5264 M     | 2048-06-20      | 4.0000%  |  | $27.73             | $26.89             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5140 M     | 2048-04-20      | 5.5000%  |  | $326.93            | $339.43            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5137 M     | 2048-04-20      | 4.0000%  |  | $7.40              | $7.16              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5078 M     | 2048-03-20      | 4.0000%  |  | $51.38             | $49.89             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5018 M     | 2048-02-20      | 3.0000%  |  | $950.21            | $871.80            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4965 M     | 2048-01-20      | 5.0000%  |  | $208.90            | $214.03            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4963 M     | 2048-01-20      | 4.0000%  |  | $65.22             | $63.24             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4961 M     | 2048-01-20      | 3.0000%  |  | $830.11            | $761.37            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4901 M     | 2047-12-20      | 4.0000%  |  | $494.87            | $480.69            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4900 M     | 2047-12-20      | 3.5000%  |  | $57.45             | $54.16             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4899 M     | 2047-12-20      | 3.0000%  |  | $1172.94           | $1076.03           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4839 M     | 2047-11-20      | 4.5000%  |  | $69.65             | $70.06             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4835 M     | 2047-11-20      | 2.5000%  |  | $34.58             | $30.72             | Agency Mortgage-Backed Securities |
| GNMA GNPL PN AU4920       | 2041-09-15      | 3.0200%  |  | $1080.95           | $975.45            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782559 X     | 2039-01-15      | 6.5000%  |  | $3.73              | $3.99              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782510 X     | 2038-12-15      | 6.5000%  |  | $2.03              | $2.17              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782495 X     | 2038-12-15      | 5.5000%  |  | $1.38              | $1.46              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782436 X     | 2038-10-15      | 6.0000%  |  | $7.29              | $7.73              | Agency Mortgage-Backed Securities |
| GNMA GNII SP 782433 M     | 2038-10-20      | 6.0000%  |  | $4.69              | $4.96              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782379 X     | 2038-08-15      | 6.0000%  |  | $3.88              | $4.10              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782353 X     | 2038-06-15      | 6.0000%  |  | $5.54              | $5.87              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782333 X     | 2038-06-15      | 5.5000%  |  | $7.69              | $8.12              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782269 X     | 2038-02-15      | 5.5000%  |  | $28.35             | $29.91             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782131 X     | 2036-12-15      | 5.5000%  |  | $0.26              | $0.28              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782090 X     | 2036-05-15      | 6.5000%  |  | $1.48              | $1.56              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 708520 X     | 2039-04-15      | 5.0000%  |  | $3.51              | $3.63              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 706801 X     | 2040-04-15      | 4.5000%  |  | $14.43             | $14.79             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 706016 X     | 2039-01-15      | 6.0000%  |  | $1.31              | $1.37              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 705143 X     | 2040-06-15      | 5.0000%  |  | $41.24             | $42.62             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 704415 X     | 2039-03-15      | 6.5000%  |  | $0.92              | $0.98              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 704178 X     | 2039-01-15      | 5.5000%  |  | $15.44             | $16.27             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 704142 X     | 2038-12-15      | 6.5000%  |  | $0.35              | $0.37              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 704005 X     | 2038-11-15      | 6.5000%  |  | $0.64              | $0.67              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 702547 X     | 2038-11-15      | 5.5000%  |  | $14.30             | $15.03             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 701694 X     | 2039-02-15      | 5.5000%  |  | $0.38              | $0.39              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 700926 X     | 2038-11-15      | 5.5000%  |  | $22.62             | $23.35             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 700918 X     | 2038-11-15      | 5.5000%  |  | $6.17              | $6.44              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 700916 X     | 2038-11-15      | 6.0000%  |  | $0.16              | $0.17              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782088 X     | 2036-05-15      | 6.0000%  |  | $0.17              | $0.18              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 389737 X     | 2032-10-15      | 6.0000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 612376 X     | 2033-11-15      | 5.5000%  |  | $1.92              | $1.97              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 609430 X     | 2033-06-15      | 6.0000%  |  | $0.15              | $0.16              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005258 M     | 2041-12-20      | 3.5000%  |  | $169.27            | $161.91            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005233 M     | 2041-11-20      | 4.0000%  |  | $19.33             | $18.98             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005175 M     | 2041-09-20      | 4.5000%  |  | $178.82            | $181.65            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005204 M     | 2041-10-20      | 4.5000%  |  | $297.02            | $301.70            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005143 M     | 2041-08-20      | 5.5000%  |  | $1.87              | $1.95              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005115 M     | 2041-07-20      | 4.5000%  |  | $235.97            | $239.71            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005082 M     | 2041-06-20      | 4.5000%  |  | $16.57             | $16.74             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005068 M     | 2039-01-20      | 7.0000%  |  | $0.38              | $0.40              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003546 M     | 2034-04-20      | 6.5000%  |  | $1.53              | $1.61              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003544 M     | 2034-04-20      | 5.5000%  |  | $0.49              | $0.50              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003473 M     | 2033-11-20      | 5.5000%  |  | $0.14              | $0.15              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002380 M     | 2027-02-20      | 8.5000%  |  | $0.32              | $0.33              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002279 M     | 2026-09-20      | 6.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4833 M     | 2046-03-20      | 1.5000%  |  | $4.28              | $3.65              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4777 M     | 2047-10-20      | 3.0000%  |  | $1128.59           | $1035.35           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4721 M     | 2047-09-20      | 4.5000%  |  | $305.21            | $307.72            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4718 M     | 2047-09-20      | 3.0000%  |  | $331.43            | $303.98            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CK8182 X     | 2052-02-15      | 4.0000%  |  | $20.54             | $19.66             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BU8662 X     | 2050-07-15      | 2.5000%  |  | $368.85            | $322.88            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BU5340 X     | 2050-04-15      | 3.0000%  |  | $27.51             | $24.93             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BT9206 X     | 2050-04-15      | 3.5000%  |  | $21.09             | $19.51             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BT9028 X     | 2050-03-15      | 3.5000%  |  | $158.10            | $146.30            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9238 M     | 2053-10-20      | 4.0000%  |  | $379.62            | $366.22            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9017 M     | 2053-07-20      | 5.5000%  |  | $934.29            | $953.81            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8725 M     | 2053-03-20      | 5.0000%  |  | $74.00             | $74.65             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8570 M     | 2053-01-20      | 5.5000%  |  | $1029.53           | $1052.14           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4654 M     | 2047-08-20      | 4.5000%  |  | $452.48            | $454.29            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4588 M     | 2047-07-20      | 4.5000%  |  | $72.11             | $72.54             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4585 M     | 2047-07-20      | 3.0000%  |  | $35.37             | $32.45             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8426 M     | 2052-11-20      | 4.0000%  |  | $38.89             | $37.40             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8268 M     | 2052-09-20      | 4.5000%  |  | $261.34            | $258.88            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8264 M     | 2052-09-20      | 2.5000%  |  | $7.03              | $6.14              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7939 M     | 2052-03-20      | 4.0000%  |  | $34.03             | $32.74             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7938 M     | 2052-03-20      | 3.5000%  |  | $3.04              | $2.84              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7649 M     | 2051-10-20      | 2.5000%  |  | $258.74            | $225.69            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7590 M     | 2051-09-20      | 3.0000%  |  | $0.32              | $0.29              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7534 M     | 2051-08-20      | 2.5000%  |  | $1.37              | $1.19              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7473 M     | 2051-07-20      | 3.0000%  |  | $0.30              | $0.27              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7472 M     | 2051-07-20      | 2.5000%  |  | $1.01              | $0.88              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7470 M     | 2051-07-20      | 1.5000%  |  | $628.53            | $503.32            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7424 M     | 2051-06-20      | 5.5000%  |  | $1176.66           | $1215.64           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7419 M     | 2051-06-20      | 3.0000%  |  | $1.14              | $1.03              | Agency Mortgage-Backed Securities |
| GNMA GNII SF BX4938 C     | 2050-08-20      | 3.5000%  |  | $518.95            | $482.79            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7368 M     | 2051-05-20      | 3.0000%  |  | $0.55              | $0.50              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7139 M     | 2051-01-20      | 4.0000%  |  | $53.47             | $51.67             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7137 M     | 2051-01-20      | 3.0000%  |  | $0.21              | $0.19              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3664 M     | 2046-05-20      | 4.0000%  |  | $301.93            | $294.25            | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF9534 C     | 2048-04-20      | 4.0000%  |  | $6.78              | $6.50              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BE7988 X     | 2048-01-15      | 5.0000%  |  | $444.03            | $447.02            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BE6271 X     | 2048-03-15      | 3.5000%  |  | $51.78             | $48.26             | Agency Mortgage-Backed Securities |
| GNMA GNII SF CP6904 C     | 2052-10-20      | 5.0000%  |  | $995.89            | $1000.75           | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CP3649       | 2065-01-15      | 4.3500%  |  | $100.00            | $98.85             | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CP2692       | 2066-12-15      | 5.4500%  |  | $317.95            | $332.35            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CN7596       | 2064-12-15      | 4.3900%  |  | $99.55             | $97.18             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD7509 X     | 2047-11-15      | 4.5000%  |  | $218.69            | $218.09            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002198 M     | 2026-04-20      | 6.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 553170 X     | 2033-04-15      | 6.0000%  |  | $0.18              | $0.18              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 552756 X     | 2032-09-15      | 6.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 552509 X     | 2032-04-15      | 6.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 552152 X     | 2031-11-15      | 6.0000%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 550764 X     | 2035-12-15      | 5.5000%  |  | $1.23              | $1.26              | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3817 C     | 2065-10-20      | 6.0000%  |  | $894.35            | $920.67            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3763 C     | 2065-11-20      | 6.0000%  |  | $2850.57           | $2934.46           | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3752 C     | 2065-11-20      | 6.0000%  |  | $2683.58           | $2762.55           | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3738 C     | 2065-10-20      | 6.0000%  |  | $406.07            | $418.02            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4447 C     | 2055-11-20      | 6.5000%  |  | $1071.86           | $1121.79           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4444 C     | 2055-11-20      | 6.5000%  |  | $1838.68           | $1924.34           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4428 C     | 2055-11-20      | 5.5000%  |  | $1571.46           | $1606.49           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4423 C     | 2055-11-20      | 5.5000%  |  | $566.72            | $579.68            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN3187 C     | 2055-11-20      | 6.5000%  |  | $678.54            | $712.63            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1564       | 2060-11-15      | 5.4100%  |  | $3210.54           | $3350.24           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1561       | 2060-11-15      | 5.4100%  |  | $2341.18           | $2443.05           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676389 X     | 2038-01-15      | 5.5000%  |  | $72.15             | $76.14             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676361 X     | 2037-10-15      | 7.0000%  |  | $0.64              | $0.66              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676843 X     | 2038-05-15      | 6.0000%  |  | $4.48              | $4.73              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 675130 X     | 2038-02-15      | 5.5000%  |  | $2.82              | $2.98              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 674446 X     | 2037-09-15      | 6.0000%  |  | $5.48              | $5.69              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 579204 X     | 2032-03-15      | 6.0000%  |  | $0.79              | $0.81              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 579077 X     | 2031-12-15      | 6.0000%  |  | $1.02              | $1.06              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 576520 X     | 2032-02-15      | 6.0000%  |  | $0.06              | $0.07              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 572602 X     | 2031-11-15      | 6.0000%  |  | $0.13              | $0.13              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 570518 X     | 2032-01-15      | 6.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 570503 X     | 2031-12-15      | 6.5000%  |  | $0.21              | $0.22              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002686 M     | 2028-12-20      | 5.5000%  |  | $0.20              | $0.21              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002589 M     | 2028-05-20      | 6.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 606662 X     | 2033-06-15      | 6.0000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 591208 X     | 2035-04-15      | 6.0000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 587345 X     | 2032-10-15      | 6.0000%  |  | $4.82              | $5.11              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 587128 X     | 2032-06-15      | 6.0000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 586343 X     | 2035-01-15      | 6.0000%  |  | $0.14              | $0.15              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 585115 X     | 2033-01-15      | 6.0000%  |  | $2.36              | $2.39              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 585059 X     | 2032-12-15      | 6.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 582021 X     | 2032-08-15      | 6.5000%  |  | $9.78              | $10.19             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 581589 X     | 2032-10-15      | 6.0000%  |  | $115.72            | $119.49            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 646027 X     | 2037-09-15      | 6.0000%  |  | $0.38              | $0.40              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 645916 X     | 2036-05-15      | 6.0000%  |  | $2.74              | $2.84              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 644563 X     | 2035-07-15      | 6.0000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD4792 X     | 2047-11-15      | 3.5000%  |  | $7.36              | $6.90              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD4789 X     | 2047-11-15      | 4.5000%  |  | $23.60             | $23.51             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD4784 X     | 2047-11-15      | 3.5000%  |  | $378.17            | $356.75            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD4016 X     | 2049-10-15      | 3.0000%  |  | $2598.71           | $2354.73           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC8549 X     | 2047-09-15      | 4.5000%  |  | $55.96             | $55.56             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC8968 X     | 2047-10-15      | 4.5000%  |  | $52.84             | $52.62             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC8961 X     | 2047-10-15      | 4.5000%  |  | $9.09              | $9.18              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC7280 X     | 2047-08-15      | 4.5000%  |  | $35.14             | $35.03             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC6861 X     | 2047-08-15      | 5.0000%  |  | $16.58             | $17.02             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3662 M     | 2046-05-20      | 3.0000%  |  | $386.11            | $354.97            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4380 M     | 2047-04-20      | 2.5000%  |  | $205.96            | $184.00            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3456 M     | 2046-02-20      | 4.5000%  |  | $34.10             | $34.26             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3455 M     | 2046-02-20      | 4.0000%  |  | $40.10             | $39.09             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3378 M     | 2046-01-20      | 4.5000%  |  | $25.47             | $25.59             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7141 M     | 2051-01-20      | 5.0000%  |  | $6.26              | $6.43              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3309 M     | 2045-12-20      | 3.0000%  |  | $56.21             | $51.74             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3172 M     | 2045-10-20      | 3.0000%  |  | $222.27            | $204.66            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3174 M     | 2045-10-20      | 4.0000%  |  | $1.98              | $1.94              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2962 M     | 2045-07-20      | 4.0000%  |  | $2.13              | $2.08              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2894 M     | 2045-06-20      | 4.5000%  |  | $26.04             | $26.20             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2893 M     | 2045-06-20      | 4.0000%  |  | $31.67             | $30.89             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2891 M     | 2045-06-20      | 3.0000%  |  | $402.09            | $370.29            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2827 M     | 2045-05-20      | 4.0000%  |  | $1079.85           | $1053.13           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2756 M     | 2045-04-20      | 4.5000%  |  | $17.37             | $17.49             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2753 M     | 2045-04-20      | 3.0000%  |  | $209.42            | $193.05            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3597 M     | 2046-04-20      | 3.5000%  |  | $41.09             | $38.69             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3521 M     | 2046-03-20      | 3.5000%  |  | $278.21            | $261.92            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7315 M     | 2051-04-20      | 4.0000%  |  | $100.08            | $96.86             | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS7607 C     | 2050-05-20      | 3.5000%  |  | $403.45            | $375.34            | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS7606 C     | 2050-05-20      | 3.5000%  |  | $292.29            | $272.29            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BS5197 X     | 2050-01-15      | 4.5000%  |  | $19.57             | $19.38             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BS5065 X     | 2050-02-15      | 3.5000%  |  | $39.97             | $36.99             | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR7374 C     | 2050-01-20      | 5.0000%  |  | $385.61            | $391.32            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BR6259 X     | 2050-01-15      | 3.5000%  |  | $53.53             | $49.87             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BR4832 X     | 2052-06-15      | 4.0000%  |  | $216.30            | $208.23            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ8599 X     | 2050-01-15      | 3.0000%  |  | $47.77             | $43.29             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ8595 X     | 2049-12-15      | 3.0000%  |  | $164.44            | $149.00            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ8591 X     | 2049-11-15      | 3.0000%  |  | $118.26            | $107.16            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4509 M     | 2047-06-20      | 3.0000%  |  | $496.71            | $456.19            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5400 M     | 2048-08-20      | 5.0000%  |  | $360.64            | $368.53            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5399 M     | 2048-08-20      | 4.5000%  |  | $382.47            | $383.54            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5398 M     | 2048-08-20      | 4.0000%  |  | $356.75            | $345.76            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 644019 X     | 2035-07-15      | 6.0000%  |  | $2.76              | $2.91              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 643399 X     | 2035-06-15      | 6.0000%  |  | $0.36              | $0.37              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 638595 X     | 2039-02-15      | 6.0000%  |  | $14.26             | $14.94             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 637259 X     | 2034-11-15      | 6.0000%  |  | $0.40              | $0.40              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 633389 X     | 2036-01-15      | 6.0000%  |  | $1.54              | $1.63              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 633231 X     | 2034-08-15      | 6.5000%  |  | $2.09              | $2.21              | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3810 C     | 2065-11-20      | 6.0000%  |  | $2103.09           | $2164.97           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 631491 X     | 2034-06-15      | 5.5000%  |  | $17.42             | $17.80             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 630170 X     | 2034-07-15      | 6.0000%  |  | $1.09              | $1.13              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 629113 X     | 2034-09-15      | 6.0000%  |  | $0.27              | $0.28              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 622626 X     | 2033-11-15      | 6.0000%  |  | $0.47              | $0.47              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 622603 X     | 2033-11-15      | 6.0000%  |  | $1.10              | $1.14              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 622533 X     | 2033-10-15      | 6.0000%  |  | $1.54              | $1.57              | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8522 C     | 2055-11-20      | 6.0000%  |  | $1767.42           | $1827.84           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7461 C     | 2055-11-20      | 6.5000%  |  | $1435.66           | $1520.96           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6717 C     | 2055-09-20      | 6.5000%  |  | $1115.05           | $1166.99           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6552 C     | 2055-09-20      | 6.5000%  |  | $1177.65           | $1233.38           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6472 C     | 2055-11-20      | 6.5000%  |  | $520.01            | $544.55            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6352 C     | 2055-11-20      | 5.5000%  |  | $658.70            | $680.44            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6350 C     | 2055-11-20      | 6.0000%  |  | $717.61            | $749.17            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6347 C     | 2055-11-20      | 6.5000%  |  | $603.84            | $637.09            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6345 C     | 2055-11-20      | 6.5000%  |  | $669.76            | $713.46            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6343 C     | 2055-11-20      | 6.5000%  |  | $677.50            | $722.40            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6341 C     | 2055-11-20      | 6.5000%  |  | $701.00            | $735.08            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6339 C     | 2055-11-20      | 6.5000%  |  | $1764.37           | $1869.19           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AI3214 X     | 2044-05-15      | 4.0000%  |  | $37.05             | $35.98             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AZ3056 X     | 2047-08-15      | 4.5000%  |  | $86.90             | $87.66             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY6960 X     | 2047-01-15      | 4.5000%  |  | $181.55            | $181.14            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY5213 X     | 2047-02-15      | 4.5000%  |  | $117.51            | $118.40            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY4224 X     | 2047-05-15      | 5.0000%  |  | $3.97              | $4.08              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY3765 X     | 2047-03-15      | 4.5000%  |  | $22.51             | $22.46             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY0512 X     | 2047-06-15      | 4.5000%  |  | $34.01             | $33.61             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AX0416 X     | 2046-10-15      | 4.5000%  |  | $17.55             | $17.76             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AW5811 X     | 2047-03-15      | 4.5000%  |  | $41.29             | $41.14             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AW2784 X     | 2046-10-15      | 2.5000%  |  | $13.42             | $11.79             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AV4036 X     | 2046-09-15      | 4.5000%  |  | $155.18            | $155.23            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AU9418 X     | 2046-09-15      | 4.0000%  |  | $14.48             | $14.00             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AU8925 X     | 2046-08-15      | 4.5000%  |  | $53.46             | $53.47             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AU6700 X     | 2047-02-15      | 4.5000%  |  | $153.06            | $153.59            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7928 C     | 2055-11-20      | 6.5000%  |  | $531.01            | $567.83            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7929 C     | 2055-11-20      | 6.5000%  |  | $570.26            | $602.26            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 494837 X     | 2029-06-15      | 7.0000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC3826 X     | 2047-10-15      | 3.5000%  |  | $46.85             | $43.92             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC3744 X     | 2047-09-15      | 4.5000%  |  | $65.01             | $65.39             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7136 M     | 2051-01-20      | 2.5000%  |  | $1002.69           | $875.26            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6089 M     | 2049-08-20      | 3.0000%  |  | $249.75            | $227.67            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6038 M     | 2049-07-20      | 3.0000%  |  | $644.02            | $586.93            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5988 M     | 2049-06-20      | 5.0000%  |  | $201.91            | $206.20            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5876 M     | 2049-04-20      | 4.0000%  |  | $111.53            | $107.91            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5819 M     | 2049-03-20      | 5.0000%  |  | $153.07            | $156.23            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5818 M     | 2049-03-20      | 4.5000%  |  | $12.29             | $12.35             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3520 M     | 2046-03-20      | 3.0000%  |  | $48.22             | $44.39             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 699271 X     | 2038-09-15      | 6.5000%  |  | $0.87              | $0.91              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 694462 X     | 2038-10-15      | 6.0000%  |  | $8.39              | $8.76              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 699495 X     | 2038-10-15      | 6.0000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 673207 X     | 2038-10-15      | 6.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004266 M     | 2038-10-20      | 5.5000%  |  | $3.65              | $3.80              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782415 X     | 2038-10-15      | 6.5000%  |  | $0.26              | $0.28              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 698654 X     | 2038-11-15      | 6.0000%  |  | $7.61              | $7.90              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4320 M     | 2047-03-20      | 3.0000%  |  | $90.42             | $82.99             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4263 M     | 2047-02-20      | 4.0000%  |  | $312.94            | $304.15            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4198 M     | 2047-01-20      | 4.5000%  |  | $448.45            | $450.63            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ1140 X     | 2049-11-15      | 3.0000%  |  | $0.18              | $0.16              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BP1829 X     | 2049-08-15      | 4.0000%  |  | $2.30              | $2.21              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BP1506 X     | 2049-08-15      | 4.5000%  |  | $0.87              | $0.85              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BO5617 X     | 2049-01-15      | 4.5000%  |  | $5.87              | $5.79              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BO3004 X     | 2049-06-15      | 3.5000%  |  | $192.50            | $178.06            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BN9283 X     | 2049-07-15      | 4.5000%  |  | $5.35              | $5.31              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BK5550 X     | 2049-10-15      | 3.0000%  |  | $113.55            | $102.89            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BJ2870 X     | 2048-10-15      | 5.5000%  |  | $2.56              | $2.62              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BF9995 X     | 2048-04-15      | 4.5000%  |  | $47.72             | $47.44             | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF9563 C     | 2048-04-20      | 4.0000%  |  | $7.39              | $7.09              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4194 M     | 2047-01-20      | 2.5000%  |  | $96.58             | $86.05             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4126 M     | 2046-12-20      | 3.0000%  |  | $79.14             | $72.69             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4068 M     | 2046-11-20      | 3.0000%  |  | $114.91            | $105.69            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4003 M     | 2046-10-20      | 3.0000%  |  | $2.90              | $2.67              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3939 M     | 2046-09-20      | 4.5000%  |  | $204.12            | $206.20            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3938 M     | 2046-09-20      | 4.0000%  |  | $156.35            | $152.32            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3936 M     | 2046-09-20      | 3.0000%  |  | $501.90            | $461.79            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3804 M     | 2046-07-20      | 4.0000%  |  | $116.33            | $113.32            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3801 M     | 2046-07-20      | 2.5000%  |  | $209.33            | $187.01            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7314 M     | 2051-04-20      | 3.5000%  |  | $70.77             | $65.78             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7260 M     | 2051-03-20      | 5.0000%  |  | $6.23              | $6.38              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7057 M     | 2050-12-20      | 5.0000%  |  | $5.13              | $5.27              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 490070 X     | 2028-12-15      | 6.0000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 487588 X     | 2029-04-15      | 6.0000%  |  | $0.15              | $0.15              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 487108 X     | 2029-04-15      | 6.0000%  |  | $0.40              | $0.41              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 486540 X     | 2028-09-15      | 7.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 486538 X     | 2028-09-15      | 7.0000%  |  | $0.19              | $0.20              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 749219 X     | 2041-03-15      | 4.5000%  |  | $56.09             | $57.49             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 748616 X     | 2038-11-15      | 6.5000%  |  | $0.43              | $0.44              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 745242 X     | 2040-07-15      | 4.5000%  |  | $185.07            | $185.43            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 744060 X     | 2041-05-15      | 6.0000%  |  | $5.24              | $5.41              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 743173 X     | 2040-12-15      | 4.5000%  |  | $62.30             | $62.42             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005055 M     | 2041-05-20      | 4.5000%  |  | $178.11            | $180.97            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004978 M     | 2041-03-20      | 4.5000%  |  | $20.24             | $20.57             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004923 M     | 2041-01-20      | 4.5000%  |  | $25.24             | $25.65             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004922 M     | 2041-01-20      | 4.0000%  |  | $265.28            | $260.36            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004853 M     | 2040-11-20      | 4.0000%  |  | $79.41             | $78.32             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004834 M     | 2040-10-20      | 4.5000%  |  | $0.99              | $1.00              | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6437 C     | 2055-03-20      | 6.5000%  |  | $968.07            | $1027.35           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6436 C     | 2055-03-20      | 6.5000%  |  | $607.29            | $644.48            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6434 C     | 2055-03-20      | 6.5000%  |  | $689.82            | $732.06            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4996 C     | 2055-07-20      | 6.5000%  |  | $946.59            | $990.68            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0918 C     | 2055-11-20      | 5.5000%  |  | $723.63            | $740.81            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0458 C     | 2055-02-20      | 6.5000%  |  | $2310.75           | $2455.78           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7451 C     | 2055-07-20      | 6.5000%  |  | $879.33            | $923.51            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG3004 C     | 2054-12-20      | 6.0000%  |  | $807.26            | $833.23            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 570442 X     | 2031-10-15      | 6.0000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 569702 X     | 2032-02-15      | 7.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605630 X     | 2034-08-15      | 6.0000%  |  | $3.74              | $3.87              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605458 X     | 2034-06-15      | 5.5000%  |  | $51.74             | $53.81             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605301 X     | 2034-07-15      | 5.5000%  |  | $2.16              | $2.25              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605775 X     | 2034-11-15      | 6.0000%  |  | $0.43              | $0.44              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617740 X     | 2037-10-15      | 6.0000%  |  | $2.51              | $2.62              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617704 X     | 2037-09-15      | 6.0000%  |  | $5.29              | $5.53              | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN1136 C     | 2055-10-20      | 5.5000%  |  | $568.67            | $584.56            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0947 C     | 2055-09-20      | 6.5000%  |  | $879.30            | $920.27            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0541 C     | 2055-10-20      | 6.5000%  |  | $602.25            | $630.68            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0341 C     | 2055-11-20      | 6.5000%  |  | $663.41            | $692.82            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0340 C     | 2055-11-20      | 6.5000%  |  | $588.71            | $615.78            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9710 C     | 2055-11-20      | 6.5000%  |  | $549.99            | $576.92            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9708 C     | 2055-11-20      | 6.5000%  |  | $791.35            | $832.32            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605762 X     | 2034-11-15      | 6.0000%  |  | $0.36              | $0.37              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605720 X     | 2034-10-15      | 6.0000%  |  | $1.01              | $1.05              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 603333 X     | 2032-12-15      | 5.5000%  |  | $0.99              | $1.02              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4323 M     | 2047-03-20      | 4.5000%  |  | $132.32            | $133.07            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7650 M     | 2051-10-20      | 3.0000%  |  | $2.33              | $2.11              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4322 M     | 2047-03-20      | 4.0000%  |  | $210.11            | $204.46            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AP5305 X     | 2046-01-15      | 5.0000%  |  | $77.29             | $78.89             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4261 M     | 2047-02-20      | 3.0000%  |  | $132.77            | $121.95            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AE3318 X     | 2046-07-15      | 2.5000%  |  | $38.75             | $34.02             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5191 M     | 2048-05-20      | 3.5000%  |  | $438.44            | $411.59            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ7172 X     | 2049-10-15      | 3.5000%  |  | $53.58             | $49.58             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6220 M     | 2049-10-20      | 4.0000%  |  | $105.42            | $101.33            | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF1065 C     | 2048-01-20      | 4.0000%  |  | $565.77            | $536.39            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6819 M     | 2050-08-20      | 2.5000%  |  | $689.41            | $602.23            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2676 M     | 2045-03-20      | 2.5000%  |  | $141.60            | $126.51            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC7179 X     | 2047-10-15      | 4.5000%  |  | $123.19            | $124.59            | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DB6877       | 2064-05-15      | 6.0100%  |  | $64.10             | $67.52             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 688099 X     | 2038-11-15      | 6.0000%  |  | $7.04              | $7.44              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 700933 X     | 2038-11-15      | 6.0000%  |  | $9.39              | $9.77              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 681624 X     | 2038-11-15      | 6.0000%  |  | $7.31              | $7.62              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782461 X     | 2032-03-15      | 7.5000%  |  | $1.77              | $1.86              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 433649 X     | 2028-03-15      | 7.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002614 M     | 2028-07-20      | 6.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 465540 X     | 2028-07-15      | 6.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities |
| GNMA GNII SF AW6056 C     | 2046-11-20      | 3.5000%  |  | $277.64            | $258.65            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4962 M     | 2048-01-20      | 3.5000%  |  | $30.63             | $28.75             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6600 M     | 2050-04-20      | 3.5000%  |  | $109.66            | $101.96            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA5850 X     | 2047-06-15      | 5.0000%  |  | $6.24              | $6.27              | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785587 M     | 2044-12-20      | 3.5000%  |  | $243.05            | $228.55            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3873 M     | 2046-08-20      | 3.0000%  |  | $255.04            | $234.57            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6867 M     | 2050-09-20      | 3.5000%  |  | $133.34            | $123.95            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784298 X     | 2046-07-15      | 5.0000%  |  | $22.08             | $22.81             | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783976 M     | 2043-04-20      | 3.5000%  |  | $39.61             | $37.79             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783798 X     | 2040-09-15      | 6.0000%  |  | $0.77              | $0.82              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783720 X     | 2040-09-15      | 6.0000%  |  | $2.60              | $2.75              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783655 X     | 2040-05-15      | 6.5000%  |  | $57.57             | $61.67             | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783619 M     | 2042-05-20      | 4.0000%  |  | $543.28            | $533.25            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784439 X     | 2045-02-15      | 3.0000%  |  | $32.80             | $30.46             | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784407 M     | 2047-11-20      | 3.5000%  |  | $18.77             | $17.57             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781659 X     | 2033-10-15      | 6.0000%  |  | $0.34              | $0.36              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781607 X     | 2033-03-15      | 6.0000%  |  | $2.84              | $2.99              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781587 X     | 2033-02-15      | 6.0000%  |  | $0.64              | $0.67              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781564 X     | 2033-02-15      | 6.0000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781489 X     | 2032-08-15      | 6.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5749 C     | 2055-11-20      | 6.0000%  |  | $2612.09           | $2714.98           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 603130 X     | 2033-10-15      | 6.0000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 602684 X     | 2033-03-15      | 6.0000%  |  | $0.62              | $0.63              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 602491 X     | 2036-01-15      | 6.0000%  |  | $0.17              | $0.18              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 602212 X     | 2033-03-15      | 6.0000%  |  | $4.91              | $5.08              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 599609 X     | 2035-10-15      | 6.0000%  |  | $0.75              | $0.79              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617256 X     | 2036-10-15      | 6.5000%  |  | $3.38              | $3.57              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617098 X     | 2036-06-15      | 6.0000%  |  | $0.41              | $0.42              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617053 X     | 2036-04-15      | 6.0000%  |  | $0.61              | $0.64              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 615895 X     | 2033-08-15      | 5.0000%  |  | $36.97             | $37.82             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF9922 C     | 2054-12-20      | 5.5000%  |  | $588.78            | $605.02            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4954 C     | 2054-12-20      | 6.0000%  |  | $896.63            | $930.30            | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DF3876       | 2066-07-15      | 5.3500%  |  | $96.07             | $97.95             | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DE4024       | 2066-07-15      | 5.3500%  |  | $135.90            | $138.55            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE2232 C     | 2054-10-20      | 6.0000%  |  | $2890.58           | $2999.13           | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DE0020       | 2064-12-15      | 5.9800%  |  | $584.10            | $616.07            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2944 C     | 2054-08-20      | 7.0000%  |  | $2775.07           | $2913.12           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2827 C     | 2054-07-20      | 7.0000%  |  | $581.81            | $608.59            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004801 M     | 2040-09-20      | 4.5000%  |  | $2.09              | $2.12              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004771 M     | 2040-08-20      | 4.5000%  |  | $23.57             | $23.95             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004747 M     | 2040-07-20      | 5.0000%  |  | $212.82            | $220.12            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004715 M     | 2040-06-20      | 5.0000%  |  | $391.66            | $406.06            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004713 M     | 2040-06-20      | 4.5000%  |  | $23.81             | $24.20             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004697 M     | 2040-05-20      | 5.0000%  |  | $47.70             | $49.31             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004696 M     | 2040-05-20      | 4.5000%  |  | $461.43            | $468.98            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004695 M     | 2040-05-20      | 4.0000%  |  | $11.60             | $11.44             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004636 M     | 2040-02-20      | 4.5000%  |  | $0.21              | $0.22              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004660 M     | 2040-03-20      | 6.0000%  |  | $0.73              | $0.78              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004617 M     | 2040-01-20      | 4.5000%  |  | $86.03             | $87.43             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004577 M     | 2039-11-20      | 4.5000%  |  | $46.09             | $46.84             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004562 M     | 2039-10-20      | 6.5000%  |  | $0.80              | $0.84              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004522 M     | 2039-08-20      | 6.0000%  |  | $15.62             | $16.51             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005338 M     | 2042-03-20      | 6.0000%  |  | $32.46             | $34.31             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005288 M     | 2042-01-20      | 5.5000%  |  | $0.51              | $0.53              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004346 M     | 2039-01-20      | 7.0000%  |  | $0.34              | $0.36              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004344 M     | 2039-01-20      | 6.0000%  |  | $18.33             | $19.38             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 533950 X     | 2032-04-15      | 6.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 512603 X     | 2029-06-15      | 6.0000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 508316 X     | 2030-02-15      | 8.0000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 503405 X     | 2029-04-15      | 6.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 673844 X     | 2039-01-15      | 6.0000%  |  | $7.54              | $7.96              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 672935 X     | 2038-08-15      | 5.5000%  |  | $0.92              | $0.96              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 672676 X     | 2038-04-15      | 5.5000%  |  | $21.95             | $23.08             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1678 M     | 2044-02-20      | 4.0000%  |  | $30.44             | $29.78             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7000 M     | 2050-11-20      | 5.0000%  |  | $9.94              | $10.21             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6997 M     | 2050-11-20      | 3.5000%  |  | $26.57             | $24.71             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6767 M     | 2050-07-20      | 3.5000%  |  | $96.72             | $89.92             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6766 M     | 2050-07-20      | 3.0000%  |  | $63.61             | $57.77             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6711 M     | 2050-06-20      | 3.5000%  |  | $125.05            | $116.25            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6658 M     | 2050-05-20      | 4.0000%  |  | $182.33            | $176.30            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6603 M     | 2050-04-20      | 5.0000%  |  | $45.50             | $46.50             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6545 M     | 2050-03-20      | 5.0000%  |  | $4.78              | $4.90              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6543 M     | 2050-03-20      | 4.0000%  |  | $2757.65           | $2664.80           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6540 M     | 2050-03-20      | 2.5000%  |  | $121.45            | $106.43            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6475 M     | 2050-02-20      | 3.5000%  |  | $238.17            | $221.46            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6338 M     | 2049-12-20      | 3.0000%  |  | $13.11             | $11.92             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003306 M     | 2032-11-20      | 5.5000%  |  | $6.36              | $6.65              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003231 M     | 2032-04-20      | 8.0000%  |  | $1.63              | $1.67              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003213 M     | 2032-03-20      | 5.