# EDGAR Filing Document

**Accession Number:** 0000912577
**File Stem:** 0001193125-26-258808
**Filing Date:** 2026-6
**Character Count:** 477453
**Document Hash:** a1ca4e2946845ab8c459419186bf0998
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-258808.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001193125-26-258808

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260529

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**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:** 261067593

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-05-29

**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:** 44 days

- **WAL:** 86 days

- **Total Value of Portfolio Securities:** $76308683.84

- **Amortized Cost of Portfolio Securities:** $76316064.79

- **Cash:** $0.00

- **Total Other Assets:** $146052.35

- **Total Liabilities:** $976898.02

- **Net Assets of Series:** $75485991.98

- **Number of Shares Outstanding (Series):** 75486398.6100

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $47457748.06              | $60357497.71               | 65.6800%                  | 83.5300%                   |
| 2026-05-04 | $47359599.48              | $60259359.15               | 65.6400%                  | 83.5200%                   |
| 2026-05-05 | $46992161.74              | $59891931.42               | 65.3600%                  | 83.3000%                   |
| 2026-05-06 | $46915547.48              | $59815327.17               | 65.3200%                  | 83.2800%                   |
| 2026-05-07 | $47397235.19              | $59797024.90               | 66.0000%                  | 83.2700%                   |
| 2026-05-08 | $49120462.83              | $60520282.58               | 67.7100%                  | 83.4200%                   |
| 2026-05-11 | $47218022.09              | $60117851.85               | 65.4500%                  | 83.3400%                   |
| 2026-05-12 | $47741740.92              | $59641580.69               | 66.3900%                  | 82.9400%                   |
| 2026-05-13 | $50032639.88              | $60432489.68               | 69.0600%                  | 83.4100%                   |
| 2026-05-14 | $49885399.68              | $60285259.49               | 69.0100%                  | 83.4000%                   |
| 2026-05-15 | $50732445.85              | $60132335.70               | 70.3200%                  | 83.3400%                   |
| 2026-05-18 | $51120643.82              | $60020543.68               | 70.7300%                  | 83.0500%                   |
| 2026-05-19 | $50515022.50              | $59414932.37               | 69.8500%                  | 82.1600%                   |
| 2026-05-20 | $50922199.69              | $59922119.58               | 70.6000%                  | 83.0800%                   |
| 2026-05-21 | $49538713.88              | $61538643.78               | 66.2000%                  | 82.2300%                   |
| 2026-05-22 | $49525569.92              | $61525539.88               | 66.1700%                  | 82.2100%                   |
| 2026-05-26 | $48450690.45              | $60450670.42               | 65.6900%                  | 81.9600%                   |
| 2026-05-27 | $49258934.31              | $61158924.30               | 66.1500%                  | 82.1300%                   |
| 2026-05-28 | $49264051.99              | $61064051.99               | 66.2400%                  | 82.1000%                   |
| 2026-05-29 | $51335979.38              | $63135979.38               | 67.1400%                  | 82.5700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.7200%             |
| 2026-05-04 | 3.7200%             |
| 2026-05-05 | 3.7100%             |
| 2026-05-06 | 3.7100%             |
| 2026-05-07 | 3.7100%             |
| 2026-05-08 | 3.7100%             |
| 2026-05-11 | 3.6900%             |
| 2026-05-12 | 3.6900%             |
| 2026-05-13 | 3.6900%             |
| 2026-05-14 | 3.6900%             |
| 2026-05-15 | 3.6800%             |
| 2026-05-18 | 3.6700%             |
| 2026-05-19 | 3.6600%             |
| 2026-05-20 | 3.6600%             |
| 2026-05-21 | 3.6500%             |
| 2026-05-22 | 3.6500%             |
| 2026-05-26 | 3.6600%             |
| 2026-05-27 | 3.6700%             |
| 2026-05-28 | 3.6800%             |
| 2026-05-29 | 3.6800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 0.9999                      |
|  |  |
| 2026-05-04 | 0.9999                      |
|  |  |
| 2026-05-05 | 0.9999                      |
|  |  |
| 2026-05-06 | 0.9999                      |
|  |  |
| 2026-05-07 | 0.9999                      |
|  |  |
| 2026-05-08 | 0.9999                      |
|  |  |
| 2026-05-11 | 0.9999                      |
|  |  |
| 2026-05-12 | 0.9999                      |
|  |  |
| 2026-05-13 | 0.9999                      |
|  |  |
| 2026-05-14 | 0.9999                      |
|  |  |
| 2026-05-15 | 0.9999                      |
|  |  |
| 2026-05-18 | 0.9999                      |
|  |  |
| 2026-05-19 | 0.9999                      |
|  |  |
| 2026-05-20 | 0.9999                      |
|  |  |
| 2026-05-21 | 0.9999                      |
|  |  |
| 2026-05-22 | 0.9999                      |
|  |  |
| 2026-05-26 | 0.9999                      |
|  |  |
| 2026-05-27 | 0.9999                      |
|  |  |
| 2026-05-28 | 0.9999                      |
|  |  |
| 2026-05-29 | 0.9999                      |
|  |  |

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

### Class: Service Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $75485991.98

- **Number of Shares Outstanding:** 75486398.6100

- **Expense Reimbursement/Waiver:** 3221.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $208070.63                | $6807.37                |
| 2026-05-04 | $6800.40                  | $119214.07              |
| 2026-05-05 | $17972.09                 | $224286.25              |
| 2026-05-06 | $608.52                   | $81275.44               |
| 2026-05-07 | $6354.71                  | $13995.78               |
| 2026-05-08 | $13946.61                 | $99311.36               |
| 2026-05-11 | $104.56                   | $14831.80               |
| 2026-05-12 | $8193.40                  | $229870.41              |
| 2026-05-13 | $209647.33                | $21099.94               |
| 2026-05-14 | $190881.56                | $22284.49               |
| 2026-05-15 | $5204.45                  | $165041.35              |
| 2026-05-18 | $36385.49                 | $167245.31              |
| 2026-05-19 | $243685.56                | $11008.96               |
| 2026-05-20 | $8570.97                  | $45637.39               |
| 2026-05-21 | $2103514.76               | $2447.62                |
| 2026-05-22 | $7334.59                  | $27680.13               |
| 2026-05-26 | $3082.87                  | $2881.14                |
| 2026-05-27 | $12985.17                 | $50732.25               |
| 2026-05-28 | $4119.86                  | $104091.20              |
| 2026-05-29 | $2301253.17               | $236445.26              |

**Total Gross Subscriptions (Month):** $5388716.70

**Total Gross Redemptions (Month):** $1646187.52

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.0900%           |
| 2026-05-04 | 3.0800%           |
| 2026-05-05 | 3.0800%           |
| 2026-05-06 | 3.0800%           |
| 2026-05-07 | 3.0700%           |
| 2026-05-08 | 3.0700%           |
| 2026-05-11 | 3.0600%           |
| 2026-05-12 | 3.0600%           |
| 2026-05-13 | 3.0600%           |
| 2026-05-14 | 3.0600%           |
| 2026-05-15 | 3.0500%           |
| 2026-05-18 | 3.0400%           |
| 2026-05-19 | 3.0300%           |
| 2026-05-20 | 3.0200%           |
| 2026-05-21 | 3.0200%           |
| 2026-05-22 | 3.0200%           |
| 2026-05-26 | 3.0300%           |
| 2026-05-27 | 3.0400%           |
| 2026-05-28 | 3.0400%           |
| 2026-05-29 | 3.0500%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 15.7100%         | 0.0000%              |
| Insurance company |  | 15.1100%         | 0.0000%              |
| Insurance company |  | 8.7900%          | 0.0000%              |
| Insurance company |  | 26.8100%         | 0.0000%              |
| Insurance company |  | 16.2000%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  3.630%, 6/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 00699Q009, C.3 - LEI: BFXS5XCH7N0Y05NIXW11
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 13.2500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 05.500 CLFA2733 | 2055-08-01      | 5.5000%  |  | $556589.20         | $567060.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8312 | 2054-04-01      | 5.0000%  |  | $81728.18          | $81259.70          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $230407.00         | $237803.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $323998.77         | $323847.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $203977.04         | $198250.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $159369.71         | $141391.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $103960.67         | $98175.37          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $164466.72         | $140893.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0457 | 2047-09-01      | 3.5000%  |  | $16979.08          | $15821.11          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5495 | 2030-11-01      | 4.4800%  |  | $63106.28          | $63532.53          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV7735 | 2052-04-01      | 3.0000%  |  | $204068.62         | $181387.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV0872 | 2052-01-01      | 2.5000%  |  | $203459.67         | $174868.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU6494 | 2052-01-01      | 2.5000%  |  | $181072.59         | $155157.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBU5438 | 2054-12-01      | 5.0000%  |  | $264434.15         | $261754.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $11326.21          | $10082.06          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8478 | 2054-05-01      | 5.0000%  |  | $21812.85          | $21649.14          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $78009.76          | $78234.18          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $62084.13          | $58744.69          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $569538.00         | $498695.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $402986.40         | $370238.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  |  | $1906.48           | $1966.52           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $55802.96          | $55465.91          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  |  | $173285.60         | $161337.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $15067.88          | $14925.77          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA3686 | 2055-11-01      | 5.5000%  |  | $927429.41         | $944877.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $45763.51          | $46767.23          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4601 | 2030-08-01      | 4.2300%  |  | $674920.00         | $673365.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $161513.47         | $161473.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $950957.63         | $942281.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK2561 | 2048-03-01      | 4.5000%  |  | $1359.49           | $1331.12           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $35977.88          | $35826.94          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE4964 | 2052-06-01      | 5.0000%  |  | $30504.13          | $30507.91          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $1171.77           | $1203.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBT7946 | 2052-11-01      | 5.5000%  |  | $29737.97          | $30518.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR1341 | 2051-02-01      | 2.0000%  |  | $16709.01          | $13677.35          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  |  | $37165.41          | $35397.87          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $440089.92         | $438097.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $388109.69         | $385026.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $392264.40         | $389148.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQD9834 | 2052-04-01      | 3.5000%  |  | $219901.90         | $203123.65         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q60297 G | 2048-12-01      | 4.0000%  |  | $79225.15          | $75539.68          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $70454.44          | $71703.94          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $257280.19         | $261923.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $15254.59          | $13380.56          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $601876.89         | $582235.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3VZN0625 | 2043-02-01      | 3.5000%  |  | $4358.77           | $4083.25           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  |  | $78111.28          | $71508.79          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL2968 | 2042-04-01      | 3.5000%  |  | $4411.09           | $4158.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA5152 | 2056-04-01      | 5.0000%  |  | $885341.30         | $880537.34         | Agency Mortgage-Backed Securities |

### Security 2: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.650%, 6/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **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 FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.0575%  |  | $2972.38           | $2839.92           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-055 KL      | 2067-01-16      | 4.5000%  |  | $10253.55          | $9822.86           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-055 DA      | 2058-11-16      | 4.5000%  |  | $12465.86          | $12231.59          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-110 HA      | 2054-04-16      | 4.0000%  |  | $2462.91           | $2344.48           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-076 KG      | 2067-04-16      | 4.5000%  |  | $8177.29           | $7870.94           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-031 CD      | 2054-07-16      | 4.2500%  |  | $66.42             | $65.21             | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-166 AB      | 2058-04-16      | 4.5000%  |  | $544.99            | $532.51            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-094 A       | 2064-09-16      | 2.7500%  |  | $13517.74          | $11326.51          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-221 JA      | 2067-09-16      | 4.7500%  |  | $691.82            | $671.65            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2013-029 AB      | 2045-10-16      | 1.7670%  |  | $5.40              | $5.30              | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-055 DG      | 2058-11-16      | 4.0000%  |  | $554.41            | $533.41            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-076 KL      | 2067-04-16      | 4.0000%  |  | $1387.77           | $1327.59           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2001 C      | 2056-02-20      | 6.0000%  |  | $2.75              | $2.82              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4277 C      | 2056-01-20      | 6.5000%  |  | $5913.61           | $6087.59           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF9974        | 2059-11-15      | 4.9800%  |  | $16.80             | $16.88             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTB3655  | 2056-05-01      | 5.0000%  |  | $12751.49          | $12585.06          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0694  | 2054-01-01      | 5.5000%  |  | $4088.89           | $4146.07           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ9770  | 2055-12-01      | 5.5000%  |  | $2293.38           | $2331.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2929  | 2047-03-01      | 3.5000%  |  | $75.60             | $69.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC1262  | 2055-10-01      | 6.5000%  |  | $13599.21          | $14404.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4693  | 2053-09-01      | 5.5000%  |  | $12322.75          | $12582.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  |  | $4259.66           | $3434.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2375  | 2048-09-01      | 4.0000%  |  | $799.50            | $761.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN2396  | 2049-02-01      | 4.0000%  |  | $92.11             | $87.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7800  | 2046-08-01      | 3.0000%  |  | $7001.21           | $6285.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4612  | 2031-07-01      | 4.5000%  |  | $26.23             | $26.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAI2335  | 2041-05-01      | 6.0000%  |  | $96.76             | $100.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA5902  | 2050-01-01      | 3.0000%  |  | $116.18            | $103.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4288  | 2049-03-01      | 3.0000%  |  | $14.88             | $13.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG9907  | 2056-05-01      | 5.5000%  |  | $14807.90          | $14933.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7987 M      | 2052-04-20      | 2.5000%  |  | $6416.22           | $5498.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3690  | 2055-11-01      | 5.5000%  |  | $15131.49          | $15370.05          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3082  | 2055-10-01      | 6.5000%  |  | $12902.95          | $13677.97          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788582 C      | 2056-04-20      | 5.0000%  |  | $7122.02           | $7070.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO5345  | 2049-11-01      | 3.0000%  |  | $10.79             | $9.66              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC2410  | 2056-04-01      | 6.5000%  |  | $13588.05          | $14443.10          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS2449  | 2038-11-01      | 6.5000%  |  | $4.06              | $4.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3205  | 2055-04-01      | 6.0000%  |  | $16120.01          | $16745.02          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2018-15 DF       | 2048-08-20      | 4.0171%  |  | $11.00             | $10.70             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-68 JC       | 2046-05-20      | 2.0000%  |  | $540.54            | $475.63            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030  | 2055-05-25      | 6.5000%  |  | $0.90              | $0.95              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-068 DA      | 2052-04-20      | 4.5000%  |  | $61332.61          | $60174.04          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-068 BL      | 2056-04-20      | 4.5000%  |  | $801.73            | $761.64            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-068 AP      | 2056-04-20      | 6.0000%  |  | $2772.49           | $2837.91           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-068 NP      | 2056-04-20      | 4.5000%  |  | $7677.54           | $7616.30           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-068 BY      | 2056-04-20      | 4.5000%  |  | $388.75            | $367.45            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-043 FB      | 2056-03-20      | 4.5751%  |  | $49178.07          | $48798.41          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 MT      | 2056-03-20      | 4.5000%  |  | $5517.79           | $5346.56           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 GF      | 2056-03-20      | 4.8492%  |  | $5989.05           | $5824.38           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 QT      | 2066-02-20      | 6.5000%  |  | $3738.46           | $3859.99           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-030 FB      | 2056-02-20      | 4.4751%  |  | $10688.87          | $10635.23          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 BK      | 2056-02-20      | 4.5000%  |  | $3924.49           | $3792.60           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 GY      | 2056-01-20      | 4.5000%  |  | $3086.42           | $2572.83           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-208 QY      | 2055-12-20      | 4.5000%  |  | $958.50            | $820.22            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-085 FA      | 2053-06-20      | 4.8251%  |  | $10922.46          | $10996.26          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-097 FA      | 2051-06-20      | 3.0000%  |  | $202.78            | $175.93            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-096 GP      | 2051-06-20      | 1.0000%  |  | $1.79              | $1.37              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-119 DF      | 2055-07-20      | 4.9751%  |  | $27377.16          | $27695.06          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 UF      | 2056-03-20      | 4.7492%  |  | $7517.05           | $7523.90           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 ET      | 2056-03-20      | 5.5000%  |  | $91584.79          | $92221.29          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-98 FL       | 2049-08-20      | 4.1671%  |  | $12.52             | $12.26             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 CT      | 2056-02-20      | 4.5000%  |  | $629.25            | $617.05            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FE      | 2055-08-20      | 4.7751%  |  | $517.74            | $525.01            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-20 LA       | 2049-02-20      | 3.0000%  |  | $58.64             | $51.68             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-147 FB      | 2054-09-20      | 4.7251%  |  | $18277.77          | $18389.47          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-024 CG      | 2050-01-20      | 5.0000%  |  | $2658.03           | $2673.37           | Agency Collateralized Mortgage Obligation |

### Security 3: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.650%, 6/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2026-055 DC      | 2058-11-16      | 4.5000%  |  | $3547.33           | $3480.76           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-031 CA      | 2065-10-16      | 3.0000%  |  | $56426.14          | $50341.95          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-040 DL      | 2055-08-16      | 4.0000%  |  | $309.60            | $280.35            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-127 A       | 2062-11-16      | 2.0000%  |  | $5841.13           | $4703.90           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-017 AE      | 2061-01-16      | 1.2000%  |  | $3013.30           | $2145.15           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-042 B       | 2063-02-16      | 2.5000%  |  | $947.37            | $599.30            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2011-103 BC      | 2051-07-16      | 3.7369%  |  | $298.59            | $292.07            | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.0575%  |  | $1815.89           | $1734.96           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-055 HB      | 2067-01-16      | 4.5000%  |  | $462.50            | $387.83            | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB4 | 2037-10-25      | 11.2637% |  | $371.03            | $346.13            | 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 615895 X      | 2033-08-15      | 5.0000%  |  | $0.18              | $0.18              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 586343 X      | 2035-01-15      | 6.0000%  |  | $0.14              | $0.14              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003819 M      | 2036-02-20      | 5.5000%  |  | $0.27              | $0.28              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782090 X      | 2036-05-15      | 6.5000%  |  | $1.20              | $1.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL938394  | 2037-07-01      | 6.0000%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004041 M      | 2037-10-20      | 7.0000%  |  | $0.56              | $0.60              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617740 X      | 2037-10-15      | 6.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889455  | 2038-05-01      | 6.0000%  |  | $58.46             | $61.46             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 696186 X      | 2038-08-15      | 6.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004472 M      | 2039-06-20      | 6.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782745 X      | 2038-11-15      | 6.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736078 X      | 2040-06-15      | 5.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783038 M      | 2040-07-20      | 5.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ9278  | 2041-12-01      | 3.5000%  |  | $370.85            | $349.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1308  | 2039-05-01      | 6.5000%  |  | $0.49              | $0.52              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005338 M      | 2042-03-20      | 6.0000%  |  | $0.38              | $0.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAB3857  | 2026-11-01      | 2.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO4134  | 2042-06-01      | 3.5000%  |  | $648.76            | $610.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785587 M      | 2044-12-20      | 3.5000%  |  | $0.43              | $0.40              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783788 X      | 2040-12-15      | 5.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781057 X      | 2029-06-15      | 5.5000%  |  | $1.04              | $1.04              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780941 X      | 2028-12-15      | 6.0000%  |  | $0.45              | $0.46              | 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 540218 X      | 2033-02-15      | 6.0000%  |  | $0.34              | $0.35              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 748616 X      | 2038-11-15      | 6.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 727437 X      | 2040-03-15      | 4.5000%  |  | $1.15              | $1.13              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 462680 X      | 2028-04-15      | 7.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004922 M      | 2041-01-20      | 4.0000%  |  | $0.13              | $0.12              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004290 M      | 2038-11-20      | 5.5000%  |  | $0.09              | $0.10              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004196 M      | 2038-07-20      | 6.5000%  |  | $58.97             | $63.45             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003841 M      | 2036-04-20      | 5.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003807 M      | 2036-01-20      | 5.5000%  |  | $0.35              | $0.36              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 570518 X      | 2032-01-15      | 6.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 600467 X      | 2035-08-15      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 595821 X      | 2035-08-15      | 6.0000%  |  | $0.21              | $0.22              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY3765 X      | 2047-03-15      | 4.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DS2329 C      | 2066-05-20      | 6.0000%  |  | $0.62              | $0.63              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DR0523 C      | 2066-04-20      | 6.0000%  |  | $1.75              | $1.80              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5285 C      | 2055-12-20      | 6.0000%  |  | $1.15              | $1.21              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3736 C      | 2055-12-20      | 6.5000%  |  | $1.05              | $1.11              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4126 M      | 2046-12-20      | 3.0000%  |  | $0.38              | $0.34              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3939 M      | 2046-09-20      | 4.5000%  |  | $0.33              | $0.32              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3938 M      | 2046-09-20      | 4.0000%  |  | $0.18              | $0.17              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA5100  | 2044-12-01      | 3.0000%  |  | $0.10              | $0.09              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQO0483  | 2037-06-01      | 2.5000%  |  | $30.04             | $28.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9927  | 2047-07-01      | 4.5000%  |  | $213.73            | $210.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7800  | 2046-08-01      | 3.0000%  |  | $1391.04           | $1248.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6879  | 2046-03-01      | 3.5000%  |  | $45.37             | $42.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6620  | 2046-02-01      | 3.5000%  |  | $34.12             | $31.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6573  | 2046-01-01      | 3.5000%  |  | $134.41            | $125.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6131  | 2045-11-01      | 3.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4348  | 2045-01-01      | 4.0000%  |  | $5610.70           | $5372.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ0578  | 2027-11-01      | 2.5000%  |  | $10.29             | $10.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO0780  | 2042-04-01      | 3.5000%  |  | $170.95            | $160.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL8671  | 2028-11-01      | 2.5000%  |  | $91.37             | $90.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL2462  | 2027-10-01      | 2.5000%  |  | $39.77             | $39.42             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTRB5027  | 2040-01-01      | 3.0000%  |  | $102.58            | $95.57             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8750  | 2053-03-01      | 6.0000%  |  | $7641.43           | $7958.42           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2049  | 2049-11-01      | 3.0000%  |  | $1.58              | $1.40              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQN9907  | 2037-04-01      | 3.0000%  |  | $0.92              | $0.87              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3660  | 2053-08-01      | 5.5000%  |  | $6100.98           | $6195.51           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD0093  | 2049-10-01      | 5.0000%  |  | $19.48             | $19.56             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0316  | 2033-01-01      | 2.5000%  |  | $91.94             | $88.07             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZT2091  | 2034-06-01      | 3.0000%  |  | $6.64              | $6.40              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZT1609  | 2034-01-01      | 3.0000%  |  | $151.05            | $145.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT1546  | 2048-12-01      | 4.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1515  | 2046-01-01      | 4.0000%  |  | $0.86              | $0.83              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1474  | 2044-01-01      | 3.5000%  |  | $10.66             | $10.03             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT1323  | 2048-10-01      | 3.0000%  |  | $0.07              | $0.06              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1320  | 2048-11-01      | 4.0000%  |  | $5.75              | $5.47              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4016 X      | 2049-10-15      | 3.0000%  |  | $0.70              | $0.62              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC8335 X      | 2047-10-15      | 3.5000%  |  | $0.27              | $0.24              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC7280 X      | 2047-08-15      | 4.5000%  |  | $0.15              | $0.15              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC7179 X      | 2047-10-15      | 4.5000%  |  | $0.75              | $0.74              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB8885 X      | 2047-07-15      | 5.0000%  |  | $0.26              | $0.26              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB7228 X      | 2047-09-15      | 4.5000%  |  | $0.36              | $0.35              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2275 C      | 2055-11-20      | 6.5000%  |  | $1.02              | $1.07              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0110 C      | 2055-12-20      | 6.5000%  |  | $2.10              | $2.16              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1048 M      | 2041-04-20      | 4.5000%  |  | $2.09              | $2.08              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 709788 X      | 2039-09-15      | 5.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 697584 X      | 2038-11-15      | 5.5000%  |  | $0.13              | $0.14              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 688386 X      | 2038-04-15      | 5.5000%  |  | $0.14              | $0.14              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687923 X      | 2038-09-15      | 6.0000%  |  | $0.47              | $0.49              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 672676 X      | 2038-04-15      | 5.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658218 X      | 2036-12-15      | 6.0000%  |  | $0.49              | $0.52              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 629123 X      | 2034-09-15      | 6.0000%  |  | $1.20              | $1.23              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 623897 X      | 2034-08-15      | 6.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788580 C      | 2056-04-20      | 5.0000%  |  | $20419.23          | $20298.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5984 M      | 2049-06-20      | 3.0000%  |  | $0.38              | $0.34              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5764 M      | 2049-02-20      | 4.5000%  |  | $3.01              | $2.95              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5712 M      | 2049-01-20      | 5.0000%  |  | $0.15              | $0.15              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5530 M      | 2048-10-20      | 5.0000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6220 M      | 2049-10-20      | 4.0000%  |  | $0.31              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3905  | 2050-01-01      | 3.0000%  |  | $306.87            | $272.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3774  | 2049-09-01      | 3.0000%  |  | $715.96            | $635.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3697  | 2039-07-01      | 3.0000%  |  | $12.48             | $11.66             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9903 M      | 2054-09-20      | 4.0000%  |  | $2.05              | $1.91              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CL8514 X      | 2052-03-15      | 4.0000%  |  | $1.67              | $1.57              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CL6189 X      | 2052-03-15      | 4.0000%  |  | $2.75              | $2.58              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2163 X      | 2052-04-15      | 3.0000%  |  | $1.31              | $1.18              | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CI1786        | 2063-08-15      | 3.8300%  |  | $2.06              | $1.92              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1233  | 2048-03-01      | 3.5000%  |  | $4069.39           | $3797.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3891  | 2055-12-01      | 5.5000%  |  | $1956.44           | $1989.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3690  | 2055-11-01      | 5.5000%  |  | $3876.46           | $3937.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4492  | 2056-02-01      | 5.5000%  |  | $8429.14           | $8604.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3349  | 2055-03-01      | 5.5000%  |  | $3920.73           | $4000.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3171  | 2054-06-01      | 6.0000%  |  | $2649.16           | $2751.88           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3889 C      | 2065-12-20      | 7.0000%  |  | $2.10              | $2.20              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM3597 C      | 2055-10-20      | 5.0000%  |  | $1.56              | $1.56              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5451 C      | 2065-12-20      | 7.0000%  |  | $2.41              | $2.53              | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6753        | 2060-12-15      | 5.2500%  |  | $2.10              | $2.13              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6440 C      | 2055-03-20      | 6.5000%  |  | $1.27              | $1.36              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6435 C      | 2055-04-20      | 6.5000%  |  | $0.52              | $0.56              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG1709 C      | 2055-03-20      | 5.5000%  |  | $2.05              | $2.09              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5262 M      | 2048-06-20      | 3.0000%  |  | $0.34              | $0.31              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5135 M      | 2048-04-20      | 3.0000%  |  | $0.43              | $0.38              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5077 M      | 2048-03-20      | 3.5000%  |  | $0.32              | $0.29              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5018 M      | 2048-02-20      | 3.0000%  |  | $0.08              | $0.07              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4839 M      | 2047-11-20      | 4.5000%  |  | $0.10              | $0.09              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4777 M      | 2047-10-20      | 3.0000%  |  | $0.37              | $0.33              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4722 M      | 2047-09-20      | 5.0000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4718 M      | 2047-09-20      | 3.0000%  |  | $0.08              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0118  | 2054-05-01      | 6.0000%  |  | $995.19            | $1030.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDH1065  | 2056-05-01      | 6.0000%  |  | $2041.00           | $2092.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9654  | 2054-12-01      | 5.0000%  |  | $43768.89          | $43517.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4547  | 2037-05-01      | 2.5000%  |  | $21.47             | $20.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM1695  | 2031-03-01      | 2.5000%  |  | $5.99              | $5.88              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8526  | 2051-01-01      | 2.5000%  |  | $1.62              | $1.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3681  | 2049-06-01      | 4.5000%  |  | $4392.65           | $4290.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2375  | 2048-09-01      | 4.0000%  |  | $0.35              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2652  | 2048-11-01      | 5.0000%  |  | $73.09             | $73.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2641  | 2048-11-01      | 4.5000%  |  | $486.20            | $475.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1191  | 2047-11-01      | 3.5000%  |  | $829.18            | $766.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA1795  | 2048-05-01      | 5.0000%  |  | $236.66            | $236.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD6592 C      | 2054-08-20      | 7.0000%  |  | $1.97              | $2.07              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD2944 C      | 2054-08-20      | 7.0000%  |  | $1.26              | $1.32              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC3518 C      | 2054-06-20      | 7.0000%  |  | $2.32              | $2.43              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1120 C      | 2054-06-20      | 7.0000%  |  | $1.51              | $1.58              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1118 C      | 2054-06-20      | 7.0000%  |  | $1.69              | $1.79              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB7489 C      | 2054-06-20      | 7.0000%  |  | $1.15              | $1.22              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ8578 C      | 2054-02-20      | 7.0000%  |  | $0.83              | $0.87              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ5934 C      | 2054-02-20      | 7.0000%  |  | $1.54              | $1.61              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CV9792 X      | 2053-06-15      | 6.0000%  |  | $1.55              | $1.59              | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CQ9722        | 2061-01-15      | 5.0200%  |  | $2.10              | $2.10              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AM4381 C      | 2045-05-20      | 3.5000%  |  | $0.36              | $0.33              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AJ6678 X      | 2044-09-15      | 4.0000%  |  | $0.32              | $0.30              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4653 M      | 2047-08-20      | 4.0000%  |  | $0.28              | $0.27              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4587 M      | 2047-07-20      | 4.0000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4585 M      | 2047-07-20      | 3.0000%  |  | $0.36              | $0.32              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4511 M      | 2047-06-20      | 4.0000%  |  | $0.15              | $0.14              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5397 M      | 2048-08-20      | 3.5000%  |  | $0.30              | $0.28              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4261 M      | 2047-02-20      | 3.0000%  |  | $0.42              | $0.38              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4196 M      | 2047-01-20      | 3.5000%  |  | $0.35              | $0.32              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4127 M      | 2046-12-20      | 3.5000%  |  | $0.37              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5147  | 2052-11-01      | 6.0000%  |  | $440.96            | $454.76            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AO6437 C      | 2045-08-20      | 3.5000%  |  | $0.62              | $0.56              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6474 M      | 2050-02-20      | 3.0000%  |  | $1.16              | $1.04              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9486 C      | 2056-02-20      | 5.0000%  |  | $2.58              | $2.56              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4936  | 2056-02-01      | 5.5000%  |  | $10097.61          | $10211.74          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0745 M      | 2055-11-20      | 5.0000%  |  | $2.07              | $2.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7921  | 2046-09-01      | 3.5000%  |  | $171.51            | $159.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6007  | 2045-10-01      | 3.5000%  |  | $40.81             | $38.07             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9438  | 2041-11-01      | 4.5000%  |  | $8.63              | $8.56              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7366 M      | 2051-05-20      | 2.0000%  |  | $1.62              | $1.33              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6437 C      | 2055-03-20      | 6.5000%  |  | $1.04              | $1.11              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ7371 X      | 2049-11-15      | 3.5000%  |  | $0.31              | $0.28              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ7186 X      | 2049-10-15      | 3.5000%  |  | $0.18              | $0.16              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ7172 X      | 2049-10-15      | 3.5000%  |  | $0.27              | $0.24              | 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 BL3846 X      | 2049-02-15      | 4.5000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BG7731 C      | 2048-04-20      | 4.5000%  |  | $0.10              | $0.09              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BF1065 C      | 2048-01-20      | 4.0000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BE6271 X      | 2048-03-15      | 3.5000%  |  | $0.64              | $0.58              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD7509 X      | 2047-11-15      | 4.5000%  |  | $1.02              | $1.00              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4792 X      | 2047-11-15      | 3.5000%  |  | $0.38              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA3617  | 2049-03-01      | 5.0000%  |  | $0.36              | $0.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3182  | 2047-11-01      | 3.5000%  |  | $538.02            | $496.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3530  | 2048-10-01      | 3.0000%  |  | $3.30              | $2.96              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5140 M      | 2048-04-20      | 5.5000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8416  | 2053-01-01      | 5.5000%  |  | $9945.53           | $10070.63          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY3841 X      | 2047-03-15      | 5.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BR6259 X      | 2050-01-15      | 3.5000%  |  | $0.07              | $0.06              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6089 M      | 2049-08-20      | 3.0000%  |  | $0.08              | $0.07              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7315 M      | 2051-04-20      | 4.0000%  |  | $0.82              | $0.78              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO1175  | 2038-02-01      | 3.0000%  |  | $77.35             | $73.67             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ6604 C      | 2066-03-20      | 5.5000%  |  | $2.10              | $2.12              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL9935  | 2045-08-01      | 3.0000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4688  | 2046-11-01      | 3.0000%  |  | $541.57            | $486.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1702  | 2055-12-01      | 5.5000%  |  | $9302.06           | $9402.86           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ1792 C      | 2065-12-20      | 7.0000%  |  | $1.95              | $2.05              | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6754        | 2060-12-15      | 5.2500%  |  | $1.12              | $1.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1760  | 2046-02-01      | 3.5000%  |  | $82.86             | $77.16             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9171 M      | 2053-09-20      | 5.5000%  |  | $1.72              | $1.74              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7419 M      | 2051-06-20      | 3.0000%  |  | $1.12              | $1.00              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI7779  | 2037-10-01      | 6.0000%  |  | $21.63             | $22.17             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9487 M      | 2054-02-20      | 5.0000%  |  | $2.11              | $2.09              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI2826  | 2035-02-01      | 5.5000%  |  | $7.20              | $7.37              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0027 M      | 2054-11-20      | 6.0000%  |  | $1.22              | $1.25              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0424 M      | 2055-06-20      | 5.5000%  |  | $1.78              | $1.79              | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0675 M      | 2055-10-20      | 6.5000%  |  | $2.38              | $2.45              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3852 C      | 2055-12-20      | 6.0000%  |  | $1.05              | $1.09              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9406  | 2045-04-01      | 3.5000%  |  | $0.77              | $0.72              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4784 X      | 2047-11-15      | 3.5000%  |  | $0.23              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA5303  | 2056-02-01      | 5.5000%  |  | $8114.80           | $8243.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB0947  | 2036-06-01      | 2.5000%  |  | $2.16              | $2.04              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIRC3059  | 2038-10-01      | 2.5000%  |  | $0.71              | $0.67              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFS3271  | 2037-08-01      | 3.0000%  |  | $4.18              | $4.00              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8866  | 2050-04-01      | 3.0000%  |  | $382.66            | $338.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4581  | 2037-04-01      | 1.5000%  |  | $1.70              | $1.52              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP9661 X      | 2047-05-15      | 5.0000%  |  | $2.56              | $2.56              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8464  | 2044-09-01      | 3.5000%  |  | $102.60            | $95.73             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7397  | 2055-01-01      | 5.5000%  |  | $22954.03          | $23256.74          | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0734 M      | 2055-11-20      | 6.0000%  |  | $1.91              | $1.94              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7254 M      | 2051-03-20      | 2.0000%  |  | $1.55              | $1.27              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0636 C      | 2055-12-20      | 5.0000%  |  | $2.49              | $2.50              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBJ9175  | 2048-05-01      | 5.5000%  |  | $15.67             | $16.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3771  | 2039-09-01      | 3.0000%  |  | $1.87              | $1.76              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4526  | 2043-08-01      | 3.5000%  |  | $29.65             | $27.79             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0487 M      | 2055-07-20      | 6.5000%  |  | $2.24              | $2.35              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2675  | 2053-09-01      | 5.5000%  |  | $5617.56           | $5713.95           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8702 C      | 2056-01-20      | 5.0000%  |  | $2.12              | $2.12              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ9221 C      | 2056-03-20      | 5.0000%  |  | $0.80              | $0.79              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3158 C      | 2056-01-20      | 6.5000%  |  | $1.05              | $1.08              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BS7608 C      | 2050-05-20      | 3.5000%  |  | $1.49              | $1.36              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI6689  | 2037-11-01      | 6.5000%  |  | $2.71              | $2.85              | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF5002        | 2068-01-15      | 5.1000%  |  | $2.11              | $2.08              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZA0740  | 2031-03-01      | 6.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6338 M      | 2049-12-20      | 3.0000%  |  | $0.48              | $0.43              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI6251  | 2037-06-01      | 6.0000%  |  | $8.69              | $9.05              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8042 M      | 2052-05-20      | 2.5000%  |  | $0.78              | $0.66              | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CN7596        | 2064-12-15      | 4.3900%  |  | $2.61              | $2.52              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0259 M      | 2055-03-20      | 5.5000%  |  | $1.21              | $1.22              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4961 M      | 2048-01-20      | 3.0000%  |  | $0.32              | $0.29              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC2040 X      | 2047-08-15      | 4.5000%  |  | $0.23              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1475  | 2046-11-01      | 3.5000%  |  | $31.44             | $29.28             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9909 M      | 2054-09-20      | 7.0000%  |  | $0.20              | $0.20              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT2077  | 2046-08-01      | 3.5000%  |  | $49.72             | $46.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7242  | 2046-05-01      | 3.5000%  |  | $24.49             | $22.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2549  | 2046-03-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 GLAB8675  | 2043-03-01      | 3.5000%  |  | $84.89             | $81.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5372  | 2042-06-01      | 3.5000%  |  | $23.47             | $22.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB2812  | 2041-04-01      | 4.5000%  |  | $816.47            | $810.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995251  | 2038-11-01      | 6.0000%  |  | $119.59            | $125.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995069  | 2038-10-01      | 6.0000%  |  | $0.28              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL981726  | 2038-07-01      | 6.0000%  |  | $0.58              | $0.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL966851  | 2037-12-01      | 6.0000%  |  | $0.48              | $0.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL955791  | 2037-10-01      | 6.5000%  |  | $5.50              | $5.85              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL949358  | 2037-08-01      | 6.5000%  |  | $10.48             | $11.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL890248  | 2037-08-01      | 6.0000%  |  | $0.35              | $0.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC2413  | 2056-04-01      | 6.5000%  |  | $8823.58           | $9353.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7518  | 2053-03-01      | 6.0000%  |  | $7909.72           | $8213.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5741  | 2053-07-01      | 6.5000%  |  | $1876.83           | $1979.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM3957  | 2050-03-01      | 5.0000%  |  | $58.76             | $59.19             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1012 M      | 2043-05-20      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 779942 X      | 2026-11-15      | 3.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 765903 X      | 2041-03-15      | 4.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTB3731  | 2056-05-01      | 5.5000%  |  | $1441.05           | $1457.25           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA9862  | 2056-04-01      | 5.0000%  |  | $5234.22           | $5168.19           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4341  | 2056-03-01      | 5.5000%  |  | $2867.93           | $2913.53           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3675  | 2055-12-01      | 6.5000%  |  | $6093.92           | $6414.14           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3246  | 2055-11-01      | 6.0000%  |  | $4207.32           | $4368.21           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3010  | 2055-10-01      | 6.5000%  |  | $5944.50           | $6299.