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003171 M     | 2031-12-20      | 5.5000%  |  | $7.20              | $7.41              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003081 M     | 2031-05-20      | 7.0000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002975 M     | 2030-09-20      | 9.0000%  |  | $0.52              | $0.54              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002909 M     | 2030-04-20      | 8.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 658218 X     | 2036-12-15      | 6.0000%  |  | $2.59              | $2.74              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 658133 X     | 2036-10-15      | 6.5000%  |  | $3.77              | $3.97              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 658059 X     | 2036-08-15      | 6.5000%  |  | $0.90              | $0.95              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1677 M     | 2044-02-20      | 3.5000%  |  | $402.45            | $382.54            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0462 M     | 2042-10-20      | 3.5000%  |  | $492.08            | $469.37            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0391 M     | 2042-09-20      | 3.0000%  |  | $31.05             | $29.02             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0318 M     | 2042-08-20      | 3.5000%  |  | $232.16            | $222.50            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0224 M     | 2042-07-20      | 5.5000%  |  | $1.22              | $1.27              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0220 M     | 2042-07-20      | 3.5000%  |  | $3.31              | $3.17              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0088 M     | 2042-05-20      | 3.5000%  |  | $3268.43           | $3129.70           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0022 M     | 2042-04-20      | 3.5000%  |  | $25.07             | $24.00             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0021 M     | 2042-04-20      | 3.0000%  |  | $1.12              | $1.05              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0027 M     | 2042-04-20      | 6.0000%  |  | $1.85              | $1.96              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0784 M     | 2043-02-20      | 4.0000%  |  | $13.82             | $13.56             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 697488 X     | 2038-09-15      | 6.0000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 696189 X     | 2038-08-15      | 5.5000%  |  | $4.24              | $4.49              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 691693 X     | 2040-04-15      | 4.5000%  |  | $488.70            | $500.92            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 690847 X     | 2038-06-15      | 5.5000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 691269 X     | 2038-07-15      | 6.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 691199 X     | 2038-05-15      | 5.5000%  |  | $1.11              | $1.16              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 689825 X     | 2038-08-15      | 6.0000%  |  | $5.53              | $5.72              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 689576 X     | 2038-07-15      | 5.5000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 672415 X     | 2037-12-15      | 6.0000%  |  | $6.33              | $6.69              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 673234 X     | 2038-11-15      | 6.0000%  |  | $3.54              | $3.75              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 671536 X     | 2037-09-15      | 6.5000%  |  | $29.18             | $30.66             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 671529 X     | 2037-09-15      | 6.5000%  |  | $3.53              | $3.70              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 540218 X     | 2033-02-15      | 6.0000%  |  | $3.24              | $3.43              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004292 M     | 2038-11-20      | 6.5000%  |  | $0.27              | $0.28              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004290 M     | 2038-11-20      | 5.5000%  |  | $2.78              | $2.90              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004246 M     | 2038-09-20      | 6.5000%  |  | $43.38             | $46.27             | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DC7242       | 2067-03-15      | 5.7000%  |  | $2421.57           | $2555.86           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC3518 C     | 2054-06-20      | 7.0000%  |  | $481.79            | $503.99            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 621784 X     | 2033-11-15      | 6.0000%  |  | $0.14              | $0.15              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 619118 X     | 2034-10-15      | 6.0000%  |  | $0.62              | $0.63              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 618751 X     | 2036-12-15      | 6.0000%  |  | $0.62              | $0.65              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 618677 X     | 2036-10-15      | 6.0000%  |  | $0.16              | $0.17              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 618681 X     | 2036-10-15      | 6.5000%  |  | $7.72              | $8.08              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 618650 X     | 2036-09-15      | 6.5000%  |  | $3.70              | $3.92              | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3528 C     | 2055-11-20      | 5.5000%  |  | $3026.90           | $3103.43           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO2275 C     | 2055-11-20      | 6.5000%  |  | $898.92            | $937.61            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO2223 C     | 2055-11-20      | 5.5000%  |  | $1140.76           | $1169.43           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0976 C     | 2055-11-20      | 6.5000%  |  | $560.68            | $586.80            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0098 C     | 2055-11-20      | 6.5000%  |  | $553.28            | $582.17            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0056 C     | 2055-11-20      | 6.5000%  |  | $802.60            | $839.98            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 779384 X     | 2042-06-15      | 3.5000%  |  | $51.61             | $48.80             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 776954 X     | 2042-11-15      | 2.5000%  |  | $7.65              | $6.78              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 771471 X     | 2041-11-15      | 4.0000%  |  | $2.28              | $2.21              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 770409 X     | 2041-06-15      | 4.5000%  |  | $4.02              | $4.05              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 765903 X     | 2041-03-15      | 4.5000%  |  | $1.60              | $1.61              | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0001 C     | 2055-11-20      | 6.5000%  |  | $1034.54           | $1081.63           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9129 C     | 2055-10-20      | 5.5000%  |  | $686.22            | $700.83            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8718 C     | 2055-07-20      | 6.5000%  |  | $859.76            | $899.81            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8711 C     | 2055-07-20      | 6.5000%  |  | $2020.04           | $2114.14           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8709 C     | 2055-07-20      | 6.5000%  |  | $801.37            | $838.71            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4807 C     | 2055-07-20      | 6.5000%  |  | $860.81            | $901.28            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4323 C     | 2055-04-20      | 6.0000%  |  | $245.98            | $256.72            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3654 C     | 2055-07-20      | 6.5000%  |  | $1026.58           | $1074.40           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4389 C     | 2055-05-20      | 6.0000%  |  | $102.70            | $107.18            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7884 C     | 2055-11-20      | 6.5000%  |  | $971.16            | $1037.49           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7883 C     | 2055-11-20      | 6.5000%  |  | $1256.72           | $1344.47           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7902 C     | 2055-11-20      | 5.0000%  |  | $2420.48           | $2436.07           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7900 C     | 2055-11-20      | 5.0000%  |  | $1536.49           | $1547.34           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 700899 X     | 2038-11-15      | 6.0000%  |  | $1.16              | $1.20              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 700825 X     | 2038-10-15      | 6.0000%  |  | $1.04              | $1.10              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 688386 X     | 2038-04-15      | 5.5000%  |  | $3.62              | $3.81              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 688024 X     | 2038-10-15      | 6.0000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 688022 X     | 2038-10-15      | 6.0000%  |  | $9.52              | $10.09             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687928 X     | 2038-09-15      | 6.5000%  |  | $0.70              | $0.75              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687922 X     | 2038-09-15      | 6.0000%  |  | $1.46              | $1.52              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687836 X     | 2038-08-15      | 6.0000%  |  | $9.02              | $9.56              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002884 M     | 2030-02-20      | 8.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002839 M     | 2029-11-20      | 7.5000%  |  | $0.01              | $0.02              | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6435 C     | 2055-04-20      | 6.5000%  |  | $769.65            | $816.78            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3078 C     | 2055-07-20      | 6.5000%  |  | $2602.01           | $2723.22           | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CN7582       | 2060-04-15      | 5.7400%  |  | $75.90             | $77.75             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9344 C     | 2055-03-20      | 6.0000%  |  | $918.58            | $962.06            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6021 C     | 2055-07-20      | 6.5000%  |  | $678.38            | $709.98            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AI4466 X     | 2044-09-15      | 4.0000%  |  | $312.40            | $304.69            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ7371 X     | 2049-11-15      | 3.5000%  |  | $194.16            | $180.68            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8266 M     | 2052-09-20      | 3.5000%  |  | $33.99             | $31.76             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB7097 X     | 2047-08-15      | 4.5000%  |  | $37.74             | $38.32             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4450 M     | 2047-05-20      | 3.0000%  |  | $9.92              | $9.12              | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786682 C     | 2053-05-20      | 6.0000%  |  | $2751.05           | $2845.09           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5330 M     | 2048-07-20      | 4.0000%  |  | $15.53             | $15.06             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5712 M     | 2049-01-20      | 5.0000%  |  | $570.59            | $582.49            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784446 C     | 2048-02-20      | 3.0000%  |  | $291.62            | $264.47            | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS7608 C     | 2050-05-20      | 3.5000%  |  | $429.59            | $399.39            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD6110 X     | 2047-11-15      | 3.5000%  |  | $60.28             | $55.94             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784071 X     | 2041-06-15      | 6.0000%  |  | $4.68              | $4.96              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CK0445 X     | 2052-02-15      | 4.0000%  |  | $30.00             | $28.81             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4128 M     | 2046-12-20      | 4.0000%  |  | $235.17            | $228.47            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8492 M     | 2052-12-20      | 6.0000%  |  | $2703.12           | $2788.97           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CD6024       | 2063-09-15      | 2.4100%  |  | $147.08            | $125.59            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4125 M     | 2046-12-20      | 2.5000%  |  | $156.73            | $139.29            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BL3846 X     | 2049-02-15      | 4.5000%  |  | $99.89             | $100.65            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8489 M     | 2052-12-20      | 4.5000%  |  | $782.45            | $774.61            | Agency Mortgage-Backed Securities |
| GNMA GNII SF AS7010 C     | 2046-06-20      | 3.5000%  |  | $526.33            | $488.70            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AE3297 X     | 2046-10-15      | 2.5000%  |  | $28.81             | $25.29             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3033 M     | 2045-08-20      | 3.0000%  |  | $407.69            | $374.56            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9018 M     | 2053-07-20      | 6.0000%  |  | $192.96            | $198.65            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AP5306 X     | 2046-01-15      | 4.5000%  |  | $11.32             | $11.22             | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF9479 C     | 2048-03-20      | 4.0000%  |  | $16.77             | $16.08             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6936 M     | 2050-10-20      | 5.0000%  |  | $10.24             | $10.52             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2960 M     | 2045-07-20      | 3.0000%  |  | $629.98            | $580.13            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9909 M     | 2054-09-20      | 7.0000%  |  | $5.99              | $6.21              | Agency Mortgage-Backed Securities |
| GNMA GNII SF AM4381 C     | 2045-05-20      | 3.5000%  |  | $111.73            | $102.43            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 699494 X     | 2038-10-15      | 6.0000%  |  | $0.13              | $0.13              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 699113 X     | 2038-09-15      | 6.0000%  |  | $6.30              | $6.68              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 699137 X     | 2038-09-15      | 6.0000%  |  | $0.16              | $0.16              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 698611 X     | 2038-11-15      | 6.0000%  |  | $0.88              | $0.91              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004426 M     | 2039-04-20      | 6.0000%  |  | $1.77              | $1.87              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004425 M     | 2039-04-20      | 5.5000%  |  | $12.14             | $12.69             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004372 M     | 2039-02-20      | 6.5000%  |  | $0.28              | $0.31              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004370 M     | 2039-02-20      | 5.5000%  |  | $18.15             | $18.88             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003459 M     | 2033-10-20      | 5.5000%  |  | $1.35              | $1.39              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003461 M     | 2033-10-20      | 6.5000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003415 M     | 2033-07-20      | 5.5000%  |  | $0.87              | $0.90              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003432 M     | 2033-08-20      | 6.5000%  |  | $0.39              | $0.40              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003331 M     | 2033-01-20      | 5.0000%  |  | $1.33              | $1.37              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003320 M     | 2032-12-20      | 5.5000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003335 M     | 2033-01-20      | 6.5000%  |  | $0.12              | $0.13              | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7899 C     | 2055-11-20      | 5.0000%  |  | $761.76            | $767.57            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7871 C     | 2055-11-20      | 6.5000%  |  | $1145.82           | $1214.77           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8005 C     | 2055-11-20      | 6.0000%  |  | $603.44            | $625.36            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8002 C     | 2055-11-20      | 6.0000%  |  | $524.28            | $543.97            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5857 C     | 2055-11-20      | 6.0000%  |  | $1934.01           | $2012.93           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5875 C     | 2055-11-20      | 7.0000%  |  | $523.99            | $547.47            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5797 C     | 2055-11-20      | 5.5000%  |  | $2964.59           | $3062.10           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5789 C     | 2055-11-20      | 6.5000%  |  | $1757.47           | $1826.20           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5788 C     | 2055-11-20      | 6.5000%  |  | $1317.74           | $1373.69           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5773 C     | 2055-11-20      | 6.5000%  |  | $1092.01           | $1148.88           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 737902 X     | 2041-01-15      | 4.0000%  |  | $85.08             | $83.33             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 737794 X     | 2040-12-15      | 4.0000%  |  | $30.11             | $29.49             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 737532 X     | 2040-10-15      | 4.0000%  |  | $90.51             | $88.04             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 737285 X     | 2040-05-15      | 4.0000%  |  | $11.22             | $10.99             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 738002 X     | 2041-02-15      | 4.0000%  |  | $42.48             | $41.32             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 736663 X     | 2040-03-15      | 5.0000%  |  | $17.74             | $18.34             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 734608 X     | 2040-07-15      | 4.5000%  |  | $321.12            | $324.69            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 732515 X     | 2040-06-15      | 6.0000%  |  | $2.22              | $2.29              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 732485 X     | 2040-02-15      | 6.0000%  |  | $3.17              | $3.28              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 730133 X     | 2040-05-15      | 5.0000%  |  | $5.17              | $5.30              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 728837 X     | 2040-01-15      | 5.0000%  |  | $12.20             | $12.51             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 728629 X     | 2040-01-15      | 4.5000%  |  | $44.53             | $45.01             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 728627 X     | 2040-01-15      | 4.5000%  |  | $1.47              | $1.49              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 727742 X     | 2040-03-15      | 6.0000%  |  | $1.09              | $1.12              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 726832 X     | 2039-10-15      | 5.0000%  |  | $61.12             | $63.19             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 726300 X     | 2039-09-15      | 4.0000%  |  | $59.04             | $57.02             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 724406 X     | 2039-11-15      | 4.5000%  |  | $4.07              | $4.08              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AZ3489 X     | 2049-01-15      | 4.5000%  |  | $12.19             | $12.12             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4295 C     | 2055-03-20      | 5.5000%  |  | $1204.64           | $1230.10           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9376 C     | 2055-10-20      | 6.5000%  |  | $879.82            | $920.81            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9160 C     | 2055-10-20      | 6.5000%  |  | $559.31            | $583.32            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AW5781 X     | 2047-02-15      | 4.5000%  |  | $48.92             | $48.79             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4425 C     | 2055-10-20      | 6.0000%  |  | $598.69            | $627.76            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3958 C     | 2055-03-20      | 6.0000%  |  | $194.70            | $202.25            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0684 M     | 2055-10-20      | 4.5000%  |  | $5.17              | $5.09              | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF2991 C     | 2054-12-20      | 5.5000%  |  | $841.48            | $864.05            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ7186 X     | 2049-10-15      | 3.5000%  |  | $113.33            | $104.87            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3599 C     | 2055-07-20      | 7.0000%  |  | $536.09            | $561.42            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD7135 | 2054-12-01      | 5.0000%  |  | $38553.34          | $39100.91          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6230 C     | 2055-09-20      | 5.5000%  |  | $2947.90           | $3012.47           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3245 M     | 2045-11-20      | 4.0000%  |  | $2439.45           | $2377.83           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7997 C     | 2055-07-20      | 6.0000%  |  | $602.47            | $616.15            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3408 C     | 2055-09-20      | 5.5000%  |  | $1417.38           | $1447.55           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC8335 X     | 2047-10-15      | 3.5000%  |  | $7.73              | $7.26              | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2567 C     | 2055-04-20      | 6.0000%  |  | $183.04            | $191.93            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6476 M     | 2050-02-20      | 4.0000%  |  | $2103.72           | $2035.43           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 690613 X     | 2047-06-15      | 2.5000%  |  | $37.65             | $33.05             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 785334 X     | 2049-03-15      | 5.5000%  |  | $402.18            | $423.33            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6042 M     | 2049-07-20      | 5.0000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9901 C     | 2055-10-20      | 5.5000%  |  | $1965.92           | $2012.60           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3629 C     | 2055-10-20      | 5.0000%  |  | $2148.22           | $2160.24           | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DC7245       | 2066-12-15      | 5.7400%  |  | $648.26            | $692.22            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2755 M     | 2045-04-20      | 4.0000%  |  | $32.64             | $31.83             | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DC4433       | 2059-10-15      | 4.2000%  |  | $404.84            | $391.94            | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DJ5809       | 2067-09-15      | 5.6000%  |  | $2508.99           | $2613.23           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6438 C     | 2055-03-20      | 6.5000%  |  | $692.62            | $735.03            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0206 M     | 2055-02-20      | 6.0000%  |  | $220.84            | $226.39            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8712 C     | 2055-07-20      | 6.5000%  |  | $1578.91           | $1652.46           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8804 C     | 2055-05-20      | 6.0000%  |  | $98.75             | $103.55            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2238 C     | 2055-09-20      | 6.5000%  |  | $1184.48           | $1240.38           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6440 C     | 2055-03-20      | 6.5000%  |  | $582.49            | $618.16            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3453 M     | 2046-02-20      | 3.0000%  |  | $267.62            | $246.38            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2772 C     | 2055-10-20      | 6.5000%  |  | $872.04            | $912.66            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1519 C     | 2055-03-20      | 6.0000%  |  | $52.35             | $54.50             | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DE6499       | 2066-06-15      | 5.5700%  |  | $1545.58           | $1595.15           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0208 M     | 2055-02-20      | 7.0000%  |  | $33.56             | $34.77             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0367 C     | 2055-10-20      | 5.5000%  |  | $1184.95           | $1210.17           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6442 C     | 2055-04-20      | 6.5000%  |  | $589.93            | $626.05            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003284 M     | 2032-09-20      | 5.5000%  |  | $3.76              | $3.88              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782044 X     | 2032-12-15      | 6.5000%  |  | $1.14              | $1.18              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782009 X     | 2035-09-15      | 6.0000%  |  | $0.31              | $0.32              | Agency Mortgage-Backed Securities |
| GNMA GNII SP 781998 M     | 2035-11-20      | 5.5000%  |  | $2.51              | $2.60              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781889 X     | 2035-03-15      | 6.0000%  |  | $0.60              | $0.64              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781846 X     | 2034-09-15      | 6.5000%  |  | $11.14             | $11.59             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781857 X     | 2034-11-15      | 6.0000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 757038 X     | 2040-12-15      | 4.0000%  |  | $73.63             | $72.04             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 753314 X     | 2040-12-15      | 4.0000%  |  | $61.74             | $60.47             | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786905 C     | 2053-07-20      | 6.0000%  |  | $3004.54           | $3107.25           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7890 C     | 2055-11-20      | 6.5000%  |  | $1906.59           | $2025.24           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7889 C     | 2055-11-20      | 6.5000%  |  | $654.04            | $695.11            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7887 C     | 2055-11-20      | 6.5000%  |  | $1186.31           | $1263.35           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7886 C     | 2055-11-20      | 6.5000%  |  | $854.68            | $910.97            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 736078 X     | 2040-06-15      | 5.0000%  |  | $7.31              | $7.56              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 733218 X     | 2040-06-15      | 4.5000%  |  | $2.82              | $2.83              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1679 M     | 2044-02-20      | 4.5000%  |  | $17.46             | $17.57             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1839 M     | 2044-04-20      | 4.0000%  |  | $2.38              | $2.32              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB8885 X     | 2047-07-15      | 5.0000%  |  | $141.21            | $141.86            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5262 M     | 2048-06-20      | 3.0000%  |  | $5.60              | $5.15              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004746 M     | 2040-07-20      | 4.5000%  |  | $0.54              | $0.54              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 745236 X     | 2040-07-15      | 4.5000%  |  | $42.64             | $42.93             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004772 M     | 2040-08-20      | 5.0000%  |  | $234.55            | $241.88            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 748647 X     | 2040-08-15      | 4.5000%  |  | $121.96            | $121.99            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004833 M     | 2040-10-20      | 4.0000%  |  | $251.09            | $246.44            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 731686 X     | 2040-11-15      | 4.5000%  |  | $136.70            | $137.54            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783173 X     | 2039-12-15      | 6.0000%  |  | $7.78              | $8.25              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2075 M     | 2044-07-20      | 4.5000%  |  | $7.07              | $7.11              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 737898 X     | 2041-01-15      | 4.0000%  |  | $189.90            | $186.00            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 737920 X     | 2041-01-15      | 4.5000%  |  | $276.87            | $278.45            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2224 M     | 2044-09-20      | 4.0000%  |  | $211.64            | $206.49            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5878 M     | 2049-04-20      | 5.0000%  |  | $0.51              | $0.52              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 652947 X     | 2036-02-15      | 6.0000%  |  | $12.86             | $13.34             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 652226 X     | 2036-03-15      | 6.0000%  |  | $0.72              | $0.75              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 652219 X     | 2036-03-15      | 6.0000%  |  | $1.42              | $1.50              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651881 X     | 2036-09-15      | 6.0000%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651850 X     | 2036-06-15      | 6.0000%  |  | $2.47              | $2.58              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651720 X     | 2036-02-15      | 6.0000%  |  | $1.58              | $1.67              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651278 X     | 2036-01-15      | 6.0000%  |  | $0.15              | $0.15              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651161 X     | 2035-12-15      | 6.0000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651686 X     | 2036-01-15      | 6.0000%  |  | $0.58              | $0.60              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 650472 X     | 2035-12-15      | 6.0000%  |  | $0.57              | $0.59              | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG2058 C     | 2054-12-20      | 5.0000%  |  | $1172.76           | $1168.36           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7193 M     | 2051-02-20      | 2.5000%  |  | $1333.41           | $1163.12           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2063 C     | 2055-05-20      | 6.0000%  |  | $136.09            | $142.70            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7556 C     | 2055-08-20      | 5.5000%  |  | $694.44            | $710.09            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF7410 C     | 2054-12-20      | 6.0000%  |  | $1585.61           | $1660.09           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5460 C     | 2055-09-20      | 6.5000%  |  | $564.64            | $590.94            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3594 C     | 2055-07-20      | 6.5000%  |  | $946.27            | $990.36            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA5509 X     | 2047-06-15      | 5.0000%  |  | $87.28             | $87.91             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8767 C     | 2055-06-20      | 6.0000%  |  | $224.82            | $234.64            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7452 C     | 2055-07-20      | 6.5000%  |  | $517.16            | $543.15            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2272 C     | 2055-10-20      | 6.5000%  |  | $602.23            | $630.28            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6346 C     | 2055-11-20      | 6.5000%  |  | $710.92            | $760.34            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6954 M     | 2050-09-20      | 1.5000%  |  | $160.73            | $129.77            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD4716 X     | 2047-10-15      | 4.5000%  |  | $4.76              | $4.73              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7880 M     | 2052-02-20      | 2.0000%  |  | $72.46             | $60.65             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA2485 X     | 2047-04-15      | 4.5000%  |  | $10.47             | $10.60             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2851 C     | 2054-07-20      | 7.0000%  |  | $568.01            | $593.47            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BT3502 X     | 2050-02-15      | 3.5000%  |  | $76.66             | $70.94             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4381 M     | 2047-04-20      | 3.0000%  |  | $85.62             | $78.65             | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DC7177       | 2066-07-15      | 5.7500%  |  | $2974.98           | $3141.78           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6091 M     | 2049-08-20      | 4.0000%  |  | $76.12             | $73.09             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3802 M     | 2046-07-20      | 3.0000%  |  | $3603.15           | $3311.65           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6821 M     | 2050-08-20      | 3.5000%  |  | $137.38            | $127.31            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BL2071 X     | 2049-02-15      | 4.5000%  |  | $11.20             | $11.35             | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5889 C     | 2065-10-20      | 7.0000%  |  | $395.82            | $409.95            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8000 C     | 2055-11-20      | 6.5000%  |  | $631.20            | $662.92            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3728 C     | 2065-11-20      | 6.0000%  |  | $2957.43           | $3044.46           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2273 C     | 2055-11-20      | 6.5000%  |  | $884.09            | $933.70            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN1424 C     | 2055-11-20      | 5.5000%  |  | $1230.97           | $1263.41           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0070 C     | 2055-11-20      | 6.5000%  |  | $2042.35           | $2137.49           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4436 C     | 2055-11-20      | 5.5000%  |  | $1700.69           | $1747.35           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4433 C     | 2055-11-20      | 6.0000%  |  | $558.44            | $581.56            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5116 C     | 2055-11-20      | 5.0000%  |  | $605.80            | $611.01            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6371 C     | 2055-11-20      | 5.0000%  |  | $526.04            | $530.07            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5746 C     | 2055-11-20      | 6.0000%  |  | $2806.72           | $2903.54           | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5816 C     | 2065-11-20      | 6.0000%  |  | $785.82            | $805.96            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5748 C     | 2055-11-20      | 6.0000%  |  | $2881.56           | $2987.13           | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5818 C     | 2065-10-20      | 6.0000%  |  | $725.16            | $743.76            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4445 C     | 2055-11-20      | 6.5000%  |  | $569.96            | $596.51            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL5281 C     | 2065-11-20      | 7.0000%  |  | $1377.67           | $1435.71           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3529 C     | 2055-11-20      | 5.5000%  |  | $1041.76           | $1068.26           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 650724 X     | 2036-01-15      | 6.0000%  |  | $0.71              | $0.72              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 724383 X     | 2039-10-15      | 4.5000%  |  | $0.17              | $0.17              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 724033 X     | 2039-11-15      | 6.0000%  |  | $1.66              | $1.72              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 723892 X     | 2040-04-15      | 4.5000%  |  | $362.31            | $366.90            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 724600 X     | 2040-05-15      | 5.0000%  |  | $19.97             | $20.46             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6337 C     | 2055-11-20      | 6.5000%  |  | $2109.83           | $2201.68           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6358 C     | 2055-11-20      | 5.0000%  |  | $575.63            | $579.87            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4662 C     | 2055-10-20      | 6.0000%  |  | $1378.99           | $1451.97           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3630 C     | 2055-10-20      | 5.0000%  |  | $2512.70           | $2525.69           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3628 C     | 2055-10-20      | 5.0000%  |  | $1221.14           | $1229.41           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4434 C     | 2055-11-20      | 5.5000%  |  | $2561.49           | $2618.39           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3358 C     | 2055-09-20      | 5.5000%  |  | $374.40            | $382.61            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3322 C     | 2055-08-20      | 6.0000%  |  | $185.46            | $193.48            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3319 C     | 2055-08-20      | 5.5000%  |  | $402.27            | $411.18            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3042 C     | 2055-09-20      | 5.5000%  |  | $1688.95           | $1729.06           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 654432 X     | 2036-09-15      | 6.5000%  |  | $25.89             | $27.16             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4337 C     | 2055-11-20      | 5.5000%  |  | $547.69            | $561.12            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4038 C     | 2055-10-20      | 5.0000%  |  | $584.22            | $589.21            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002717 M     | 2029-02-20      | 7.5000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5538 C     | 2055-11-20      | 6.0000%  |  | $2892.89           | $2991.80           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5498 C     | 2055-11-20      | 5.0000%  |  | $1914.28           | $1931.25           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5496 C     | 2055-11-20      | 5.0000%  |  | $729.23            | $736.84            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN5163 C     | 2065-11-20      | 5.5000%  |  | $446.19            | $452.48            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5119 C     | 2055-11-20      | 5.0000%  |  | $726.83            | $731.51            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5118 C     | 2055-11-20      | 5.0000%  |  | $1104.09           | $1111.84           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5117 C     | 2055-11-20      | 5.0000%  |  | $782.85            | $788.83            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5090 C     | 2055-11-20      | 5.5000%  |  | $1867.42           | $1936.23           | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN4794 C     | 2065-11-20      | 6.0000%  |  | $1161.88           | $1190.64           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5321 C     | 2055-11-20      | 6.0000%  |  | $940.69            | $974.04            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5320 C     | 2055-10-20      | 6.0000%  |  | $652.63            | $675.34            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5316 C     | 2055-11-20      | 6.0000%  |  | $888.04            | $920.17            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5315 C     | 2055-11-20      | 6.0000%  |  | $2529.65           | $2619.62           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4350 C     | 2055-11-20      | 6.0000%  |  | $2051.47           | $2131.57           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783396 X     | 2037-04-15      | 6.0000%  |  | $3.79              | $3.98              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005207 M     | 2041-10-20      | 6.0000%  |  | $23.79             | $25.14             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5530 M     | 2048-10-20      | 5.0000%  |  | $315.96            | $323.34            | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF9523 C     | 2048-04-20      | 4.0000%  |  | $22.70             | $21.76             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3106 M     | 2045-09-20      | 4.0000%  |  | $781.05            | $761.49            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 779942 X     | 2026-11-15      | 3.0000%  |  | $2.23              | $2.22              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005259 M     | 2041-12-20      | 4.0000%  |  | $1.19              | $1.16              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783510 X     | 2040-07-15      | 6.5000%  |  | $5.82              | $6.14              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 553461 X     | 2042-01-15      | 3.5000%  |  | $11.68             | $11.05             | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3764 C     | 2065-11-20      | 6.0000%  |  | $965.22            | $993.62            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5836 C     | 2065-10-20      | 6.0000%  |  | $3045.03           | $3129.16           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5135 C     | 2055-11-20      | 6.5000%  |  | $850.04            | $897.94            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5290 C     | 2055-11-20      | 6.0000%  |  | $513.60            | $538.52            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5838 C     | 2065-09-20      | 6.0000%  |  | $2823.67           | $2901.68           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO2237 C     | 2055-11-20      | 6.5000%  |  | $813.60            | $852.75            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5285 C     | 2055-11-20      | 6.5000%  |  | $608.14            | $639.65            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8361 C     | 2055-11-20      | 6.0000%  |  | $532.80            | $553.49            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7157 C     | 2055-11-20      | 6.0000%  |  | $1608.18           | $1682.35           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4432 C     | 2055-11-20      | 5.5000%  |  | $877.89            | $898.74            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5299 C     | 2055-11-20      | 6.0000%  |  | $616.04            | $646.88            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN7554 C     | 2065-11-20      | 6.0000%  |  | $1881.72           | $1928.24           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8227 C     | 2055-11-20      | 6.5000%  |  | $848.04            | $887.55            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN3819 C     | 2055-10-20      | 6.5000%  |  | $788.22            | $824.94            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4019 C     | 2055-11-20      | 5.5000%  |  | $627.86            | $649.43            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3823 C     | 2065-10-20      | 5.5000%  |  | $584.85            | $595.62            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7901 C     | 2055-11-20      | 5.0000%  |  | $2191.39           | $2206.18           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9037 C     | 2055-11-20      | 5.5000%  |  | $970.79            | $996.83            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7903 C     | 2055-11-20      | 5.0000%  |  | $2377.97           | $2392.55           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9678 C     | 2055-11-20      | 5.5000%  |  | $3305.35           | $3386.64           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5097 C     | 2055-11-20      | 6.5000%  |  | $719.21            | $757.82            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8377 C     | 2055-11-20      | 5.5000%  |  | $532.90            | $547.93            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7911 C     | 2055-11-20      | 5.5000%  |  | $3055.21           | $3151.12           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3518 C     | 2055-10-20      | 7.0000%  |  | $1247.52           | $1308.57           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9779 C     | 2055-11-20      | 5.5000%  |  | $1567.79           | $1619.02           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7202 C     | 2055-11-20      | 6.0000%  |  | $602.03            | $632.15            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8389 C     | 2055-11-20      | 6.5000%  |  | $551.40            | $578.31            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7036 C     | 2055-11-20      | 5.5000%  |  | $869.92            | $888.44            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0053 C     | 2055-11-20      | 6.5000%  |  | $587.45            | $614.82            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5497 C     | 2055-11-20      | 5.0000%  |  | $1263.47           | $1276.66           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5781 C     | 2055-11-20      | 5.5000%  |  | $545.54            | $558.50            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0542 C     | 2055-10-20      | 6.5000%  |  | $1148.93           | $1202.45           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1562       | 2060-11-15      | 5.4100%  |  | $2733.56           | $2852.51           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0053 C     | 2055-11-20      | 6.5000%  |  | $1069.54           | $1123.29           | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN5164 C     | 2065-11-20      | 6.0000%  |  | $1887.92           | $1937.76           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN9093 C     | 2055-11-20      | 6.0000%  |  | $1331.30           | $1398.86           | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO4370 C     | 2065-11-20      | 7.0000%  |  | $1889.62           | $1951.13           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7930 C     | 2055-11-20      | 6.5000%  |  | $580.21            | $613.00            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2562 C     | 2055-11-20      | 5.5000%  |  | $852.86            | $881.96            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7885 C     | 2055-11-20      | 6.5000%  |  | $767.24            | $818.70            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6340 C     | 2055-11-20      | 6.5000%  |  | $521.82            | $556.50            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ8587 X     | 2049-10-15      | 3.5000%  |  | $2.25              | $2.10              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4836 M     | 2047-11-20      | 3.0000%  |  | $1466.77           | $1346.02           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5079 M     | 2048-03-20      | 4.5000%  |  | $38.09             | $38.31             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4195 M     | 2047-01-20      | 3.0000%  |  | $150.71            | $138.33            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783590 M     | 2041-06-20      | 4.5000%  |  | $3.29              | $3.34              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3735 M     | 2046-06-20      | 3.0000%  |  | $49.98             | $45.99             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0225 M     | 2042-07-20      | 6.0000%  |  | $12.13             | $12.79             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783610 X     | 2041-11-15      | 4.5000%  |  | $4.11              | $4.15              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0319 M     | 2042-08-20      | 4.0000%  |  | $36.87             | $36.18             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY1184 X     | 2046-11-15      | 2.5000%  |  | $79.88             | $70.13             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5595 M     | 2048-11-20      | 4.0000%  |  | $73.15             | $70.88             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5265 M     | 2048-06-20      | 4.5000%  |  | $37.17             | $37.27             | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783656 M     | 2042-05-20      | 4.0000%  |  | $2641.06           | $2592.39           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9241 M     | 2053-10-20      | 5.5000%  |  | $1.50              | $1.53              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY3841 X     | 2047-03-15      | 5.0000%  |  | $23.34             | $23.84             | Agency Mortgage-Backed Securities |
| GNMA GNII SF AB9541 C     | 2042-12-20      | 3.5000%  |  | $1.99              | $1.85              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 775131 X     | 2041-09-15      | 4.0000%  |  | $418.25            | $409.65            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4651 M     | 2047-08-20      | 3.0000%  |  | $770.09            | $705.36            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB2257 X     | 2047-08-15      | 4.5000%  |  | $153.44            | $152.85            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD7115 X     | 2047-11-15      | 4.5000%  |  | $192.88            | $194.82            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7138 M     | 2051-01-20      | 3.5000%  |  | $405.01            | $376.48            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1119 C     | 2054-06-20      | 7.0000%  |  | $1866.33           | $1953.27           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7539 M     | 2051-08-20      | 5.0000%  |  | $10.90             | $11.11             | Agency Mortgage-Backed Securities |
| GNMA GNII AP 784648 M     | 2048-11-20      | 3.0000%  |  | $654.51            | $593.51            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8876 M     | 2053-05-20      | 4.0000%  |  | $256.88            | $247.10            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781482 X     | 2032-08-15      | 6.0000%  |  | $116.11            | $120.72            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 457801 X     | 2028-08-15      | 7.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 446726 X     | 2028-09-15      | 7.0000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 780914 X     | 2028-11-15      | 6.0000%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 780941 X     | 2028-12-15      | 6.0000%  |  | $0.57              | $0.59              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781057 X     | 2029-06-15      | 5.5000%  |  | $1.26              | $1.27              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002973 M     | 2030-09-20      | 8.0000%  |  | $0.08              | $0.09              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 486056 X     | 2031-02-15      | 7.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781315 X     | 2031-07-15      | 6.5000%  |  | $0.71              | $0.74              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003120 M     | 2031-08-20      | 6.5000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003199 M     | 2032-02-20      | 5.5000%  |  | $0.55              | $0.57              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 576500 X     | 2032-02-15      | 6.0000%  |  | $0.17              | $0.18              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 584363 X     | 2032-05-15      | 6.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003248 M     | 2032-06-20      | 5.5000%  |  | $0.40              | $0.42              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 577638 X     | 2032-08-15      | 6.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5765 M     | 2049-02-20      | 5.0000%  |  | $0.49              | $0.50              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5135 M     | 2048-04-20      | 3.0000%  |  | $88.43             | $81.00             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7888 C     | 2055-11-20      | 6.5000%  |  | $1177.75           | $1253.16           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5741 C     | 2055-10-20      | 5.5000%  |  | $1120.53           | $1161.64           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6344 C     | 2055-11-20      | 6.5000%  |  | $594.99            | $632.63            | Agency Mortgage-Backed Securities |

### Security 5: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.205%, 12/8/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXYH5, C.4 - ISIN: US3130AXYH58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250007.04
- **C.18.a - Value (excl. sponsor support):** $250007.04
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.150%, 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):** $100035.10
- **C.18.a - Value (excl. sponsor support):** $100035.10
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 7: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.185%, 8/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FD2, C.4 - ISIN: US3130B2FD29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100054.53
- **C.18.a - Value (excl. sponsor support):** $100054.53
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.195%, 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):** $200139.12
- **C.18.a - Value (excl. sponsor support):** $200139.12
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 9: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.125%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UR7, C.4 - ISIN: US3130B5UR70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249983.23
- **C.18.a - Value (excl. sponsor support):** $249983.23
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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,  4.170%, 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):** $150043.70
- **C.18.a - Value (excl. sponsor support):** $150043.70
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 11: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.085%, 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):** $500013.45
- **C.18.a - Value (excl. sponsor support):** $500013.45
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 12: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.085%, 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):** $250006.90
- **C.18.a - Value (excl. sponsor support):** $250006.90
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 13: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.050%, 12/26/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TX4, C.4 - ISIN: US3130B6TX41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299995.89
- **C.18.a - Value (excl. sponsor support):** $299995.89
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.050%, 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):** $299994.68
- **C.18.a - Value (excl. sponsor support):** $299994.68
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 15: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.075%, 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):** $499994.17
- **C.18.a - Value (excl. sponsor support):** $499994.17
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 16: 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):** $499816.49
- **C.18.a - Value (excl. sponsor support):** $499816.49
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 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: 3130B7VM3, C.4 - ISIN: US3130B7VM31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99992.44
- **C.18.a - Value (excl. sponsor support):** $99992.44
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: 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):** $99871.37
- **C.18.a - Value (excl. sponsor support):** $99871.37
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 19: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.230%, 10/14/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83C4, C.4 - ISIN: US3130B83C44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149993.22
- **C.18.a - Value (excl. sponsor support):** $149993.22
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 20: 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):** $250066.51
- **C.18.a - Value (excl. sponsor support):** $250066.51
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: 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):** $299909.86
- **C.18.a - Value (excl. sponsor support):** $299909.86
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 22: 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):** $249118.92
- **C.18.a - Value (excl. sponsor support):** $249118.92
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.970%, 1/5/2026
- **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):** $298852.08
- **C.18.a - Value (excl. sponsor support):** $298852.08
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 24: 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):** $149410.94
- **C.18.a - Value (excl. sponsor support):** $149410.94
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 25: 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):** $149259.90
- **C.18.a - Value (excl. sponsor support):** $149259.90
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 26: 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):** $296350.67
- **C.18.a - Value (excl. sponsor support):** $296350.67
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 27: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.140%, 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):** $99995.36
- **C.18.a - Value (excl. sponsor support):** $99995.36
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.130%, 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):** $75027.53
- **C.18.a - Value (excl. sponsor support):** $75027.53
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 29: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.105%, 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):** $24997.04
- **C.18.a - Value (excl. sponsor support):** $24997.04
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 30: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.140%, 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):** $125016.25
- **C.18.a - Value (excl. sponsor support):** $125016.25
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 31: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.200%, 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):** $100041.27
- **C.18.a - Value (excl. sponsor support):** $100041.27
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.155%, 6/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHC8, C.4 - ISIN: US3133ERHC89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250004.25
- **C.18.a - Value (excl. sponsor support):** $250004.25
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.150%, 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):** $100038.02
- **C.18.a - Value (excl. sponsor support):** $100038.02
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 34: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.160%, 6/24/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJD4, C.4 - ISIN: US3133ERJD45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100003.61
- **C.18.a - Value (excl. sponsor support):** $100003.61
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.170%, 7/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100048.16
- **C.18.a - Value (excl. sponsor support):** $100048.16
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.170%, 7/15/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLD1, C.4 - ISIN: US3133ERLD17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100093.26
- **C.18.a - Value (excl. sponsor support):** $100093.26
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.175%, 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):** $175014.99
- **C.18.a - Value (excl. sponsor support):** $175014.99
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 38: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.180%, 7/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMQ1, C.4 - ISIN: US3133ERMQ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150014.37
- **C.18.a - Value (excl. sponsor support):** $150014.37
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.180%, 8/6/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNN7, C.4 - ISIN: US3133ERNN70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150018.30
- **C.18.a - Value (excl. sponsor support):** $150018.30
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.180%, 8/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNW7, C.4 - ISIN: US3133ERNW79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250120.93
- **C.18.a - Value (excl. sponsor support):** $250120.93
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.195%, 8/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQA2, C.4 - ISIN: US3133ERQA23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150028.26
- **C.18.a - Value (excl. sponsor support):** $150028.26
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.190%, 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):** $150100.00
- **C.18.a - Value (excl. sponsor support):** $150100.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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,  4.200%, 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):** $100011.18
- **C.18.a - Value (excl. sponsor support):** $100011.18
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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,  4.200%, 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):** $200051.86
- **C.18.a - Value (excl. sponsor support):** $200051.86
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 45: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.195%, 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):** $100015.57
- **C.18.a - Value (excl. sponsor support):** $100015.57
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 46: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.195%, 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):** $100027.27
- **C.18.a - Value (excl. sponsor support):** $100027.27
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 47: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.185%, 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):** $100059.37
- **C.18.a - Value (excl. sponsor support):** $100059.37
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 48: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.200%, 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):** $250230.00
- **C.18.a - Value (excl. sponsor support):** $250230.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 49: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.130%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAA5, C.4 - ISIN: US3133ETAA52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $59997.63
- **C.18.a - Value (excl. sponsor support):** $59997.63
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.200%, 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):** $99995.17
- **C.18.a - Value (excl. sponsor support):** $99995.17
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.130%, 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):** $200023.89
- **C.18.a - Value (excl. sponsor support):** $200023.89
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.160%, 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):** $174992.98
- **C.18.a - Value (excl. sponsor support):** $174992.98
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.165%, 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):** $99995.46
- **C.18.a - Value (excl. sponsor support):** $99995.46
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.155%, 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):** $249987.72
- **C.18.a - Value (excl. sponsor support):** $249987.72
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-06-04
- **C.13 - Final Legal Maturity Date:** 2027-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.145%, 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):** $249913.25
- **C.18.a - Value (excl. sponsor support):** $249913.25
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.180%, 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):** $199986.07
- **C.18.a - Value (excl. sponsor support):** $199986.07
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.160%, 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):** $149990.42
- **C.18.a - Value (excl. sponsor support):** $149990.42
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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,  4.165%, 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):** $100000.00
- **C.18.a - Value (excl. sponsor support):** $100000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.190%, 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):** $150082.44
- **C.18.a - Value (excl. sponsor support):** $150082.44
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.180%, 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):** $249980.57
- **C.18.a - Value (excl. sponsor support):** $249980.57
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.145%, 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):** $199919.87
- **C.18.a - Value (excl. sponsor support):** $199919.87
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.190%, 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):** $200121.19
- **C.18.a - Value (excl. sponsor support):** $200121.19
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.310%, 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):** $150395.17
- **C.18.a - Value (excl. sponsor support):** $150395.17
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.190%, 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):** $100218.12
- **C.18.a - Value (excl. sponsor support):** $100218.12
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  3.990%, 12/11/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $81347.00          | $85737.59          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $6943.81           | $6437.92           | U.S. Treasuries (including strips)        |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips)        |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  |  | $0.89              | $0.44              | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $0.33              | $0.25              | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AD 30     | 2030-09-30      | 3.6250%  |  | $23410.33          | $23599.15          | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AB 28     | 2028-07-31      | 4.1250%  |  | $1972.19           | $2031.22           | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $0.28              | $0.26              | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  |  | $1596.03           | $1578.09           | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $8372.81           | $8204.15           | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $83.22             | $78.47             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  |  | $22148.64          | $21877.54          | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  |  | $34721.67          | $34202.41          | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  |  | $2996.22           | $2968.25           | U.S. Treasuries (including strips)        |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR BILL 01/15/26        | 2026-01-15      | 0.0000%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR BILL 01/02/26        | 2026-01-02      | 0.0000%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $245.42            | $241.57            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $22830.00          | $23550.55          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  |  | $10381.19          | $10565.66          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  |  | $13888.86          | $14089.00          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $6802.81           | $7175.29           | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  |  | $2724.72           | $2773.18           | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $0.44              | $0.39              | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $9444.42           | $9620.34           | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE K 26      | 2026-04-30      | 2.3750%  |  | $13888.86          | $13833.01          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $9048.56           | $9451.21           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $6944.42           | $7123.35           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE N 32          | 2032-07-31      | 4.0000%  |  | $15277.75          | $15712.15          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $7749.94           | $8115.17           | U.S. Treasuries (including strips)        |
| USTR 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  |  | $0.28              | $0.31              | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  |  | $9386.11           | $9292.46           | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  |  | $1386.00           | $1316.17           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $0.22              | $0.23              | U.S. Treasuries (including strips)        |
| GNMA GNRA 2021-08O FJ     | 2071-05-20      | 5.5989%  |  | $217.75            | $220.72            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-02O EF     | 2071-01-20      | 5.4204%  |  | $184.23            | $186.31            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-22O EF     | 2070-12-20      | 5.4204%  |  | $184.37            | $186.47            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-05O FE     | 2071-03-20      | 5.5989%  |  | $73.11             | $73.99             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-07O FC     | 2071-05-20      | 5.3338%  |  | $450.88            | $456.17            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-20O FA     | 2069-12-20      | 4.9704%  |  | $127.99            | $128.37            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-6O DF      | 2068-04-20      | 4.8619%  |  | $592.70            | $592.45            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O CF      | 2068-03-20      | 4.9335%  |  | $163.69            | $163.86            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H06 MB     | 2063-01-20      | 4.1403%  |  | $13.68             | $13.61             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FE      | 2068-01-20      | 5.0994%  |  | $315.89            | $317.51            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  |  | $0.11              | $0.11              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-06O FL     | 2071-04-20      | 5.9489%  |  | $451.57            | $458.30            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FD      | 2068-11-20      | 4.5704%  |  | $145.67            | $145.53            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-22O AF     | 2070-12-20      | 5.4404%  |  | $156.76            | $158.60            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FQ      | 2067-06-20      | 4.6774%  |  | $143.72            | $144.56            | Agency Collateralized Mortgage Obligation |
| TVDB 3.50 TVBD 42 B       | 2042-12-15      | 3.5000%  |  | $106.11            | $91.94             | Agency Debentures and Agency Strips       |
| FMAC 2.22 FMNT GB21-40K0  | 2040-07-13      | 2.2200%  |  | $5555.56           | $4096.81           | Agency Debentures and Agency Strips       |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  |  | $2725.28           | $2277.73           | Agency Debentures and Agency Strips       |
| FHLB 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  |  | $925.00            | $902.99            | Agency Debentures and Agency Strips       |
| FMAC FEPC 05.000 CLRJ4134 | 2055-05-01      | 5.0000%  |  | $8048.69           | $8120.70           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2198 | 2054-08-01      | 5.5000%  |  | $5136.54           | $5280.64           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  |  | $18435.72          | $19376.13          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6384 | 2055-10-01      | 6.0000%  |  | $1599.95           | $1646.35           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6326 | 2055-10-01      | 6.5000%  |  | $376.01            | $396.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $0.27              | $0.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0597 | 2055-06-01      | 6.5000%  |  | $0.26              | $0.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  |  | $5358.76           | $5489.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0074 | 2055-03-01      | 5.5000%  |  | $20558.28          | $21045.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2834 | 2046-11-01      | 3.0000%  |  | $0.21              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3790 | 2052-06-01      | 4.5000%  |  | $0.21              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5850 | 2048-03-01      | 3.5000%  |  | $383.65            | $364.63            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4918 | 2032-10-01      | 4.5900%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW7379 | 2052-12-01      | 5.0000%  |  | $0.26              | $0.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  |  | $34502.43          | $35319.41          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYAN9591 | 2030-08-01      | 3.7500%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HY109543 | 2030-08-01      | 3.8600%  |  | $0.53              | $0.52              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9263 | 2053-06-01      | 5.0000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  |  | $8316.97           | $8564.48           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ9769 | 2054-12-01      | 5.0000%  |  | $822.85            | $827.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4297 | 2053-11-01      | 6.0000%  |  | $14237.94          | $14885.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0018 | 2049-06-01      | 3.0000%  |  | $10890.36          | $9971.24           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2836 | 2042-03-01      | 3.5000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3755 | 2042-09-01      | 3.5000%  |  | $4024.48           | $3891.70           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7537 | 2052-06-01      | 4.5000%  |  | $20207.94          | $20088.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  |  | $2477.63           | $2611.68           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $1517.43           | $1543.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  |  | $6749.44           | $6755.08           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4696 | 2054-02-01      | 6.0000%  |  | $8038.59           | $8431.72           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4559 | 2055-10-01      | 6.0000%  |  | $4575.57           | $4722.24           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3710 | 2055-03-01      | 5.0000%  |  | $1454.48           | $1470.20           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6374 | 2055-10-01      | 6.5000%  |  | $320.15            | $336.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9848 | 2055-08-01      | 6.0000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  |  | $2.38              | $2.55              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  |  | $369.40            | $387.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2093 | 2055-08-01      | 6.0000%  |  | $113.17            | $116.46            | Agency Mortgage-Backed Securities         |