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6308  | 2055-10-01      | 6.5000%  |  | $1206.43           | $1265.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE0801  | 2039-09-01      | 6.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4907  | 2037-12-01      | 2.5000%  |  | $2.27              | $2.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4751  | 2037-08-01      | 2.0000%  |  | $0.35              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4579  | 2052-04-01      | 3.0000%  |  | $299.51            | $262.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3960  | 2050-03-01      | 3.0000%  |  | $0.31              | $0.27              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6997 M      | 2050-11-20      | 3.5000%  |  | $0.84              | $0.77              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6823 M      | 2050-08-20      | 4.5000%  |  | $0.58              | $0.57              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6767 M      | 2050-07-20      | 3.5000%  |  | $0.67              | $0.62              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6766 M      | 2050-07-20      | 3.0000%  |  | $0.15              | $0.13              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6711 M      | 2050-06-20      | 3.5000%  |  | $0.61              | $0.56              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M      | 2050-06-20      | 3.0000%  |  | $2.39              | $2.13              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6658 M      | 2050-05-20      | 4.0000%  |  | $0.42              | $0.40              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6600 M      | 2050-04-20      | 3.5000%  |  | $0.21              | $0.20              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6543 M      | 2050-03-20      | 4.0000%  |  | $1.03              | $0.98              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6540 M      | 2050-03-20      | 2.5000%  |  | $0.48              | $0.41              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6476 M      | 2050-02-20      | 4.0000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7193 M      | 2051-02-20      | 2.5000%  |  | $1.32              | $1.13              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7139 M      | 2051-01-20      | 4.0000%  |  | $0.85              | $0.81              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6038 M      | 2049-07-20      | 3.0000%  |  | $0.35              | $0.32              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1674  | 2037-03-01      | 5.5000%  |  | $9.06              | $9.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA2501  | 2038-04-01      | 3.0000%  |  | $70.38             | $66.43             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CTZA2028  | 2027-10-01      | 6.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZA1288  | 2043-02-01      | 3.0000%  |  | $47.31             | $43.25             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN6177  | 2049-06-01      | 3.0000%  |  | $329.40            | $292.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN4826  | 2049-04-01      | 4.0000%  |  | $165.50            | $157.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3049  | 2049-02-01      | 4.0000%  |  | $429.42            | $408.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN2844  | 2049-01-01      | 4.0000%  |  | $62.16             | $59.26             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM6020  | 2048-03-01      | 3.0000%  |  | $10.25             | $9.11              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2167  | 2046-11-01      | 3.0000%  |  | $57.22             | $51.39             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM2184  | 2046-11-01      | 3.5000%  |  | $160.63            | $148.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0412  | 2045-11-01      | 3.5000%  |  | $47.01             | $43.84             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0273  | 2045-10-01      | 3.5000%  |  | $228.73            | $213.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0059  | 2045-08-01      | 3.5000%  |  | $0.09              | $0.08              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9250  | 2045-03-01      | 3.5000%  |  | $0.16              | $0.15              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8469  | 2044-09-01      | 3.5000%  |  | $42.39             | $39.76             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL7545  | 2043-12-01      | 3.5000%  |  | $6.84              | $6.39              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL6037  | 2043-05-01      | 3.5000%  |  | $229.18            | $213.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4585  | 2043-01-01      | 3.0000%  |  | $229.63            | $210.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4422  | 2042-12-01      | 3.0000%  |  | $259.15            | $236.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN3197  | 2049-01-01      | 4.0000%  |  | $607.75            | $578.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ4603  | 2048-02-01      | 4.0000%  |  | $163.18            | $154.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ2854  | 2048-03-01      | 4.0000%  |  | $830.84            | $791.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBJ0978  | 2047-11-01      | 3.0000%  |  | $3.67              | $3.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD1215  | 2046-06-01      | 3.5000%  |  | $279.48            | $259.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC6958  | 2046-04-01      | 3.5000%  |  | $63.39             | $59.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC2521  | 2046-01-01      | 3.5000%  |  | $11.04             | $10.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1100  | 2046-01-01      | 3.5000%  |  | $0.19              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBA2101  | 2045-08-01      | 3.5000%  |  | $0.11              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAZ7366  | 2045-11-01      | 4.0000%  |  | $0.10              | $0.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7336  | 2045-11-01      | 3.5000%  |  | $0.34              | $0.32              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3158  | 2049-02-01      | 4.0000%  |  | $36.83             | $35.16             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1119 C      | 2054-06-20      | 7.0000%  |  | $1.61              | $1.69              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6931 M      | 2050-10-20      | 2.5000%  |  | $0.91              | $0.78              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BF9479 C      | 2048-03-20      | 4.0000%  |  | $0.18              | $0.17              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL6288  | 2043-06-01      | 3.5000%  |  | $87.59             | $82.41             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M      | 2055-02-20      | 5.5000%  |  | $0.38              | $0.39              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DS6407 C      | 2066-05-20      | 6.0000%  |  | $1.13              | $1.16              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ7551 C      | 2056-02-20      | 5.0000%  |  | $1.66              | $1.66              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C      | 2050-06-20      | 5.5000%  |  | $1.11              | $1.17              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8877 M      | 2053-05-20      | 4.5000%  |  | $1.72              | $1.67              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1988  | 2048-07-01      | 4.5000%  |  | $49.74             | $48.77             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9933  | 2045-07-01      | 3.5000%  |  | $0.26              | $0.24              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AD6340 X      | 2047-08-15      | 2.5000%  |  | $0.90              | $0.78              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9589  | 2045-12-01      | 4.5000%  |  | $18.11             | $17.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY8840  | 2045-07-01      | 3.5000%  |  | $0.57              | $0.53              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4651 M      | 2047-08-20      | 3.0000%  |  | $0.79              | $0.71              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3238  | 2048-01-01      | 3.5000%  |  | $241.02            | $222.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBU8868  | 2037-03-01      | 2.0000%  |  | $0.66              | $0.61              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ8595 X      | 2049-12-15      | 3.0000%  |  | $1.08              | $0.97              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4509 M      | 2047-06-20      | 3.0000%  |  | $0.15              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4365  | 2055-11-01      | 6.5000%  |  | $4231.98           | $4439.21           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3677  | 2055-12-01      | 5.5000%  |  | $9318.61           | $9419.60           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3735 C      | 2055-12-20      | 6.5000%  |  | $1.05              | $1.12              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6988 C      | 2056-01-20      | 6.0000%  |  | $1.52              | $1.55              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4125 M      | 2046-12-20      | 2.5000%  |  | $0.10              | $0.08              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI7974  | 2038-08-01      | 6.5000%  |  | $1.64              | $1.73              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA2666 X      | 2047-06-15      | 5.0000%  |  | $1.23              | $1.23              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AO7682 C      | 2045-08-20      | 4.0000%  |  | $0.45              | $0.43              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9366 M      | 2053-12-20      | 7.5000%  |  | $0.35              | $0.36              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9108 M      | 2053-08-20      | 6.5000%  |  | $0.99              | $1.04              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9106 M      | 2053-08-20      | 5.5000%  |  | $1.77              | $1.80              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9104 M      | 2053-08-20      | 4.5000%  |  | $2.21              | $2.14              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9103 M      | 2053-08-20      | 4.0000%  |  | $1.77              | $1.66              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9018 M      | 2053-07-20      | 6.0000%  |  | $0.79              | $0.81              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9014 M      | 2053-07-20      | 4.0000%  |  | $2.11              | $1.99              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8199 M      | 2052-08-20      | 3.5000%  |  | $1.91              | $1.73              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8147 M      | 2052-07-20      | 2.5000%  |  | $1.83              | $1.57              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8876 M      | 2053-05-20      | 4.0000%  |  | $2.09              | $1.97              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7939 M      | 2052-03-20      | 4.0000%  |  | $1.73              | $1.63              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7935 M      | 2052-03-20      | 2.0000%  |  | $144510.31         | $118685.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7830 M      | 2052-01-20      | 4.0000%  |  | $0.33              | $0.31              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7767 M      | 2051-12-20      | 2.5000%  |  | $68696.35          | $58876.51          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7705 M      | 2051-11-20      | 2.5000%  |  | $68104.00          | $58369.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7650 M      | 2051-10-20      | 3.0000%  |  | $2.28              | $2.04              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7474 M      | 2051-07-20      | 3.5000%  |  | $0.92              | $0.84              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7470 M      | 2051-07-20      | 1.5000%  |  | $1.91              | $1.50              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL782244  | 2034-07-01      | 5.5000%  |  | $6.54              | $6.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745932  | 2036-11-01      | 6.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3430  | 2042-08-01      | 3.0000%  |  | $10.30             | $9.42              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3152  | 2042-05-01      | 3.0000%  |  | $7.47              | $6.83              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3068  | 2042-05-01      | 3.5000%  |  | $3.67              | $3.46              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3084  | 2042-05-01      | 3.5000%  |  | $2.30              | $2.17              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3530  | 2042-08-01      | 3.0000%  |  | $2.19              | $2.00              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4881  | 2028-01-01      | 2.5000%  |  | $56.96             | $56.34             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4686  | 2027-11-01      | 2.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZI9756  | 2040-02-01      | 4.5000%  |  | $138.91            | $137.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI9650  | 2040-01-01      | 5.5000%  |  | $184.43            | $190.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI9252  | 2039-09-01      | 6.0000%  |  | $14.37             | $15.07             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI8303  | 2038-11-01      | 5.5000%  |  | $4.62              | $4.76              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI8245  | 2038-10-01      | 5.5000%  |  | $6.47              | $6.65              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI7821  | 2038-07-01      | 5.5000%  |  | $39.82             | $40.90             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI6804  | 2037-11-01      | 6.5000%  |  | $0.45              | $0.48              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI6469  | 2037-09-01      | 6.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745458  | 2036-04-01      | 6.0000%  |  | $45.49             | $47.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAY8841  | 2045-07-01      | 4.0000%  |  | $22.24             | $21.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU3195  | 2043-08-01      | 3.0000%  |  | $11.23             | $10.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU1650  | 2043-07-01      | 3.5000%  |  | $353.97            | $331.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0495  | 2048-08-01      | 4.5000%  |  | $826.86            | $810.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9444  | 2043-12-01      | 3.5000%  |  | $211.13            | $198.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7355  | 2045-11-01      | 3.5000%  |  | $22.74             | $21.21             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4586 M      | 2047-07-20      | 3.5000%  |  | $0.25              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1201  | 2036-12-01      | 5.5000%  |  | $23.01             | $23.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4566  | 2037-03-01      | 1.5000%  |  | $810.50            | $727.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5399 C      | 2065-12-20      | 7.0000%  |  | $1.58              | $1.66              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9345 C      | 2066-03-20      | 6.0000%  |  | $1.02              | $1.05              | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0801 M      | 2055-12-20      | 5.5000%  |  | $0.52              | $0.52              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8099 M      | 2052-06-20      | 3.5000%  |  | $1.52              | $1.38              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4568  | 2044-05-01      | 5.0000%  |  | $13.47             | $13.52             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6153 M      | 2049-09-20      | 3.0000%  |  | $0.40              | $0.35              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9851 M      | 2054-08-20      | 5.5000%  |  | $1.33              | $1.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5078  | 2047-05-01      | 3.5000%  |  | $219.55            | $204.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CTZA2056  | 2028-03-01      | 5.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0150 C      | 2055-12-20      | 6.5000%  |  | $2.09              | $2.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4209  | 2055-12-01      | 5.5000%  |  | $2994.60           | $3048.65           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7367 M      | 2051-05-20      | 2.5000%  |  | $1.22              | $1.04              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7312 M      | 2051-04-20      | 2.5000%  |  | $1.18              | $1.01              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7255 M      | 2051-03-20      | 2.5000%  |  | $1.68              | $1.44              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M      | 2052-06-20      | 4.0000%  |  | $1.14              | $1.07              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8096 M      | 2052-06-20      | 2.0000%  |  | $0.39              | $0.32              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8045 M      | 2052-05-20      | 4.0000%  |  | $1.15              | $1.09              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0026 M      | 2054-11-20      | 5.5000%  |  | $1.64              | $1.66              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ9954 C      | 2066-04-20      | 6.0000%  |  | $2.17              | $2.23              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ7997 C      | 2066-02-20      | 6.0000%  |  | $0.58              | $0.60              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3344 C      | 2053-02-20      | 6.5000%  |  | $0.53              | $0.54              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2236 C      | 2056-02-20      | 5.0000%  |  | $2.10              | $2.06              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0853 C      | 2056-02-20      | 6.5000%  |  | $1.60              | $1.63              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9347 C      | 2066-03-20      | 6.5000%  |  | $2.12              | $2.22              | Agency Mortgage-Backed Securities         |
| FMAC FERA 5668FA 06/25/56  | 2056-06-25      | 4.7425%  |  | $5263.16           | $5365.94           | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF DP8860 C      | 2056-01-20      | 6.0000%  |  | $2.10              | $2.14              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8732 C      | 2056-01-20      | 5.0000%  |  | $2.61              | $2.61              | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DP6813        | 2068-03-15      | 5.3100%  |  | $1.65              | $1.64              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP6706 C      | 2066-01-20      | 6.5000%  |  | $0.83              | $0.87              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6377 C      | 2056-01-20      | 5.0000%  |  | $2.64              | $2.63              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP5165 C      | 2065-10-20      | 6.0000%  |  | $2.49              | $2.56              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4142 C      | 2056-01-20      | 6.5000%  |  | $1.05              | $1.08              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3832 C      | 2056-01-20      | 5.0000%  |  | $2.62              | $2.62              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3748 C      | 2056-01-20      | 5.0000%  |  | $2.62              | $2.62              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2893 C      | 2055-12-20      | 5.0000%  |  | $2.09              | $2.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL0309  | 2040-01-01      | 6.0000%  |  | $0.03              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL0808  | 2040-05-01      | 6.5000%  |  | $5.79              | $6.11              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK7348  | 2042-03-01      | 3.5000%  |  | $12.12             | $11.41             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4781  | 2048-07-01      | 4.5000%  |  | $123.03            | $120.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4647  | 2046-01-01      | 3.5000%  |  | $11.57             | $10.78             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4638  | 2045-11-01      | 3.5000%  |  | $212.36            | $197.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4630  | 2045-09-01      | 3.5000%  |  | $61.84             | $57.69             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4618  | 2045-06-01      | 3.5000%  |  | $56.35             | $52.58             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4614  | 2045-05-01      | 3.5000%  |  | $19.71             | $18.39             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4599  | 2045-01-01      | 3.5000%  |  | $0.09              | $0.08              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4626  | 2045-08-01      | 3.5000%  |  | $10.97             | $10.22             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4622  | 2045-07-01      | 3.5000%  |  | $103.93            | $96.97             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4577  | 2044-08-01      | 3.5000%  |  | $4.43              | $4.14              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS4173  | 2035-03-01      | 5.5000%  |  | $59.41             | $61.36             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3925  | 2043-08-01      | 3.5000%  |  | $113.62            | $106.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS3421  | 2042-01-01      | 4.0000%  |  | $0.20              | $0.19              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS2746  | 2039-04-01      | 6.5000%  |  | $3.26              | $3.42              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2375  | 2038-09-01      | 5.5000%  |  | $26.43             | $27.20             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS1954  | 2038-02-01      | 6.0000%  |  | $17.69             | $18.60             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1579  | 2037-09-01      | 5.5000%  |  | $9.52              | $9.68              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5765 M      | 2049-02-20      | 5.0000%  |  | $0.47              | $0.48              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3937 M      | 2046-09-20      | 3.5000%  |  | $0.26              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9370  | 2043-12-01      | 4.5000%  |  | $20.37             | $20.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2960  | 2049-01-01      | 4.5000%  |  | $82.84             | $80.98             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA4513 X      | 2047-05-15      | 5.0000%  |  | $0.34              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM1948  | 2041-07-01      | 6.0000%  |  | $539.27            | $570.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0237  | 2047-08-01      | 4.0000%  |  | $0.17              | $0.16              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7051 M      | 2050-12-20      | 2.0000%  |  | $0.59              | $0.48              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8570 M      | 2053-01-20      | 5.5000%  |  | $0.31              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI1963  | 2041-04-01      | 5.5000%  |  | $49.08             | $50.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH5962  | 2041-02-01      | 5.0000%  |  | $82.76             | $83.45             | Agency Mortgage-Backed Securities         |
| FNMA FNRM RC030GK R25F030  | 2055-05-25      | 6.5000%  |  | $1.44              | $1.53              | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 4.8621%  |  | $10811.68          | $10886.86          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-082 BA      | 2052-01-20      | 4.7500%  |  | $131577.63         | $129706.65         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-068 DA      | 2052-04-20      | 4.5000%  |  | $3884.67           | $3811.29           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 ET      | 2056-03-20      | 5.5000%  |  | $49517.90          | $49862.03          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 QT      | 2066-02-20      | 6.5000%  |  | $1161.81           | $1199.57           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 NA      | 2054-03-20      | 4.5000%  |  | $13236.75          | $13009.12          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-196 J       | 2055-11-20      | 4.5000%  |  | $16044.86          | $15776.56          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-022 FG      | 2055-02-20      | 4.6751%  |  | $14649.71          | $14744.50          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 BK      | 2056-02-20      | 4.5000%  |  | $855.83            | $827.07            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-068 GP      | 2056-04-20      | 4.5000%  |  | $23117.19          | $22860.26          | Agency Collateralized Mortgage Obligation |
| FMAC FHLMCT SLSTT SERIES 2 | 2060-07-26      | 5.9742%  |  | $68597.07          | $44537.72          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-043 FB      | 2056-03-20      | 4.5751%  |  | $5244.93           | $5204.44           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-096 GP      | 2051-06-20      | 1.0000%  |  | $1654.51           | $1268.31           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5639PT 03/25/56  | 2056-03-25      | 5.5000%  |  | $417.74            | $417.96            | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.500 CL555880  | 2033-11-01      | 5.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8725 M      | 2053-03-20      | 5.0000%  |  | $1.52              | $1.51              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8268 M      | 2052-09-20      | 4.5000%  |  | $0.77              | $0.74              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8264 M      | 2052-09-20      | 2.5000%  |  | $1.82              | $1.56              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7988 M      | 2052-04-20      | 3.0000%  |  | $0.55              | $0.49              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7024 M      | 2035-12-20      | 2.5000%  |  | $0.87              | $0.82              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9552 C      | 2055-12-20      | 6.0000%  |  | $0.52              | $0.54              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6394 C      | 2056-02-20      | 5.0000%  |  | $2.11              | $2.11              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0995 M      | 2056-03-20      | 4.5000%  |  | $2.55              | $2.46              | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0733 M      | 2055-11-20      | 5.5000%  |  | $1.52              | $1.52              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0687 M      | 2055-10-20      | 6.0000%  |  | $0.67              | $0.68              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0620 M      | 2055-09-20      | 4.0000%  |  | $2.59              | $2.41              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0485 M      | 2055-07-20      | 5.5000%  |  | $1.90              | $1.92              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0426 M      | 2055-06-20      | 6.5000%  |  | $1.52              | $1.59              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M      | 2055-04-20      | 5.5000%  |  | $2.00              | $2.02              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0260 M      | 2055-03-20      | 6.0000%  |  | $1.14              | $1.17              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0145 M      | 2055-01-20      | 4.5000%  |  | $2.02              | $1.95              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0092 M      | 2054-12-20      | 5.5000%  |  | $1.23              | $1.25              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BX4938 C      | 2050-08-20      | 3.5000%  |  | $1.94              | $1.77              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BT3502 X      | 2050-02-15      | 3.5000%  |  | $0.12              | $0.11              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BS7607 C      | 2050-05-20      | 3.5000%  |  | $1.08              | $0.98              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BS5065 X      | 2050-02-15      | 3.5000%  |  | $0.29              | $0.26              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ8599 X      | 2050-01-15      | 3.0000%  |  | $0.35              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3210  | 2047-12-01      | 3.5000%  |  | $1.23              | $1.14              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BF9523 C      | 2048-04-20      | 4.0000%  |  | $0.47              | $0.44              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5722  | 2045-09-01      | 3.5000%  |  | $41.15             | $38.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAB8447  | 2028-02-01      | 2.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS0516  | 2043-09-01      | 3.0000%  |  | $2507.21           | $2284.03           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AK1020 C      | 2044-10-20      | 3.5000%  |  | $0.21              | $0.19              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6282 M      | 2049-11-20      | 2.5000%  |  | $0.42              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3875  | 2048-04-01      | 4.0000%  |  | $462.56            | $440.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6821 M      | 2050-08-20      | 3.5000%  |  | $0.30              | $0.27              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4320 M      | 2047-03-20      | 3.0000%  |  | $0.32              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLFS4327  | 2052-04-01      | 1.5000%  |  | $6053.89           | $4634.16           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC3826 X      | 2047-10-15      | 3.5000%  |  | $0.23              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI9801  | 2040-03-01      | 5.0000%  |  | $8.16              | $8.21              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7881 M      | 2052-02-20      | 2.5000%  |  | $134832.41         | $115547.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752  | 2047-11-01      | 3.5000%  |  | $1.00              | $0.92              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3871  | 2049-12-01      | 3.0000%  |  | $120.86            | $107.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CTZA2090  | 2028-10-01      | 6.0000%  |  | $3.45              | $3.54              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI6649  | 2037-10-01      | 6.5000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BK5550 X      | 2049-10-15      | 3.0000%  |  | $0.55              | $0.49              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6994 M      | 2050-11-20      | 2.0000%  |  | $1.16              | $0.95              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0724  | 2045-07-01      | 4.5000%  |  | $1257.02           | $1247.89           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0694  | 2054-01-01      | 5.5000%  |  | $6429.66           | $6519.58           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4624 M      | 2032-08-20      | 3.0000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD2851 C      | 2054-07-20      | 7.0000%  |  | $0.81              | $0.85              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIQO1100  | 2037-12-01      | 3.5000%  |  | $26.81             | $25.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP0038  | 2049-12-01      | 3.0000%  |  | $58.49             | $51.87             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BS7606 C      | 2050-05-20      | 3.5000%  |  | $1.48              | $1.35              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9539 M      | 2054-03-20      | 4.5000%  |  | $2.38              | $2.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5906  | 2045-10-01      | 3.5000%  |  | $39.39             | $36.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3038  | 2055-10-01      | 5.5000%  |  | $9973.91           | $10180.26          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL6682 C      | 2055-10-20      | 5.0000%  |  | $1.57              | $1.57              | Agency Mortgage-Backed Securities         |