### Security 66: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.070%, 12/26/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $398918.78
- **C.18.a - Value (excl. sponsor support):** $398918.78
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.860%, 12/26/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249324.24
- **C.18.a - Value (excl. sponsor support):** $249324.24
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: 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):** $795634.70
- **C.18.a - Value (excl. sponsor support):** $795634.70
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.025%, 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):** $795634.70
- **C.18.a - Value (excl. sponsor support):** $795634.70
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 70: 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):** $99176.09
- **C.18.a - Value (excl. sponsor support):** $99176.09
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 71: 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):** $791110.80
- **C.18.a - Value (excl. sponsor support):** $791110.80
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.715%, 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):** $741666.38
- **C.18.a - Value (excl. sponsor support):** $741666.38
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 73: 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):** $739615.83
- **C.18.a - Value (excl. sponsor support):** $739615.83
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 74: 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):** $393341.78
- **C.18.a - Value (excl. sponsor support):** $393341.78
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.955%, 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):** $98335.45
- **C.18.a - Value (excl. sponsor support):** $98335.45
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.930%, 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):** $786683.57
- **C.18.a - Value (excl. sponsor support):** $786683.57
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.690%, 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):** $737515.85
- **C.18.a - Value (excl. sponsor support):** $737515.85
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.150%, 12/4/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249919.38
- **C.18.a - Value (excl. sponsor support):** $249919.38
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 1.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.940%, 6/11/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $392391.47
- **C.18.a - Value (excl. sponsor support):** $392391.47
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.150%, 12/11/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $799130.00
- **C.18.a - Value (excl. sponsor support):** $799130.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.925%, 7/9/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $685087.67
- **C.18.a - Value (excl. sponsor support):** $685087.67
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  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):** $796205.87
- **C.18.a - Value (excl. sponsor support):** $796205.87
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 83: 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):** $398102.94
- **C.18.a - Value (excl. sponsor support):** $398102.94
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 84: 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):** $695629.66
- **C.18.a - Value (excl. sponsor support):** $695629.66
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 85: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.210%, 12/2/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199978.19
- **C.18.a - Value (excl. sponsor support):** $199978.19
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.960%, 12/2/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1499836.41
- **C.18.a - Value (excl. sponsor support):** $1499836.41
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 1.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 12/16/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $499186.56
- **C.18.a - Value (excl. sponsor support):** $499186.56
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.960%, 12/16/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1198047.74
- **C.18.a - Value (excl. sponsor support):** $1198047.74
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 3.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.900%, 12/23/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1496426.22
- **C.18.a - Value (excl. sponsor support):** $1496426.22
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.905%, 12/30/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $996877.47
- **C.18.a - Value (excl. sponsor support):** $996877.47
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **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 91: 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):** $727853.60
- **C.18.a - Value (excl. sponsor support):** $727853.60
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 92: 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):** $296447.94
- **C.18.a - Value (excl. sponsor support):** $296447.94
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 93: 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):** $447010.00
- **C.18.a - Value (excl. sponsor support):** $447010.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 94: 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):** $345394.49
- **C.18.a - Value (excl. sponsor support):** $345394.49
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 95: 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):** $744004.83
- **C.18.a - Value (excl. sponsor support):** $744004.83
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 96: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.705%, 3/3/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $742915.04
- **C.18.a - Value (excl. sponsor support):** $742915.04
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: 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):** $724025.39
- **C.18.a - Value (excl. sponsor support):** $724025.39
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 98: 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):** $435518.52
- **C.18.a - Value (excl. sponsor support):** $435518.52
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 99: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 4/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98749.22
- **C.18.a - Value (excl. sponsor support):** $98749.22
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 5/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $147787.50
- **C.18.a - Value (excl. sponsor support):** $147787.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.625%, 7/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $195960.31
- **C.18.a - Value (excl. sponsor support):** $195960.31
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.125%, 10/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $195464.06
- **C.18.a - Value (excl. sponsor support):** $195464.06
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  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):** $352570.31
- **C.18.a - Value (excl. sponsor support):** $352570.31
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 104: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.625%, 6/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200979.69
- **C.18.a - Value (excl. sponsor support):** $200979.69
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.750%, 8/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200045.94
- **C.18.a - Value (excl. sponsor support):** $200045.94
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.500%, 9/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149786.72
- **C.18.a - Value (excl. sponsor support):** $149786.72
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.985%, 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):** $500130.16
- **C.18.a - Value (excl. sponsor support):** $500130.16
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.878%, 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):** $999121.33
- **C.18.a - Value (excl. sponsor support):** $999121.33
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **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 109: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.940%, 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):** $999726.00
- **C.18.a - Value (excl. sponsor support):** $999726.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **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 110: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia, REPO,  4.090%, 12/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 921AZS005, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $9066000.00
- **C.18.a - Value (excl. sponsor support):** $9066000.00
- **C.19 - Percentage of Net Assets:** 12.2500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $3081186.63        | $2312245.02        | U.S. Treasuries (including strips) |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $270102.03         | $272030.02         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  |  | $460407.28         | $454709.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  |  | $450929.83         | $445396.92         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1421 | 2052-07-01      | 4.5000%  |  | $634086.89         | $629070.63         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN2395 | 2049-01-01      | 4.5000%  |  | $2.55              | $2.54              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0865 | 2055-08-01      | 6.0000%  |  | $257.35            | $269.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8559 | 2054-05-01      | 7.0000%  |  | $127976.49         | $137382.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  |  | $154218.89         | $155828.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB4637 | 2052-09-01      | 6.0000%  |  | $8.78              | $9.11              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4736 | 2049-11-01      | 3.0000%  |  | $247557.55         | $222379.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH5685 | 2047-06-01      | 4.0000%  |  | $6704.16           | $6549.50           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAV6962 | 2044-07-01      | 4.0000%  |  | $0.62              | $0.61              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAQ3405 | 2032-11-01      | 3.5000%  |  | $0.73              | $0.72              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAP3886 | 2042-10-01      | 3.5000%  |  | $195.68            | $187.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWAI8582 | 2027-09-01      | 3.0000%  |  | $0.27              | $0.27              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  |  | $472499.29         | $475725.99         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $451988.52         | $459787.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAO5261 | 2042-06-01      | 3.5000%  |  | $12131.47          | $11633.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL2496 | 2042-02-01      | 4.0000%  |  | $3300.78           | $3243.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CVAT7753 | 2028-07-01      | 2.5000%  |  | $1689.89           | $1662.07           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2405 | 2052-11-01      | 5.0000%  |  | $36525.72          | $37068.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ6709 | 2048-04-01      | 4.0000%  |  | $24143.12          | $23533.94          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  |  | $406113.74         | $409054.00         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8531 | 2053-02-01      | 5.0000%  |  | $102275.83         | $103640.18         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $440313.67         | $449571.27         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  |  | $471093.56         | $453549.57         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $248779.63         | $253772.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1010 | 2055-09-01      | 5.5000%  |  | $1879432.73        | $1932165.86        | Agency Mortgage-Backed Securities  |

### Security 111: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  4.090%, 12/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 13.5200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR TINT 08/15/30         | 2030-08-15      | 0.0000%  |  | $2972972.97        | $2501120.54        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/30         | 2030-02-15      | 0.0000%  |  | $21854.05          | $18753.86          | U.S. Treasuries (including strips) |
| USTR TINT 05/15/30         | 2030-05-15      | 0.0000%  |  | $2899227.03        | $2464128.43        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/29         | 2029-05-15      | 0.0000%  |  | $384659.17         | $339870.23         | U.S. Treasuries (including strips) |
| USTR TINT 05/15/28         | 2028-05-15      | 0.0000%  |  | $248.65            | $227.99            | U.S. Treasuries (including strips) |
| USTR TINT 02/15/27         | 2027-02-15      | 0.0000%  |  | $27308.11          | $26153.52          | U.S. Treasuries (including strips) |
| USTR TINT 05/15/26         | 2026-05-15      | 0.0000%  |  | $84551.35          | $83106.62          | U.S. Treasuries (including strips) |
| USTR TINT 11/15/31         | 2031-11-15      | 0.0000%  |  | $20989.19          | $16758.67          | U.S. Treasuries (including strips) |
| USTR TINT 11/15/30         | 2030-11-15      | 0.0000%  |  | $2027027.03        | $1688276.35        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/34         | 2034-02-15      | 0.0000%  |  | $677103.68         | $487696.79         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/33         | 2033-08-15      | 0.0000%  |  | $174194.59         | $128476.70         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/32         | 2032-08-15      | 0.0000%  |  | $26075.68          | $20131.41          | U.S. Treasuries (including strips) |
| USTR TINT 02/15/32         | 2032-02-15      | 0.0000%  |  | $180448.65         | $142435.16         | U.S. Treasuries (including strips) |
| USTR 2 TPRN F 26           | 2026-11-15      | 0.0000%  |  | $2664.86           | $2572.66           | U.S. Treasuries (including strips) |
| USTR TINT 08/15/35         | 2035-08-15      | 0.0000%  |  | $810.81            | $541.64            | U.S. Treasuries (including strips) |
| USTR 4 1/8 TPRN F 32       | 2032-11-15      | 0.0000%  |  | $3783.78           | $2916.12           | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34           | 2034-02-15      | 4.0000%  |  | $41674.59          | $42557.39          | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN B 26       | 2026-02-15      | 0.0000%  |  | $6686.49           | $6632.77           | U.S. Treasuries (including strips) |
| USTR TINT 02/15/29         | 2029-02-15      | 0.0000%  |  | $742560.54         | $662381.08         | U.S. Treasuries (including strips) |
| USTR TINT 11/15/29         | 2029-11-15      | 0.0000%  |  | $837837.84         | $726180.86         | U.S. Treasuries (including strips) |
| USTR TINT 05/15/32         | 2032-05-15      | 0.0000%  |  | $270272.43         | $211010.34         | U.S. Treasuries (including strips) |
| USTR 0 3/4 TPRN W 26       | 2026-03-31      | 0.0000%  |  | $1335.14           | $1318.28           | U.S. Treasuries (including strips) |
| FMAC FHLMC REMIC SERIES K- | 2029-06-25      | 2.9030%  |  | $256033.45         | $248919.12         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788082 M      | 2049-01-20      | 3.5000%  |  | $407380.66         | $383726.92         | Agency Mortgage-Backed Securities  |

### Security 112: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  3.970%, 12/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA MNRM CL0212A2 R19M02 | 2031-02-25      | 2.3500%  |  | $3651.07           | $3421.60           | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011 | 2039-07-25      | 2.9440%  |  | $81.68             | $76.03             | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL006A2 R16M006 | 2026-05-25      | 2.4880%  |  | $1880.06           | $1866.49           | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014 | 2027-09-25      | 2.9716%  |  | $2031.65           | $2001.98           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A1 R22M003 | 2031-11-25      | 1.7641%  |  | $3233.21           | $3022.29           | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL004AL R16M004 | 2039-01-25      | 3.2730%  |  | $38.53             | $36.40             | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL006A2 R23M006 | 2028-07-25      | 4.1900%  |  | $2862.03           | $2885.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3397 | 2055-10-01      | 5.5000%  |  | $283.40            | $288.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  |  | $4572.51           | $3912.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5853 | 2055-10-01      | 5.5000%  |  | $3446.04           | $3505.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3632 | 2055-03-01      | 5.0000%  |  | $27745.58          | $27847.85          | Agency Mortgage-Backed Securities         |
| FMAC FERA 5420EF 06/25/54 | 2054-06-25      | 5.4218%  |  | $6198.48           | $6230.96           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FA R25F060 | 2055-08-25      | 5.4218%  |  | $15238.96          | $15333.31          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC046FL R25F046 | 2055-06-25      | 5.5718%  |  | $35220.71          | $35366.75          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FH R24F103 | 2055-01-25      | 5.3218%  |  | $8734.83           | $8760.81           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FE R24F103 | 2055-01-25      | 5.3718%  |  | $5610.51           | $5630.86           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.4218%  |  | $15153.71          | $15193.96          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082BF R24F082 | 2054-11-25      | 5.4218%  |  | $16239.43          | $16318.81          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 5.0718%  |  | $2285.16           | $2293.83           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033QF R24F033 | 2054-03-25      | 5.0718%  |  | $11854.67          | $11899.81          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL026FC R24F026 | 2054-05-25      | 5.3218%  |  | $5890.49           | $5913.97           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL015FD R24F015 | 2054-04-25      | 5.4218%  |  | $5994.48           | $6024.39           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5572FM 09/25/55 | 2055-09-25      | 5.1718%  |  | $17945.97          | $17972.02          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549HF 06/25/55 | 2055-06-25      | 6.0000%  |  | $21885.02          | $22117.89          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549DF 06/25/55 | 2055-06-25      | 5.4718%  |  | $221.60            | $222.60            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FW 05/25/55 | 2055-05-25      | 6.0000%  |  | $16045.04          | $16219.88          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FC 05/25/55 | 2055-05-25      | 5.5718%  |  | $7080.16           | $7139.08           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513FD 01/25/55 | 2055-01-25      | 5.4218%  |  | $4829.19           | $4855.69           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5503FE 02/25/55 | 2055-02-25      | 5.5218%  |  | $9315.25           | $9373.92           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5491FA 01/25/55 | 2055-01-25      | 5.3718%  |  | $18871.00          | $18954.29          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FH 04/25/54 | 2054-04-25      | 5.5218%  |  | $174.47            | $175.67            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FE 02/25/54 | 2054-02-25      | 5.5218%  |  | $6019.09           | $6054.36           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5473FQ 11/25/54 | 2054-11-25      | 5.4518%  |  | $7603.57           | $7643.05           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5473FB 11/25/54 | 2054-11-25      | 5.3718%  |  | $27844.41          | $27845.34          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FC 02/25/55 | 2055-02-25      | 6.0000%  |  | $9791.05           | $9905.27           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL009FC R25F009 | 2055-03-25      | 5.3718%  |  | $47362.22          | $47579.79          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05549F 06/25/55 | 2055-06-25      | 6.0000%  |  | $21885.02          | $22129.49          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088FA R24F088 | 2054-12-25      | 5.0718%  |  | $28832.11          | $28923.38          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL024CA R24F024 | 2054-05-25      | 0.1250%  |  | $42787.74          | $35962.96          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54 | 2054-12-25      | 5.5218%  |  | $10440.42          | $10514.29          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508JF 02/25/55 | 2055-02-25      | 5.4218%  |  | $16071.41          | $16152.91          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5582FM 10/25/55 | 2055-10-25      | 5.1218%  |  | $14803.36          | $14805.24          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54 | 2054-12-25      | 5.5718%  |  | $6485.54           | $6538.94           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5475FA 11/25/54 | 2054-11-25      | 5.1718%  |  | $6120.39           | $6131.24           | Agency Collateralized Mortgage Obligation |