### Security 4: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.755%, 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):** $100015.64
- **C.18.a - Value (excl. sponsor support):** $100015.64
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 5: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.765%, 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):** $200050.63
- **C.18.a - Value (excl. sponsor support):** $200050.63
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 6: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.695%, 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):** $249980.71
- **C.18.a - Value (excl. sponsor support):** $249980.71
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 7: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.740%, 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):** $150056.00
- **C.18.a - Value (excl. sponsor support):** $150056.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System 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):** $99863.07
- **C.18.a - Value (excl. sponsor support):** $99863.07
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 9: 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):** $99930.18
- **C.18.a - Value (excl. sponsor support):** $99930.18
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 10: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.800%, 10/14/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83C4, C.4 - ISIN: US3130B83C44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149986.67
- **C.18.a - Value (excl. sponsor support):** $149986.67
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 11: 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):** $166645.21
- **C.18.a - Value (excl. sponsor support):** $166645.21
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 12: 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):** $299843.43
- **C.18.a - Value (excl. sponsor support):** $299843.43
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 13: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.500%, 1/4/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8UW0, C.4 - ISIN: US3130B8UW05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299588.63
- **C.18.a - Value (excl. sponsor support):** $299588.63
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.500%, 1/4/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8VA7, C.4 - ISIN: US3130B8VA75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299844.34
- **C.18.a - Value (excl. sponsor support):** $299844.34
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.640%, 2/5/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92Z2, C.4 - ISIN: US3130B92Z20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299522.10
- **C.18.a - Value (excl. sponsor support):** $299522.10
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2027-02-05
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.700%, 1/14/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94T4, C.4 - ISIN: US3130B94T42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149991.29
- **C.18.a - Value (excl. sponsor support):** $149991.29
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-14
- **C.13 - Final Legal Maturity Date:** 2028-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.620%, 2/8/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95B2, C.4 - ISIN: US3130B95B25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149829.71
- **C.18.a - Value (excl. sponsor support):** $149829.71
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-02-08
- **C.12 - Maturity Date (WAL):** 2027-02-08
- **C.13 - Final Legal Maturity Date:** 2027-02-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.640%, 2/12/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95L0, C.4 - ISIN: US3130B95L07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249605.03
- **C.18.a - Value (excl. sponsor support):** $249605.03
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2027-02-12
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.710%, 2/11/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9FP0, C.4 - ISIN: US3130B9FP02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49998.90
- **C.18.a - Value (excl. sponsor support):** $49998.90
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.680%, 3/24/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9NT3, C.4 - ISIN: US3130B9NT32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399110.96
- **C.18.a - Value (excl. sponsor support):** $399110.96
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2027-03-24
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.750%, 4/2/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9T34, C.4 - ISIN: US3130B9T345, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249623.46
- **C.18.a - Value (excl. sponsor support):** $249623.46
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2027-04-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.970%, 4/22/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA5L7, C.4 - ISIN: US3130BA5L71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299875.22
- **C.18.a - Value (excl. sponsor support):** $299875.22
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2027-04-22
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.870%, 5/21/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAHP5, C.4 - ISIN: US3130BAHP55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249759.41
- **C.18.a - Value (excl. sponsor support):** $249759.41
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2027-05-21
- **C.12 - Maturity Date (WAL):** 2027-05-21
- **C.13 - Final Legal Maturity Date:** 2027-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.790%, 11/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAMM6, C.4 - ISIN: US3130BAMM69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249905.78
- **C.18.a - Value (excl. sponsor support):** $249905.78
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-11-05
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **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 25: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.875%, 6/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAQ83, C.4 - ISIN: US3130BAQ837, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249702.96
- **C.18.a - Value (excl. sponsor support):** $249702.96
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2027-06-11
- **C.12 - Maturity Date (WAL):** 2027-06-11
- **C.13 - Final Legal Maturity Date:** 2027-06-11
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.990%, 6/17/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAT72, C.4 - ISIN: US3130BAT724, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249899.52
- **C.18.a - Value (excl. sponsor support):** $249899.52
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2027-06-17
- **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 27: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.800%, 11/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BATK3, C.4 - ISIN: US3130BATK31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249949.28
- **C.18.a - Value (excl. sponsor support):** $249949.28
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-11-20
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.800%, 11/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BATM9, C.4 - ISIN: US3130BATM96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249949.28
- **C.18.a - Value (excl. sponsor support):** $249949.28
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-11-20
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.510%, 8/7/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A97, C.4 - ISIN: US313385A970, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $297894.17
- **C.18.a - Value (excl. sponsor support):** $297894.17
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.509%, 8/19/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.4 - ISIN: US313385C539, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $495888.61
- **C.18.a - Value (excl. sponsor support):** $495888.61
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.530%, 8/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $198315.33
- **C.18.a - Value (excl. sponsor support):** $198315.33
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.537%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $297262.42
- **C.18.a - Value (excl. sponsor support):** $297262.42
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.630%, 12/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385R81, C.4 - ISIN: US313385R818, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147149.25
- **C.18.a - Value (excl. sponsor support):** $147149.25
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 34: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.630%, 12/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385S72, C.4 - ISIN: US313385S725, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $490145.56
- **C.18.a - Value (excl. sponsor support):** $490145.56
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-12-11
- **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 35: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99993.80
- **C.18.a - Value (excl. sponsor support):** $99993.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 36: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.700%, 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):** $74964.38
- **C.18.a - Value (excl. sponsor support):** $74964.38
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 37: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 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):** $100000.84
- **C.18.a - Value (excl. sponsor support):** $100000.84
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 38: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.720%, 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):** $100002.52
- **C.18.a - Value (excl. sponsor support):** $100002.52
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.3500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.740%, 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):** $99999.01
- **C.18.a - Value (excl. sponsor support):** $99999.01
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 40: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.740%, 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):** $100011.10
- **C.18.a - Value (excl. sponsor support):** $100011.10
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 41: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $250054.39
- **C.18.a - Value (excl. sponsor support):** $250054.39
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 42: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 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):** $150069.43
- **C.18.a - Value (excl. sponsor support):** $150069.43
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 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):** $100002.01
- **C.18.a - Value (excl. sponsor support):** $100002.01
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 44: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.755%, 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):** $100020.66
- **C.18.a - Value (excl. sponsor support):** $100020.66
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.665%, 4/19/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99997.42
- **C.18.a - Value (excl. sponsor support):** $99997.42
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.700%, 11/23/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100103.58
- **C.18.a - Value (excl. sponsor support):** $100103.58
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.705%, 1/6/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6B8, C.4 - ISIN: US3133ET6B88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149993.04
- **C.18.a - Value (excl. sponsor support):** $149993.04
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-06
- **C.13 - Final Legal Maturity Date:** 2028-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.700%, 1/12/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6N2, C.4 - ISIN: US3133ET6N27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150050.85
- **C.18.a - Value (excl. sponsor support):** $150050.85
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.700%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAA5, C.4 - ISIN: US3133ETAA52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $59996.54
- **C.18.a - Value (excl. sponsor support):** $59996.54
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 10/1/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETC70, C.4 - ISIN: US3133ETC702, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99990.82
- **C.18.a - Value (excl. sponsor support):** $99990.82
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.700%, 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):** $200008.35
- **C.18.a - Value (excl. sponsor support):** $200008.35
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 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):** $175008.36
- **C.18.a - Value (excl. sponsor support):** $175008.36
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.735%, 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):** $100015.72
- **C.18.a - Value (excl. sponsor support):** $100015.72
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 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):** $249981.12
- **C.18.a - Value (excl. sponsor support):** $249981.12
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-04
- **C.13 - Final Legal Maturity Date:** 2027-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 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):** $249930.54
- **C.18.a - Value (excl. sponsor support):** $249930.54
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $199980.24
- **C.18.a - Value (excl. sponsor support):** $199980.24
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 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):** $149989.06
- **C.18.a - Value (excl. sponsor support):** $149989.06
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.735%, 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):** $100021.53
- **C.18.a - Value (excl. sponsor support):** $100021.53
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.700%, 1/20/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAK6, C.4 - ISIN: US3133EWAK63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99994.39
- **C.18.a - Value (excl. sponsor support):** $99994.39
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 1/26/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAT7, C.4 - ISIN: US3133EWAT72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200015.38
- **C.18.a - Value (excl. sponsor support):** $200015.38
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-26
- **C.13 - Final Legal Maturity Date:** 2028-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.720%, 1/28/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBJ8, C.4 - ISIN: US3133EWBJ81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99998.40
- **C.18.a - Value (excl. sponsor support):** $99998.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-28
- **C.13 - Final Legal Maturity Date:** 2028-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 2/2/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $75008.20
- **C.18.a - Value (excl. sponsor support):** $75008.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 2/9/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50005.60
- **C.18.a - Value (excl. sponsor support):** $50005.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 2/11/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCV0, C.4 - ISIN: US3133EWCV01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99998.13
- **C.18.a - Value (excl. sponsor support):** $99998.13
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 2/17/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50017.42
- **C.18.a - Value (excl. sponsor support):** $50017.42
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 2/25/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEH9, C.4 - ISIN: US3133EWEH98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100018.39
- **C.18.a - Value (excl. sponsor support):** $100018.39
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 3/9/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGE4, C.4 - ISIN: US3133EWGE40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100000.20
- **C.18.a - Value (excl. sponsor support):** $100000.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-09
- **C.13 - Final Legal Maturity Date:** 2028-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.760%, 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):** $150036.10
- **C.18.a - Value (excl. sponsor support):** $150036.10
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 69: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.750%, 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):** $249974.18
- **C.18.a - Value (excl. sponsor support):** $249974.18
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 70: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.715%, 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):** $199937.16
- **C.18.a - Value (excl. sponsor support):** $199937.16
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 71: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.760%, 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):** $200049.72
- **C.18.a - Value (excl. sponsor support):** $200049.72
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 72: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.880%, 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):** $150396.00
- **C.18.a - Value (excl. sponsor support):** $150396.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 73: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.760%, 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):** $100035.40
- **C.18.a - Value (excl. sponsor support):** $100035.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 74: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.700%, 12/22/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $299925.37
- **C.18.a - Value (excl. sponsor support):** $299925.37
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.700%, 1/7/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $100034.37
- **C.18.a - Value (excl. sponsor support):** $100034.37
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.710%, 5/8/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AJ0, C.4 - ISIN: US3135G1AJ01, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $199998.27
- **C.18.a - Value (excl. sponsor support):** $199998.27
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-08
- **C.13 - Final Legal Maturity Date:** 2028-05-08
- **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 77: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  3.660%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $380.56            | $359.89            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  |  | $6944.39           | $6941.20           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  |  | $1971.39           | $1759.17           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $6043.47           | $6080.78           | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  |  | $14778.17          | $13218.34          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $494.25            | $482.71            | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  |  | $1388.81           | $959.40            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  |  | $497.42            | $367.09            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $814.58            | $819.83            | U.S. Treasuries (including strips)        |
| USTR BILL 06/18/26        | 2026-06-18      | 0.0000%  |  | $0.22              | $0.22              | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $1145.72           | $1000.62           | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $0.06              | $0.05              | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $8729.19           | $8398.64           | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  |  | $699.11            | $388.06            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  |  | $3053.33           | $3017.22           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  |  | $55555.28          | $56354.29          | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $274.39            | $159.82            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $0.06              | $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 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  |  | $2499.86           | $2503.47           | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE L 27      | 2027-05-31      | 0.5000%  |  | $1367.47           | $1325.02           | U.S. Treasuries (including strips)        |
| USTR 5 BOND 56            | 2056-05-15      | 5.0000%  |  | $155.72            | $156.40            | U.S. Treasuries (including strips)        |
| USTR 5 BOND 56            | 2056-05-15      | 5.0000%  |  | $14027.78          | $14088.45          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  |  | $10958.11          | $10838.96          | U.S. Treasuries (including strips)        |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  |  | $1004.92           | $1051.33           | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE S 26      | 2026-11-30      | 1.6250%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $1398.36           | $1320.25           | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  |  | $353.89            | $284.17            | U.S. Treasuries (including strips)        |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $57.47             | $51.71             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $11054.61          | $9281.98           | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $3016.28           | $1816.60           | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $467.78            | $281.73            | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $14049.44          | $10189.32          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  |  | $905.33            | $935.04            | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  |  | $1388.11           | $1373.69           | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $0.06              | $0.05              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 33          | 2033-01-31      | 4.0000%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $1388.31           | $953.28            | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  |  | $1302.19           | $1322.65           | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  |  | $3861.78           | $2679.18           | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 49            | 2049-02-15      | 1.0000%  |  | $0.15              | $0.10              | U.S. Treasuries (including strips)        |
| USTR 0 7/8 TRIB 47        | 2047-02-15      | 0.8750%  |  | $0.04              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $213.19            | $183.58            | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $0.06              | $0.04              | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  |  | $876.61            | $867.37            | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 30      | 2030-01-15      | 0.1250%  |  | $0.07              | $0.07              | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE Q 26      | 2026-09-30      | 1.6250%  |  | $339.14            | $337.60            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE N 26      | 2026-07-31      | 1.8750%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  |  | $0.11              | $0.11              | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $0.31              | $0.30              | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 46        | 2046-02-15      | 4.6250%  |  | $283.47            | $274.19            | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  |  | $6521.75           | $6363.83           | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $0.08              | $0.08              | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $3160.67           | $2878.37           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $2777.78           | $2492.65           | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $486.94            | $459.74            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $5833.03           | $5599.83           | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $1464.36           | $1435.44           | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $3338.44           | $3347.91           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $4978.33           | $4679.86           | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  |  | $2283.17           | $2268.38           | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  |  | $0.83              | $0.72              | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  |  | $21329.83          | $21154.98          | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $0.33              | $0.29              | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE AB 26     | 2026-07-31      | 0.6250%  |  | $19168.31          | $19104.81          | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  |  | $17073.31          | $14939.76          | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 28     | 2028-04-30      | 3.7500%  |  | $3888.86           | $3880.44           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 31      | 2031-04-30      | 3.8750%  |  | $3638.86           | $3604.19           | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE V 31      | 2031-02-28      | 3.5000%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE H 33      | 2033-02-28      | 3.7500%  |  | $0.08              | $0.08              | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  |  | $1837.67           | $1830.39           | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 42        | 2042-02-15      | 3.1250%  |  | $13888.75          | $11344.53          | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  |  | $4444.42           | $3612.69           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $1388.17           | $1313.66           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $2777.75           | $2674.18           | U.S. Treasuries (including strips)        |
| USTR 6 1/2 BOND 26        | 2026-11-15      | 6.5000%  |  | $4722.22           | $4791.56           | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  |  | $0.11              | $0.11              | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  |  | $0.39              | $0.39              | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  |  | $94.86             | $95.89             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $0.11              | $0.11              | 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 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  |  | $0.08              | $0.09              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $13783.19          | $14011.16          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $1270.64           | $1270.25           | U.S. Treasuries (including strips)        |
| USTR BILL 09/08/26        | 2026-09-08      | 0.0000%  |  | $35.28             | $34.92             | U.S. Treasuries (including strips)        |
| USTR BILL 11/19/26        | 2026-11-19      | 0.0000%  |  | $0.39              | $0.38              | U.S. Treasuries (including strips)        |
| USTR BILL 10/15/26        | 2026-10-15      | 0.0000%  |  | $255.83            | $252.25            | U.S. Treasuries (including strips)        |
| USTR BILL 04/15/27        | 2027-04-15      | 0.0000%  |  | $0.11              | $0.11              | U.S. Treasuries (including strips)        |
| USTR BILL 11/27/26        | 2026-11-27      | 0.0000%  |  | $9639.56           | $9462.28           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE K 33      | 2033-04-30      | 4.1250%  |  | $138.86            | $137.88            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  |  | $1590.31           | $1604.12           | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AB 28     | 2028-07-31      | 4.1250%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $0.17              | $0.16              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  |  | $5919.11           | $6001.28           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  |  | $11542.08          | $11742.02          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $0.06              | $0.05              | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  |  | $993.08            | $962.66            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $0.58              | $0.52              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $5752.11           | $5750.34           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $2775.25           | $2787.38           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $5015.86           | $5067.76           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips)        |
| FMAC FEPC 03.000 CLZN4664 | 2047-04-01      | 3.0000%  |  | $6052.56           | $5438.91           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3755 | 2042-09-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  |  | $367.15            | $386.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1534 | 2054-01-01      | 4.5000%  |  | $0.32              | $0.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0118 | 2056-05-01      | 5.0000%  |  | $0.69              | $0.69              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1884 | 2054-12-01      | 6.0000%  |  | $530.10            | $545.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7990 | 2054-01-01      | 7.0000%  |  | $94.70             | $102.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL3344 | 2042-10-01      | 4.5000%  |  | $1842.84           | $1827.93           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9421 | 2053-07-01      | 5.0000%  |  | $9864.02           | $9798.05           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH8653 | 2054-01-01      | 7.0000%  |  | $0.21              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  |  | $0.18              | $0.19              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6269 | 2053-05-01      | 4.5000%  |  | $4763.15           | $4619.50           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0018 | 2049-06-01      | 3.0000%  |  | $10591.75          | $9466.95           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT2101 | 2048-04-01      | 3.0000%  |  | $7073.60           | $6318.38           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1142 M     | 2056-05-20      | 5.0000%  |  | $5554.69           | $5510.40           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0935 M     | 2056-02-20      | 4.5000%  |  | $1858.14           | $1792.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8569 | 2054-05-01      | 5.0000%  |  | $13988.45          | $13820.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4127 | 2052-07-01      | 4.5000%  |  | $1917.91           | $1852.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3921 | 2052-06-01      | 4.5000%  |  | $10262.92          | $9965.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7386 | 2050-10-01      | 3.0000%  |  | $766.10            | $670.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  |  | $2311.19           | $2373.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6038 | 2055-09-01      | 5.5000%  |  | $333.42            | $336.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9987 | 2055-04-01      | 6.5000%  |  | $0.32              | $0.33              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL4853 | 2056-04-01      | 4.5000%  |  | $184.07            | $177.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2496 | 2055-09-01      | 5.5000%  |  | $14645.78          | $14880.88          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1236 | 2055-05-01      | 5.0000%  |  | $2807.92           | $2795.71           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6499 | 2055-09-01      | 5.5000%  |  | $0.26              | $0.27              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2093 | 2055-08-01      | 6.0000%  |  | $81.42             | $83.52             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX9176 | 2055-04-01      | 5.0000%  |  | $1959.08           | $1936.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $37745.25          | $37252.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  |  | $5023.52           | $5111.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4579 | 2050-10-01      | 2.5000%  |  | $102.02            | $86.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6134 | 2045-11-01      | 4.0000%  |  | $1714.49           | $1640.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0597 | 2055-06-01      | 6.5000%  |  | $4540.72           | $4735.58           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ0338 | 2054-07-01      | 7.0000%  |  | $221.36            | $238.45            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5794 | 2032-12-01      | 4.2700%  |  | $0.31              | $0.31              | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.400 WNWN0087 | 2037-11-01      | 2.4000%  |  | $0.29              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV1723 | 2055-06-01      | 6.0000%  |  | $471.80            | $483.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA5358 | 2055-09-01      | 4.0000%  |  | $826.56            | $777.56            | Agency Mortgage-Backed Securities         |
| FHLB 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  |  | $925.00            | $891.33            | Agency Debentures and Agency Strips       |
| FMAC 2.22 FMNT GB21-40K0  | 2040-07-13      | 2.2200%  |  | $5555.56           | $4066.65           | Agency Debentures and Agency Strips       |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  |  | $2725.28           | $2239.14           | Agency Debentures and Agency Strips       |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  |  | $0.17              | $0.17              | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2414LG 02/15/32 | 2032-02-15      | 6.5000%  |  | $0.08              | $0.08              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-043 FH     | 2056-03-20      | 4.6251%  |  | $0.28              | $0.28              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-026 DA     | 2052-10-20      | 4.5000%  |  | $13788.88          | $13623.34          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-17O DF     | 2072-07-20      | 4.4251%  |  | $1886.36           | $1892.05           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-07O FC     | 2071-05-20      | 4.7901%  |  | $0.23              | $0.23              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FE      | 2068-01-20      | 4.3908%  |  | $0.09              | $0.09              | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5386FD 03/25/54 | 2054-03-25      | 4.8621%  |  | $0.25              | $0.25              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-20O FA     | 2069-12-20      | 4.5252%  |  | $0.16              | $0.17              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-14O FE     | 2074-08-20      | 4.4251%  |  | $4689.94           | $4726.57           | Agency Collateralized Mortgage Obligation |