### Security 113: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.950%, 12/5/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.500 CLBX6188 | 2053-02-01      | 5.5000%  |  | $6942.28           | $7167.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7868 | 2054-01-01      | 6.5000%  |  | $5547.54           | $5795.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS0913 | 2051-09-01      | 2.0000%  |  | $6398.34           | $5271.42           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH1709 | 2053-10-01      | 6.0000%  |  | $5151.52           | $5430.24           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6335 | 2055-06-01      | 6.0000%  |  | $5176.66           | $5356.95           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA2883 | 2053-08-01      | 3.5000%  |  | $5833.70           | $5438.72           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1314 | 2052-11-01      | 5.5000%  |  | $6485.43           | $6794.86           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8204 | 2052-04-01      | 2.0000%  |  | $6468.81           | $5317.86           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB0325 | 2035-04-01      | 2.5000%  |  | $7427.63           | $7078.24           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 ZLZT2486 | 2045-04-01      | 3.0000%  |  | $7030.13           | $6560.84           | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G16087 G | 2032-02-01      | 2.5000%  |  | $5446.56           | $5283.68           | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G16067 G | 2031-11-01      | 2.5000%  |  | $7790.93           | $7568.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAL4051 | 2033-08-01      | 3.5000%  |  | $7120.23           | $7021.73           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM1422 | 2032-03-01      | 2.5000%  |  | $7438.87           | $7206.58           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8218 | 2052-06-01      | 2.0000%  |  | $7740.80           | $6361.14           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG4793 | 2053-06-01      | 5.0000%  |  | $6415.81           | $6485.72           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0051 | 2055-09-01      | 6.5000%  |  | $5567.55           | $5798.78           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4707 | 2055-08-01      | 6.5000%  |  | $5471.34           | $5745.22           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ0692 | 2054-01-01      | 5.5000%  |  | $6950.36           | $7087.17           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL3368 | 2055-12-01      | 6.0000%  |  | $5277.78           | $5432.76           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3114 | 2053-11-01      | 5.5000%  |  | $6771.12           | $6933.78           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL2662 | 2054-07-01      | 6.5000%  |  | $5295.56           | $5581.30           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSL2648 | 2052-02-01      | 2.0000%  |  | $6686.97           | $5525.31           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CTFA2708 | 2042-03-01      | 1.5000%  |  | $6211.81           | $5317.69           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA2377 | 2052-06-01      | 3.0000%  |  | $6153.63           | $5585.84           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1669 | 2048-07-01      | 3.5000%  |  | $7477.68           | $7143.84           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA0895 | 2052-04-01      | 2.5000%  |  | $7056.63           | $6147.02           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA0879 | 2051-11-01      | 2.5000%  |  | $6034.92           | $5195.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8493 | 2054-05-01      | 6.0000%  |  | $7125.27           | $7381.42           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5905 | 2053-03-01      | 5.5000%  |  | $7340.13           | $7516.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB2058 | 2051-11-01      | 2.0000%  |  | $7634.69           | $6305.34           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA4511 | 2034-11-01      | 2.5000%  |  | $6310.85           | $6041.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX7770 | 2053-03-01      | 5.5000%  |  | $5879.45           | $6064.93           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBP6546 | 2050-08-01      | 3.0000%  |  | $6145.23           | $5540.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM3504 | 2031-03-01      | 2.5000%  |  | $5595.08           | $5482.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF2663 | 2055-11-01      | 5.5000%  |  | $5516.06           | $5630.87           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1708 | 2055-10-01      | 6.5000%  |  | $5588.41           | $5846.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9131 | 2055-10-01      | 6.0000%  |  | $5160.13           | $5406.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE2956 | 2055-07-01      | 6.0000%  |  | $5781.21           | $5969.53           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8923 | 2055-09-01      | 5.5000%  |  | $6668.29           | $6812.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC7781 | 2054-12-01      | 6.5000%  |  | $5965.72           | $6213.13           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB3868 | 2054-05-01      | 6.0000%  |  | $6491.54           | $6684.91           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI8447 | 2054-06-01      | 6.0000%  |  | $6320.80           | $6516.15           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PRE6163 | 2055-09-01      | 6.5000%  |  | $5125.14           | $5272.45           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH0106 | 2053-08-01      | 5.5000%  |  | $6282.97           | $6407.50           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8937 | 2053-03-01      | 5.5000%  |  | $5198.70           | $5375.58           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC0096 | 2051-03-01      | 3.0000%  |  | $6433.20           | $5817.80           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB3450 | 2050-08-01      | 2.0000%  |  | $8915.63           | $7357.45           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1310 | 2055-06-01      | 5.5000%  |  | $6854.66           | $7010.36           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ9019 | 2055-11-01      | 5.5000%  |  | $5596.88           | $5725.65           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ9819 | 2055-12-01      | 5.0000%  |  | $6206.16           | $6237.11           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7484 | 2055-11-01      | 5.5000%  |  | $5193.81           | $5300.25           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7361 | 2055-11-01      | 5.5000%  |  | $1663.86           | $1701.67           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ6754 | 2055-11-01      | 6.0000%  |  | $7039.86           | $7269.19           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ1319 | 2055-07-01      | 5.5000%  |  | $6877.17           | $6999.89           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY7252 | 2055-07-01      | 6.0000%  |  | $7212.01           | $7486.00           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX2029 | 2055-01-01      | 6.5000%  |  | $7297.05           | $7637.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5817 | 2055-07-01      | 6.5000%  |  | $5494.16           | $5652.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  |  | $5486.06           | $5642.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  |  | $5623.22           | $5723.90           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  |  | $7301.78           | $6002.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS8707 | 2054-08-01      | 5.5000%  |  | $5136.89           | $5271.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM9773 | 2036-10-01      | 2.0000%  |  | $5704.31           | $5299.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CTFA3334 | 2044-12-01      | 5.0000%  |  | $6790.03           | $6936.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFA3290 | 2038-02-01      | 2.5000%  |  | $5840.80           | $5537.65           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1663 | 2055-06-01      | 6.0000%  |  | $5782.98           | $5973.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6729 | 2054-12-01      | 5.0000%  |  | $5139.48           | $5172.96           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8525 | 2055-04-01      | 6.0000%  |  | $5963.34           | $6133.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8515 | 2055-05-01      | 6.5000%  |  | $4972.13           | $5302.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0104 | 2051-02-01      | 3.5000%  |  | $6163.03           | $5891.06           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL1580 | 2051-12-01      | 3.0000%  |  | $7787.91           | $7052.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5847 | 2055-09-01      | 6.5000%  |  | $5506.48           | $5637.93           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF2250 | 2055-10-01      | 6.0000%  |  | $7044.11           | $7425.27           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $5739.87           | $5779.07           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CTMA5833 | 2045-09-01      | 5.0000%  |  | $6143.09           | $6230.49           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0032 | 2040-10-01      | 5.0000%  |  | $6896.95           | $7006.54           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  |  | $6111.11           | $6284.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFA3291 | 2037-04-01      | 3.0000%  |  | $5328.78           | $5233.74           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ9306 | 2055-12-01      | 5.0000%  |  | $5165.64           | $5200.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4933 | 2055-11-01      | 6.0000%  |  | $5035.20           | $5295.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4662 | 2055-10-01      | 6.0000%  |  | $5761.51           | $5963.45           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7330 | 2055-11-01      | 5.5000%  |  | $6902.04           | $7044.81           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ7108 | 2055-11-01      | 6.0000%  |  | $6004.97           | $6323.30           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ9362 | 2055-10-01      | 5.5000%  |  | $5621.04           | $5737.32           | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  4.080%, 1/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $15232.30          | $15516.04          | U.S. Treasuries (including strips)        |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.1531%  |  | $2852.50           | $2538.97           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5825%  |  | $1853.32           | $1772.78           | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.5394%  |  | $2294.88           | $2208.80           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2861%  |  | $1.05              | $0.92              | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.5172%  |  | $6375.04           | $5664.21           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL01SA1 R21M01S | 2030-12-25      | 0.8330%  |  | $109.14            | $102.24            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  |  | $160.69            | $154.63            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  |  | $22.90             | $21.07             | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  |  | $5795.39           | $5474.59           | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.1989%  |  | $887.10            | $840.67            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  |  | $915.67            | $880.57            | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.1655%  |  | $2838.82           | $2806.44           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.6252%  |  | $1407.93           | $1436.78           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3633%  |  | $2700.91           | $2402.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  |  | $7199.44           | $5998.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBE7475 | 2047-02-01      | 3.5000%  |  | $1385.71           | $1316.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE7474 | 2047-02-01      | 4.0000%  |  | $2096.37           | $2046.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE1808 | 2046-11-01      | 4.0000%  |  | $198.33            | $192.86            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBD9908 | 2052-11-01      | 3.8640%  |  | $2759.93           | $2738.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2272 | 2055-06-01      | 6.0000%  |  | $767.24            | $792.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7768 | 2055-05-01      | 5.0000%  |  | $4692.09           | $4715.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9792 | 2055-01-01      | 6.0000%  |  | $2949.76           | $3042.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7716 | 2054-12-01      | 6.0000%  |  | $0.44              | $0.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC5413 | 2054-12-01      | 6.5000%  |  | $538.72            | $564.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC4052 | 2054-10-01      | 5.5000%  |  | $842.90            | $857.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2263 | 2054-08-01      | 6.0000%  |  | $1165.51           | $1201.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 NP257135 | 2038-03-01      | 5.5000%  |  | $11.73             | $12.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1985 | 2054-09-01      | 5.5000%  |  | $182.62            | $187.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA4697 | 2049-11-01      | 5.0000%  |  | $103.52            | $107.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5588 | 2054-05-01      | 5.5000%  |  | $2299.66           | $2361.87           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  |  | $29.99             | $30.83             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI4480 | 2054-03-01      | 6.0000%  |  | $37.97             | $39.20             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9264 | 2053-06-01      | 5.5000%  |  | $44478.61          | $45794.19          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9080 | 2053-05-01      | 6.5000%  |  | $29.12             | $30.85             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9079 | 2053-05-01      | 6.5000%  |  | $34.65             | $36.76             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  |  | $262.84            | $268.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8215 | 2052-11-01      | 6.0000%  |  | $5884.63           | $6131.09           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  |  | $254.35            | $253.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  |  | $1460.02           | $1451.37           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA1300 | 2049-08-01      | 5.5000%  |  | $231.21            | $242.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ6455 | 2054-09-01      | 6.5000%  |  | $774.71            | $808.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO7345 | 2042-08-01      | 4.0000%  |  | $44.14             | $43.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO3178 | 2042-06-01      | 4.0000%  |  | $105.67            | $104.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2978 | 2042-05-01      | 3.5000%  |  | $176.52            | $170.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  |  | $76.98             | $73.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL9918 | 2047-02-01      | 3.5000%  |  | $0.13              | $0.12              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7946 | 2046-01-01      | 3.5000%  |  | $1561.57           | $1494.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  |  | $43.46             | $43.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4614 | 2031-07-01      | 4.5000%  |  | $68.35             | $68.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI3666 | 2041-05-01      | 5.5000%  |  | $78.08             | $81.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2649 | 2041-06-01      | 5.5000%  |  | $88.97             | $92.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9893 | 2041-03-01      | 5.5000%  |  | $97.07             | $100.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH6108 | 2041-03-01      | 5.5000%  |  | $123.29            | $128.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH0277 | 2040-12-01      | 5.5000%  |  | $84.38             | $87.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.940 MY465990 | 2027-07-01      | 5.9390%  |  | $1388.86           | $1391.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545304 | 2031-11-01      | 7.5000%  |  | $12.82             | $13.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL753942 | 2033-12-01      | 5.5000%  |  | $60.64             | $61.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8170 | 2054-03-01      | 6.5000%  |  | $5337.09           | $5691.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN5423 | 2049-04-01      | 3.5000%  |  | $1949.70           | $1846.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP1243 | 2037-08-01      | 3.5000%  |  | $69.55             | $68.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2153 | 2042-04-01      | 3.5000%  |  | $1235.00           | $1194.00           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8770 | 2050-03-01      | 3.0000%  |  | $420.73            | $384.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3339 | 2049-04-01      | 4.5000%  |  | $1065.71           | $1069.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6241 | 2053-11-01      | 6.0000%  |  | $16643.61          | $17422.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS6793 | 2053-06-01      | 4.0000%  |  | $67.75             | $65.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7416 | 2053-11-01      | 5.5000%  |  | $24427.62          | $24939.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7767 | 2048-07-01      | 4.5000%  |  | $1400.88           | $1402.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7471 | 2048-12-01      | 4.0000%  |  | $1254.02           | $1225.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7309 | 2053-10-01      | 6.5000%  |  | $5665.54           | $6033.96           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZJ1456 | 2041-03-01      | 5.0000%  |  | $25.71             | $26.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8157 | 2046-10-01      | 4.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  |  | $273.25            | $278.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAL3797 | 2028-06-01      | 2.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q20120 G | 2043-07-01      | 4.5000%  |  | $59.03             | $58.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAV1839 | 2033-12-01      | 3.5000%  |  | $97.54             | $95.47             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A92096 G | 2040-05-01      | 5.5000%  |  | $143.88            | $150.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH8664 | 2047-09-01      | 4.0000%  |  | $180.72            | $177.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1630 | 2054-08-01      | 7.0000%  |  | $1157.53           | $1233.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH4838 | 2041-01-01      | 5.5000%  |  | $78.16             | $81.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9421 | 2041-04-01      | 5.5000%  |  | $90.97             | $94.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY8199 | 2045-04-01      | 3.0000%  |  | $384.48            | $355.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5376 | 2045-07-01      | 3.5000%  |  | $8114.21           | $7735.67           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6728 | 2053-07-01      | 6.0000%  |  | $797.91            | $821.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9203 | 2054-09-01      | 6.0000%  |  | $0.42              | $0.44              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA7061 | 2050-09-01      | 3.5000%  |  | $6650.04           | $6329.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB6796 | 2054-07-01      | 6.5000%  |  | $1169.84           | $1231.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW7061 | 2052-10-01      | 5.0000%  |  | $15.96             | $16.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO1163 | 2049-07-01      | 3.5000%  |  | $876.09            | $831.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6945 | 2045-05-01      | 3.5000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9466 | 2047-04-01      | 4.0000%  |  | $8130.02           | $7934.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4633 | 2053-05-01      | 5.5000%  |  | $5807.31           | $6050.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 I3BF0558 | 2049-12-01      | 5.0000%  |  | $741.16            | $765.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5137 | 2053-09-01      | 5.0000%  |  | $0.42              | $0.43              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  |  | $714.11            | $701.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW7037 | 2052-09-01      | 5.0000%  |  | $618.48            | $630.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5990 | 2053-03-01      | 5.5000%  |  | $6605.41           | $6763.08           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 760011 G        | 2045-04-01      | 5.1230%  |  | $2157.67           | $2199.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9408 | 2054-10-01      | 5.5000%  |  | $0.45              | $0.46              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS5313 | 2050-01-01      | 3.5000%  |  | $0.41              | $0.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1056 | 2047-04-01      | 4.0000%  |  | $2290.11           | $2235.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV9286 | 2052-07-01      | 5.0000%  |  | $1451.84           | $1481.30           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07922 G | 2044-01-01      | 3.5000%  |  | $306.69            | $294.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR5244 | 2051-02-01      | 2.5000%  |  | $1130.60           | $998.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8223 | 2054-06-01      | 6.0000%  |  | $0.43              | $0.44              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5069 | 2053-07-01      | 6.0000%  |  | $0.36              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB7341 | 2054-07-01      | 7.0000%  |  | $804.62            | $853.30            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q52133 G | 2047-11-01      | 4.0000%  |  | $918.54            | $904.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV7330 | 2052-07-01      | 5.0000%  |  | $1830.67           | $1841.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I3BF0476 | 2049-03-01      | 3.5000%  |  | $1825.53           | $1734.75           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS3550 | 2041-07-01      | 4.5000%  |  | $1992.94           | $2021.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2776 | 2050-07-01      | 2.0000%  |  | $1794.03           | $1496.37           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.050 WNWN2149 | 2028-11-01      | 2.0500%  |  | $734.79            | $701.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3168 | 2054-10-01      | 6.0000%  |  | $1666.16           | $1732.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  |  | $0.36              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5507 | 2039-10-01      | 5.0000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  |  | $2939.36           | $2883.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6193 | 2053-05-01      | 6.0000%  |  | $7208.06           | $7573.30           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  |  | $9013.75           | $8643.78           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $348.26            | $354.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  |  | $1278.72           | $1306.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  |  | $608.98            | $609.49            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL9418 | 2030-11-01      | 1.6100%  |  | $6000.00           | $5361.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4560 | 2048-10-01      | 4.5000%  |  | $1417.55           | $1421.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5653 | 2054-07-01      | 7.0000%  |  | $1065.45           | $1137.65           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA9606 | 2050-05-01      | 3.0000%  |  | $280.34            | $255.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2186 | 2048-08-01      | 4.0000%  |  | $4858.86           | $4747.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $2273.97           | $2247.71           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  |  | $17.20             | $17.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY1769 | 2045-01-01      | 3.5000%  |  | $100.63            | $96.08             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1041 | 2052-06-01      | 3.0000%  |  | $2592.48           | $2362.05           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  |  | $6723.01           | $6763.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4866 | 2053-01-01      | 4.0000%  |  | $0.42              | $0.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4407 | 2052-08-01      | 5.0000%  |  | $2257.50           | $2274.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX2250 | 2052-12-01      | 7.0000%  |  | $6.84              | $7.33              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4152 | 2042-11-01      | 3.0000%  |  | $237.73            | $221.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  |  | $0.42              | $0.44              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8286 | 2052-08-01      | 5.0000%  |  | $1946.17           | $2010.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9301 | 2052-09-01      | 5.0000%  |  | $1675.74           | $1697.28           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS3097 | 2028-09-01      | 1.4000%  |  | $9625.00           | $9033.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW6423 | 2052-08-01      | 5.0000%  |  | $848.75            | $865.35            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0717 | 2034-09-01      | 5.1900%  |  | $2807.96           | $2960.83           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $6022.35           | $6155.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB3967 | 2054-05-01      | 6.5000%  |  | $593.05            | $633.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $62.46             | $57.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $10751.40          | $10822.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1711 | 2054-09-01      | 6.5000%  |  | $14004.42          | $14679.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD1866 | 2054-12-01      | 5.0000%  |  | $918.12            | $929.42            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  |  | $7964.91           | $8013.06           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3519 | 2055-02-01      | 6.5000%  |  | $0.44              | $0.47              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS9881 | 2053-05-01      | 4.5000%  |  | $0.43              | $0.43              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  |  | $1874.02           | $1929.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0627 | 2055-02-01      | 5.5000%  |  | $0.49              | $0.50              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO9040 | 2050-02-01      | 3.5000%  |  | $1535.20           | $1441.32           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3245 | 2055-01-01      | 5.0000%  |  | $7199.15           | $7277.55           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQJ9078 | 2054-11-01      | 4.5000%  |  | $0.49              | $0.49              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3075 | 2054-12-01      | 5.5000%  |  | $0.48              | $0.50              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM9043 | 2049-02-01      | 4.0000%  |  | $0.24              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX2669 | 2055-01-01      | 6.5000%  |  | $1188.59           | $1250.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0633 | 2055-02-01      | 5.5000%  |  | $17310.25          | $17778.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX0473 | 2052-10-01      | 5.0000%  |  | $881.52            | $894.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0832 | 2055-08-01      | 5.0000%  |  | $0.51              | $0.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1662 | 2054-09-01      | 7.0000%  |  | $709.18            | $753.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0601 | 2055-06-01      | 6.5000%  |  | $6111.00           | $6375.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS9941 | 2054-11-01      | 5.0000%  |  | $0.46              | $0.46              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  |  | $762.17            | $785.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5633 | 2054-02-01      | 6.0000%  |  | $331.81            | $346.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF1878 | 2055-10-01      | 6.5000%  |  | $458.43            | $482.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX8628 | 2055-03-01      | 7.0000%  |  | $1673.59           | $1772.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS8027 | 2052-03-01      | 2.5000%  |  | $0.44              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTMA5742 | 2045-06-01      | 6.0000%  |  | $0.43              | $0.44              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CTSC0764 | 2045-08-01      | 5.5000%  |  | $0.48              | $0.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  |  | $1252.05           | $1291.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLCC0315 | 2055-03-01      | 7.5000%  |  | $0.32              | $0.34              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ1629 | 2055-09-01      | 5.5000%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9974 | 2054-12-01      | 6.0000%  |  | $0.46              | $0.48              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ4521 | 2055-10-01      | 5.5000%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3054 | 2054-12-01      | 5.0000%  |  | $1035.01           | $1043.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC8510 | 2054-12-01      | 6.5000%  |  | $779.35            | $818.08            | Agency Mortgage-Backed Securities         |
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 6.6059%  |  | $0.10              | $0.10              | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 6.5989%  |  | $589.94            | $611.73            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 6.5090%  |  | $246.19            | $253.12            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 4.9218%  |  | $7804.42           | $7799.17           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5069PC 02/25/51 | 2051-02-25      | 0.7500%  |  | $13264.66          | $9810.68           | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.7790%  |  | $271.33            | $268.66            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  |  | $312.33            | $305.32            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC057FP R25F057 | 2055-07-25      | 5.2218%  |  | $0.50              | $0.50              | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R25F004 | 2054-07-25      | 5.0000%  |  | $93.59             | $93.55             | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.4918%  |  | $1187.21           | $1194.76           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FV R24F082 | 2054-11-25      | 4.6818%  |  | $46161.47          | $45683.52          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC009FM R24F009 | 2054-03-25      | 4.9218%  |  | $5099.76           | $5096.04           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011CF R24F011 | 2054-03-25      | 4.9218%  |  | $16541.76          | $16529.69          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.5718%  |  | $1583.29           | $1599.69           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 5.8218%  |  | $2010.02           | $2037.68           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FT R24F005 | 2054-03-25      | 4.8718%  |  | $18474.94          | $18437.53          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5535FB 05/25/55 | 2055-05-25      | 4.9218%  |  | $655.66            | $655.92            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5517FC 03/25/55 | 2055-03-25      | 5.0218%  |  | $16159.14          | $16094.68          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5449FL 08/25/54 | 2054-08-25      | 5.4218%  |  | $30671.34          | $30836.16          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  |  | $5138.57           | $4994.30           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FB R16F082 | 2046-11-25      | 4.5863%  |  | $3197.81           | $3183.49           | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 6.5876%  |  | $0.97              | $0.97              | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FE 02/25/55 | 2055-02-25      | 5.7218%  |  | $2627.22           | $2656.46           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FA 09/25/54 | 2054-09-25      | 4.9718%  |  | $0.93              | $0.93              | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 4.9218%  |  | $10175.96          | $10150.40          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 4.9218%  |  | $12632.77          | $12623.55          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.6218%  |  | $407.23            | $411.75            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL027FA R22F027 | 2052-06-25      | 4.7646%  |  | $0.48              | $0.48              | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 4.9218%  |  | $10804.58          | $10796.47          | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.5176%  |  | $548.40            | $553.31            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  |  | $1399.18           | $1374.46           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5475FJ 11/25/54 | 2054-11-25      | 5.3218%  |  | $23039.24          | $23135.86          | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.000 CLBX0356 | 2052-10-01      | 5.0000%  |  | $1834.93           | $1863.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9536 | 2052-10-01      | 5.0000%  |  | $986.50            | $1004.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9846 | 2052-09-01      | 5.0000%  |  | $0.58              | $0.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8575 | 2052-09-01      | 5.0000%  |  | $1597.88           | $1612.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7885 | 2052-08-01      | 4.5000%  |  | $2010.37           | $2009.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7896 | 2052-08-01      | 4.5000%  |  | $807.20            | $803.72            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6755 | 2052-11-01      | 4.0510%  |  | $3582.96           | $3574.28           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6747 | 2052-08-01      | 4.0850%  |  | $6846.97           | $6838.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW5871 | 2052-08-01      | 5.0000%  |  | $1096.10           | $1101.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBW4885 | 2053-04-01      | 5.5000%  |  | $2237.90           | $2315.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1776 | 2054-10-01      | 5.5000%  |  | $1237.88           | $1262.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC0072 | 2054-09-01      | 5.5000%  |  | $903.08            | $923.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB6791 | 2054-07-01      | 6.0000%  |  | $1221.20           | $1270.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5641 | 2054-06-01      | 7.0000%  |  | $292.07            | $311.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW4872 | 2053-04-01      | 5.0000%  |  | $1967.52           | $2006.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW3953 | 2052-09-01      | 5.0000%  |  | $1996.17           | $2007.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW0040 | 2052-07-01      | 5.0000%  |  | $1284.46           | $1309.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV7953 | 2052-08-01      | 5.0000%  |  | $1245.44           | $1272.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3968 | 2054-05-01      | 6.0000%  |  | $844.71            | $877.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3859 | 2054-05-01      | 6.0000%  |  | $232.28            | $242.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB2669 | 2054-04-01      | 6.5000%  |  | $247.43            | $261.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7283 | 2053-09-01      | 4.5000%  |  | $0.41              | $0.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7278 | 2053-11-01      | 5.0000%  |  | $0.45              | $0.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6866 | 2053-10-01      | 5.0000%  |  | $0.46              | $0.46              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV7998 | 2052-08-01      | 5.0000%  |  | $2294.96           | $2334.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV5706 | 2052-05-01      | 3.5000%  |  | $2850.68           | $2662.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV2569 | 2052-07-01      | 5.0000%  |  | $1317.89           | $1340.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBT8387 | 2052-09-01      | 4.5000%  |  | $1845.57           | $1844.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8322 | 2052-08-01      | 5.0000%  |  | $1383.87           | $1414.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8275 | 2052-08-01      | 5.0000%  |  | $1816.88           | $1866.21           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBT7242 | 2051-09-01      | 1.7670%  |  | $9217.81           | $8795.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBT8058 | 2053-03-01      | 5.5000%  |  | $3565.22           | $3689.48           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9138 | 2028-07-01      | 5.4600%  |  | $8922.00           | $9013.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTBQ4473 | 2041-02-01      | 2.0000%  |  | $341.78            | $301.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBQ0188 | 2050-08-01      | 3.0000%  |  | $0.16              | $0.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8082 | 2050-08-01      | 2.0000%  |  | $3654.08           | $3011.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9495 | 2049-12-01      | 5.0000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO6186 | 2049-09-01      | 3.0000%  |  | $916.30            | $840.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO1388 | 2049-07-01      | 3.5000%  |  | $1143.04           | $1079.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN5336 | 2049-03-01      | 5.0000%  |  | $1146.00           | $1174.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0595 | 2048-12-01      | 4.0000%  |  | $933.72            | $912.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0536 | 2048-10-01      | 4.0000%  |  | $47.20             | $46.35             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4170 | 2053-11-01      | 5.5000%  |  | $0.43              | $0.44              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3967 | 2053-09-01      | 6.0000%  |  | $80.49             | $84.50             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  |  | $14.37             | $14.18             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  |  | $201.60            | $203.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6031 | 2054-08-01      | 6.0000%  |  | $0.44              | $0.46              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  |  | $1267.61           | $1297.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0423 | 2054-05-01      | 6.5000%  |  | $118.69            | $124.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7461 | 2054-01-01      | 6.0000%  |  | $787.19            | $820.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850190 | 2035-09-01      | 5.5000%  |  | $66.43             | $69.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL746356 | 2033-10-01      | 5.5000%  |  | $135.48            | $140.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL743684 | 2033-11-01      | 5.5000%  |  | $99.51             | $101.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ3793 | 2046-03-01      | 3.5000%  |  | $0.13              | $0.13              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ6013 | 2054-10-01      | 6.0000%  |  | $1719.30           | $1769.93           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ4181 | 2054-08-01      | 6.0000%  |  | $1526.31           | $1571.57           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3082 | 2054-09-01      | 6.5000%  |  | $815.32            | $865.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH8733 | 2054-01-01      | 7.0000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0618 | 2052-10-01      | 4.5000%  |  | $142.72            | $141.76            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q58278 G | 2048-09-01      | 4.0000%  |  | $354.89            | $345.90            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.650 WNWN2124 | 2028-09-01      | 1.6500%  |  | $687.50            | $650.19            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G67709 G | 2048-03-01      | 3.5000%  |  | $7656.96           | $7276.07           | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q63806 G | 2049-05-01      | 5.0000%  |  | $73.93             | $75.17             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q38428 G | 2046-01-01      | 3.0000%  |  | $129.85            | $120.19            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC U99177 G | 2044-02-01      | 4.0000%  |  | $4088.02           | $4053.66           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q09890 G | 2042-08-01      | 3.5000%  |  | $325.13            | $313.36            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01941 G | 2041-07-01      | 5.0000%  |  | $97.38             | $100.26            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01869 G | 2041-07-01      | 5.0000%  |  | $112.68            | $115.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3338 | 2053-06-01      | 5.5000%  |  | $1042.67           | $1075.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD3046 | 2053-03-01      | 6.5000%  |  | $2160.47           | $2300.95           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  |  | $0.37              | $0.32              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0380 | 2048-06-01      | 4.5000%  |  | $913.53            | $910.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS9730 | 2044-07-01      | 5.0000%  |  | $278.11            | $287.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  |  | $299.45            | $292.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5384 | 2048-04-01      | 4.0000%  |  | $25.97             | $25.32             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM7279 | 2048-07-01      | 4.0000%  |  | $181.40            | $175.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM5061 | 2047-12-01      | 4.0000%  |  | $24.45             | $24.01             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2620 | 2047-02-01      | 4.0000%  |  | $454.55            | $443.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL9150 | 2040-11-01      | 5.0000%  |  | $204.48            | $211.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3503 | 2042-08-01      | 3.0000%  |  | $124.46            | $116.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6470 | 2053-11-01      | 5.0000%  |  | $0.39              | $0.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  |  | $0.38              | $0.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6381 | 2051-11-01      | 3.5000%  |  | $0.41              | $0.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS7159 | 2052-01-01      | 3.5000%  |  | $0.44              | $0.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5833 | 2053-10-01      | 6.0000%  |  | $0.38              | $0.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5626 | 2053-08-01      | 5.0000%  |  | $0.44              | $0.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS5009 | 2051-07-01      | 3.5000%  |  | $0.40              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS4809 | 2036-07-01      | 2.5000%  |  | $975.59            | $927.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS3911 | 2052-11-01      | 5.5000%  |  | $0.33              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2140 | 2052-06-01      | 3.5000%  |  | $898.04            | $837.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM6737 | 2049-12-01      | 3.5000%  |  | $872.93            | $822.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA1188 | 2052-02-01      | 2.0000%  |  | $0.48              | $0.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1753 | 2054-09-01      | 5.5000%  |  | $0.46              | $0.47              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ3750 | 2046-01-01      | 3.0000%  |  | $67.85             | $62.51             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3985 | 2055-04-01      | 5.5000%  |  | $3939.89           | $4028.35           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3306 | 2055-01-01      | 6.0000%  |  | $0.43              | $0.44              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3093 | 2054-12-01      | 6.0000%  |  | $0.46              | $0.47              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3085 | 2054-12-01      | 5.5000%  |  | $2408.82           | $2457.45           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3056 | 2054-12-01      | 5.0000%  |  | $0.49              | $0.50              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3048 | 2054-12-01      | 6.0000%  |  | $0.45              | $0.47              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  |  | $0.46              | $0.46              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1001 | 2054-03-01      | 5.5000%  |  | $0.41              | $0.42              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSL2947 | 2052-05-01      | 2.5000%  |  | $0.51              | $0.44              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2869 | 2053-10-01      | 6.0000%  |  | $0.48              | $0.50              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1114 | 2055-04-01      | 6.0000%  |  | $0.44              | $0.46              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0267 | 2055-01-01      | 5.5000%  |  | $0.44              | $0.45              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX6092 | 2055-02-01      | 7.0000%  |  | $5495.18           | $5916.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX5451 | 2055-01-01      | 5.0000%  |  | $0.46              | $0.46              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX4086 | 2055-01-01      | 6.5000%  |  | $2184.12           | $2305.43           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX0437 | 2054-12-01      | 6.5000%  |  | $1082.61           | $1155.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0628 | 2040-11-01      | 4.0000%  |  | $1290.60           | $1272.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE0099 | 2036-10-01      | 5.5000%  |  | $18.89             | $19.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA5915 | 2040-12-01      | 4.5000%  |  | $0.51              | $0.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  |  | $15.62             | $15.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5767 | 2045-07-01      | 5.5000%  |  | $5634.19           | $5755.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  |  | $32.33             | $33.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  |  | $0.40              | $0.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CNMA5128 | 2033-08-01      | 5.0000%  |  | $85.37             | $87.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5127 | 2053-08-01      | 4.0000%  |  | $42.96             | $41.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $52775.87          | $53136.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  |  | $8165.11           | $8223.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4911 | 2052-12-01      | 3.0000%  |  | $0.44              | $0.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $192.55            | $193.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4298 | 2036-03-01      | 2.5000%  |  | $2016.09           | $1913.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3275 | 2041-07-01      | 4.5000%  |  | $1709.43           | $1728.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3511 | 2055-02-01      | 6.0000%  |  | $0.49              | $0.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3147 | 2041-06-01      | 4.5000%  |  | $1847.91           | $1868.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0408 | 2055-05-01      | 6.0000%  |  | $0.47              | $0.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCC0307 | 2055-04-01      | 7.0000%  |  | $0.41              | $0.43              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0249 | 2055-04-01      | 5.5000%  |  | $0.46              | $0.47              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0215 | 2055-04-01      | 5.5000%  |  | $0.55              | $0.57              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0076 | 2055-03-01      | 5.5000%  |  | $0.48              | $0.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0090 | 2055-03-01      | 5.0000%  |  | $116.30            | $117.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0849 | 2055-08-01      | 5.5000%  |  | $0.55              | $0.57              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0840 | 2055-08-01      | 6.0000%  |  | $0.51              | $0.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0834 | 2055-08-01      | 5.0000%  |  | $0.50              | $0.50              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX9082 | 2053-05-01      | 6.0000%  |  | $1829.73           | $1928.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX8274 | 2053-03-01      | 5.5000%  |  | $2162.27           | $2206.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLBX3789 | 2053-02-01      | 7.5000%  |  | $918.01            | $988.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX0472 | 2052-10-01      | 5.0000%  |  | $1082.98           | $1096.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX0420 | 2052-11-01      | 5.5000%  |  | $994.20            | $1016.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS9945 | 2054-09-01      | 6.5000%  |  | $47.37             | $49.45             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q01608 G | 2041-06-01      | 5.5000%  |  | $57.65             | $60.01             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q00961 G | 2041-05-01      | 5.0000%  |  | $109.68            | $112.57            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00421 G | 2041-05-01      | 5.5000%  |  | $64.00             | $66.58             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4263 | 2053-11-01      | 6.0000%  |  | $26680.73          | $27887.77          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD4227 | 2053-05-01      | 4.5000%  |  | $1200.83           | $1185.85           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4154 | 2045-08-01      | 3.5000%  |  | $45.61             | $43.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9715 | 2054-11-01      | 5.5000%  |  | $0.48              | $0.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9660 | 2054-10-01      | 5.5000%  |  | $0.44              | $0.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS9594 | 2054-10-01      | 4.5000%  |  | $0.48              | $0.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS9540 | 2054-11-01      | 5.0000%  |  | $0.48              | $0.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9154 | 2054-09-01      | 6.0000%  |  | $930.68            | $965.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8854 | 2053-09-01      | 6.0000%  |  | $0.43              | $0.44              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8756 | 2054-08-01      | 6.0000%  |  | $0.46              | $0.47              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS8767 | 2052-08-01      | 3.5000%  |  | $0.44              | $0.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS8474 | 2050-02-01      | 4.0000%  |  | $0.44              | $0.43              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8362 | 2054-06-01      | 5.5000%  |  | $0.44              | $0.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS8316 | 2054-06-01      | 6.5000%  |  | $0.39              | $0.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8995 | 2054-07-01      | 6.0000%  |  | $0.43              | $0.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7909 | 2054-02-01      | 6.0000%  |  | $0.43              | $0.44              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTFS7907 | 2044-05-01      | 6.0000%  |  | $0.40              | $0.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6946 | 2045-04-01      | 3.0000%  |  | $2605.43           | $2410.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV5039 | 2044-02-01      | 4.0000%  |  | $3134.60           | $3092.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV2323 | 2028-12-01      | 3.5000%  |  | $311.97            | $310.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU1226 | 2043-07-01      | 3.5000%  |  | $907.16            | $869.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT2023 | 2043-04-01      | 3.5000%  |  | $23.96             | $22.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  |  | $14.44             | $13.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  |  | $182.67            | $167.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8192 | 2046-10-01      | 3.5000%  |  | $3026.41           | $2883.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7470 | 2046-07-01      | 3.5000%  |  | $3962.42           | $3770.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  |  | $1070.13           | $1018.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6337 | 2045-12-01      | 3.5000%  |  | $7806.32           | $7470.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4346 | 2045-01-01      | 4.0000%  |  | $8688.79           | $8586.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0501 | 2055-01-01      | 5.5000%  |  | $0.48              | $0.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  |  | $3146.69           | $3227.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  |  | $7352.25           | $7705.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7771 | 2054-01-01      | 4.5000%  |  | $1628.99           | $1620.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN0879 | 2048-11-01      | 4.5000%  |  | $1773.92           | $1771.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM5609 | 2044-05-01      | 5.5000%  |  | $214.42            | $224.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS3898 | 2044-11-01      | 3.5000%  |  | $12.18             | $11.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS1111 | 2043-11-01      | 4.0000%  |  | $3660.88           | $3607.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAQ6240 | 2042-12-01      | 4.0000%  |  | $306.83            | $301.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAP7366 | 2042-09-01      | 3.5000%  |  | $1775.11           | $1702.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO9108 | 2037-07-01      | 3.5000%  |  | $335.17            | $327.37            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM6224 | 2035-01-01      | 2.7888%  |  | $9928.03           | $8943.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $912.95            | $912.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $414.55            | $414.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4176 | 2048-07-01      | 4.5000%  |  | $2586.21           | $2589.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4170 | 2048-07-01      | 4.0000%  |  | $1155.83           | $1135.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3153 | 2047-10-01      | 4.5000%  |  | $3212.85           | $3203.63           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4424 | 2029-10-01      | 2.1400%  |  | $12710.52          | $11957.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 REBK7908 | 2048-11-01      | 4.0000%  |  | $101.14            | $96.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7794 | 2048-07-01      | 4.5000%  |  | $2214.29           | $2216.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7532 | 2048-07-01      | 4.5000%  |  | $976.59            | $971.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK6112 | 2048-07-01      | 4.0000%  |  | $309.22            | $304.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2767 | 2050-07-01      | 2.0000%  |  | $1554.93           | $1295.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK2262 | 2050-04-01      | 4.0000%  |  | $826.88            | $805.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK2004 | 2048-04-01      | 4.5000%  |  | $1617.93           | $1615.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $132.66            | $115.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4288 | 2038-01-01      | 4.0000%  |  | $285.25            | $281.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ3144 | 2047-11-01      | 4.0000%  |  | $240.89            | $235.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL1741 | 2041-07-01      | 5.0000%  |  | $48.96             | $50.16             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A33609 G | 2035-03-01      | 5.0000%  |  | $115.23            | $116.34            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  |  | $0.03              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  |  | $0.14              | $0.15              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC L10215 G | 2033-01-01      | 6.0000%  |  | $113.77            | $116.60            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P58016 G | 2037-08-01      | 6.0000%  |  | $107.17            | $111.21            | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6062 | 2053-04-01      | 5.0000%  |  | $1104.91           | $1137.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6259 | 2053-05-01      | 5.5000%  |  | $7395.47           | $7707.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6184 | 2053-05-01      | 5.5000%  |  | $7360.14           | $7633.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6175 | 2053-05-01      | 5.0000%  |  | $6221.76           | $6344.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6174 | 2053-05-01      | 5.0000%  |  | $1848.21           | $1889.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4897 | 2052-10-01      | 5.0000%  |  | $6052.54           | $6106.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4564 | 2052-09-01      | 5.0000%  |  | $2232.30           | $2265.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4349 | 2052-08-01      | 5.0000%  |  | $5681.08           | $5796.35           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $0.32              | $0.33              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850191 | 2035-09-01      | 5.5000%  |  | $110.27            | $112.28            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $1.07              | $1.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2839 | 2041-06-01      | 5.5000%  |  | $158.11            | $164.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI6285 | 2041-07-01      | 5.5000%  |  | $94.73             | $98.59             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  |  | $2418.73           | $2500.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7494 | 2054-02-01      | 6.0000%  |  | $1876.60           | $1964.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN7018 | 2049-05-01      | 4.5000%  |  | $1710.77           | $1701.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  |  | $1765.89           | $1752.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  |  | $7279.94           | $6416.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5817 | 2048-03-01      | 3.5000%  |  | $2110.29           | $2013.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  |  | $2169.89           | $2050.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3863 | 2049-07-01      | 3.5000%  |  | $1550.30           | $1463.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA3239 | 2049-03-01      | 5.0000%  |  | $1288.16           | $1325.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2042 | 2048-06-01      | 4.0000%  |  | $1694.57           | $1653.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0807 | 2047-12-01      | 4.0000%  |  | $11017.50          | $10774.89          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ1623 | 2034-06-01      | 4.5600%  |  | $2166.00           | $2200.27           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0997 | 2035-03-01      | 5.6000%  |  | $4359.50           | $4715.99           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0716 | 2035-09-01      | 5.2100%  |  | $4852.12           | $5112.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX9760 | 2053-04-01      | 5.5000%  |  | $12.61             | $13.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH7620 | 2047-08-01      | 3.5000%  |  | $7881.37           | $7436.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH0230 | 2047-04-01      | 4.0000%  |  | $2062.46           | $2009.98           | Agency Mortgage-Backed Securities         |

### Security 115: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.900%, 1/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 5 1/4 BOND 28        | 2028-11-15      | 5.2500%  |  | $0.15              | $0.16              | U.S. Treasuries (including strips)        |
| USTR 3 5/8 TRIB 28        | 2028-04-15      | 3.6250%  |  | $0.10              | $0.11              | U.S. Treasuries (including strips)        |
| USTR BILL 05/21/26        | 2026-05-21      | 0.0000%  |  | $0.05              | $0.05              | U.S. Treasuries (including strips)        |
| USTR BILL 02/26/26        | 2026-02-26      | 0.0000%  |  | $0.05              | $0.05              | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AF 30     | 2030-10-31      | 3.6250%  |  | $5623.33           | $5650.96           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BE 27     | 2027-07-31      | 3.8750%  |  | $20339.50          | $20707.76          | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE R 30      | 2030-10-31      | 4.8750%  |  | $2507.08           | $2661.56           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  |  | $539.60            | $549.19            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  |  | $236.45            | $241.01            | U.S. Treasuries (including strips)        |
| USTR TRFR AX 01/31/27     | 2027-01-31      | 3.8784%  |  | $27.78             | $27.84             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 27     | 2027-10-31      | 4.1250%  |  | $18915.20          | $19192.38          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $7362.63           | $7595.00           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $36747.00          | $37625.95          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $18852.70          | $19649.03          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  |  | $1930.08           | $1957.89           | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  |  | $1984.50           | $2032.06           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $2459.80           | $2524.29           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $58700.25          | $59943.70          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  |  | $6728.83           | $6884.92           | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $1250.00           | $1308.58           | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  |  | $17.20             | $17.43             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $8506.63           | $8632.58           | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AQ 26     | 2026-07-15      | 4.5000%  |  | $4347.20           | $4440.06           | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  |  | $1467.00           | $1501.16           | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $92.48             | $92.52             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  |  | $8092.05           | $8261.39           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AJ 26     | 2026-01-15      | 3.8750%  |  | $21433.95          | $21741.97          | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  |  | $265.30            | $267.68            | U.S. Treasuries (including strips)        |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  |  | $0.13              | $0.12              | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  |  | $966.75            | $954.11            | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  |  | $1750.00           | $1578.83           | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  |  | $2745.68           | $2602.75           | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  |  | $5973.30           | $5644.75           | U.S. Treasuries (including strips)        |
| USTR 2 1/8 NOTE L 26      | 2026-05-31      | 2.1250%  |  | $6.58              | $6.59              | U.S. Treasuries (including strips)        |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $1651.50           | $1148.25           | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  |  | $57.38             | $48.54             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  |  | $274.78            | $290.52            | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $447.40            | $425.18            | U.S. Treasuries (including strips)        |
| USTR BILL 11/27/26        | 2026-11-27      | 0.0000%  |  | $0.25              | $0.24              | U.S. Treasuries (including strips)        |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  |  | $201.00            | $205.90            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $25430.95          | $26377.77          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $97532.43          | $98632.99          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $24.00             | $24.45             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  |  | $1307.63           | $1332.97           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $3499.73           | $3557.51           | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $103065.23         | $108388.16         | U.S. Treasuries (including strips)        |
| FMAC FEPC 06.000 CLQZ2165 | 2055-09-01      | 6.0000%  |  | $70.76             | $73.17             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ2107 | 2055-09-01      | 5.0000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA2611 | 2031-05-01      | 2.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBW9788 | 2053-06-01      | 5.5000%  |  | $5359.67           | $5472.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ3022 | 2050-10-01      | 2.0000%  |  | $0.16              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ4492 | 2047-11-01      | 4.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE9829 | 2047-03-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT2032 | 2043-04-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI6576 | 2041-07-01      | 5.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  |  | $0.21              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO0988 | 2049-07-01      | 3.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6623 | 2046-02-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX1757 | 2054-12-01      | 6.5000%  |  | $11.98             | $12.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0049 | 2052-04-01      | 4.5000%  |  | $1388.55           | $1377.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4993 | 2054-09-01      | 5.5000%  |  | $4691.74           | $4785.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-097 FA     | 2055-06-20      | 5.5489%  |  | $6332.30           | $6390.01           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-020 PF     | 2053-02-20      | 4.8489%  |  | $5902.06           | $5851.45           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 DF     | 2055-06-20      | 5.4989%  |  | $5373.00           | $5403.28           | Agency Collateralized Mortgage Obligation |

### Security 116: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.880%, 1/30/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 2.7000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| USTR TINT 05/15/32        | 2032-05-15      | 0.0000%  |  | $0.00              | $0.00              | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  |  | $0.06              | $0.04              | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/31        | 2031-08-15      | 0.0000%  |  | $0.02              | $0.01              | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $163451.00         | $171543.75         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  |  | $388252.80         | $395414.63         | U.S. Treasuries (including strips)        |
| USTR TRFR BF 07/31/26     | 2026-07-31      | 3.9624%  |  | $4723.70           | $4738.73           | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $28795.10          | $30152.10          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 27     | 2027-10-31      | 4.1250%  |  | $405.00            | $410.93            | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  |  | $56217.20          | $55858.59          | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  |  | $402714.60         | $399059.99         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $314426.90         | $308093.42         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $637.80            | $641.53            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  |  | $0.10              | $0.09              | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $150.00            | $113.05            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $4228.20           | $3763.49           | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  |  | $85.60             | $88.70             | U.S. Treasuries (including strips)        |
| USTR 5 3/8 TPRN 31        | 2031-02-15      | 0.0000%  |  | $0.10              | $0.08              | U.S. Treasuries (including strips)        |
| USTR BILL 03/05/26        | 2026-03-05      | 0.0000%  |  | $509.70            | $504.58            | U.S. Treasuries (including strips)        |
| USTR BILL 12/26/25        | 2025-12-26      | 0.0000%  |  | $0.10              | $0.10              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE T 29      | 2029-12-31      | 3.8750%  |  | $37.00             | $38.05             | U.S. Treasuries (including strips)        |
| USTR 2 1/8 NOTE L 26      | 2026-05-31      | 2.1250%  |  | $1317.40           | $1320.34           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $435338.70         | $439740.37         | U.S. Treasuries (including strips)        |
| GNMA GNII SF DN5886 C     | 2055-11-20      | 5.5000%  |  | $2016.47           | $2069.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CNMA5688 | 2035-03-01      | 5.5000%  |  | $0.84              | $0.86              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CI890882 | 2034-02-01      | 4.5000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV1780 | 2055-06-01      | 5.0000%  |  | $0.99              | $1.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5138 | 2054-11-01      | 5.5000%  |  | $0.88              | $0.92              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  |  | $10843.41          | $10637.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3330 | 2048-01-01      | 3.5000%  |  | $51.16             | $48.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK5291 | 2048-06-01      | 4.5000%  |  | $1226.23           | $1229.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ8657 | 2054-11-01      | 5.5000%  |  | $0.85              | $0.87              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $55.95             | $57.19             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD0528 | 2051-11-01      | 3.0000%  |  | $340.91            | $308.54            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q38388 G | 2046-01-01      | 4.0000%  |  | $357.18            | $349.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $0.82              | $0.83              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  |  | $0.50              | $0.50              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN4257 | 2049-03-01      | 4.5000%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0668 | 2043-04-01      | 4.0000%  |  | $3227.10           | $3173.65           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  |  | $0.45              | $0.43              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5520 C     | 2055-11-20      | 6.5000%  |  | $1718.53           | $1798.60           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5519 C     | 2055-11-20      | 6.0000%  |  | $8658.71           | $8954.76           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH0239 | 2053-09-01      | 6.0000%  |  | $775.15            | $815.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3619 | 2042-11-01      | 3.5000%  |  | $0.19              | $0.18              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD5776 | 2052-01-01      | 3.0000%  |  | $2686.00           | $2437.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC1906 | 2054-09-01      | 6.5000%  |  | $1374.98           | $1449.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8013 | 2054-06-01      | 6.5000%  |  | $2745.31           | $2867.38           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1596 | 2049-01-01      | 5.0000%  |  | $25.18             | $25.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7335 | 2054-07-01      | 6.0000%  |  | $11830.97          | $12280.44          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8299 | 2052-12-01      | 5.5000%  |  | $4122.27           | $4256.94           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  |  | $821.85            | $840.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8745 | 2047-02-01      | 3.0000%  |  | $187.13            | $172.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  |  | $657.31            | $678.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9302 | 2053-06-01      | 6.5000%  |  | $5956.22           | $6213.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1974 | 2054-09-01      | 6.5000%  |  | $1094.03           | $1141.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1063 | 2054-09-01      | 7.0000%  |  | $1090.91           | $1157.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE6218 | 2055-10-01      | 5.5000%  |  | $1578.61           | $1621.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC8770 | 2055-01-01      | 5.0000%  |  | $1295.01           | $1308.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3225 | 2055-01-01      | 6.5000%  |  | $397.66            | $419.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1514 | 2052-08-01      | 5.0000%  |  | $0.77              | $0.78              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CNMA5837 | 2035-09-01      | 5.0000%  |  | $0.96              | $0.97              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3111 C     | 2055-11-20      | 6.0000%  |  | $6705.89           | $7000.82           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5516 C     | 2055-11-20      | 6.0000%  |  | $3069.98           | $3174.95           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5518 C     | 2055-11-20      | 6.0000%  |  | $3165.81           | $3274.06           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5522 C     | 2055-11-20      | 6.5000%  |  | $1884.42           | $1972.22           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5885 C     | 2055-11-20      | 5.5000%  |  | $1885.03           | $1936.63           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5524 C     | 2055-11-20      | 6.5000%  |  | $3116.70           | $3261.90           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5890 C     | 2055-11-20      | 6.0000%  |  | $1763.21           | $1844.58           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5891 C     | 2055-11-20      | 6.0000%  |  | $3131.28           | $3275.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5894 C     | 2055-11-20      | 6.5000%  |  | $1642.16           | $1726.69           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q31601 G | 2045-02-01      | 4.0000%  |  | $1538.48           | $1506.02           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-069 VF     | 2055-04-20      | 5.2489%  |  | $2.98              | $2.99              | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.500 CLDA1051 | 2053-10-01      | 5.5000%  |  | $757.72            | $771.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6347 | 2045-12-01      | 4.0000%  |  | $277.94            | $272.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2134 | 2042-08-01      | 3.5000%  |  | $4393.02           | $4226.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $36.42             | $34.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT257367 | 2028-09-01      | 5.5000%  |  | $32.41             | $32.96             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI7509 | 2054-06-01      | 6.0000%  |  | $19157.13          | $20070.41          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  |  | $1688.41           | $1771.86           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  |  | $2268.03           | $2347.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9478 | 2053-07-01      | 5.5000%  |  | $7874.75           | $8072.22           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9844 | 2053-09-01      | 5.5000%  |  | $26762.78          | $27673.36          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  |  | $1360.49           | $1379.40           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  |  | $1819.30           | $1884.66           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  |  | $0.74              | $0.73              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB2856 | 2055-01-01      | 5.0000%  |  | $573.67            | $582.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA3301 | 2053-10-01      | 6.0000%  |  | $553.15            | $570.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA1508 | 2053-10-01      | 5.5000%  |  | $25.19             | $25.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1995 | 2055-06-01      | 6.0000%  |  | $1409.02           | $1453.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE1957 | 2055-06-01      | 5.0000%  |  | $1166.06           | $1175.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0957 | 2055-06-01      | 6.0000%  |  | $2.01              | $2.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1779 | 2055-06-01      | 6.0000%  |  | $2580.29           | $2693.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0308 | 2055-06-01      | 5.5000%  |  | $3.88              | $3.98              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3003 | 2054-09-01      | 5.5000%  |  | $1621.48           | $1676.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2897 | 2054-09-01      | 6.0000%  |  | $672.12            | $700.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0487 | 2054-09-01      | 6.5000%  |  | $1291.58           | $1356.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB9940 | 2054-09-01      | 5.0000%  |  | $1666.92           | $1687.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8732 | 2054-08-01      | 6.5000%  |  | $84.64             | $89.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB5344 | 2054-05-01      | 6.0000%  |  | $1105.07           | $1140.17           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5517 C     | 2055-11-20      | 6.0000%  |  | $3604.04           | $3727.27           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5515 C     | 2055-11-20      | 5.5000%  |  | $1025.93           | $1047.77           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5523 C     | 2055-11-20      | 6.5000%  |  | $1333.37           | $1395.49           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5521 C     | 2055-11-20      | 6.5000%  |  | $1801.41           | $1885.33           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3112 C     | 2055-11-20      | 6.5000%  |  | $17090.57          | $18293.78          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3110 C     | 2055-11-20      | 5.5000%  |  | $2485.45           | $2562.81           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5896 C     | 2055-11-20      | 6.5000%  |  | $9570.28           | $10138.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5895 C     | 2055-11-20      | 6.5000%  |  | $1316.20           | $1383.94           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5893 C     | 2055-11-20      | 6.5000%  |  | $1345.75           | $1415.02           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5892 C     | 2055-11-20      | 6.0000%  |  | $28866.72          | $30340.16          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5889 C     | 2055-11-20      | 6.0000%  |  | $1474.91           | $1542.97           | Agency Mortgage-Backed Securities         |