### Security 78: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  3.620%, 6/15/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 466999000, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $1500000.00
- **C.18.a - Value (excl. sponsor support):** $1500000.00
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE W 31 | 2031-03-31      | 3.8750%  |  | $303001.20         | $301500.01         | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43   | 2043-08-15      | 3.6250%  |  | $338586.69         | $290687.25         | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN X 29 | 2029-04-15      | 2.1250%  |  | $919148.99         | $937812.75         | U.S. Treasuries (including strips) |

### 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):** $399597.89
- **C.18.a - Value (excl. sponsor support):** $399597.89
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 2.8300%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.605%, 6/11/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1498492.08
- **C.18.a - Value (excl. sponsor support):** $1498492.08
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 2.8300%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.925%, 7/9/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $697319.68
- **C.18.a - Value (excl. sponsor support):** $697319.68
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.4200%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.540%, 10/1/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $740796.54
- **C.18.a - Value (excl. sponsor support):** $740796.54
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.470%, 11/27/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $343682.79
- **C.18.a - Value (excl. sponsor support):** $343682.79
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.460%, 11/27/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $736463.12
- **C.18.a - Value (excl. sponsor support):** $736463.12
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.610%, 6/4/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1099665.41
- **C.18.a - Value (excl. sponsor support):** $1099665.41
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 1.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.380%, 12/24/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $244864.31
- **C.18.a - Value (excl. sponsor support):** $244864.31
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.390%, 1/21/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $488335.75
- **C.18.a - Value (excl. sponsor support):** $488335.75
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.525%, 7/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1093447.51
- **C.18.a - Value (excl. sponsor support):** $1093447.51
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.500%, 8/20/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $496006.48
- **C.18.a - Value (excl. sponsor support):** $496006.48
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.595%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $998485.10
- **C.18.a - Value (excl. sponsor support):** $998485.10
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.0800%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.595%, 6/23/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1097557.14
- **C.18.a - Value (excl. sponsor support):** $1097557.14
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.2500%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.590%, 6/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $997078.85
- **C.18.a - Value (excl. sponsor support):** $997078.85
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.3400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.656%, 3/18/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $97110.07
- **C.18.a - Value (excl. sponsor support):** $97110.07
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.595%, 3/18/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $145665.10
- **C.18.a - Value (excl. sponsor support):** $145665.10
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.590%, 7/7/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UN5, C.4 - ISIN: US912797UN51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1096011.40
- **C.18.a - Value (excl. sponsor support):** $1096011.40
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.4100%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.610%, 7/21/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.4 - ISIN: US912797UQ82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $746229.43
- **C.18.a - Value (excl. sponsor support):** $746229.43
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.650%, 5/13/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UX3, C.4 - ISIN: US912797UX34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $337780.67
- **C.18.a - Value (excl. sponsor support):** $337780.67
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-05-13
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **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? 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,  3.615%, 9/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VC8, C.4 - ISIN: US912797VC87, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $593600.25
- **C.18.a - Value (excl. sponsor support):** $593600.25
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 99: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.590%, 9/22/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VD6, C.4 - ISIN: US912797VD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1087492.31
- **C.18.a - Value (excl. sponsor support):** $1087492.31
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-09-22
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.630%, 9/29/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VE4, C.4 - ISIN: US912797VE44, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $740991.33
- **C.18.a - Value (excl. sponsor support):** $740991.33
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-09-29
- **C.12 - Maturity Date (WAL):** 2026-09-29
- **C.13 - Final Legal Maturity Date:** 2026-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.500%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $246220.70
- **C.18.a - Value (excl. sponsor support):** $246220.70
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: 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):** $150000.00
- **C.18.a - Value (excl. sponsor support):** $150000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 103: 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):** $198981.77
- **C.18.a - Value (excl. sponsor support):** $198981.77
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 104: 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):** $197810.55
- **C.18.a - Value (excl. sponsor support):** $197810.55
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 105: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.250%, 12/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98547.66
- **C.18.a - Value (excl. sponsor support):** $98547.66
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  2.625%, 5/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CET4, C.4 - ISIN: US91282CET45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98751.56
- **C.18.a - Value (excl. sponsor support):** $98751.56
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: 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):** $350856.77
- **C.18.a - Value (excl. sponsor support):** $350856.77
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 108: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.125%, 2/15/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100203.13
- **C.18.a - Value (excl. sponsor support):** $100203.13
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: 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):** $200135.08
- **C.18.a - Value (excl. sponsor support):** $200135.08
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 110: 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):** $199998.05
- **C.18.a - Value (excl. sponsor support):** $199998.05
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 111: 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):** $149864.06
- **C.18.a - Value (excl. sponsor support):** $149864.06
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 112: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.833%, 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):** $500344.49
- **C.18.a - Value (excl. sponsor support):** $500344.49
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **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 113: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.250%, 11/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $350823.05
- **C.18.a - Value (excl. sponsor support):** $350823.05
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 114: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.125%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200398.44
- **C.18.a - Value (excl. sponsor support):** $200398.44
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.726%, 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):** $1000311.73
- **C.18.a - Value (excl. sponsor support):** $1000311.73
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **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 116: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.875%, 3/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200064.45
- **C.18.a - Value (excl. sponsor support):** $200064.45
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.788%, 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):** $1000949.39
- **C.18.a - Value (excl. sponsor support):** $1000949.39
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **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 118: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.875%, 5/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNE7, C.4 - ISIN: US91282CNE74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199939.06
- **C.18.a - Value (excl. sponsor support):** $199939.06
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia, REPO,  3.630%, 6/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 921AZS005, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $10113000.00
- **C.18.a - Value (excl. sponsor support):** $10113000.00
- **C.19 - Percentage of Net Assets:** 13.4000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.000 CLQG6072 | 2053-07-01      | 5.0000%  |  | $695332.10         | $694689.54         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE8103 | 2052-08-01      | 4.0000%  |  | $580272.86         | $547723.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE5591 | 2052-07-01      | 4.0000%  |  | $32322.25          | $30475.72          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQD9843 | 2047-03-01      | 2.0000%  |  | $63037.27          | $51552.48          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA8863 | 2050-04-01      | 5.0000%  |  | $12162.62          | $12252.26          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA7272 | 2050-02-01      | 5.0000%  |  | $36096.89          | $36352.74          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA6885 | 2050-01-01      | 5.0000%  |  | $2398.23           | $2413.33           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA0429 | 2049-06-01      | 5.0000%  |  | $14828.51          | $14960.49          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA0355 | 2049-06-01      | 5.0000%  |  | $13290.77          | $13388.74          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA0346 | 2049-06-01      | 5.0000%  |  | $10335.38          | $10287.61          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA0345 | 2049-06-01      | 5.0000%  |  | $9249.48           | $9310.49           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA0141 | 2049-06-01      | 5.0000%  |  | $8007.79           | $7957.58           | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q63427 G | 2049-05-01      | 5.0000%  |  | $9974.15           | $9922.19           | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q63396 G | 2049-05-01      | 5.0000%  |  | $3579.29           | $3608.17           | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q10517 G | 2042-08-01      | 4.5000%  |  | $2769.03           | $2728.25           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8309 | 2053-03-01      | 6.0000%  |  | $170176.40         | $175170.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8152 | 2051-06-01      | 3.0000%  |  | $82418.43          | $72539.78          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5826 | 2054-06-01      | 5.5000%  |  | $313506.55         | $316402.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3163 | 2053-06-01      | 6.0000%  |  | $383677.95         | $395416.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2284 | 2052-12-01      | 6.0000%  |  | $396726.95         | $408873.41         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTSC0384 | 2042-04-01      | 2.0000%  |  | $586125.22         | $511752.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4168 | 2052-07-01      | 5.0000%  |  | $241176.48         | $240558.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3267 | 2052-04-01      | 3.5000%  |  | $1013606.39        | $928756.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3531 | 2052-05-01      | 4.0000%  |  | $1488911.40        | $1409568.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAI4826 | 2041-06-01      | 5.5000%  |  | $2206.72           | $2242.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCA5587 | 2050-04-01      | 5.5000%  |  | $15084.63          | $15500.70          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA4970 | 2050-01-01      | 5.0000%  |  | $103567.72         | $104541.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA3524 | 2049-05-01      | 5.0000%  |  | $117731.39         | $118231.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA3488 | 2049-05-01      | 4.0000%  |  | $1151183.83        | $1095905.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY1213 | 2053-05-01      | 6.0000%  |  | $14703.60          | $15166.63          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV8482 | 2047-04-01      | 3.0000%  |  | $67874.68          | $60832.09          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBV6479 | 2055-12-01      | 6.5000%  |  | $49041.93          | $51146.84          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBU8932 | 2052-04-01      | 3.5000%  |  | $30789.08          | $28218.81          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBP2027 | 2050-01-01      | 5.0000%  |  | $9701.55           | $9708.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBO9098 | 2050-01-01      | 5.0000%  |  | $7457.92           | $7417.86           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBO9096 | 2050-01-01      | 5.0000%  |  | $6050.24           | $6024.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBO8405 | 2050-02-01      | 5.0000%  |  | $14614.54          | $14707.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN9912 | 2049-05-01      | 5.0000%  |  | $4054.37           | $4054.67           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN9409 | 2049-05-01      | 5.0000%  |  | $4971.13           | $4998.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN9894 | 2049-06-01      | 5.0000%  |  | $5864.00           | $5867.69           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN8421 | 2049-06-01      | 5.0000%  |  | $5737.19           | $5701.41           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN8180 | 2049-05-01      | 5.0000%  |  | $5777.14           | $5800.02           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBN3946 | 2049-01-01      | 5.5000%  |  | $13536.42          | $13976.38          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBM5091 | 2048-12-01      | 5.5000%  |  | $73794.32          | $75723.14          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBM3200 | 2043-07-01      | 3.0000%  |  | $155870.73         | $142484.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBK0673 | 2050-02-01      | 5.0000%  |  | $12872.16          | $12978.57          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBJ9899 | 2049-11-01      | 5.0000%  |  | $4872.76           | $4931.36           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC0157 | 2046-01-01      | 3.5000%  |  | $404963.77         | $372834.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF4698 | 2055-11-01      | 6.5000%  |  | $16364.55          | $17240.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDF3188 | 2055-10-01      | 7.0000%  |  | $17410.62          | $18734.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE9922 | 2055-11-01      | 7.0000%  |  | $20399.68          | $22050.04          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE6288 | 2055-11-01      | 7.0000%  |  | $41709.46          | $44462.46          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAV3679 | 2044-02-01      | 4.5000%  |  | $2054.24           | $2015.95           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL8560 | 2041-05-01      | 3.0000%  |  | $40162.85          | $36885.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL2498 | 2042-02-01      | 4.0000%  |  | $1.29              | $1.25              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAI7048 | 2041-07-01      | 5.0000%  |  | $6899.54           | $6855.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN6637 | 2049-05-01      | 5.0000%  |  | $47677.89          | $48060.07          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA8522 | 2050-03-01      | 5.0000%  |  | $11478.12          | $11507.58          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK7487 | 2048-07-01      | 4.5000%  |  | $10207.41          | $10007.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCA5586 | 2050-04-01      | 5.5000%  |  | $12559.86          | $12902.09          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA6118 | 2050-05-01      | 5.0000%  |  | $4021.34           | $4023.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDF4938 | 2055-11-01      | 7.0000%  |  | $28832.50          | $30917.51          | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q63644 G | 2049-05-01      | 5.0000%  |  | $12832.87          | $12935.52          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN7909 | 2049-06-01      | 5.0000%  |  | $9708.32           | $9805.76           | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q63645 G | 2049-05-01      | 5.0000%  |  | $15328.75          | $15474.80          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA8783 | 2050-04-01      | 5.0000%  |  | $13565.07          | $13653.30          | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q63627 G | 2049-05-01      | 5.0000%  |  | $16428.14          | $16653.82          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDF3316 | 2055-10-01      | 7.0000%  |  | $24042.88          | $25860.96          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA7259 | 2050-02-01      | 5.0000%  |  | $54589.87          | $55419.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL7091 | 2045-06-01      | 3.0000%  |  | $47363.30          | $42984.96          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBO9948 | 2050-01-01      | 5.0000%  |  | $6121.44           | $6138.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBN9914 | 2049-05-01      | 5.5000%  |  | $2074.45           | $2116.43           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD9558 | 2055-08-01      | 6.5000%  |  | $19128.33          | $20169.40          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2773 | 2053-04-01      | 5.0000%  |  | $1284189.83        | $1278409.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF2335 | 2055-10-01      | 6.5000%  |  | $16450.87          | $17372.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLCA8009 | 2050-12-01      | 1.5000%  |  | $503925.45         | $387882.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH1969 | 2053-10-01      | 5.5000%  |  | $10148.27          | $10300.09          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA6117 | 2050-05-01      | 5.0000%  |  | $9964.12           | $10015.78          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7501 | 2045-10-01      | 3.5000%  |  | $45485.03          | $41865.89          | Agency Mortgage-Backed Securities |

### Security 120: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  3.630%, 6/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 13.2500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FHLMC REMIC SERIES K- | 2033-10-25      | 4.6100%  |  | $5094.24           | $5129.53           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-05-25      | 5.0000%  |  | $27458.03          | $28238.83          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-03-25      | 3.7010%  |  | $5121.95           | $5110.60           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-07-25      | 3.1940%  |  | $24331.05          | $24124.17          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-04-25      | 3.2430%  |  | $9313.76           | $9263.82           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-06-25      | 3.1170%  |  | $9500.55           | $9428.66           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SEREIS K- | 2030-06-25      | 1.3660%  |  | $1712.33           | $1523.48           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-12-25      | 1.6210%  |  | $10239.73          | $9102.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786535 C      | 2053-02-20      | 5.5000%  |  | $154.41            | $157.14            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3718 C      | 2054-01-20      | 7.5000%  |  | $1217.03           | $1303.61           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7134 M      | 2051-01-20      | 1.5000%  |  | $102644.31         | $80531.30          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9777 M      | 2054-07-20      | 4.5000%  |  | $749.62            | $723.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787170 C      | 2053-05-20      | 5.5000%  |  | $5905.06           | $6238.77           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788416 C      | 2056-01-20      | 6.5000%  |  | $120803.25         | $127880.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4272 C      | 2056-01-20      | 6.5000%  |  | $7336.86           | $7743.01           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW3710 C      | 2053-08-20      | 6.0000%  |  | $390.83            | $404.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1072 M      | 2056-04-20      | 6.0000%  |  | $221383.03         | $226943.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788326 C      | 2054-11-20      | 6.5000%  |  | $59423.19          | $62963.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7260 M      | 2051-03-20      | 5.0000%  |  | $336.49            | $340.49            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1313 C      | 2056-05-20      | 5.0000%  |  | $28203.09          | $28082.10          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR6336 C      | 2056-05-20      | 5.5000%  |  | $30931.43          | $31432.11          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2876 C      | 2056-01-20      | 6.5000%  |  | $3145.31           | $3319.44           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR1309 C      | 2056-05-20      | 6.0000%  |  | $29631.39          | $30621.13          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3802 C      | 2056-04-20      | 5.0000%  |  | $34140.20          | $33904.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788573 C      | 2056-04-20      | 5.0000%  |  | $106667.59         | $105701.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9418 M      | 2054-01-20      | 3.0000%  |  | $1358.18           | $1215.83           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0658 M      | 2040-10-20      | 5.5000%  |  | $76.18             | $77.80             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6605 M      | 2050-04-20      | 6.0000%  |  | $24.06             | $25.33             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3296 C      | 2055-06-20      | 7.0000%  |  | $896.29            | $938.89            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR7222 C      | 2056-05-20      | 5.0000%  |  | $33692.49          | $33460.21          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BE1028 C      | 2047-11-20      | 4.0000%  |  | $25071.45          | $23604.70          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9849 M      | 2054-08-20      | 4.5000%  |  | $19228.97          | $18553.27          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3192 C      | 2056-04-20      | 5.5000%  |  | $3174.11           | $3227.96           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2546 C      | 2056-05-20      | 5.5000%  |  | $2359.29           | $2397.47           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1072 C      | 2056-03-20      | 5.5000%  |  | $2730.77           | $2772.47           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0747 M      | 2055-11-20      | 6.0000%  |  | $458001.18         | $468927.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7143 M      | 2051-01-20      | 6.0000%  |  | $28.43             | $29.93             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8058 C      | 2055-09-20      | 6.0000%  |  | $3698.48           | $3815.58           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784894 C      | 2048-02-20      | 3.5000%  |  | $557.96            | $510.09            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0398 M      | 2040-06-20      | 4.5000%  |  | $1571.23           | $1560.49           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1142 M      | 2056-05-20      | 5.0000%  |  | $1313669.86        | $1303194.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9305 M      | 2053-11-20      | 5.5000%  |  | $2135.25           | $2171.04           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786842 C      | 2053-04-20      | 4.0000%  |  | $1118.53           | $1055.18           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5437 M      | 2033-09-20      | 4.0000%  |  | $55.74             | $55.35             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3946 C      | 2056-04-20      | 5.5000%  |  | $7931.87           | $8081.34           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC3084 C      | 2054-07-20      | 6.5000%  |  | $5419.99           | $5729.81           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3464 C      | 2055-02-20      | 7.0000%  |  | $3145.58           | $3295.07           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2664 C      | 2055-11-20      | 5.5000%  |  | $3461.29           | $3516.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4754 C      | 2056-03-20      | 5.5000%  |  | $351.90            | $358.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4951 C      | 2056-04-20      | 5.0000%  |  | $58519.61          | $58047.23          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785587 M      | 2044-12-20      | 3.5000%  |  | $8082.48           | $7509.62           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0687 M      | 2055-10-20      | 6.0000%  |  | $426533.12         | $436708.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4817 C      | 2055-11-20      | 5.0000%  |  | $2977.06           | $2964.74           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6810 C      | 2055-01-20      | 6.5000%  |  | $1835.76           | $1937.38           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9453 C      | 2056-04-20      | 4.5000%  |  | $16504.18          | $16063.38          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1958 C      | 2056-02-20      | 5.0000%  |  | $14375.28          | $14313.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1068 M      | 2056-04-20      | 4.0000%  |  | $126941.52         | $118420.08         | Agency Mortgage-Backed Securities         |
| FMAC FHLMCT SLSTT SERIES 2 | 2060-04-26      | 6.5000%  |  | $229281.20         | $189727.57         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL042FC R26F042  | 2056-02-25      | 4.4719%  |  | $194063.93         | $195302.81         | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF 003240 M      | 2032-05-20      | 7.0000%  |  | $1.86              | $1.95              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003598 M      | 2034-08-20      | 6.0000%  |  | $3.93              | $4.10              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004367 M      | 2039-02-20      | 4.0000%  |  | $1.66              | $1.60              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0220 M      | 2042-07-20      | 3.5000%  |  | $1013.45           | $955.31            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR0792 C      | 2056-03-20      | 6.0000%  |  | $26708.16          | $28057.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6949 C      | 2056-01-20      | 6.5000%  |  | $2553.04           | $2694.37           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6786 C      | 2056-01-20      | 6.5000%  |  | $5362.52           | $5659.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1144 M      | 2056-05-20      | 6.0000%  |  | $1514058.54        | $1551797.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1070 M      | 2056-04-20      | 5.0000%  |  | $360074.78         | $357203.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0530 M      | 2040-09-20      | 6.0000%  |  | $572.16            | $586.12            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0235 M      | 2040-03-20      | 6.0000%  |  | $1939.78           | $2007.12           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0203 M      | 2055-02-20      | 4.5000%  |  | $10947.21          | $10559.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0871 M      | 2056-01-20      | 5.0000%  |  | $315956.32         | $313436.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0815 M      | 2055-12-20      | 6.0000%  |  | $20656.40          | $21151.84          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0783 M      | 2040-12-20      | 4.0000%  |  | $850.72            | $827.39            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ7337 C      | 2056-05-20      | 5.5000%  |  | $3154.95           | $3206.02           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4970 C      | 2056-05-20      | 5.0000%  |  | $50630.92          | $50575.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4957 C      | 2056-04-20      | 5.0000%  |  | $5295.95           | $5322.82           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4457 C      | 2056-03-20      | 6.5000%  |  | $9437.52           | $10159.23          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1309 C      | 2056-05-20      | 5.0000%  |  | $2512.53           | $2526.44           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE2396 C      | 2054-12-20      | 6.0000%  |  | $12214.03          | $12771.81          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2859 C      | 2053-10-20      | 7.0000%  |  | $17976.78          | $19114.39          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX6873 C      | 2053-12-20      | 6.5000%  |  | $517.95            | $542.80            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9907 M      | 2054-09-20      | 6.0000%  |  | $101669.32         | $104340.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CJ9743 C      | 2052-02-20      | 2.5000%  |  | $1916.07           | $1646.17           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BY5698 C      | 2050-10-20      | 2.0000%  |  | $2736.82           | $2225.47           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BO1539 C      | 2049-07-20      | 3.5000%  |  | $5310.32           | $4861.63           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BM9743 C      | 2049-11-20      | 4.0000%  |  | $1418.46           | $1335.47           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AB7995 C      | 2042-12-20      | 3.0000%  |  | $81.67             | $72.59             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AA5960 C      | 2043-01-20      | 3.0000%  |  | $972.68            | $866.91            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 778108 C      | 2026-12-20      | 3.5000%  |  | $1.64              | $1.64              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP8516 C      | 2052-10-20      | 5.5000%  |  | $438.53            | $454.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO4021 C      | 2052-06-20      | 4.5000%  |  | $10790.00          | $10325.35          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BC4862 C      | 2047-10-20      | 3.5000%  |  | $1416.07           | $1296.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9722 M      | 2054-06-20      | 4.0000%  |  | $1280.53           | $1199.56           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9017 M      | 2053-07-20      | 5.5000%  |  | $236928.43         | $240762.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8721 M      | 2053-03-20      | 3.0000%  |  | $5322.88           | $4759.47           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8490 M      | 2052-12-20      | 5.0000%  |  | $5693.42           | $5677.40           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8102 M      | 2052-06-20      | 5.0000%  |  | $101.40            | $101.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7767 M      | 2051-12-20      | 2.5000%  |  | $323950.99         | $277643.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7534 M      | 2051-08-20      | 2.5000%  |  | $481876.50         | $412801.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7424 M      | 2051-06-20      | 5.5000%  |  | $1038.89           | $1065.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8042 M      | 2052-05-20      | 2.5000%  |  | $409776.55         | $351163.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7992 M      | 2052-04-20      | 5.0000%  |  | $161.97            | $161.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7988 M      | 2052-04-20      | 3.0000%  |  | $671800.04         | $598670.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7057 M      | 2050-12-20      | 5.0000%  |  | $24.66             | $25.03             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7050 M      | 2050-12-20      | 1.5000%  |  | $44326.24          | $34967.93          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6935 M      | 2050-10-20      | 4.5000%  |  | $490.64            | $481.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6540 M      | 2050-03-20      | 2.5000%  |  | $70.35             | $60.54             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7191 M      | 2051-02-20      | 1.5000%  |  | $103591.86         | $81274.72          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5565 M      | 2033-11-20      | 4.0000%  |  | $127.45            | $126.54            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5262 M      | 2048-06-20      | 3.0000%  |  | $145.83            | $131.54            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4993 M      | 2033-02-20      | 3.0000%  |  | $1911.54           | $1845.56           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4899 M      | 2047-12-20      | 3.0000%  |  | $29304.73          | $26379.25          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4656 M      | 2047-08-20      | 5.5000%  |  | $260.63            | $263.27            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5399 M      | 2048-08-20      | 4.5000%  |  | $72709.17          | $71268.08          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4321 M      | 2047-03-20      | 3.5000%  |  | $1837.38           | $1700.94           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788544 C      | 2056-03-20      | 5.0000%  |  | $179463.37         | $178693.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788473 M      | 2046-08-20      | 4.0000%  |  | $125114.59         | $120587.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788419 C      | 2056-01-20      | 6.5000%  |  | $82701.10          | $87445.38          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788333 C      | 2054-01-20      | 7.0000%  |  | $68075.35          | $72129.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788358 M      | 2044-12-20      | 3.5000%  |  | $64946.11          | $61169.77          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7880 M      | 2052-02-20      | 2.0000%  |  | $52022.79          | $42726.09          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788201 M      | 2049-05-20      | 3.0000%  |  | $152200.49         | $136900.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786267 M      | 2048-05-20      | 4.0000%  |  | $84464.56          | $80191.93          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786395 C      | 2052-10-20      | 5.0000%  |  | $791.57            | $788.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785221 C      | 2050-12-20      | 2.0000%  |  | $984.62            | $801.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785396 C      | 2051-03-20      | 2.0000%  |  | $1512.97           | $1223.68           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 780748 M      | 2028-03-20      | 7.0000%  |  | $135.91            | $140.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 738755 C      | 2041-09-20      | 4.5000%  |  | $874.68            | $855.75            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4068 M      | 2046-11-20      | 3.0000%  |  | $16087.73          | $14521.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3936 M      | 2046-09-20      | 3.0000%  |  | $1062.39           | $958.80            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004833 M      | 2040-10-20      | 4.0000%  |  | $77.24             | $74.42             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004293 M      | 2038-11-20      | 7.0000%  |  | $19.10             | $20.05             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003786 M      | 2035-11-20      | 5.5000%  |  | $3.77              | $3.89              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003429 M      | 2033-08-20      | 5.5000%  |  | $3.24              | $3.30              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002699 M      | 2029-01-20      | 6.0000%  |  | $21.26             | $21.84             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DS8695 C      | 2056-05-20      | 6.5000%  |  | $2680.29           | $2828.67           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DS1593 C      | 2056-05-20      | 5.5000%  |  | $23174.86          | $23714.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DS1093 C      | 2056-05-20      | 5.5000%  |  | $1859.84           | $1889.95           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR7257 C      | 2056-05-20      | 5.0000%  |  | $11973.45          | $11922.09          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR6695 C      | 2056-05-20      | 5.0000%  |  | $5972.82           | $5947.20           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR6287 C      | 2056-04-20      | 5.0000%  |  | $10400.98          | $10388.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR4410 C      | 2056-03-20      | 5.5000%  |  | $10375.68          | $10759.27          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR2450 C      | 2056-04-20      | 5.5000%  |  | $1527.79           | $1552.52           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR2004 C      | 2056-03-20      | 5.5000%  |  | $2380.37           | $2434.54           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR1959 C      | 2056-04-20      | 5.5000%  |  | $4684.79           | $4760.62           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR1338 C      | 2056-05-20      | 6.5000%  |  | $9235.50           | $9727.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR1098 C      | 2056-04-20      | 6.5000%  |  | $4362.26           | $4603.74           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7804 C      | 2056-02-20      | 5.5000%  |  | $15900.29          | $16430.51          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2551 C      | 2056-05-20      | 5.5000%  |  | $8301.45           | $8471.85           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2561 C      | 2056-05-20      | 5.0000%  |  | $2458.54           | $2455.62           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2659 C      | 2056-05-20      | 5.5000%  |  | $3850.02           | $3908.81           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2653 C      | 2056-05-20      | 5.0000%  |  | $3664.18           | $3648.46           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1267 C      | 2056-02-20      | 7.0000%  |  | $3190.98           | $3408.17           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0330 C      | 2056-01-20      | 6.0000%  |  | $4622.18           | $4840.03           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2328 C      | 2055-11-20      | 6.5000%  |  | $21564.19          | $22953.08          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6693 C      | 2055-10-20      | 6.0000%  |  | $3717.07           | $3868.26           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5849 C      | 2055-09-20      | 5.5000%  |  | $23543.29          | $23856.55          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5479 C      | 2055-12-20      | 5.5000%  |  | $2362.46           | $2414.06           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL3580 C      | 2055-08-20      | 6.5000%  |  | $3503.44           | $3697.38           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9275 C      | 2055-07-20      | 6.0000%  |  | $6171.40           | $6356.04           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3274 C      | 2055-06-20      | 6.0000%  |  | $12896.46          | $13245.46          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9915 C      | 2055-07-20      | 6.5000%  |  | $5063.29           | $5404.66           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF0153 C      | 2054-10-20      | 5.0000%  |  | $450.40            | $443.45            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE6182 C      | 2054-09-20      | 6.5000%  |  | $7576.58           | $7995.96           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7706 M      | 2051-11-20      | 3.0000%  |  | $869519.07         | $774892.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5112 M      | 2033-04-20      | 4.0000%  |  | $67.78             | $67.33             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BZ4350 C      | 2051-03-20      | 2.5000%  |  | $529.77            | $443.27            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1202 M      | 2028-08-20      | 2.5000%  |  | $28.05             | $27.63             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6839 M      | 2035-09-20      | 2.0000%  |  | $208.23            | $194.61            | Agency Mortgage-Backed Securities         |