### Security 117: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.850%, 1/30/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $1500000.00
- **C.18.a - Value (excl. sponsor support):** $1500000.00
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $1800.75           | $1834.29           | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $28322.74          | $29657.48          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $0.45              | $0.43              | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $25890.15          | $21697.55          | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  |  | $58625.40          | $34314.02          | U.S. Treasuries (including strips)        |
| USTR BILL 02/26/26        | 2026-02-26      | 0.0000%  |  | $2494.50           | $2471.03           | U.S. Treasuries (including strips)        |
| USTR BILL 02/05/26        | 2026-02-05      | 0.0000%  |  | $1875.00           | $1861.50           | U.S. Treasuries (including strips)        |
| USTR BILL 01/29/26        | 2026-01-29      | 0.0000%  |  | $79992.23          | $79467.48          | U.S. Treasuries (including strips)        |
| USTR BILL 05/14/26        | 2026-05-14      | 0.0000%  |  | $41256.49          | $40553.89          | U.S. Treasuries (including strips)        |
| USTR BILL 03/24/26        | 2026-03-24      | 0.0000%  |  | $1540.99           | $1522.39           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  |  | $192568.46         | $195110.63         | U.S. Treasuries (including strips)        |
| USTR BILL 04/09/26        | 2026-04-09      | 0.0000%  |  | $5250.00           | $5179.18           | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $9817.61           | $8738.58           | U.S. Treasuries (including strips)        |
| GNMA GNII SF BT9271 C     | 2050-05-20      | 4.0000%  |  | $395.77            | $380.11            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9534 C     | 2052-07-20      | 4.5000%  |  | $265.85            | $263.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO5534 | 2042-07-01      | 3.5000%  |  | $428.79            | $412.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8420 | 2046-12-01      | 3.0000%  |  | $5937.15           | $5470.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8689 | 2047-01-01      | 3.5000%  |  | $182.86            | $174.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAP9568 | 2027-10-01      | 3.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q38388 G | 2046-01-01      | 4.0000%  |  | $493.74            | $483.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9274 C     | 2050-05-20      | 4.0000%  |  | $269.04            | $257.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3TZT0906 | 2034-06-01      | 4.5000%  |  | $41.43             | $42.23             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0808 C     | 2064-01-20      | 3.0000%  |  | $75.77             | $67.89             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5266 M     | 2048-06-20      | 5.0000%  |  | $415.01            | $422.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR3320 | 2043-02-01      | 3.5000%  |  | $1690.07           | $1624.90           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI9526 | 2039-12-01      | 5.0000%  |  | $410.77            | $425.06            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 705308 C     | 2039-01-20      | 7.2500%  |  | $67.69             | $70.53             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 705648 X     | 2038-12-15      | 6.5000%  |  | $39.66             | $42.23             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783274 X     | 2036-04-15      | 6.0000%  |  | $266.83            | $282.87            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 787165 X     | 2052-02-15      | 3.5000%  |  | $417.69            | $396.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785053 C     | 2050-06-20      | 4.5000%  |  | $25681.38          | $25198.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C     | 2050-06-20      | 5.5000%  |  | $1399.65           | $1482.98           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736644 X     | 2031-05-15      | 6.5000%  |  | $52.41             | $54.31             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736641 X     | 2032-05-15      | 6.5000%  |  | $64.54             | $67.11             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 736306 C     | 2031-02-20      | 7.0000%  |  | $48.06             | $49.26             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AR8429 C     | 2037-05-20      | 5.5000%  |  | $246.67            | $256.52            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3274 C     | 2055-03-20      | 6.0000%  |  | $2855.13           | $2952.74           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9519 C     | 2055-09-20      | 6.5000%  |  | $11273.20          | $11922.28          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1076 C     | 2055-07-20      | 6.0000%  |  | $702.89            | $726.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6976 | 2053-02-01      | 5.5000%  |  | $362.00            | $378.09            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07351 G | 2042-08-01      | 3.5000%  |  | $0.68              | $0.66              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  |  | $1955.86           | $2024.25           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784794 X     | 2042-06-15      | 4.0000%  |  | $221.90            | $217.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CNRD5139 | 2033-01-01      | 5.5000%  |  | $25.59             | $26.50             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  |  | $131.20            | $137.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6610 | 2050-08-01      | 3.0000%  |  | $0.16              | $0.15              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8833 | 2052-09-01      | 4.5000%  |  | $211.67            | $208.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3121 C     | 2053-12-20      | 8.0000%  |  | $456.31            | $482.96            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  |  | $0.18              | $0.19              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 733533 X     | 2041-01-15      | 3.5000%  |  | $35.88             | $34.01             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q52446 G | 2047-11-01      | 3.5000%  |  | $570.22            | $545.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF6198 | 2053-01-01      | 6.0000%  |  | $624.44            | $648.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH4693 | 2053-11-01      | 5.5000%  |  | $26.90             | $27.79             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V83149 G | 2047-04-01      | 4.0000%  |  | $1068.06           | $1043.64           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  |  | $21040.51          | $19874.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9449 | 2047-04-01      | 3.5000%  |  | $1760.40           | $1671.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK4810 | 2048-09-01      | 4.0000%  |  | $10846.95          | $10607.29          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6870 M     | 2050-09-20      | 5.0000%  |  | $92.25             | $94.73             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7816 C     | 2053-11-20      | 7.5000%  |  | $764.68            | $813.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQF6627 | 2053-01-01      | 6.5000%  |  | $25.49             | $26.98             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CT5358 C     | 2063-03-20      | 5.5000%  |  | $146.78            | $148.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4746 | 2052-06-01      | 5.0000%  |  | $791.40            | $797.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3785 C     | 2050-04-20      | 4.0000%  |  | $421.95            | $405.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA9252 | 2053-06-01      | 4.5000%  |  | $2919.92           | $2898.86           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLZS0468 | 2029-10-01      | 7.5000%  |  | $9.26              | $9.54              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6872 M     | 2050-09-20      | 6.0000%  |  | $48.25             | $51.01             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3788 C     | 2050-04-20      | 4.0000%  |  | $76.54             | $73.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7355 | 2046-06-01      | 3.5000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9465 C     | 2050-04-20      | 4.0000%  |  | $422.26            | $408.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7789 | 2054-08-01      | 5.5000%  |  | $562.35            | $582.73            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW9306 C     | 2050-08-20      | 2.0000%  |  | $145.77            | $120.93            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CQ3338 C     | 2062-09-20      | 4.5000%  |  | $211.01            | $205.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0878 C     | 2063-08-20      | 4.0000%  |  | $111.44            | $105.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2855 | 2046-09-01      | 3.0000%  |  | $26391.96          | $24254.21          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3783 C     | 2050-04-20      | 4.0000%  |  | $182.47            | $174.80            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2187 X     | 2052-06-15      | 5.5000%  |  | $538.60            | $572.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $0.31              | $0.32              | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7612 M     | 2041-07-20      | 7.0000%  |  | $20.68             | $20.78             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7556 M     | 2051-08-20      | 3.0000%  |  | $52.13             | $46.90             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7481 M     | 2038-12-20      | 7.0000%  |  | $26.86             | $27.96             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7299 M     | 2051-03-20      | 2.5000%  |  | $74.58             | $62.87             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8030 M     | 2051-08-20      | 3.0000%  |  | $91.46             | $82.38             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6873 M     | 2039-01-20      | 6.5000%  |  | $41.82             | $44.98             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6871 M     | 2050-09-20      | 5.5000%  |  | $94.48             | $98.30             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6716 M     | 2050-06-20      | 6.0000%  |  | $103.95            | $109.87            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6714 M     | 2050-06-20      | 5.0000%  |  | $131.41            | $134.31            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6584 M     | 2050-04-20      | 3.5000%  |  | $39.39             | $35.86             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6504 M     | 2050-01-20      | 3.5000%  |  | $104.06            | $94.99             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6481 M     | 2050-02-20      | 6.5000%  |  | $187.34            | $199.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7180 M     | 2051-01-20      | 2.5000%  |  | $72.57             | $61.21             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5819 M     | 2049-03-20      | 5.0000%  |  | $39.83             | $40.65             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA5177 M     | 2048-05-20      | 3.5000%  |  | $72.80             | $66.29             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 798441 X     | 2042-05-15      | 4.5000%  |  | $101.65            | $104.19            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX7264 C     | 2054-01-20      | 7.5000%  |  | $696.05            | $733.08            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3997 C     | 2063-05-20      | 1.5000%  |  | $51.20             | $36.94             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3996 C     | 2063-08-20      | 2.0000%  |  | $106.83            | $84.37             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7627 C     | 2054-01-20      | 7.5000%  |  | $642.35            | $683.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7626 C     | 2054-01-20      | 8.0000%  |  | $969.90            | $1027.44           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7625 C     | 2054-01-20      | 8.0000%  |  | $1011.04           | $1071.04           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7624 C     | 2054-01-20      | 8.0000%  |  | $794.70            | $841.86            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7621 C     | 2054-01-20      | 7.5000%  |  | $826.69            | $878.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7620 C     | 2054-01-20      | 7.5000%  |  | $1178.45           | $1251.54           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW6047 C     | 2053-11-20      | 6.5000%  |  | $361.78            | $379.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9150 | 2055-05-01      | 6.0000%  |  | $0.31              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8565 | 2055-05-01      | 6.0000%  |  | $0.26              | $0.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7807 | 2055-05-01      | 5.0000%  |  | $0.37              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6536 | 2055-05-01      | 5.5000%  |  | $0.35              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7099 | 2055-06-01      | 6.0000%  |  | $0.17              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4903 | 2055-03-01      | 5.5000%  |  | $103.52            | $105.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CT256856 | 2027-08-01      | 6.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL190350 | 2034-03-01      | 5.5000%  |  | $4.12              | $4.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI8650 | 2054-06-01      | 6.0000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI8376 | 2054-06-01      | 6.0000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI7511 | 2054-06-01      | 5.5000%  |  | $0.70              | $0.72              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  |  | $304.51            | $315.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI4763 | 2054-04-01      | 6.0000%  |  | $254.98            | $265.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI2416 | 2054-04-01      | 6.0000%  |  | $1135.77           | $1180.83           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7813 C     | 2053-11-20      | 7.5000%  |  | $8666.71           | $9111.25           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7790 C     | 2053-11-20      | 7.0000%  |  | $348.36            | $363.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3426 C     | 2053-05-20      | 6.0000%  |  | $334.96            | $346.41            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1539 C     | 2053-09-20      | 7.5000%  |  | $548.30            | $582.31            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1534 C     | 2053-09-20      | 7.5000%  |  | $2664.76           | $2801.45           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU0485 C     | 2053-04-20      | 7.5000%  |  | $305.18            | $328.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS5067 C     | 2053-01-20      | 7.5000%  |  | $298.44            | $321.12            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CR2394 X     | 2053-05-15      | 6.0000%  |  | $1327.62           | $1434.14           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR2393 C     | 2053-05-20      | 6.0000%  |  | $3028.09           | $3278.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1746 | 2055-02-01      | 5.5000%  |  | $182.43            | $187.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9629 | 2055-01-01      | 6.0000%  |  | $1151.20           | $1184.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9238 | 2054-12-01      | 6.0000%  |  | $0.34              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CKDC8611 | 2054-10-01      | 6.0000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC8358 | 2054-12-01      | 4.5000%  |  | $437.67            | $434.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7761 | 2054-12-01      | 6.0000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDC6767 | 2039-12-01      | 4.5000%  |  | $0.36              | $0.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5581 | 2054-11-01      | 5.0000%  |  | $0.32              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC4569 | 2054-11-01      | 5.0000%  |  | $5022.40           | $5036.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5314 | 2054-11-01      | 5.5000%  |  | $2177.89           | $2218.40           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ1375 | 2054-02-01      | 4.5000%  |  | $0.33              | $0.33              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0308 | 2055-02-01      | 5.5000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY1039 | 2055-04-01      | 5.0000%  |  | $0.37              | $0.37              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX3908 | 2055-01-01      | 5.0000%  |  | $0.36              | $0.36              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2548 | 2055-01-01      | 5.5000%  |  | $0.38              | $0.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7815 C     | 2053-11-20      | 7.5000%  |  | $954.29            | $1013.90           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ3006 | 2054-09-01      | 5.0000%  |  | $977.68            | $991.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8281 | 2054-01-01      | 6.0000%  |  | $2037.11           | $2123.81           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQH5209 | 2053-11-01      | 5.0000%  |  | $2551.12           | $2569.20           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH2022 | 2053-10-01      | 6.0000%  |  | $691.45            | $726.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH1710 | 2053-10-01      | 6.0000%  |  | $718.84            | $753.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  |  | $1016.22           | $1036.18           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-095 F      | 2055-05-20      | 5.4689%  |  | $22297.58          | $22439.58          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 JF     | 2054-11-20      | 5.2989%  |  | $4202.82           | $4212.41           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-110 FC     | 2054-07-20      | 5.0989%  |  | $9744.76           | $9764.19           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-184 FD     | 2053-12-20      | 5.1989%  |  | $14526.11          | $14613.56          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-131 HF     | 2063-09-20      | 5.1489%  |  | $17383.83          | $17461.40          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-154 FJ     | 2053-10-20      | 5.3989%  |  | $1913.47           | $1930.07           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-112 FD     | 2053-08-20      | 5.3989%  |  | $18725.47          | $18837.40          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-029 FC     | 2052-02-20      | 4.0000%  |  | $5712.12           | $5259.92           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 FN     | 2051-03-20      | 4.9489%  |  | $2498.53           | $2502.80           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 UF     | 2054-02-20      | 5.0989%  |  | $6184.71           | $6219.56           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-057 EF     | 2054-04-20      | 5.2489%  |  | $0.19              | $0.19              | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5245DF 08/25/52 | 2052-08-25      | 4.7718%  |  | $0.36              | $0.36              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 NF     | 2051-05-20      | 4.9489%  |  | $3492.12           | $3498.08           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FW     | 2054-06-20      | 5.2489%  |  | $182.64            | $183.42            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF     | 2055-06-20      | 5.5989%  |  | $35966.54          | $36364.45          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-080 FB     | 2055-05-20      | 5.5989%  |  | $12615.84          | $12720.34          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-025 KF     | 2052-02-20      | 4.0000%  |  | $10662.83          | $9750.29           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FH     | 2055-08-20      | 5.1689%  |  | $21395.17          | $21467.56          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 EF     | 2065-08-20      | 5.0989%  |  | $20192.11          | $20241.14          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FE     | 2055-08-20      | 5.2489%  |  | $3171.64           | $3190.21           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 FW     | 2065-06-20      | 4.9989%  |  | $19355.34          | $19394.38          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 MF     | 2051-05-20      | 4.9489%  |  | $3505.10           | $3511.09           | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 05.000 CLQG8390 | 2053-07-01      | 5.0000%  |  | $1644.18           | $1651.60           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG7496 | 2053-07-01      | 6.0000%  |  | $1378.17           | $1440.25           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6251 | 2053-07-01      | 6.0000%  |  | $72.92             | $75.21             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG3520 | 2053-05-01      | 5.0000%  |  | $1625.60           | $1640.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2443 | 2055-08-01      | 6.0000%  |  | $2.76              | $2.84              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1454 | 2054-11-01      | 5.5000%  |  | $0.34              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1422 | 2054-05-01      | 4.5000%  |  | $0.37              | $0.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0566 | 2054-04-01      | 6.0000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0388 | 2053-03-01      | 4.5000%  |  | $0.35              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9470 | 2054-11-01      | 5.0000%  |  | $0.35              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9429 | 2054-11-01      | 5.0000%  |  | $0.36              | $0.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9230 | 2054-08-01      | 7.0000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA1386 | 2049-07-01      | 3.5000%  |  | $872.21            | $824.62            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q63567 G | 2049-05-01      | 4.0000%  |  | $0.14              | $0.14              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q30510 G | 2044-12-01      | 3.5000%  |  | $764.08            | $730.97            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q29019 G | 2044-10-01      | 4.0000%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q28932 G | 2044-10-01      | 4.0000%  |  | $833.17            | $822.45            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q24207 G | 2044-01-01      | 4.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q18603 G | 2043-06-01      | 3.5000%  |  | $586.78            | $568.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5685 | 2054-10-01      | 6.5000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q08985 G | 2042-06-01      | 4.0000%  |  | $747.05            | $740.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3822 | 2053-09-01      | 5.5000%  |  | $684.44            | $707.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3740 | 2053-09-01      | 6.0000%  |  | $0.58              | $0.61              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR0057 C     | 2052-12-20      | 7.5000%  |  | $419.71            | $436.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC4076 | 2054-10-01      | 6.0000%  |  | $0.32              | $0.33              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  |  | $0.27              | $0.28              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $1514.87           | $1541.01           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  |  | $0.31              | $0.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  |  | $655.48            | $676.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7559 | 2053-03-01      | 5.5000%  |  | $27320.44          | $28291.99          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AF3174 C     | 2035-08-20      | 5.5000%  |  | $68.17             | $69.30             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AE2211 C     | 2036-04-20      | 5.5000%  |  | $40.54             | $42.06             | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CL8529 C     | 2039-07-20      | 5.5000%  |  | $247.34            | $255.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CL3171 C     | 2052-01-20      | 4.0000%  |  | $320.84            | $307.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CJ2186 C     | 2052-06-20      | 6.0000%  |  | $415.98            | $450.43            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CG2269 C     | 2040-08-20      | 5.0000%  |  | $395.93            | $399.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7447 C     | 2051-08-20      | 4.0000%  |  | $167.82            | $161.54            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7063 C     | 2051-08-20      | 4.0000%  |  | $229.33            | $220.12            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CD0710 C     | 2051-05-20      | 2.5000%  |  | $261.96            | $228.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CC0198 C     | 2051-04-20      | 3.0000%  |  | $2055.08           | $1862.06           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BY1855 C     | 2050-12-20      | 4.0000%  |  | $256.65            | $246.11            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU5005 C     | 2050-05-20      | 3.5000%  |  | $491.00            | $457.40            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3391 C     | 2050-05-20      | 5.0000%  |  | $173.74            | $175.86            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3326 C     | 2050-05-20      | 3.0000%  |  | $486.02            | $444.86            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q17952 G | 2043-05-01      | 4.0000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9273 C     | 2050-05-20      | 4.0000%  |  | $384.95            | $369.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9200 | 2054-09-01      | 4.5000%  |  | $0.36              | $0.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8538 | 2054-05-01      | 5.5000%  |  | $0.34              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5647 | 2053-02-01      | 5.5000%  |  | $0.31              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8105 | 2046-10-01      | 3.0000%  |  | $8127.73           | $7504.58           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0280 C     | 2055-08-20      | 6.5000%  |  | $631.73            | $666.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0272 C     | 2055-08-20      | 6.5000%  |  | $651.07            | $684.98            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3116 C     | 2055-08-20      | 6.0000%  |  | $9535.51           | $9861.54           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3115 C     | 2055-08-20      | 6.0000%  |  | $5330.70           | $5512.96           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8875 C     | 2055-02-20      | 6.5000%  |  | $396.96            | $419.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7090 C     | 2055-01-20      | 7.0000%  |  | $765.85            | $822.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7338 | 2050-10-01      | 2.0000%  |  | $0.24              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3870 | 2049-07-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  |  | $0.36              | $0.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9453 | 2051-03-01      | 2.0000%  |  | $180.99            | $151.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ5876 | 2050-11-01      | 2.5000%  |  | $285.49            | $249.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTBQ4473 | 2041-02-01      | 2.0000%  |  | $45955.20          | $40480.70          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI2213 | 2054-03-01      | 5.0000%  |  | $683.90            | $693.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI0936 | 2054-03-01      | 6.0000%  |  | $2393.84           | $2495.83           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9621 | 2053-08-01      | 5.5000%  |  | $7858.95           | $8086.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9455 | 2053-07-01      | 6.0000%  |  | $9906.55           | $10268.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9433 | 2053-07-01      | 5.5000%  |  | $9507.68           | $9847.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9384 | 2053-07-01      | 6.0000%  |  | $8914.56           | $9294.52           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  |  | $36651.92          | $37467.61          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  |  | $30.85             | $31.07             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  |  | $856.91            | $882.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA1154 | 2032-08-01      | 4.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAB8287 | 2042-04-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA2449 | 2052-04-01      | 2.0000%  |  | $0.37              | $0.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8209 | 2053-01-01      | 5.5000%  |  | $2577.97           | $2634.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ6522 | 2054-10-01      | 5.0000%  |  | $0.36              | $0.36              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1868 | 2052-11-01      | 5.5000%  |  | $36.29             | $37.66             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0499 | 2050-08-01      | 3.0000%  |  | $0.20              | $0.19              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZT1100 | 2042-12-01      | 3.5000%  |  | $11.14             | $10.68             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  |  | $47.17             | $44.77             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6729 | 2049-05-01      | 4.5000%  |  | $42.26             | $42.23             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6243 | 2049-01-01      | 4.5000%  |  | $227.99            | $228.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0457 | 2042-09-01      | 3.5000%  |  | $1435.43           | $1376.52           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  |  | $59.14             | $59.42             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9627 | 2045-01-01      | 3.5000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9003 | 2045-02-01      | 3.5000%  |  | $0.15              | $0.14              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 4PZL0907 | 2035-01-01      | 5.0000%  |  | $9.56              | $9.69              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3LZL0755 | 2037-02-01      | 4.5000%  |  | $14.04             | $14.14             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLZJ4914 | 2031-02-01      | 7.5000%  |  | $12.62             | $12.86             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9272 C     | 2050-05-20      | 4.0000%  |  | $196.70            | $188.80            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9270 C     | 2050-05-20      | 4.0000%  |  | $282.26            | $271.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3784 C     | 2050-04-20      | 4.0000%  |  | $189.58            | $181.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3782 C     | 2050-04-20      | 4.0000%  |  | $204.56            | $196.08            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3780 C     | 2050-04-20      | 4.0000%  |  | $172.93            | $165.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3787 C     | 2050-04-20      | 4.0000%  |  | $249.89            | $242.43            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3786 C     | 2050-04-20      | 4.0000%  |  | $113.91            | $109.12            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT1002 C     | 2050-06-20      | 4.5000%  |  | $164.79            | $169.63            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5373 C     | 2052-12-20      | 7.5000%  |  | $341.72            | $356.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7884 | 2046-09-01      | 3.0000%  |  | $10.39             | $9.54              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6337 | 2045-12-01      | 3.5000%  |  | $2283.35           | $2185.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS5993 | 2045-10-01      | 3.0000%  |  | $1223.10           | $1126.29           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3284 C     | 2050-04-20      | 4.0000%  |  | $2040.67           | $1981.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU0673 C     | 2050-04-20      | 4.0000%  |  | $273.61            | $261.60            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9466 C     | 2050-04-20      | 4.0000%  |  | $287.71            | $276.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2000 | 2054-09-01      | 6.0000%  |  | $0.34              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1995 | 2054-10-01      | 5.5000%  |  | $7524.20           | $7655.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC0552 | 2054-07-01      | 6.0000%  |  | $226.69            | $234.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9392 | 2054-08-01      | 6.5000%  |  | $0.35              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDB7478 | 2040-03-01      | 4.5000%  |  | $0.36              | $0.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB7361 | 2054-07-01      | 6.5000%  |  | $1504.22           | $1577.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7356 | 2054-07-01      | 6.0000%  |  | $0.34              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4849 | 2054-12-01      | 5.5000%  |  | $6984.61           | $7134.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  |  | $1463.06           | $1508.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA4116 | 2053-12-01      | 7.0000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  |  | $680.11            | $695.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL735502 | 2035-04-01      | 6.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAY9046 | 2035-05-01      | 3.0000%  |  | $61.56             | $58.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT6319 | 2043-06-01      | 3.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  |  | $10.83             | $9.91              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8451 | 2046-12-01      | 3.0000%  |  | $3.88              | $3.56              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8189 | 2046-10-01      | 3.0000%  |  | $68.18             | $62.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5004 | 2045-05-01      | 3.5000%  |  | $8562.55           | $8173.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5375 | 2045-07-01      | 3.5000%  |  | $11437.82          | $10904.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR8866 | 2043-06-01      | 3.5000%  |  | $285.59            | $273.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR1463 | 2043-01-01      | 3.0000%  |  | $221.86            | $207.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  |  | $0.34              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAQ7191 | 2043-07-01      | 3.0000%  |  | $187.25            | $174.11            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5275 C     | 2053-01-20      | 7.5000%  |  | $247.29            | $258.27            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CN3251 C     | 2052-04-20      | 5.0000%  |  | $424.96            | $446.39            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD7084 X     | 2047-10-15      | 4.0000%  |  | $506.46            | $489.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9301 M     | 2053-11-20      | 3.5000%  |  | $5416.79           | $5035.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA9058 M     | 2050-08-20      | 3.0000%  |  | $130.91            | $116.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8411 M     | 2052-10-20      | 5.0000%  |  | $23.42             | $23.67             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8379 M     | 2052-06-20      | 5.0000%  |  | $27.42             | $27.91             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8299 M     | 2052-05-20      | 4.0000%  |  | $21.29             | $20.08             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8997 M     | 2053-07-20      | 6.0000%  |  | $31.84             | $32.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $3935.97           | $3674.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2122 | 2042-08-01      | 3.0000%  |  | $19260.23          | $17983.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2978 | 2042-05-01      | 3.5000%  |  | $31999.76          | $30864.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6744 | 2045-04-01      | 3.5000%  |  | $7319.14           | $7023.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3832 | 2043-07-01      | 3.5000%  |  | $1718.48           | $1646.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK4499 | 2042-02-01      | 3.5000%  |  | $20220.61          | $19545.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ9198 | 2042-01-01      | 3.5000%  |  | $0.03              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545304 | 2031-11-01      | 7.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0802 C     | 2064-08-20      | 3.0000%  |  | $62.55             | $56.04             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5420 C     | 2064-08-20      | 4.0000%  |  | $309.32            | $293.80            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5359 C     | 2064-08-20      | 3.5000%  |  | $272.10            | $248.06            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2613 C     | 2064-06-20      | 3.5000%  |  | $173.91            | $158.54            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2608 C     | 2064-06-20      | 2.5000%  |  | $299.97            | $248.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2577 C     | 2064-05-20      | 3.5000%  |  | $412.21            | $375.78            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1404 C     | 2054-05-20      | 6.5000%  |  | $680.38            | $719.55            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DA9234 C     | 2063-06-20      | 2.0000%  |  | $56.24             | $44.42             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7383 C     | 2054-01-20      | 8.0000%  |  | $2316.17           | $2449.13           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7381 C     | 2054-01-20      | 8.0000%  |  | $412.45            | $436.12            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ4872 C     | 2054-01-20      | 6.0000%  |  | $576.45            | $603.91            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3124 C     | 2053-12-20      | 8.0000%  |  | $3467.04           | $3669.65           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3123 C     | 2053-12-20      | 8.0000%  |  | $471.13            | $498.67            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3122 C     | 2053-12-20      | 8.0000%  |  | $495.80            | $524.81            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6019 C     | 2053-10-20      | 7.5000%  |  | $853.94            | $918.85            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2978 C     | 2053-10-20      | 7.5000%  |  | $996.19            | $1071.92           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2938 C     | 2053-10-20      | 7.5000%  |  | $1966.79           | $2116.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK0915 | 2048-07-01      | 4.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  |  | $1390.37           | $1360.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ4916 | 2048-03-01      | 3.5000%  |  | $0.06              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH9312 | 2047-09-01      | 3.5000%  |  | $9712.31           | $9205.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  |  | $11224.60          | $10624.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U4BF0202 | 2051-01-01      | 4.5000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE3619 | 2047-05-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $4.08              | $3.75              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF2300 | 2055-10-01      | 6.0000%  |  | $0.37              | $0.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF1881 | 2055-10-01      | 5.0000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDF0635 | 2040-09-01      | 5.5000%  |  | $677.86            | $697.46            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2650 C     | 2064-05-20      | 3.5000%  |  | $499.64            | $455.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF0420 | 2055-10-01      | 5.0000%  |  | $0.38              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9556 | 2055-10-01      | 5.5000%  |  | $0.37              | $0.39              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2424 C     | 2053-11-20      | 7.5000%  |  | $947.01            | $984.42            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2423 C     | 2053-11-20      | 7.5000%  |  | $322.72            | $337.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 08.000 CLZJ4912 | 2031-02-01      | 8.0000%  |  | $12.59             | $13.20             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C04052 G | 2042-06-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G16210 G | 2032-06-01      | 3.5000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G07137 G | 2039-10-01      | 6.0000%  |  | $128.41            | $136.31            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G07692 G | 2044-03-01      | 4.5000%  |  | $21.71             | $21.96             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G05398 G | 2033-11-01      | 5.0000%  |  | $2.51              | $2.56              | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC G01903 G | 2034-01-01      | 8.0000%  |  | $55.56             | $58.53             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $5.60              | $5.94              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A48052 G | 2035-12-01      | 5.5000%  |  | $110.95            | $114.92            | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  |  | $0.12              | $0.13              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $0.89              | $0.92              | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  |  | $0.21              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7866 M     | 2052-01-20      | 2.5000%  |  | $216.90            | $183.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7691 M     | 2051-10-20      | 3.0000%  |  | $44.68             | $40.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8685 | 2055-09-01      | 6.5000%  |  | $867.90            | $903.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8533 | 2055-09-01      | 6.0000%  |  | $1707.42           | $1760.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8256 | 2055-09-01      | 5.5000%  |  | $4529.19           | $4653.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 ZK310219 | 2048-10-01      | 3.0000%  |  | $0.32              | $0.30              | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7690 M     | 2051-10-20      | 2.5000%  |  | $104.87            | $88.41             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8381 M     | 2052-09-20      | 5.0000%  |  | $25.06             | $25.33             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG3914 | 2053-06-01      | 6.0000%  |  | $87.56             | $91.92             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF6431 | 2053-01-01      | 6.0000%  |  | $300.88            | $314.36            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7461 M     | 2045-04-20      | 3.5000%  |  | $29.34             | $26.70             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4411 | 2051-01-01      | 2.5000%  |  | $0.22              | $0.19              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF8195 | 2053-02-01      | 6.0000%  |  | $191.30            | $197.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF1989 | 2052-10-01      | 5.0000%  |  | $0.20              | $0.20              | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8304 M     | 2045-10-20      | 3.5000%  |  | $33.88             | $30.82             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3444 C     | 2053-05-20      | 6.0000%  |  | $347.32            | $361.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4782 M     | 2047-10-20      | 5.5000%  |  | $133.59            | $139.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9478 | 2053-07-01      | 5.5000%  |  | $703.52            | $721.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU9140 C     | 2053-06-20      | 6.0000%  |  | $342.74            | $357.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CTRB5274 | 2044-01-01      | 6.0000%  |  | $10.20             | $10.64             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8140 | 2052-08-01      | 5.0000%  |  | $7.62              | $7.69              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL7278 | 2030-08-01      | 3.5000%  |  | $216.85            | $215.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3285 C     | 2050-04-20      | 4.0000%  |  | $2527.39           | $2459.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY8587 | 2045-08-01      | 3.5000%  |  | $192.61            | $183.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3877 | 2054-10-01      | 6.0000%  |  | $0.34              | $0.35              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CW7531 C     | 2063-06-20      | 2.0000%  |  | $38.00             | $30.01             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6157 M     | 2049-09-20      | 5.0000%  |  | $47.47             | $48.52             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI9058 | 2054-07-01      | 6.0000%  |  | $2693.24           | $2790.42           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7380 C     | 2054-01-20      | 7.5000%  |  | $2164.31           | $2328.83           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ0778 C     | 2054-01-20      | 6.5000%  |  | $596.66            | $634.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1872 | 2052-11-01      | 5.5000%  |  | $13402.96          | $13856.81          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0900 C     | 2064-08-20      | 3.0000%  |  | $324.45            | $290.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP7290 X     | 2045-10-15      | 4.5000%  |  | $145.52            | $144.71            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR9823 C     | 2053-01-20      | 7.5000%  |  | $532.63            | $573.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF2389 | 2052-10-01      | 5.5000%  |  | $26.72             | $27.30             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1540 C     | 2053-09-20      | 7.5000%  |  | $483.16            | $513.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2871 | 2053-04-01      | 5.5000%  |  | $391.99            | $401.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8856 | 2054-02-01      | 6.0000%  |  | $901.63            | $943.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8082 | 2050-08-01      | 2.0000%  |  | $9421.31           | $7764.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9325 | 2050-03-01      | 5.0000%  |  | $0.04              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO3106 | 2049-10-01      | 3.0000%  |  | $1721.69           | $1560.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM5950 | 2048-11-01      | 3.0000%  |  | $0.09              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5857 | 2049-04-01      | 4.0000%  |  | $4080.64           | $4006.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM5179 | 2047-07-01      | 3.0000%  |  | $0.10              | $0.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5135 | 2048-07-01      | 4.0000%  |  | $10387.01          | $10169.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4027 | 2048-05-01      | 3.5000%  |  | $1327.45           | $1260.86           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3157 C     | 2055-03-20      | 6.5000%  |  | $1352.85           | $1415.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG6307 C     | 2054-11-20      | 5.5000%  |  | $384.52            | $392.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7807 C     | 2054-12-20      | 5.5000%  |  | $871.46            | $889.98            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7746 C     | 2056-03-20      | 3.0000%  |  | $39.78             | $35.65             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7736 C     | 2062-04-20      | 4.0000%  |  | $24.34             | $22.99             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7724 C     | 2063-12-20      | 7.5000%  |  | $113.36            | $117.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7709 C     | 2064-10-20      | 4.0000%  |  | $54.66             | $51.91             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7706 C     | 2063-10-20      | 4.5000%  |  | $14.41             | $14.07             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0915 C     | 2064-08-20      | 2.5000%  |  | $229.84            | $190.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0896 C     | 2064-08-20      | 4.0000%  |  | $132.59            | $125.93            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0871 C     | 2064-02-20      | 3.5000%  |  | $44.39             | $40.46             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0844 C     | 2064-08-20      | 4.0000%  |  | $117.24            | $111.36            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0829 C     | 2064-07-20      | 3.5000%  |  | $229.60            | $209.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7251 | 2054-12-01      | 5.0000%  |  | $0.40              | $0.40              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6008 | 2054-08-01      | 5.5000%  |  | $0.32              | $0.33              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5457 | 2054-05-01      | 5.5000%  |  | $0.33              | $0.34              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD5076 | 2054-03-01      | 6.5000%  |  | $35934.42          | $38455.15          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  |  | $7289.58           | $7537.17           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG2506 | 2053-05-01      | 5.5000%  |  | $763.68            | $790.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG2186 | 2053-04-01      | 6.0000%  |  | $2077.89           | $2146.83           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $89.72             | $91.71             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF9670 | 2053-03-01      | 5.5000%  |  | $32.02             | $32.93             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF8204 | 2053-02-01      | 6.0000%  |  | $28.37             | $29.36             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7826 | 2053-02-01      | 6.0000%  |  | $1240.56           | $1300.36           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7301 | 2053-01-01      | 6.0000%  |  | $1002.71           | $1039.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA8431 | 2053-01-01      | 6.5000%  |  | $36.50             | $38.13             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7867 M     | 2051-08-20      | 3.0000%  |  | $40.69             | $36.62             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8332 | 2053-06-01      | 6.0000%  |  | $0.27              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB0064 | 2054-04-01      | 6.0000%  |  | $93.23             | $97.39             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9570 C     | 2052-07-20      | 4.5000%  |  | $327.63            | $325.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2447 | 2047-01-01      | 3.5000%  |  | $5594.12           | $5327.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6156 | 2053-07-01      | 6.0000%  |  | $1287.11           | $1341.89           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6018 C     | 2053-10-20      | 7.5000%  |  | $415.85            | $447.47            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3781 C     | 2050-04-20      | 4.0000%  |  | $97.35             | $93.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5012 | 2048-03-01      | 3.5000%  |  | $7134.64           | $6800.27           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7811 M     | 2051-12-20      | 2.5000%  |  | $42.49             | $35.82             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CV4691 C     | 2063-07-20      | 6.0000%  |  | $127.22            | $130.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM2006 | 2048-01-01      | 4.0000%  |  | $3104.41           | $3029.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4264 | 2053-11-01      | 6.0000%  |  | $789.91            | $825.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5777 | 2052-07-01      | 5.0000%  |  | $689.93            | $701.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB6276 C     | 2064-06-20      | 3.5000%  |  | $130.09            | $118.60            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2937 C     | 2053-10-20      | 7.5000%  |  | $525.33            | $565.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4495 | 2052-03-01      | 3.5000%  |  | $0.29              | $0.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN0508 | 2048-09-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3283 C     | 2050-04-20      | 4.0000%  |  | $1383.46           | $1338.12           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC N35004 G | 2045-05-01      | 3.0000%  |  | $17.57             | $16.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9495 | 2054-11-01      | 5.5000%  |  | $0.34              | $0.35              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5602 C     | 2064-10-20      | 6.5000%  |  | $2112.00           | $2188.51           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6512 M     | 2035-03-20      | 2.5000%  |  | $134.80            | $128.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD3814 | 2055-03-01      | 4.5000%  |  | $438.29            | $432.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1616 | 2055-05-01      | 5.0000%  |  | $1072.76           | $1081.68           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1051 | 2052-07-01      | 4.0000%  |  | $2964.17           | $2866.77           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK3334 C     | 2065-05-20      | 7.0000%  |  | $5109.06           | $5291.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7035 | 2054-12-01      | 6.0000%  |  | $0.32              | $0.33              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD9132 | 2055-05-01      | 5.0000%  |  | $585.54            | $592.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7806 C     | 2054-12-20      | 5.5000%  |  | $769.73            | $786.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BM9834 C     | 2049-06-20      | 6.0000%  |  | $141.75            | $150.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6338 | 2045-12-01      | 3.5000%  |  | $11663.18          | $11160.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8106 | 2050-11-01      | 2.0000%  |  | $0.24              | $0.20              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7391 | 2055-01-01      | 6.0000%  |  | $0.34              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9295 | 2055-04-01      | 6.0000%  |  | $609.78            | $627.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7114 | 2054-09-01      | 6.0000%  |  | $0.32              | $0.33              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6287 C     | 2055-02-20      | 6.5000%  |  | $460.36            | $491.81            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q60516 G | 2048-12-01      | 4.5000%  |  | $756.22            | $753.43            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7347 C     | 2055-04-20      | 6.0000%  |  | $3621.41           | $3762.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE8760 | 2055-09-01      | 5.0000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3639 | 2055-03-01      | 5.5000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7348 C     | 2055-04-20      | 6.5000%  |  | $3363.71           | $3540.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLDF1511 | 2055-10-01      | 4.0000%  |  | $0.37              | $0.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1012 | 2055-02-01      | 5.5000%  |  | $0.36              | $0.37              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF4407 C     | 2064-11-20      | 4.0000%  |  | $333.83            | $317.08            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3325 C     | 2050-05-20      | 3.0000%  |  | $365.36            | $331.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3617 | 2055-10-01      | 5.5000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9026 | 2055-02-01      | 5.5000%  |  | $464.65            | $473.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9446 | 2054-11-01      | 4.5000%  |  | $0.35              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8701 | 2055-09-01      | 6.5000%  |  | $0.75              | $0.78              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE4688 | 2055-07-01      | 5.0000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9794 | 2055-09-01      | 6.0000%  |  | $0.40              | $0.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0557 | 2052-09-01      | 3.5000%  |  | $0.35              | $0.33              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD4435 | 2055-03-01      | 6.5000%  |  | $0.37              | $0.40              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3660 | 2055-03-01      | 6.5000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9229 | 2055-07-01      | 6.0000%  |  | $0.33              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  |  | $201.70            | $208.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ9480 | 2048-03-01      | 4.5000%  |  | $9.72              | $9.73              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE4107 | 2055-08-01      | 5.5000%  |  | $712.73            | $727.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ3472 | 2055-09-01      | 5.0000%  |  | $0.38              | $0.38              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3138 C     | 2055-03-20      | 6.0000%  |  | $4436.12           | $4587.80           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7157 C     | 2055-01-20      | 6.0000%  |  | $398.74            | $417.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9611 | 2053-08-01      | 5.0000%  |  | $1293.07           | $1309.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG0752 | 2053-04-01      | 5.5000%  |  | $1979.74           | $2022.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  |  | $0.34              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA1156 | 2054-07-01      | 6.5000%  |  | $0.32              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5312 | 2055-09-01      | 6.0000%  |  | $0.37              | $0.39              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9297 | 2052-09-01      | 5.0000%  |  | $317.11            | $320.71            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1003 C     | 2055-08-20      | 6.0000%  |  | $7595.38           | $7855.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF0402 | 2055-10-01      | 4.5000%  |  | $0.37              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD3832 | 2055-03-01      | 5.0000%  |  | $126.10            | $126.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6532 | 2054-11-01      | 5.0000%  |  | $11825.10          | $11857.71          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ7518 | 2055-11-01      | 5.0000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CKBM7860 | 2050-12-01      | 4.0000%  |  | $1134.98           | $1077.90           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6778 | 2053-02-01      | 5.5000%  |  | $4385.99           | $4514.56           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  |  | $203.32            | $208.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6330 | 2053-01-01      | 5.5000%  |  | $311.07            | $324.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1354 | 2052-10-01      | 5.5000%  |  | $1246.01           | $1272.77           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9643 | 2052-09-01      | 5.0000%  |  | $1048.16           | $1065.81           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9014 | 2052-08-01      | 5.0000%  |  | $749.53            | $759.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8861 | 2052-09-01      | 5.0000%  |  | $1163.84           | $1188.72           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8787 | 2052-08-01      | 4.5000%  |  | $594.72            | $596.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7863 | 2052-08-01      | 5.0000%  |  | $675.76            | $688.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7356 | 2052-08-01      | 5.0000%  |  | $912.98            | $929.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5829 | 2052-07-01      | 5.0000%  |  | $53.74             | $55.49             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE2763 | 2052-05-01      | 4.5000%  |  | $491.42            | $488.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA8719 | 2050-04-01      | 3.5000%  |  | $241.78            | $228.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA8603 | 2050-04-01      | 3.5000%  |  | $302.92            | $286.81            | Agency Mortgage-Backed Securities         |
| FMAC 08.500 FGPC G60687 G | 2031-05-01      | 8.5000%  |  | $1.02              | $1.06              | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G60081 G | 2045-06-01      | 4.0000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  |  | $0.33              | $0.34              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0433 C     | 2054-03-20      | 6.0000%  |  | $577.58            | $607.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8005 | 2046-09-01      | 3.0000%  |  | $5845.72           | $5368.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7863 | 2046-09-01      | 3.0000%  |  | $40475.41          | $37171.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $77477.69          | $78042.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ5964 | 2041-11-01      | 3.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3LZL0757 | 2037-05-01      | 4.5000%  |  | $13.51             | $13.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH7058 | 2047-12-01      | 3.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6733 | 2042-03-01      | 3.5000%  |  | $18211.01          | $17598.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4462 | 2053-11-01      | 6.0000%  |  | $537.22            | $562.65            | Agency Mortgage-Backed Securities         |

### Security 118: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  4.020%, 12/3/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  |  | $7268.21           | $7481.96           | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $277256.84         | $292437.79         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  |  | $509841.05         | $521667.95         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $26314.74          | $26113.86          | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  |  | $6249.37           | $5924.07           | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $76364.00          | $66811.27          | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  |  | $8098.95           | $8023.29           | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-11-15      | 4.6250%  |  | $8096.21           | $8084.98           | U.S. Treasuries (including strips) |
| USTR 2 1/2 TRIB 29    | 2029-01-15      | 2.5000%  |  | $20360.41          | $21329.35          | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 27    | 2027-01-15      | 2.3750%  |  | $42375.37          | $43198.18          | U.S. Treasuries (including strips) |
| USTR 3 7/8 TRIB 29    | 2029-04-15      | 3.8750%  |  | $23746.84          | $25875.13          | U.S. Treasuries (including strips) |
| USTR BILL 10/29/26    | 2026-10-29      | 0.0000%  |  | $0.11              | $0.10              | U.S. Treasuries (including strips) |