### Security 121: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.660%, 6/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **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 CLCB4840 | 2052-10-01      | 5.5000%  |  | $7446.80           | $7604.09           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB4274 | 2052-07-01      | 2.5000%  |  | $10654.23          | $8960.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ6913 | 2051-12-01      | 2.0000%  |  | $9543.71           | $7676.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF2457 | 2055-12-01      | 6.0000%  |  | $7791.04           | $8213.68           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC9932 | 2055-02-01      | 5.5000%  |  | $8534.10           | $8606.50           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC5734 | 2054-11-01      | 5.0000%  |  | $8872.80           | $8764.50           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB3755 | 2054-05-01      | 6.0000%  |  | $9710.22           | $9993.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS0208 | 2043-08-01      | 3.5000%  |  | $7416.31           | $6948.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL8687 | 2045-03-01      | 4.5000%  |  | $8127.49           | $7956.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAL4051 | 2033-08-01      | 3.5000%  |  | $7114.10           | $6929.72           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ9057 | 2054-11-01      | 5.0000%  |  | $9894.60           | $9790.60           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQD1679 | 2051-11-01      | 2.5000%  |  | $11223.28          | $9510.58           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC1803 | 2051-05-01      | 2.0000%  |  | $10177.10          | $8289.50           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8252 | 2052-08-01      | 2.0000%  |  | $8984.90           | $7222.18           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  |  | $9956.57           | $8389.55           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB0662 | 2037-04-01      | 2.5000%  |  | $9877.72           | $9366.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB1620 | 2051-09-01      | 2.0000%  |  | $11661.80          | $9394.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC9206 | 2054-12-01      | 5.0000%  |  | $8269.28           | $8218.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA6050 | 2056-05-01      | 3.5000%  |  | $7722.89           | $7038.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG2242 | 2056-03-01      | 5.0000%  |  | $9560.08           | $9448.26           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3071 | 2054-12-01      | 5.5000%  |  | $8220.74           | $8327.57           | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8122 | 2036-10-01      | 1.5000%  |  | $9167.96           | $8226.65           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1669 | 2048-07-01      | 3.5000%  |  | $7981.81           | $7456.47           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7773 | 2056-03-01      | 5.0000%  |  | $7578.09           | $7480.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  |  | $9038.60           | $9000.27           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8997 | 2054-11-01      | 5.0000%  |  | $8037.41           | $7936.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3021 | 2056-02-01      | 5.5000%  |  | $6462.29           | $6518.69           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA6081 | 2056-06-01      | 6.0000%  |  | $8182.81           | $8388.55           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQC5132 | 2051-08-01      | 2.5000%  |  | $9161.63           | $7787.52           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL4116 | 2053-07-01      | 2.5000%  |  | $9463.57           | $8005.41           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB4383 | 2056-06-01      | 5.5000%  |  | $7474.29           | $7550.77           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ6647 | 2056-05-01      | 6.5000%  |  | $8649.75           | $9140.72           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB0232 | 2056-04-01      | 5.5000%  |  | $8523.80           | $8644.91           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0027 | 2055-07-01      | 5.5000%  |  | $7660.06           | $7725.04           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3297 | 2055-11-01      | 5.5000%  |  | $7876.52           | $8016.39           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA7462 | 2056-03-01      | 5.5000%  |  | $8739.75           | $8813.90           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTB4933 | 2056-06-01      | 5.0000%  |  | $7259.13           | $7184.45           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB4710 | 2056-06-01      | 6.0000%  |  | $2494.81           | $2573.73           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB4421 | 2056-06-01      | 6.0000%  |  | $7025.35           | $7241.07           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB2244 | 2056-05-01      | 5.5000%  |  | $7932.13           | $8034.50           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA5165 | 2056-02-01      | 6.5000%  |  | $7021.17           | $7321.26           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA1512 | 2055-12-01      | 5.0000%  |  | $8514.80           | $8417.94           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0090 | 2041-06-01      | 4.5000%  |  | $7171.22           | $7117.91           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0061 | 2041-02-01      | 4.5000%  |  | $9815.72           | $9742.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6551 | 2053-06-01      | 6.5000%  |  | $8090.82           | $8651.88           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0127 | 2056-06-01      | 5.0000%  |  | $7794.95           | $7693.21           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRQ0086 | 2056-01-01      | 6.0000%  |  | $9089.41           | $9317.95           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL4679 | 2053-05-01      | 2.5000%  |  | $11809.41          | $9954.43           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3114 | 2053-11-01      | 5.5000%  |  | $7358.24           | $7447.27           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL2158 | 2055-08-01      | 6.5000%  |  | $8887.76           | $9378.78           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL0268 | 2054-07-01      | 6.5000%  |  | $7252.21           | $7660.49           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY7252 | 2055-07-01      | 6.0000%  |  | $7025.65           | $7288.31           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIMA6059 | 2041-05-01      | 4.0000%  |  | $7737.32           | $7528.07           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  |  | $8370.47           | $7330.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  |  | $8337.27           | $7301.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCC1423 | 2055-11-01      | 4.5000%  |  | $8923.31           | $8597.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CNFS9859 | 2032-07-01      | 1.5000%  |  | $9703.99           | $9130.90           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLFS6868 | 2052-04-01      | 1.5000%  |  | $12011.39          | $9189.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA4571 | 2052-04-01      | 2.5000%  |  | $9245.17           | $7898.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1314 | 2052-11-01      | 5.5000%  |  | $6718.97           | $6942.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA1169 | 2055-03-01      | 6.0000%  |  | $8433.45           | $8664.55           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9962 | 2055-02-01      | 5.0000%  |  | $9075.70           | $9026.46           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8493 | 2054-05-01      | 6.0000%  |  | $7048.30           | $7264.99           | Agency Mortgage-Backed Securities |