### Security 119: Societe Generale, New York Branch

- **C.1 - Title:** Societe Generale, New York Branch, REPO,  4.040%, 12/3/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 988FSF000, C.3 - LEI: 254900J6B390XMPVLV82
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 02.000 CISB8501 | 2035-08-01      | 2.0000%  |  | $0.22              | $0.20              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0119 | 2049-08-01      | 3.5000%  |  | $7.59              | $7.13              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC4701 | 2054-10-01      | 6.5000%  |  | $446.43            | $465.77            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZK8962 | 2032-09-01      | 3.0000%  |  | $14.01             | $13.73             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8533 | 2055-09-01      | 6.0000%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC7267 | 2054-12-01      | 5.5000%  |  | $458.45            | $472.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA0572 | 2055-01-01      | 5.0000%  |  | $1753.59           | $1769.28           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD1639 | 2055-01-01      | 6.5000%  |  | $376.60            | $394.10            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG7311 | 2053-07-01      | 5.5000%  |  | $37.55             | $38.56             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0230 | 2055-10-01      | 5.5000%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX3530 | 2055-09-01      | 6.0000%  |  | $0.51              | $0.53              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ4543 | 2055-08-01      | 5.5000%  |  | $268.01            | $274.66            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD7383 | 2055-01-01      | 6.0000%  |  | $0.47              | $0.49              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 I6BF0829 | 2064-06-01      | 2.5000%  |  | $0.49              | $0.41              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD2413 | 2055-02-01      | 5.5000%  |  | $1683.42           | $1714.40           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC2628 | 2055-04-01      | 5.0000%  |  | $602.93            | $605.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE9111 | 2055-10-01      | 5.5000%  |  | $0.46              | $0.48              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  |  | $4901.52           | $5010.60           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9160 | 2053-06-01      | 5.5000%  |  | $0.40              | $0.42              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRA9861 | 2053-09-01      | 6.5000%  |  | $0.39              | $0.41              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  |  | $0.40              | $0.41              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  |  | $3558.06           | $3663.86           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8307 | 2052-12-01      | 6.0000%  |  | $17.16             | $17.86             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH0158 | 2047-03-01      | 3.5000%  |  | $18.27             | $17.10             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 I4BF0738 | 2063-06-01      | 4.5000%  |  | $647.75            | $638.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 R3BF0725 | 2052-07-01      | 4.5000%  |  | $240.39            | $242.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 U6BF0498 | 2053-09-01      | 2.5000%  |  | $1449.83           | $1251.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 R3BF0444 | 2049-09-01      | 3.0000%  |  | $0.20              | $0.18              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX4432 | 2053-09-01      | 5.0000%  |  | $2098.79           | $2111.50           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX1767 | 2052-11-01      | 5.5000%  |  | $398.37            | $406.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX1684 | 2052-11-01      | 5.5000%  |  | $1173.55           | $1210.23           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW9765 | 2053-06-01      | 5.5000%  |  | $0.38              | $0.38              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9343 | 2052-10-01      | 5.0000%  |  | $0.40              | $0.41              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW8761 | 2052-10-01      | 5.5000%  |  | $469.22            | $490.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB1918 | 2054-09-01      | 5.0000%  |  | $582.38            | $584.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB1696 | 2054-06-01      | 6.5000%  |  | $469.82            | $494.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM8787 | 2051-10-01      | 2.5000%  |  | $696.13            | $604.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB0818 | 2054-04-01      | 5.5000%  |  | $4220.37           | $4297.73           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA5879 | 2053-12-01      | 7.0000%  |  | $0.45              | $0.48              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5689 | 2040-03-01      | 6.5000%  |  | $2210.94           | $2319.18           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  |  | $18.06             | $18.42             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8942 | 2052-09-01      | 5.0000%  |  | $1666.25           | $1700.06           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW4865 | 2053-04-01      | 4.5000%  |  | $3110.58           | $3067.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW4881 | 2053-04-01      | 5.5000%  |  | $1532.42           | $1589.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW5274 | 2053-04-01      | 5.0000%  |  | $341.54            | $343.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM4151 | 2032-06-01      | 2.5000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  |  | $0.14              | $0.14              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM3674 | 2048-03-01      | 3.5000%  |  | $0.15              | $0.14              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM4484 | 2047-05-01      | 4.0000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4468 | 2048-09-01      | 4.5000%  |  | $935.58            | $942.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM3288 | 2046-12-01      | 3.5000%  |  | $2.10              | $2.00              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $16.55             | $16.57             | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LBAX8472 | 2044-11-01      | 6.1770%  |  | $24.87             | $25.81             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAX6435 | 2030-01-01      | 3.0000%  |  | $0.08              | $0.07              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX5308 | 2042-01-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAW0354 | 2044-03-01      | 4.5000%  |  | $43.42             | $43.05             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAV8711 | 2029-03-01      | 3.5000%  |  | $15.02             | $14.92             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CRAV6142 | 2044-01-01      | 4.5000%  |  | $2214.66           | $2232.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAT4192 | 2043-05-01      | 3.5000%  |  | $3795.80           | $3640.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT3060 | 2043-04-01      | 3.0000%  |  | $960.65            | $897.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CQAT2404 | 2033-05-01      | 3.0000%  |  | $76.10             | $73.92             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT2021 | 2043-04-01      | 3.5000%  |  | $285.37            | $274.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAT0998 | 2043-04-01      | 3.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT0966 | 2043-04-01      | 3.0000%  |  | $3907.01           | $3646.23           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS9519 | 2032-04-01      | 3.5000%  |  | $44.16             | $43.89             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS9450 | 2047-04-01      | 3.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2626 | 2048-11-01      | 4.0000%  |  | $57.35             | $56.02             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1540 | 2048-04-01      | 4.0000%  |  | $124.24            | $121.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA1530 | 2043-04-01      | 3.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA1422 | 2033-03-01      | 2.5000%  |  | $56.14             | $53.84             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM4322 | 2048-07-01      | 4.0000%  |  | $46.63             | $45.50             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  |  | $1077.41           | $1058.16           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6748 | 2053-07-01      | 5.5000%  |  | $7.71              | $7.99              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBU0720 | 2051-10-01      | 2.0000%  |  | $0.39              | $0.32              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBU8670 | 2052-05-01      | 4.5000%  |  | $309.65            | $305.92            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA2194 | 2050-02-01      | 3.0000%  |  | $0.21              | $0.19              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8264 | 2053-02-01      | 5.5000%  |  | $0.41              | $0.42              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6636 | 2054-10-01      | 5.5000%  |  | $0.46              | $0.48              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6560 | 2053-06-01      | 5.5000%  |  | $2298.47           | $2353.69           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRA8431 | 2053-01-01      | 6.5000%  |  | $372.23            | $388.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA4936 | 2053-10-01      | 7.0000%  |  | $0.46              | $0.49              | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA4116 | 2053-12-01      | 7.0000%  |  | $0.38              | $0.41              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA1668 | 2053-10-01      | 6.5000%  |  | $386.69            | $412.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDA0846 | 2053-11-01      | 5.5000%  |  | $18.44             | $18.79             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL870628 | 2036-06-01      | 5.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA1421 | 2050-05-01      | 5.0000%  |  | $3838.40           | $3902.50           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB1968 | 2054-09-01      | 6.5000%  |  | $0.39              | $0.41              | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ1575 | 2034-10-01      | 4.5450%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBM3176 | 2032-08-01      | 3.0000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBM3487 | 2031-06-01      | 3.5000%  |  | $43.40             | $43.19             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX JUBM1876 | 2044-09-01      | 5.1940%  |  | $0.11              | $0.12              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBM1565 | 2047-04-01      | 3.0000%  |  | $362.75            | $334.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK2003 | 2048-04-01      | 4.5000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $98.21             | $85.59             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ9169 | 2048-05-01      | 4.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBJ7199 | 2048-09-01      | 3.5000%  |  | $0.16              | $0.15              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBJ5515 | 2033-01-01      | 3.0000%  |  | $24.02             | $23.32             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ4626 | 2048-02-01      | 4.5000%  |  | $1017.38           | $1016.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBJ3997 | 2048-02-01      | 3.5000%  |  | $58.80             | $55.89             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH6713 | 2047-08-01      | 3.5000%  |  | $32.60             | $30.74             | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC U99045 G | 2043-03-01      | 3.5000%  |  | $87.58             | $84.08             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD4288 | 2053-10-01      | 4.5000%  |  | $5.23              | $5.22              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD4122 | 2053-10-01      | 3.0000%  |  | $17.59             | $15.72             | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1293 | 2029-07-01      | 4.7700%  |  | $7439.50           | $7670.69           | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ0554 | 2029-02-01      | 4.7800%  |  | $7018.00           | $7222.26           | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ0521 | 2029-02-01      | 4.8800%  |  | $4699.00           | $4846.13           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY8516 | 2053-08-01      | 6.0000%  |  | $0.33              | $0.34              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY6131 | 2053-09-01      | 6.5000%  |  | $303.61            | $316.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL255813 | 2035-08-01      | 5.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CIQO1516 | 2038-08-01      | 6.0000%  |  | $580.11            | $604.88            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1585 | 2029-08-01      | 4.6500%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9646 | 2054-12-01      | 5.0000%  |  | $0.47              | $0.48              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIQO0744 | 2037-08-01      | 3.0000%  |  | $48.44             | $46.75             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO0553 | 2037-07-01      | 4.0000%  |  | $82.08             | $81.45             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQI9871 | 2054-07-01      | 4.5000%  |  | $0.49              | $0.48              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI8838 | 2054-07-01      | 6.0000%  |  | $566.18            | $587.12            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI7511 | 2054-06-01      | 5.5000%  |  | $3601.54           | $3727.46           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQI5628 | 2054-05-01      | 7.0000%  |  | $22.21             | $23.76             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQI5499 | 2054-05-01      | 4.5000%  |  | $0.48              | $0.47              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC3597 | 2051-06-01      | 2.0000%  |  | $0.37              | $0.31              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8784 | 2047-02-01      | 3.0000%  |  | $0.11              | $0.10              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB0360 | 2035-04-01      | 3.5000%  |  | $0.15              | $0.15              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC0326 | 2045-12-01      | 3.5000%  |  | $2846.95           | $2713.24           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0676 | 2062-09-01      | 3.5000%  |  | $0.40              | $0.37              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA3370 | 2053-11-01      | 6.5000%  |  | $936.67            | $993.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA3666 | 2049-06-01      | 4.0000%  |  | $0.13              | $0.13              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBP5800 | 2050-05-01      | 2.5000%  |  | $177.99            | $153.69            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  |  | $0.47              | $0.48              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI0588 | 2054-03-01      | 6.5000%  |  | $4931.01           | $5228.87           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY7802 | 2045-04-01      | 3.0000%  |  | $891.13            | $824.47            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0390 | 2050-04-01      | 3.0000%  |  | $0.14              | $0.13              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7306 | 2046-06-01      | 3.0000%  |  | $4952.26           | $4549.05           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE5080 | 2052-07-01      | 5.0000%  |  | $0.34              | $0.35              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 U6BM7360 | 2057-02-01      | 3.0000%  |  | $0.45              | $0.40              | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQI0818 | 2054-02-01      | 7.0000%  |  | $346.69            | $370.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS9676 | 2047-05-01      | 4.0000%  |  | $1984.09           | $1936.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICA2734 | 2033-11-01      | 3.0000%  |  | $102.74            | $99.84             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD1373 | 2052-05-01      | 3.0000%  |  | $848.98            | $766.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC1795 | 2054-11-01      | 5.5000%  |  | $0.49              | $0.51              | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBX4857 | 2053-05-01      | 4.4190%  |  | $1120.56           | $1121.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2092 | 2048-07-01      | 4.5000%  |  | $1.69              | $1.69              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5882 | 2054-07-01      | 6.0000%  |  | $0.43              | $0.45              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD1605 | 2051-12-01      | 2.5000%  |  | $0.43              | $0.37              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD7561 | 2053-02-01      | 4.0000%  |  | $0.40              | $0.39              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA6508 | 2051-12-01      | 2.0000%  |  | $0.38              | $0.32              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC3207 | 2054-10-01      | 5.0000%  |  | $713.67            | $715.94            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA7326 | 2052-05-01      | 3.5000%  |  | $0.82              | $0.77              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD4698 | 2054-01-01      | 6.0000%  |  | $0.43              | $0.44              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC0885 | 2051-04-01      | 2.0000%  |  | $0.32              | $0.26              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9298 | 2053-06-01      | 5.5000%  |  | $0.44              | $0.45              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8099 | 2050-10-01      | 2.5000%  |  | $86.81             | $74.81             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA8388 | 2035-12-01      | 2.5000%  |  | $211.99            | $202.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV3211 | 2052-03-01      | 3.0000%  |  | $6.05              | $5.50              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY6399 | 2053-08-01      | 5.5000%  |  | $2763.24           | $2833.34           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7127 | 2053-09-01      | 6.0000%  |  | $0.41              | $0.43              | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0831 | 2034-04-01      | 4.7300%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE8650 | 2055-09-01      | 5.5000%  |  | $608.66            | $623.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE2117 | 2055-07-01      | 5.0000%  |  | $0.50              | $0.50              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9495 | 2054-11-01      | 5.5000%  |  | $0.45              | $0.46              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI5153 | 2054-05-01      | 5.5000%  |  | $386.61            | $398.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI2907 | 2054-04-01      | 6.0000%  |  | $4592.32           | $4787.76           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI3505 | 2054-04-01      | 6.5000%  |  | $0.41              | $0.43              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL787216 | 2034-07-01      | 5.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL735036 | 2034-12-01      | 5.5000%  |  | $59.98             | $62.19             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782294 X     | 2038-03-15      | 5.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA4701 | 2034-11-01      | 2.5000%  |  | $0.16              | $0.16              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3SZN0134 | 2043-06-01      | 3.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX6113 | 2053-01-01      | 6.0000%  |  | $55.61             | $57.65             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CQAY1959 | 2035-03-01      | 3.0000%  |  | $191.33            | $182.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK7489 | 2048-07-01      | 4.5000%  |  | $1129.70           | $1137.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  |  | $16.48             | $15.87             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  |  | $47.16             | $45.74             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CVAL8047 | 2030-11-01      | 3.5000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $322.06            | $268.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ4492 | 2047-11-01      | 4.0000%  |  | $0.10              | $0.09              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAK5856 | 2042-04-01      | 4.0000%  |  | $13.38             | $13.21             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG7322 | 2053-07-01      | 6.0000%  |  | $0.36              | $0.37              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4756 | 2048-09-01      | 4.5000%  |  | $92.60             | $92.78             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA0582 | 2053-09-01      | 6.5000%  |  | $433.97            | $454.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP0048 | 2042-07-01      | 3.5000%  |  | $180.91            | $175.02            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZT0041 | 2047-04-01      | 3.5000%  |  | $0.15              | $0.14              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7338 | 2050-10-01      | 2.0000%  |  | $0.32              | $0.26              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8948 | 2052-09-01      | 5.0000%  |  | $1698.14           | $1726.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA6738 | 2050-08-01      | 3.0000%  |  | $0.21              | $0.19              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB3205 | 2037-03-01      | 2.5000%  |  | $1.56              | $1.48              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP2130 | 2042-08-01      | 3.5000%  |  | $4307.16           | $4135.74           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL2250 | 2042-08-01      | 3.5000%  |  | $2217.23           | $2128.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  |  | $40.24             | $41.05             | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQH4200 | 2053-11-01      | 7.0000%  |  | $479.80            | $513.70            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE1754 | 2052-05-01      | 3.0000%  |  | $3.21              | $2.87              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB0498 | 2051-05-01      | 2.0000%  |  | $0.36              | $0.30              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI9129 | 2054-07-01      | 6.5000%  |  | $0.32              | $0.34              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD0625 | 2051-05-01      | 2.5000%  |  | $0.34              | $0.30              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD4306 | 2053-11-01      | 6.5000%  |  | $0.42              | $0.45              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY4409 | 2053-05-01      | 5.0000%  |  | $0.44              | $0.45              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG7097 | 2053-07-01      | 6.0000%  |  | $197.00            | $206.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  |  | $0.35              | $0.35              | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0447 | 2034-02-01      | 4.4050%  |  | $5180.99           | $5238.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1056 | 2048-01-01      | 4.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBQ0162 | 2035-03-01      | 2.0000%  |  | $53.42             | $49.80             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9663 | 2054-12-01      | 5.5000%  |  | $0.48              | $0.50              | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.600 WNWN4084 | 2035-07-01      | 4.6000%  |  | $0.51              | $0.52              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM3056 | 2047-04-01      | 3.5000%  |  | $22.58             | $21.42             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL4012 | 2042-10-01      | 3.5000%  |  | $2970.18           | $2847.67           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL3304 | 2042-07-01      | 3.5000%  |  | $0.15              | $0.15              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZK6541 | 2029-03-01      | 3.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4424 | 2052-07-01      | 5.5000%  |  | $488.55            | $507.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB2980 | 2037-03-01      | 2.5000%  |  | $168.78            | $160.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAS9327 | 2032-03-01      | 3.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8318 | 2046-11-01      | 3.0000%  |  | $268.03            | $246.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8276 | 2046-11-01      | 3.0000%  |  | $157.15            | $144.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  |  | $0.10              | $0.09              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8189 | 2046-10-01      | 3.0000%  |  | $642.20            | $591.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS8154 | 2046-10-01      | 4.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8056 | 2046-10-01      | 3.0000%  |  | $0.09              | $0.08              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7982 | 2046-09-01      | 3.0000%  |  | $2669.37           | $2451.49           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS7067 | 2031-04-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAS6537 | 2031-01-01      | 2.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6520 | 2046-01-01      | 3.5000%  |  | $154.97            | $147.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5820 | 2045-09-01      | 3.5000%  |  | $3157.98           | $3012.61           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6185 | 2045-11-01      | 3.5000%  |  | $4251.17           | $4068.13           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS4976 | 2045-05-01      | 3.0000%  |  | $13.66             | $12.60             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4794 | 2045-04-01      | 3.5000%  |  | $3522.27           | $3363.07           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY0903 | 2053-04-01      | 5.5000%  |  | $18.66             | $19.08             | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBY0346 | 2053-06-01      | 4.4710%  |  | $0.48              | $0.48              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY0017 | 2053-04-01      | 6.0000%  |  | $1915.72           | $1975.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX8149 | 2053-05-01      | 6.0000%  |  | $426.47            | $447.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX3681 | 2052-12-01      | 6.5000%  |  | $455.88            | $483.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW3907 | 2052-08-01      | 5.0000%  |  | $3721.35           | $3743.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW1448 | 2052-06-01      | 5.0000%  |  | $4037.68           | $4073.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW1330 | 2052-11-01      | 5.0000%  |  | $0.38              | $0.38              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBW0922 | 2052-06-01      | 4.0000%  |  | $0.40              | $0.39              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV9944 | 2052-06-01      | 3.5000%  |  | $26.86             | $25.13             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBV9909 | 2052-06-01      | 4.5000%  |  | $1106.49           | $1103.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV9890 | 2052-05-01      | 3.5000%  |  | $2708.24           | $2540.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBV1659 | 2055-05-01      | 5.5000%  |  | $714.37            | $728.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU7509 | 2051-12-01      | 2.5000%  |  | $0.39              | $0.34              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU6701 | 2051-12-01      | 2.5000%  |  | $0.36              | $0.31              | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLBU4772 | 2054-06-01      | 7.0000%  |  | $0.41              | $0.44              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3128 | 2053-06-01      | 5.0000%  |  | $0.42              | $0.43              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD2991 | 2051-09-01      | 2.5000%  |  | $6.74              | $5.88              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLAR9188 | 2043-03-01      | 2.5000%  |  | $17.41             | $15.86             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT3487 | 2043-04-01      | 3.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAZ4763 | 2045-10-01      | 4.0000%  |  | $645.45            | $630.96            | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LBBO8856 | 2049-11-01      | 2.9710%  |  | $14.58             | $14.10             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB2037 | 2054-05-01      | 6.0000%  |  | $13.11             | $13.65             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAX9600 | 2045-03-01      | 3.0000%  |  | $714.07            | $663.74            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6560 | 2053-01-01      | 5.5000%  |  | $0.38              | $0.39              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAU1691 | 2043-08-01      | 3.0000%  |  | $1467.89           | $1369.92           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL8658 | 2046-06-01      | 3.5000%  |  | $111.52            | $106.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6536 | 2046-01-01      | 3.5000%  |  | $29.84             | $28.40             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAV5021 | 2044-02-01      | 3.5000%  |  | $541.63            | $517.49            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ3596 | 2054-09-01      | 6.0000%  |  | $0.38              | $0.39              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3616 | 2052-05-01      | 4.0000%  |  | $0.39              | $0.38              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ8429 | 2050-12-01      | 2.0000%  |  | $677.10            | $567.62            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3853 | 2053-08-01      | 5.5000%  |  | $0.40              | $0.40              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAW2074 | 2029-04-01      | 3.5000%  |  | $37.82             | $37.53             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY3598 | 2053-06-01      | 5.5000%  |  | $969.04            | $989.18            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8421 | 2054-04-01      | 6.0000%  |  | $3206.34           | $3300.64           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN2043 | 2048-12-01      | 4.5000%  |  | $357.34            | $358.21            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH1248 | 2053-09-01      | 6.5000%  |  | $1424.47           | $1513.21           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA1878 | 2049-12-01      | 3.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX7782 | 2053-03-01      | 5.5000%  |  | $1649.98           | $1684.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAR5259 | 2043-02-01      | 3.0000%  |  | $559.39            | $522.07            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ2356 | 2034-11-01      | 4.6100%  |  | $2168.50           | $2214.51           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD6918 | 2054-11-01      | 6.5000%  |  | $0.40              | $0.42              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC4595 | 2054-10-01      | 6.0000%  |  | $559.10            | $576.67            | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.370 WNWN1644 | 2035-06-01      | 4.3700%  |  | $3244.85           | $3237.50           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTQK1782 | 2045-11-01      | 5.0000%  |  | $533.44            | $541.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6380 | 2055-12-01      | 5.5000%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities |
| FMAC FMAR 8C1244 G        | 2055-12-01      | 5.5680%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF6336 | 2055-12-01      | 6.0000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFA3623 | 2052-06-01      | 2.0000%  |  | $3069.97           | $2511.45           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4857 | 2055-11-01      | 6.0000%  |  | $2491.48           | $2579.92           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6400 | 2055-12-01      | 5.5000%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities |
| FMAC FMAR 8C1226 G        | 2055-11-01      | 5.7050%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF2863 | 2055-11-01      | 4.5000%  |  | $0.50              | $0.49              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF5415 | 2055-11-01      | 6.0000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3132 | 2032-03-01      | 4.8400%  |  | $1464.28           | $1522.92           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 U4BF0247 | 2051-06-01      | 4.5000%  |  | $442.76            | $443.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 U3BF0194 | 2040-07-01      | 4.5000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  |  | $0.21              | $0.19              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD3580 | 2052-04-01      | 2.0000%  |  | $0.42              | $0.35              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  |  | $6.82              | $6.90              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2349 | 2053-02-01      | 5.5000%  |  | $0.39              | $0.40              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2334 | 2053-02-01      | 5.0000%  |  | $290.32            | $293.01            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD2170 | 2051-07-01      | 3.0000%  |  | $68.11             | $61.83             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2081 | 2052-12-01      | 5.0000%  |  | $0.39              | $0.39              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  |  | $0.38              | $0.38              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1554 | 2052-09-01      | 4.5000%  |  | $5.39              | $5.37              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD1382 | 2052-08-01      | 4.0000%  |  | $137.50            | $132.45            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD1340 | 2052-03-01      | 3.0000%  |  | $237.07            | $215.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CT929229 | 2028-03-01      | 5.0000%  |  | $14.99             | $15.11             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1509 | 2055-11-01      | 5.0000%  |  | $0.51              | $0.52              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS2585 | 2052-09-01      | 4.5000%  |  | $0.37              | $0.36              | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4483 | 2032-07-01      | 4.7000%  |  | $0.51              | $0.53              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA1079 | 2048-01-01      | 3.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  |  | $0.18              | $0.18              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1691 | 2048-05-01      | 4.0000%  |  | $3662.75           | $3579.53           | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ5426 | 2035-11-01      | 4.4800%  |  | $0.51              | $0.52              | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4674 | 2030-08-01      | 4.2300%  |  | $5419.50           | $5487.58           | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4543 | 2030-08-01      | 4.5700%  |  | $10080.00          | $10352.63          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4064 | 2032-06-01      | 4.6300%  |  | $20808.68          | $21407.50          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3843 | 2032-08-01      | 4.6500%  |  | $3095.43           | $3192.81           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBM5179 | 2047-07-01      | 3.0000%  |  | $0.13              | $0.12              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS4740 | 2047-10-01      | 4.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1846 | 2052-10-01      | 4.5000%  |  | $0.39              | $0.38              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  |  | $0.39              | $0.41              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8295 | 2046-11-01      | 3.0000%  |  | $670.89            | $620.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6672 | 2053-07-01      | 5.0000%  |  | $372.33            | $376.42            | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBY6060 | 2053-08-01      | 5.0500%  |  | $1010.43           | $1029.54           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 U4BF0316 | 2052-07-01      | 4.0000%  |  | $0.18              | $0.18              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC2016 | 2054-09-01      | 5.0000%  |  | $463.38            | $464.88            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2892 | 2053-05-01      | 5.5000%  |  | $0.36              | $0.37              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  |  | $0.09              | $0.10              | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX JUBM1537 | 2051-04-01      | 6.3290%  |  | $0.07              | $0.08              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA1419 | 2053-05-01      | 4.0000%  |  | $0.47              | $0.46              | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE2540 | 2055-07-01      | 7.0000%  |  | $0.50              | $0.53              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQZ6441 | 2055-10-01      | 4.5000%  |  | $1048.97           | $1038.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF1741 | 2050-10-01      | 4.5000%  |  | $591.34            | $583.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD7709 | 2055-06-01      | 6.5000%  |  | $716.97            | $747.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC5706 | 2054-11-01      | 4.5000%  |  | $1698.24           | $1676.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC8570 | 2055-01-01      | 5.5000%  |  | $1216.49           | $1253.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0092 | 2056-06-01      | 3.5000%  |  | $0.20              | $0.19              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBE3772 | 2047-07-01      | 4.5000%  |  | $2583.11           | $2589.42           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBE0506 | 2031-10-01      | 2.5000%  |  | $0.08              | $0.07              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBE0084 | 2046-12-01      | 3.0000%  |  | $0.15              | $0.14              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBD7043 | 2047-03-01      | 4.0000%  |  | $79.08             | $77.19             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS4786 | 2045-04-01      | 3.0000%  |  | $34.07             | $31.64             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4009 | 2039-12-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS0024 | 2043-07-01      | 3.5000%  |  | $38.09             | $36.49             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH8528 | 2047-12-01      | 3.5000%  |  | $116.86            | $110.32            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD7531 | 2050-12-01      | 3.0000%  |  | $0.26              | $0.23              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3SZT0936 | 2043-09-01      | 3.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA3955 | 2049-08-01      | 3.5000%  |  | $0.07              | $0.06              | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQH4128 | 2053-11-01      | 7.0000%  |  | $4315.97           | $4615.07           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1456 | 2048-12-01      | 3.0000%  |  | $0.36              | $0.33              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIBU3967 | 2038-05-01      | 4.5000%  |  | $0.33              | $0.33              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU3953 | 2053-03-01      | 6.0000%  |  | $1816.27           | $1879.67           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBU3117 | 2051-11-01      | 3.0000%  |  | $2223.80           | $2005.08           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8604 | 2054-11-01      | 5.0000%  |  | $1141.43           | $1147.40           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ7705 | 2054-11-01      | 5.0000%  |  | $0.47              | $0.48              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ3703 | 2054-09-01      | 5.5000%  |  | $1.20              | $1.24              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ2855 | 2054-09-01      | 6.5000%  |  | $619.30            | $658.82            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ1785 | 2054-07-01      | 7.0000%  |  | $412.90            | $442.18            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ0742 | 2054-08-01      | 6.5000%  |  | $0.40              | $0.42              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQJ0160 | 2054-07-01      | 4.5000%  |  | $0.49              | $0.48              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH9541 | 2054-02-01      | 5.5000%  |  | $1927.31           | $1963.33           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQH7895 | 2054-01-01      | 4.5000%  |  | $0.49              | $0.48              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH7874 | 2054-01-01      | 6.5000%  |  | $1.40              | $1.49              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH5868 | 2053-11-01      | 6.5000%  |  | $967.20            | $1031.40           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQH4725 | 2053-11-01      | 7.0000%  |  | $712.57            | $764.00            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH4699 | 2053-11-01      | 6.0000%  |  | $0.41              | $0.42              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC9077 | 2046-12-01      | 3.5000%  |  | $12.99             | $12.34             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBA2908 | 2045-11-01      | 4.0000%  |  | $13.45             | $13.14             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAZ8516 | 2045-09-01      | 4.0000%  |  | $920.46            | $904.27            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8322 | 2053-05-01      | 4.5000%  |  | $0.42              | $0.42              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8273 | 2052-11-01      | 3.5000%  |  | $14.05             | $13.07             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  |  | $7.03              | $6.29              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  |  | $1996.21           | $1787.04           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  |  | $0.37              | $0.32              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8121 | 2051-01-01      | 2.0000%  |  | $0.33              | $0.27              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4253 | 2053-11-01      | 6.5000%  |  | $963.53            | $1024.89           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CISB8375 | 2040-02-01      | 6.5000%  |  | $0.35              | $0.37              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA4030 | 2049-08-01      | 4.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  |  | $0.39              | $0.37              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA5549 | 2050-04-01      | 3.0000%  |  | $420.40            | $381.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW0044 | 2052-07-01      | 5.0000%  |  | $124.94            | $126.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD7227 | 2055-05-01      | 5.5000%  |  | $0.48              | $0.49              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8432 | 2055-06-01      | 5.5000%  |  | $1339.77           | $1384.30           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  |  | $0.36              | $0.33              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAS5623 | 2030-08-01      | 3.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA1185 | 2054-10-01      | 6.0000%  |  | $0.49              | $0.50              | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4989 | 2030-10-01      | 4.2950%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG5435 | 2053-06-01      | 5.0000%  |  | $0.44              | $0.44              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0957 | 2055-06-01      | 6.0000%  |  | $1722.46           | $1779.36           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD1735 | 2055-02-01      | 5.0000%  |  | $855.87            | $872.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  |  | $0.95              | $0.94              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CKBM5598 | 2043-02-01      | 3.0000%  |  | $0.08              | $0.07              | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBL3399 | 2029-08-01      | 2.5600%  |  | $0.47              | $0.45              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD1211 | 2049-06-01      | 3.5000%  |  | $70.43             | $66.71             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE4238 | 2055-07-01      | 7.0000%  |  | $0.50              | $0.53              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8129 | 2051-02-01      | 2.5000%  |  | $0.27              | $0.24              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD7575 | 2055-01-01      | 5.5000%  |  | $767.45            | $792.95            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD7565 | 2053-09-01      | 5.5000%  |  | $0.79              | $0.82              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  |  | $0.10              | $0.09              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD7270 | 2054-12-01      | 6.0000%  |  | $0.46              | $0.48              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8006 | 2049-08-01      | 4.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8002 | 2049-07-01      | 4.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6985 | 2054-11-01      | 5.0000%  |  | $39.66             | $39.85             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC5495 | 2054-11-01      | 5.5000%  |  | $0.46              | $0.46              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC4977 | 2054-11-01      | 4.5000%  |  | $1089.59           | $1075.22           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC4702 | 2054-09-01      | 7.0000%  |  | $243.43            | $258.22            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH0469 | 2053-09-01      | 6.5000%  |  | $2297.32           | $2441.18           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  |  | $0.41              | $0.42              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6861 | 2054-10-01      | 6.0000%  |  | $11.42             | $11.85             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6760 | 2054-11-01      | 5.0000%  |  | $0.47              | $0.48              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD7096 | 2054-11-01      | 5.0000%  |  | $1829.00           | $1841.07           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6041 | 2054-08-01      | 5.0000%  |  | $0.49              | $0.49              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC4697 | 2054-10-01      | 5.0000%  |  | $0.49              | $0.50              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC4601 | 2054-10-01      | 6.0000%  |  | $707.14            | $738.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC4444 | 2054-10-01      | 6.0000%  |  | $0.49              | $0.51              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC2541 | 2054-09-01      | 6.5000%  |  | $699.61            | $745.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC2284 | 2054-10-01      | 5.5000%  |  | $0.49              | $0.51              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC2008 | 2054-09-01      | 6.5000%  |  | $0.38              | $0.41              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC2648 | 2055-04-01      | 6.5000%  |  | $2544.89           | $2689.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC1614 | 2054-09-01      | 6.0000%  |  | $643.45            | $665.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB7008 | 2054-07-01      | 6.0000%  |  | $475.39            | $493.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB4843 | 2054-10-01      | 6.5000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB4131 | 2054-08-01      | 5.5000%  |  | $3.69              | $3.76              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB4475 | 2054-09-01      | 5.5000%  |  | $0.43              | $0.44              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB2541 | 2054-08-01      | 6.0000%  |  | $421.70            | $434.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDB2307 | 2054-10-01      | 4.5000%  |  | $829.18            | $819.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB1997 | 2054-10-01      | 6.5000%  |  | $0.49              | $0.52              | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC C03532 G | 2040-10-01      | 4.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G18527 G | 2029-10-01      | 3.0000%  |  | $30.91             | $30.54             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  |  | $1554.87           | $1392.24           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB1943 | 2051-07-01      | 3.0000%  |  | $0.28              | $0.25              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB1878 | 2051-10-01      | 3.0000%  |  | $1217.70           | $1097.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1808 | 2051-10-01      | 2.5000%  |  | $20.59             | $17.90             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2668 | 2052-01-01      | 3.0000%  |  | $1.19              | $1.06              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2621 | 2052-01-01      | 2.5000%  |  | $273.43            | $239.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  |  | $0.81              | $0.72              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7963 | 2050-11-01      | 2.5000%  |  | $0.32              | $0.28              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7288 | 2050-10-01      | 2.0000%  |  | $232.51            | $192.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBT6754 | 2036-09-01      | 2.0000%  |  | $94.90             | $88.08             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL852448 | 2035-12-01      | 6.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL791406 | 2034-10-01      | 5.5000%  |  | $168.78            | $176.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICA5466 | 2035-04-01      | 3.0000%  |  | $89.97             | $87.82             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA5461 | 2035-03-01      | 2.5000%  |  | $117.16            | $111.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA5424 | 2050-03-01      | 3.0000%  |  | $0.15              | $0.14              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA5220 | 2050-02-01      | 3.0000%  |  | $1183.95           | $1059.80           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICA5065 | 2035-01-01      | 3.0000%  |  | $0.16              | $0.16              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBP3785 | 2036-03-01      | 2.0000%  |  | $3039.43           | $2824.02           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBP2099 | 2050-02-01      | 3.0000%  |  | $0.15              | $0.13              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBO7258 | 2035-01-01      | 3.0000%  |  | $49.82             | $48.42             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO4643 | 2049-11-01      | 3.0000%  |  | $3953.63           | $3594.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT4709 | 2051-09-01      | 2.5000%  |  | $879.51            | $753.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 REBT1311 | 2051-07-01      | 2.0000%  |  | $148.75            | $122.52            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBS8402 | 2033-06-01      | 4.3400%  |  | $449.22            | $454.09            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBS8920 | 2028-08-01      | 4.6500%  |  | $3392.80           | $3461.30           | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBS7220 | 2032-11-01      | 5.2300%  |  | $0.50              | $0.53              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBR9603 | 2051-05-01      | 2.5000%  |  | $23.42             | $20.04             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR7563 | 2051-03-01      | 2.0000%  |  | $4263.63           | $3511.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBR7265 | 2051-04-01      | 2.5000%  |  | $4346.47           | $3783.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBR6524 | 2051-04-01      | 2.5000%  |  | $0.30              | $0.27              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ9453 | 2051-03-01      | 2.0000%  |  | $34.47             | $28.83             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ6913 | 2051-12-01      | 2.0000%  |  | $0.40              | $0.33              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ6682 | 2051-08-01      | 2.0000%  |  | $0.35              | $0.29              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ4495 | 2051-02-01      | 2.0000%  |  | $143.26            | $118.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBQ1567 | 2050-09-01      | 3.0000%  |  | $60.31             | $54.96             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBP9679 | 2050-07-01      | 3.0000%  |  | $633.71            | $572.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBP9369 | 2050-07-01      | 2.0000%  |  | $0.29              | $0.24              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE0367 | 2052-04-01      | 3.5000%  |  | $0.46              | $0.43              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQD7059 | 2052-02-01      | 3.0000%  |  | $1.53              | $1.37              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT7713 | 2051-09-01      | 2.5000%  |  | $614.44            | $536.52            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG6247 | 2053-06-01      | 5.0000%  |  | $0.40              | $0.40              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG4973 | 2053-06-01      | 6.5000%  |  | $0.44              | $0.47              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG4302 | 2053-06-01      | 6.5000%  |  | $2401.28           | $2569.72           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG3914 | 2053-06-01      | 6.0000%  |  | $2341.64           | $2458.37           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG2759 | 2053-05-01      | 5.5000%  |  | $423.22            | $435.82            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8701 | 2053-03-01      | 5.5000%  |  | $2993.72           | $3060.41           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8171 | 2053-02-01      | 5.5000%  |  | $548.68            | $560.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO1146 | 2049-06-01      | 3.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN5404 | 2049-04-01      | 4.5000%  |  | $0.19              | $0.19              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN4325 | 2049-01-01      | 4.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN3898 | 2048-12-01      | 4.5000%  |  | $47.95             | $47.94             | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX XXBM7581 | 2031-09-01      | 4.7051%  |  | $449.50            | $464.02            | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBM7269 | 2053-08-01      | 5.3500%  |  | $2793.94           | $2860.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL745418 | 2036-04-01      | 5.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL735504 | 2035-04-01      | 6.0000%  |  | $42.76             | $44.71             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL725690 | 2034-08-01      | 6.0000%  |  | $150.51            | $158.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL708631 | 2033-06-01      | 6.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ7024 | 2045-10-01      | 3.5000%  |  | $337.51            | $322.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ6816 | 2045-07-01      | 3.5000%  |  | $291.02            | $277.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CKAZ1909 | 2045-06-01      | 3.0000%  |  | $332.44            | $302.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA4831 | 2049-12-01      | 4.5000%  |  | $28.21             | $28.07             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA4804 | 2049-12-01      | 3.5000%  |  | $920.89            | $870.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4792 | 2049-12-01      | 3.0000%  |  | $0.13              | $0.12              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4736 | 2049-11-01      | 3.0000%  |  | $304.52            | $273.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA5317 | 2050-03-01      | 3.0000%  |  | $0.13              | $0.12              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4345 | 2049-10-01      | 3.0000%  |  | $0.19              | $0.17              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4133 | 2049-09-01      | 3.0000%  |  | $0.18              | $0.17              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA3685 | 2049-06-01      | 4.5000%  |  | $1518.13           | $1515.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA3493 | 2049-05-01      | 4.0000%  |  | $0.09              | $0.08              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2184 | 2048-08-01      | 4.0000%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2163 | 2048-08-01      | 4.5000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2041 | 2048-07-01      | 4.0000%  |  | $1944.85           | $1881.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO2256 | 2049-10-01      | 3.0000%  |  | $197.85            | $179.86            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF3828 | 2052-11-01      | 5.5000%  |  | $1.75              | $1.80              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9123 | 2052-09-01      | 5.0000%  |  | $2572.30           | $2587.75           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8707 | 2052-09-01      | 5.0000%  |  | $3471.23           | $3501.40           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE7674 | 2052-08-01      | 4.0000%  |  | $0.41              | $0.39              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE7031 | 2052-08-01      | 4.0000%  |  | $3964.33           | $3813.43           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE5829 | 2052-07-01      | 5.0000%  |  | $227.26            | $234.67            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE1088 | 2052-04-01      | 3.5000%  |  | $5.89              | $5.51              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQI2213 | 2054-03-01      | 5.0000%  |  | $0.46              | $0.47              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 ZLSI2086 | 2050-12-01      | 3.5000%  |  | $0.39              | $0.37              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3VSF5002 | 2047-10-01      | 4.0000%  |  | $2408.96           | $2369.11           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 3PRE6054 | 2050-04-01      | 4.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3PRE6046 | 2050-05-01      | 3.5000%  |  | $109.99            | $101.11            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 3JRE0027 | 2051-05-01      | 2.0000%  |  | $0.36              | $0.29              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CTRB5279 | 2044-02-01      | 6.0000%  |  | $3.78              | $3.91              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9434 | 2053-07-01      | 5.5000%  |  | $2009.42           | $2068.55           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6884 | 2053-02-01      | 5.5000%  |  | $3245.13           | $3341.62           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  |  | $0.42              | $0.43              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF7187 | 2053-02-01      | 6.0000%  |  | $4006.99           | $4139.32           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7642 | 2052-08-01      | 4.5000%  |  | $0.41              | $0.40              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA7382 | 2052-05-01      | 3.5000%  |  | $0.38              | $0.36              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7390 | 2052-05-01      | 4.0000%  |  | $0.38              | $0.37              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA6987 | 2052-03-01      | 3.5000%  |  | $0.37              | $0.35              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA6664 | 2052-02-01      | 3.0000%  |  | $10.45             | $9.40              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA5117 | 2051-05-01      | 2.0000%  |  | $0.34              | $0.29              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA4215 | 2050-12-01      | 2.0000%  |  | $0.69              | $0.57              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA3174 | 2050-07-01      | 3.0000%  |  | $0.17              | $0.16              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA3513 | 2050-09-01      | 2.5000%  |  | $0.27              | $0.23              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA2319 | 2050-03-01      | 3.0000%  |  | $0.20              | $0.18              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA1871 | 2049-12-01      | 3.0000%  |  | $356.56            | $319.18            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA1021 | 2049-06-01      | 3.0000%  |  | $5107.84           | $4684.56           | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN7193 | 2036-08-01      | 1.5000%  |  | $20.65             | $18.70             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIQN0951 | 2034-11-01      | 2.5000%  |  | $0.17              | $0.16              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7031 | 2050-09-01      | 2.5000%  |  | $296.07            | $259.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6929 | 2050-09-01      | 2.0000%  |  | $487.38            | $402.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA6740 | 2050-08-01      | 3.0000%  |  | $0.19              | $0.17              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6577 | 2050-08-01      | 2.5000%  |  | $43.46             | $37.95             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  |  | $0.23              | $0.20              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  |  | $0.15              | $0.13              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA7144 | 2035-09-01      | 2.5000%  |  | $75.58             | $72.02             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6080 | 2050-06-01      | 2.5000%  |  | $0.24              | $0.20              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR8810 | 2043-03-01      | 3.5000%  |  | $118.77            | $113.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR6195 | 2043-04-01      | 3.5000%  |  | $70.73             | $67.61             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAR3391 | 2043-01-01      | 3.0000%  |  | $0.10              | $0.09              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMB0302 | 2055-02-01      | 5.5000%  |  | $411.77            | $419.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTCA1864 | 2038-06-01      | 4.5000%  |  | $704.24            | $716.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1894 | 2048-06-01      | 4.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLAL8130 | 2040-06-01      | 6.5000%  |  | $1.13              | $1.19              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL9631 | 2046-12-01      | 3.0000%  |  | $158.56            | $146.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL9566 | 2046-06-01      | 3.5000%  |  | $1.91              | $1.83              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM5695 | 2049-02-01      | 4.0000%  |  | $35.19             | $34.27             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBM5466 | 2043-10-01      | 2.5000%  |  | $34.30             | $31.25             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBM4614 | 2033-03-01      | 3.0000%  |  | $29.08             | $28.55             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM4503 | 2048-09-01      | 4.0000%  |  | $60.69             | $59.19             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $0.14              | $0.14              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQD2148 | 2051-12-01      | 2.5000%  |  | $441.52            | $384.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQC4690 | 2051-08-01      | 2.5000%  |  | $0.36              | $0.31              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC3242 | 2051-06-01      | 3.0000%  |  | $0.30              | $0.28              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB7053 | 2050-12-01      | 2.0000%  |  | $0.37              | $0.30              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB7172 | 2051-01-01      | 2.0000%  |  | $0.34              | $0.28              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB6059 | 2050-12-01      | 2.0000%  |  | $0.34              | $0.28              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB4948 | 2050-11-01      | 2.0000%  |  | $0.33              | $0.27              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQB2781 | 2050-09-01      | 2.5000%  |  | $0.29              | $0.25              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA8518 | 2050-04-01      | 3.0000%  |  | $115.31            | $104.68            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA4289 | 2049-11-01      | 3.5000%  |  | $3.79              | $3.61              | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G61431 G | 2044-02-01      | 3.5000%  |  | $3286.48           | $3152.85           | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G60988 G | 2047-05-01      | 3.0000%  |  | $0.13              | $0.12              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE8642 | 2055-09-01      | 5.5000%  |  | $615.96            | $630.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7936 | 2055-08-01      | 6.5000%  |  | $573.53            | $604.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL9500 | 2043-08-01      | 3.0000%  |  | $382.81            | $357.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7913 | 2045-12-01      | 3.5000%  |  | $3023.37           | $2885.35           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CVAQ8711 | 2027-12-01      | 2.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRAP9766 | 2042-10-01      | 4.0000%  |  | $45.62             | $44.87             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP8743 | 2042-10-01      | 3.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP6591 | 2042-09-01      | 3.5000%  |  | $2278.13           | $2190.28           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF5673 | 2055-11-01      | 5.0000%  |  | $0.50              | $0.50              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF5622 | 2055-11-01      | 6.0000%  |  | $1349.73           | $1396.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF5445 | 2055-11-01      | 5.0000%  |  | $0.50              | $0.50              | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SODF4901 | 2055-11-01      | 5.6920%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4856 | 2055-11-01      | 6.0000%  |  | $3542.95           | $3680.68           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF4689 | 2055-11-01      | 4.5000%  |  | $3251.05           | $3200.40           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF3172 | 2055-10-01      | 6.5000%  |  | $0.50              | $0.53              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF3079 | 2055-11-01      | 5.0000%  |  | $1502.50           | $1515.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP2134 | 2042-08-01      | 3.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAO9750 | 2042-08-01      | 3.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO8131 | 2042-08-01      | 3.5000%  |  | $1157.28           | $1109.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO7689 | 2042-07-01      | 3.5000%  |  | $2151.37           | $2063.07           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO4151 | 2042-06-01      | 3.5000%  |  | $40.38             | $38.82             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO4134 | 2042-06-01      | 3.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO2977 | 2042-05-01      | 3.5000%  |  | $37.73             | $36.32             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.775 CAAO0385 | 2042-02-01      | 2.7750%  |  | $0.14              | $0.13              | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX HYAN5478 | 2027-05-01      | 3.1200%  |  | $4133.73           | $4093.31           | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX HYAN3336 | 2026-11-01      | 2.2800%  |  | $443.48            | $436.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL8387 | 2046-03-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF2867 | 2055-11-01      | 5.0000%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF2486 | 2055-10-01      | 6.0000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CVAQ9950 | 2028-01-01      | 2.5000%  |  | $23.60             | $23.25             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAL7227 | 2030-08-01      | 3.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7016 | 2045-06-01      | 3.5000%  |  | $5015.52           | $4799.58           | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX JUAL7034 | 2043-11-01      | 5.9020%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLAL6324 | 2036-12-01      | 6.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CVAL5759 | 2029-07-01      | 3.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAL5218 | 2044-03-01      | 5.0000%  |  | $16.21             | $16.62             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL2158 | 2042-04-01      | 3.5000%  |  | $5360.89           | $5154.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  |  | $699.98            | $674.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ7709 | 2041-12-01      | 3.5000%  |  | $1494.74           | $1441.72           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAI6576 | 2041-07-01      | 5.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAI2443 | 2041-05-01      | 5.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 K2602324 | 2031-09-01      | 7.5000%  |  | $37.42             | $38.54             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CT257536 | 2029-01-01      | 5.0000%  |  | $26.23             | $26.51             | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G60961 G | 2047-04-01      | 4.5000%  |  | $1148.36           | $1155.17           | Agency Mortgage-Backed Securities |
| FMAC 07.000 FGPC G60552 G | 2031-12-01      | 7.0000%  |  | $128.30            | $135.14            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G60023 G | 2045-04-01      | 3.5000%  |  | $404.13            | $387.17            | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.160 WNWN2709 | 2032-07-01      | 4.1600%  |  | $0.50              | $0.50              | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.750 WNWN2662 | 2032-04-01      | 4.7500%  |  | $2968.50           | $3067.12           | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.350 WNWN1643 | 2035-06-01      | 4.3500%  |  | $18573.50          | $18530.83          | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC U49046 G | 2029-02-01      | 4.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q18473 G | 2043-05-01      | 4.0000%  |  | $15.65             | $15.24             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE6216 | 2055-10-01      | 5.5000%  |  | $558.00            | $571.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE4455 | 2055-06-01      | 6.5000%  |  | $663.52            | $690.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE4396 | 2055-10-01      | 5.5000%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE3033 | 2055-06-01      | 6.5000%  |  | $650.00            | $683.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW7312 | 2052-08-01      | 4.5000%  |  | $1951.61           | $1929.08           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM2632 | 2047-02-01      | 3.5000%  |  | $0.18              | $0.16              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQJ1155 | 2054-08-01      | 4.5000%  |  | $0.48              | $0.47              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 I3BF0292 | 2048-05-01      | 3.0000%  |  | $83.57             | $76.34             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6943 | 2050-09-01      | 2.0000%  |  | $0.32              | $0.26              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAX8367 | 2044-11-01      | 4.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $0.42              | $0.42              | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G60081 G | 2045-06-01      | 4.0000%  |  | $60.54             | $59.42             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBQ1092 | 2050-08-01      | 3.0000%  |  | $0.23              | $0.21              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8296 | 2053-02-01      | 3.5000%  |  | $0.43              | $0.40              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD7311 | 2055-06-01      | 5.5000%  |  | $521.32            | $538.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDD7992 | 2055-04-01      | 4.5000%  |  | $960.56            | $949.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD4903 | 2055-03-01      | 5.5000%  |  | $60.06             | $61.13             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3917 | 2053-10-01      | 6.0000%  |  | $0.38              | $0.39              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD3771 | 2052-03-01      | 2.5000%  |  | $0.43              | $0.37              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3747 | 2053-09-01      | 5.0000%  |  | $3616.83           | $3660.16           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3737 | 2053-09-01      | 6.0000%  |  | $0.40              | $0.41              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3676 | 2053-08-01      | 6.0000%  |  | $502.84            | $529.27            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  |  | $7.86              | $8.00              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  |  | $23.49             | $24.16             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  |  | $7.47              | $7.60              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8420 | 2054-04-01      | 5.5000%  |  | $0.42              | $0.43              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8371 | 2053-11-01      | 5.0000%  |  | $0.44              | $0.44              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $5.17              | $5.28              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8332 | 2053-06-01      | 6.0000%  |  | $487.74            | $503.49            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  |  | $4.59              | $4.68              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  |  | $0.41              | $0.41              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF1682 | 2055-10-01      | 5.5000%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0231 | 2055-10-01      | 5.5000%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0890 | 2055-11-01      | 6.5000%  |  | $705.32            | $736.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0809 | 2055-10-01      | 5.5000%  |  | $76.38             | $78.04             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9930 | 2055-09-01      | 6.0000%  |  | $3658.10           | $3819.87           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9794 | 2055-09-01      | 6.0000%  |  | $2737.23           | $2835.18           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD5864 | 2054-06-01      | 5.0000%  |  | $2713.62           | $2726.56           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  |  | $16.86             | $17.36             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF1125 | 2055-10-01      | 5.5000%  |  | $617.62            | $632.94            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD5514 | 2053-07-01      | 4.5000%  |  | $41.70             | $41.68             | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSD5125 | 2054-04-01      | 7.0000%  |  | $1665.09           | $1782.82           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD4521 | 2052-09-01      | 3.5000%  |  | $0.45              | $0.42              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5290 | 2054-05-01      | 5.5000%  |  | $0.44              | $0.45              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3251 | 2053-07-01      | 6.0000%  |  | $81.66             | $85.04             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD3132 | 2052-01-01      | 2.5000%  |  | $1127.01           | $993.36            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782350 X     | 2038-06-15      | 5.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782244 X     | 2037-12-15      | 6.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782011 X     | 2035-12-15      | 5.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA0488 | 2055-12-01      | 4.5000%  |  | $0.50              | $0.49              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA0387 | 2055-12-01      | 5.5000%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA0158 | 2055-12-01      | 5.5000%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities |
| FMAC FMAR 8B0498 G        | 2055-10-01      | 5.2840%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE3531 | 2055-08-01      | 5.5000%  |  | $0.43              | $0.43              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2204 | 2055-07-01      | 5.5000%  |  | $0.46              | $0.47              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE1852 | 2055-06-01      | 6.0000%  |  | $1410.00           | $1472.72           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE1640 | 2055-06-01      | 6.5000%  |  | $907.19            | $964.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE1559 | 2055-07-01      | 5.5000%  |  | $0.52              | $0.53              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE1012 | 2055-06-01      | 5.5000%  |  | $149.25            | $152.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD9459 | 2055-05-01      | 7.0000%  |  | $575.66            | $614.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD9320 | 2055-05-01      | 6.5000%  |  | $519.16            | $543.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9296 | 2055-04-01      | 6.0000%  |  | $394.54            | $405.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8849 | 2055-08-01      | 6.5000%  |  | $0.50              | $0.53              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8350 | 2055-05-01      | 5.5000%  |  | $0.51              | $0.52              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8103 | 2055-04-01      | 5.5000%  |  | $502.30            | $519.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD7565 | 2055-04-01      | 6.5000%  |  | $783.35            | $825.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1353 | 2050-03-01      | 3.5000%  |  | $0.47              | $0.44              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFA1188 | 2052-02-01      | 2.0000%  |  | $0.48              | $0.40              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA1156 | 2054-07-01      | 6.5000%  |  | $4544.98           | $4811.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA1722 | 2051-11-01      | 3.0000%  |  | $5533.04           | $5019.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA0565 | 2054-06-01      | 6.0000%  |  | $0.41              | $0.43              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD1151 | 2051-01-01      | 2.5000%  |  | $0.40              | $0.34              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD1051 | 2052-07-01      | 4.0000%  |  | $249.71            | $241.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0952 | 2052-04-01      | 3.0000%  |  | $0.39              | $0.35              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1741 | 2052-10-01      | 5.0000%  |  | $0.39              | $0.39              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD1701 | 2052-05-01      | 2.5000%  |  | $4701.51           | $4099.79           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1683 | 2052-10-01      | 4.5000%  |  | $624.65            | $621.45            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0734 | 2051-10-01      | 3.0000%  |  | $6.17              | $5.61              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0662 | 2051-07-01      | 3.0000%  |  | $0.34              | $0.30              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBN7758 | 2049-09-01      | 3.0000%  |  | $714.53            | $649.13            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS9495 | 2045-10-01      | 3.5000%  |  | $111.40            | $106.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB0516 | 2054-06-01      | 7.5000%  |  | $269.00            | $286.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8623 | 2054-05-01      | 5.5000%  |  | $529.74            | $544.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4576 | 2045-03-01      | 3.5000%  |  | $4036.16           | $3853.29           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  |  | $466.18            | $480.36            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  |  | $0.41              | $0.41              | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBS2372 | 2031-06-01      | 1.9800%  |  | $489.50            | $438.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7162 | 2046-05-01      | 3.5000%  |  | $1102.60           | $1054.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA8251 | 2050-12-01      | 2.5000%  |  | $0.35              | $0.30              | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q39181 G | 2046-03-01      | 4.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICA9432 | 2036-03-01      | 2.0000%  |  | $128.67            | $119.95            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD7538 | 2051-04-01      | 2.0000%  |  | $0.32              | $0.27              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAL9418 | 2031-08-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX8278 | 2053-03-01      | 5.5000%  |  | $0.42              | $0.43              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAZ2109 | 2045-10-01      | 4.0000%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9389 | 2052-09-01      | 5.0000%  |  | $846.19            | $859.35            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF5620 | 2052-12-01      | 5.0000%  |  | $0.35              | $0.36              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBT6838 | 2051-10-01      | 3.0000%  |  | $96.57             | $86.60             | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G15963 G | 2031-10-01      | 2.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR2822 | 2050-12-01      | 2.0000%  |  | $694.57            | $575.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4344 | 2048-06-01      | 4.5000%  |  | $602.14            | $605.70            | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLRA4338 | 2051-01-01      | 1.5000%  |  | $5568.42           | $4358.35           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBC9078 | 2046-12-01      | 4.0000%  |  | $233.56            | $227.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4129 | 2052-07-01      | 4.5000%  |  | $6.52              | $6.45              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  |  | $0.42              | $0.34              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD3470 | 2055-03-01      | 6.0000%  |  | $130.53            | $136.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD2170 | 2055-03-01      | 6.5000%  |  | $390.17            | $407.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD1646 | 2055-01-01      | 6.5000%  |  | $614.03            | $642.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC9671 | 2055-01-01      | 5.5000%  |  | $0.46              | $0.47              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC9610 | 2055-01-01      | 6.5000%  |  | $346.38            | $362.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC9101 | 2055-06-01      | 6.0000%  |  | $660.59            | $690.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIDC9063 | 2040-05-01      | 6.5000%  |  | $483.73            | $507.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC7823 | 2054-12-01      | 6.0000%  |  | $0.40              | $0.41              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC7808 | 2054-12-01      | 5.5000%  |  | $0.44              | $0.46              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC7456 | 2054-11-01      | 5.5000%  |  | $1748.00           | $1801.74           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6402 | 2054-11-01      | 5.0000%  |  | $197.35            | $198.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6425 | 2054-11-01      | 5.0000%  |  | $0.42              | $0.42              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC5779 | 2054-10-01      | 6.5000%  |  | $0.49              | $0.52              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC5692 | 2054-10-01      | 6.5000%  |  | $1480.07           | $1548.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC5480 | 2054-11-01      | 5.0000%  |  | $474.13            | $475.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS9727 | 2046-02-01      | 4.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZS7106 | 2030-02-01      | 3.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4755 | 2048-02-01      | 3.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS4705 | 2047-02-01      | 4.0000%  |  | $145.16            | $141.68            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4693 | 2046-12-01      | 3.0000%  |  | $0.10              | $0.09              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS3194 | 2041-06-01      | 4.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC T65450 G | 2047-12-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC T65441 G | 2047-10-01      | 3.5000%  |  | $0.40              | $0.37              | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC T65432 G | 2047-08-01      | 3.5000%  |  | $0.07              | $0.06              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8485 | 2054-05-01      | 5.5000%  |  | $296.58            | $302.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8869 | 2054-07-01      | 6.5000%  |  | $344.90            | $365.19            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0416 | 2043-01-01      | 3.5000%  |  | $0.21              | $0.20              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0056 | 2048-01-01      | 3.5000%  |  | $2.89              | $2.76              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0865 | 2052-02-01      | 3.5000%  |  | $0.34              | $0.32              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTSC0764 | 2045-08-01      | 5.5000%  |  | $5019.68           | $5155.54           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTSC0797 | 2040-03-01      | 3.5000%  |  | $0.89              | $0.86              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CISB8389 | 2040-04-01      | 6.5000%  |  | $0.86              | $0.90              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CISB8353 | 2040-01-01      | 5.5000%  |  | $3.35              | $3.45              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB1241 | 2035-01-01      | 2.5000%  |  | $0.35              | $0.34              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZT1403 | 2033-11-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA0452 | 2054-02-01      | 6.0000%  |  | $0.42              | $0.43              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0340 | 2055-01-01      | 5.5000%  |  | $765.34            | $789.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0847 | 2052-08-01      | 3.5000%  |  | $0.93              | $0.87              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9988 | 2055-02-01      | 6.0000%  |  | $0.47              | $0.49              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9666 | 2054-12-01      | 5.5000%  |  | $0.48              | $0.49              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9442 | 2054-11-01      | 6.0000%  |  | $0.45              | $0.47              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9329 | 2054-10-01      | 5.5000%  |  | $0.48              | $0.49              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CICB9261 | 2039-09-01      | 6.0000%  |  | $1137.96           | $1187.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9206 | 2054-09-01      | 5.0000%  |  | $0.97              | $0.97              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9058 | 2054-08-01      | 5.0000%  |  | $0.47              | $0.48              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9820 | 2055-01-01      | 6.0000%  |  | $1945.05           | $2026.90           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9795 | 2055-01-01      | 5.5000%  |  | $0.48              | $0.50              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8772 | 2054-06-01      | 6.0000%  |  | $0.45              | $0.46              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAY8429 | 2045-08-01      | 3.5000%  |  | $146.00            | $137.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY7550 | 2045-05-01      | 3.0000%  |  | $0.06              | $0.05              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY7466 | 2045-04-01      | 3.0000%  |  | $4465.47           | $4131.41           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY4200 | 2045-05-01      | 3.0000%  |  | $296.63            | $274.44            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQI6952 | 2054-05-01      | 7.0000%  |  | $0.63              | $0.67              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR1340 | 2051-02-01      | 2.0000%  |  | $36.57             | $30.56             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  |  | $17.10             | $16.82             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5876 | 2054-05-01      | 6.0000%  |  | $15.13             | $15.75             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQC8042 | 2051-10-01      | 3.5000%  |  | $1.62              | $1.51              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC3569 | 2054-10-01      | 5.5000%  |  | $490.22            | $506.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCA3537 | 2049-02-01      | 5.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6302 | 2050-07-01      | 2.5000%  |  | $4956.17           | $4276.44           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG9475 | 2053-08-01      | 6.0000%  |  | $0.42              | $0.43              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3VZN0678 | 2043-04-01      | 4.0000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1775 | 2052-11-01      | 4.5000%  |  | $0.42              | $0.41              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB8669 | 2051-02-01      | 2.0000%  |  | $0.35              | $0.29              | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CTSC0471 | 2042-03-01      | 1.5000%  |  | $0.43              | $0.37              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAL8567 | 2031-06-01      | 3.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ0341 | 2054-07-01      | 7.0000%  |  | $664.88            | $713.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF2389 | 2052-10-01      | 5.5000%  |  | $36.02             | $36.80             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD4382 | 2053-11-01      | 6.0000%  |  | $204.19            | $212.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6996 | 2050-09-01      | 2.5000%  |  | $134.51            | $115.29            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM3603 | 2047-07-01      | 4.0000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA1905 | 2048-06-01      | 4.5000%  |  | $0.16              | $0.16              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV5622 | 2052-06-01      | 3.0000%  |  | $97.77             | $87.47             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM5897 | 2048-05-01      | 3.5000%  |  | $127.01            | $120.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4343 | 2048-05-01      | 4.5000%  |  | $1.88              | $1.89              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4763 | 2048-04-01      | 3.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8074 | 2046-10-01      | 3.0000%  |  | $18.78             | $17.25             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAL9378 | 2031-09-01      | 3.0000%  |  | $24.49             | $24.12             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBP6715 | 2050-09-01      | 2.0000%  |  | $33.31             | $27.45             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM3149 | 2047-11-01      | 4.5000%  |  | $0.14              | $0.14              | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLBU5385 | 2054-12-01      | 7.5000%  |  | $0.43              | $0.47              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE2354 | 2055-07-01      | 6.0000%  |  | $0.45              | $0.47              | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8124 | 2036-10-01      | 2.5000%  |  | $144.42            | $136.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD6331 | 2055-04-01      | 5.0000%  |  | $1439.52           | $1448.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMB0295 | 2055-01-01      | 4.5000%  |  | $204.10            | $200.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC7867 | 2055-01-01      | 6.0000%  |  | $624.09            | $654.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBU5315 | 2054-12-01      | 5.0000%  |  | $0.45              | $0.45              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC4698 | 2054-10-01      | 5.5000%  |  | $489.89            | $500.21            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0064 | 2055-11-01      | 5.5000%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI7739 | 2054-06-01      | 6.0000%  |  | $0.44              | $0.46              | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQH6849 | 2053-12-01      | 7.0000%  |  | $0.33              | $0.35              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  |  | $0.38              | $0.37              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBP0672 | 2035-03-01      | 3.0000%  |  | $85.95             | $83.90             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 I4BF0120 | 2056-07-01      | 4.0000%  |  | $0.18              | $0.17              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI8055 | 2054-06-01      | 5.5000%  |  | $0.46              | $0.47              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3755 | 2052-05-01      | 3.5000%  |  | $0.40              | $0.37              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBP2389 | 2050-04-01      | 4.5000%  |  | $14.93             | $14.77             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE7181 | 2052-06-01      | 3.5000%  |  | $0.39              | $0.36              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ1703 | 2054-08-01      | 6.5000%  |  | $638.15            | $679.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAL7205 | 2029-12-01      | 3.5000%  |  | $154.79            | $154.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  |  | $0.44              | $0.44              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6331 | 2053-05-01      | 6.0000%  |  | $243.86            | $251.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6327 | 2053-05-01      | 6.0000%  |  | $0.38              | $0.40              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5658 | 2053-02-01      | 6.5000%  |  | $469.15            | $502.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  |  | $0.43              | $0.43              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5577 | 2052-11-01      | 5.0000%  |  | $0.43              | $0.43              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5462 | 2053-01-01      | 5.5000%  |  | $0.34              | $0.35              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6186 | 2053-05-01      | 5.5000%  |  | $0.41              | $0.43              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5156 | 2052-11-01      | 6.5000%  |  | $0.33              | $0.35              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  |  | $0.40              | $0.40              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  |  | $10.55             | $10.44             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4339 | 2052-08-01      | 4.5000%  |  | $7.58              | $7.55              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  |  | $6.52              | $6.28              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY5413 | 2053-07-01      | 5.5000%  |  | $2771.66           | $2850.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY5063 | 2053-07-01      | 6.5000%  |  | $118.05            | $125.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY4504 | 2053-08-01      | 6.5000%  |  | $0.40              | $0.42              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY4063 | 2053-06-01      | 5.0000%  |  | $3.40              | $3.43              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY2239 | 2053-05-01      | 6.5000%  |  | $593.32            | $627.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY1207 | 2053-04-01      | 5.0000%  |  | $1624.19           | $1635.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY0909 | 2053-03-01      | 6.0000%  |  | $0.34              | $0.35              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZN0955 | 2048-10-01      | 4.0000%  |  | $298.03            | $291.74            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3SZN0138 | 2043-07-01      | 3.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  |  | $31.92             | $31.52             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3SZM9438 | 2046-12-01      | 3.0000%  |  | $0.17              | $0.16              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6867 | 2053-08-01      | 5.5000%  |  | $7.01              | $7.21              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM6687 | 2048-05-01      | 3.5000%  |  | $484.65            | $457.64            | Agency Mortgage-Backed Securities |
| FMAC FKAR 03.800 WAWA4844 | 2042-10-01      | 3.8000%  |  | $0.50              | $0.44              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0892 | 2055-04-01      | 5.5000%  |  | $565.65            | $577.48            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ4469 | 2055-09-01      | 6.5000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Federated Hermes Insurance Series

**Date:** 2025-12-05

**By:** Stephen Van Meter

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

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