### Security 122: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.670%, 7/31/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 3.9700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  |  | $144117.54         | $126896.67         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $133597.44         | $106010.25         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $227420.40         | $161694.29         | U.S. Treasuries (including strips)        |
| FNMA FNMS 02.500 CLCB1630 | 2051-09-01      | 2.5000%  |  | $0.41              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  |  | $0.99              | $0.87              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1310 | 2051-08-01      | 2.0000%  |  | $302.59            | $243.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0414 | 2051-05-01      | 2.5000%  |  | $0.40              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0838 | 2046-06-01      | 2.5000%  |  | $0.38              | $0.33              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8868 | 2051-02-01      | 3.0000%  |  | $0.36              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7369 | 2050-10-01      | 2.5000%  |  | $0.55              | $0.46              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $122.02            | $99.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7225 | 2050-10-01      | 2.0000%  |  | $968.47            | $784.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7988 | 2050-12-01      | 2.0000%  |  | $0.39              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  |  | $0.38              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA6872 | 2035-08-01      | 2.5000%  |  | $0.22              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA5476 | 2052-06-01      | 3.0000%  |  | $0.61              | $0.54              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP9680 | 2050-07-01      | 3.0000%  |  | $0.20              | $0.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8082 | 2050-08-01      | 2.0000%  |  | $19040.48          | $15426.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP4740 | 2050-05-01      | 2.5000%  |  | $22925.82          | $19438.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9325 | 2050-03-01      | 5.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO2201 | 2049-09-01      | 3.0000%  |  | $451.94            | $400.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRBM7205 | 2043-09-01      | 3.5000%  |  | $2289.81           | $2144.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CVBM6823 | 2032-05-01      | 3.5000%  |  | $0.21              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5787 | 2047-08-01      | 4.0000%  |  | $40.27             | $38.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5693 | 2049-03-01      | 4.0000%  |  | $4653.71           | $4438.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5506 | 2049-02-01      | 5.0000%  |  | $3294.92           | $3321.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5019 | 2047-12-01      | 4.0000%  |  | $160.58            | $152.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5012 | 2048-03-01      | 3.5000%  |  | $10910.63          | $10187.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4951 | 2048-09-01      | 4.5000%  |  | $30.48             | $29.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4756 | 2048-09-01      | 4.5000%  |  | $0.13              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4027 | 2048-05-01      | 3.5000%  |  | $3781.20           | $3519.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3744 | 2047-03-01      | 4.0000%  |  | $0.16              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 RIBM3158 | 2032-10-01      | 2.5000%  |  | $0.07              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA5418 | 2052-05-01      | 4.0000%  |  | $0.61              | $0.58              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA5187 | 2052-06-01      | 3.0000%  |  | $11199.21          | $10012.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA5156 | 2056-03-01      | 4.5000%  |  | $25591.91          | $24629.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA5113 | 2055-09-01      | 6.5000%  |  | $0.59              | $0.61              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9385 | 2053-07-01      | 6.0000%  |  | $0.44              | $0.45              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9380 | 2053-07-01      | 5.5000%  |  | $2613.58           | $2652.75           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9844 | 2053-09-01      | 5.5000%  |  | $15613.30          | $16010.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA8567 | 2052-10-01      | 4.5000%  |  | $6315.28           | $6116.84           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7788 | 2052-08-01      | 5.0000%  |  | $42077.67          | $41896.94          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7396 | 2052-05-01      | 4.5000%  |  | $0.84              | $0.81              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA5731 | 2051-08-01      | 2.0000%  |  | $0.43              | $0.35              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA5117 | 2051-05-01      | 2.0000%  |  | $1509.94           | $1232.53           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3042 | 2050-07-01      | 2.0000%  |  | $15857.31          | $13001.25          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ9928 | 2054-12-01      | 5.0000%  |  | $6.64              | $6.59              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ0977 | 2054-07-01      | 6.5000%  |  | $62.02             | $65.09             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH6850 | 2053-12-01      | 6.5000%  |  | $0.39              | $0.41              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH0396 | 2053-09-01      | 6.0000%  |  | $0.44              | $0.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG2998 | 2056-03-01      | 4.5000%  |  | $0.60              | $0.58              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG2879 | 2056-02-01      | 5.0000%  |  | $4742.36           | $4698.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG3591 | 2056-03-01      | 5.5000%  |  | $0.60              | $0.61              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG2040 | 2056-02-01      | 5.5000%  |  | $0.60              | $0.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG2583 | 2056-02-01      | 6.0000%  |  | $0.60              | $0.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG2579 | 2056-02-01      | 6.0000%  |  | $0.60              | $0.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG1775 | 2056-02-01      | 5.5000%  |  | $0.60              | $0.61              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD6438 | 2046-10-01      | 3.0000%  |  | $2365.13           | $2132.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD6341 | 2046-09-01      | 3.0000%  |  | $0.07              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC0167 | 2046-01-01      | 3.5000%  |  | $0.12              | $0.11              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CIDF7928 | 2041-04-01      | 6.5000%  |  | $0.57              | $0.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2219 | 2048-08-01      | 5.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2184 | 2048-08-01      | 4.0000%  |  | $11553.67          | $10980.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0528 | 2047-10-01      | 3.5000%  |  | $0.16              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0463 | 2047-09-01      | 4.0000%  |  | $0.14              | $0.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY8449 | 2053-07-01      | 6.0000%  |  | $0.26              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY6779 | 2053-08-01      | 6.5000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8320 | 2054-06-01      | 5.5000%  |  | $5267.52           | $5401.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8200 | 2054-06-01      | 6.0000%  |  | $0.45              | $0.46              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7889 | 2052-06-01      | 3.0000%  |  | $10373.52          | $9194.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAW7429 | 2042-02-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV7054 | 2045-02-01      | 4.5000%  |  | $263.29            | $258.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU4232 | 2043-09-01      | 3.0000%  |  | $0.16              | $0.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT9577 | 2043-06-01      | 3.5000%  |  | $0.17              | $0.16              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG9620 | 2053-09-01      | 5.5000%  |  | $4291.15           | $4349.88           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG6607 | 2053-07-01      | 5.5000%  |  | $1272.58           | $1300.24           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG1781 | 2053-05-01      | 6.0000%  |  | $0.42              | $0.44              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7680 | 2053-02-01      | 6.0000%  |  | $0.51              | $0.54              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7187 | 2053-02-01      | 6.0000%  |  | $0.40              | $0.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF9716 | 2056-01-01      | 4.5000%  |  | $1.19              | $1.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9733 | 2056-01-01      | 5.5000%  |  | $155.69            | $158.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9380 | 2056-01-01      | 5.5000%  |  | $0.60              | $0.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9093 | 2056-01-01      | 6.0000%  |  | $3.58              | $3.73              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF8700 | 2055-12-01      | 4.5000%  |  | $1.79              | $1.72              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8473 | 2056-01-01      | 5.0000%  |  | $0.60              | $0.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8205 | 2056-01-01      | 5.5000%  |  | $0.60              | $0.61              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9614 | 2054-12-01      | 6.0000%  |  | $31611.08          | $32652.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9486 | 2054-11-01      | 5.5000%  |  | $6.35              | $6.47              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTZA2278 | 2032-09-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC T65458 G | 2048-02-01      | 3.5000%  |  | $15.68             | $14.44             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0457 | 2042-09-01      | 3.5000%  |  | $3430.67           | $3213.83           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9919 | 2028-04-01      | 3.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM3635 | 2047-07-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL2392 | 2041-11-01      | 4.0000%  |  | $0.06              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZK3775 | 2026-12-01      | 3.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF7375 | 2055-12-01      | 5.0000%  |  | $0.55              | $0.54              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF7231 | 2055-12-01      | 5.0000%  |  | $1101.36           | $1091.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5470 | 2055-12-01      | 5.5000%  |  | $786.95            | $799.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6233 | 2055-12-01      | 5.5000%  |  | $0.60              | $0.61              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF5232 | 2056-01-01      | 4.5000%  |  | $1.19              | $1.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF4767 | 2055-11-01      | 4.5000%  |  | $0.60              | $0.57              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF4646 | 2055-11-01      | 5.5000%  |  | $0.57              | $0.58              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF4112 | 2055-11-01      | 5.5000%  |  | $0.60              | $0.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4139 | 2055-11-01      | 5.0000%  |  | $243.57            | $241.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF3808 | 2055-12-01      | 4.5000%  |  | $0.60              | $0.58              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF2379 | 2055-11-01      | 5.5000%  |  | $253.93            | $261.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF2290 | 2055-09-01      | 4.5000%  |  | $1.19              | $1.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF1644 | 2055-10-01      | 6.5000%  |  | $0.57              | $0.59              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7816 C     | 2053-11-20      | 7.5000%  |  | $1049.72           | $1116.90           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CR2394 X     | 2053-05-15      | 6.0000%  |  | $2025.49           | $2187.01           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CC0198 C     | 2051-04-20      | 3.0000%  |  | $885.56            | $789.19            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3283 C     | 2050-04-20      | 4.0000%  |  | $2085.02           | $1971.97           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7589 M     | 2051-09-20      | 2.5000%  |  | $10.08             | $8.64              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTB2126 | 2056-05-01      | 5.5000%  |  | $963.36            | $978.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ6410 | 2056-04-01      | 5.0000%  |  | $14105.86          | $13962.00          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ5843 | 2056-01-01      | 5.5000%  |  | $80806.27          | $82066.50          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY7454 | 2055-07-01      | 5.5000%  |  | $2215.41           | $2250.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5643 | 2055-03-01      | 4.0000%  |  | $31.99             | $30.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  |  | $280.55            | $263.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8863 | 2050-02-01      | 3.0000%  |  | $2950.71           | $2616.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8488 | 2052-03-01      | 3.0000%  |  | $0.51              | $0.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8511 | 2054-04-01      | 6.0000%  |  | $166.19            | $170.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS8508 | 2040-09-01      | 6.5000%  |  | $0.43              | $0.45              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI5046 | 2036-07-01      | 6.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FMAC 02.500 FGPC J24649 G | 2028-07-01      | 2.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC H02425 G | 2038-02-01      | 5.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08680 G | 2045-12-01      | 3.0000%  |  | $53.10             | $47.93             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  |  | $0.14              | $0.13              | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08852 G | 2048-12-01      | 4.0000%  |  | $58.66             | $55.92             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50529 G | 2036-11-01      | 6.0000%  |  | $1.19              | $1.23              | Agency Mortgage-Backed Securities         |
| FMAC 05.700 FGPC T30075 G | 2037-03-01      | 5.7000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  |  | $0.13              | $0.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6578 | 2050-08-01      | 2.5000%  |  | $83934.36          | $71114.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA6381 | 2050-07-01      | 4.5000%  |  | $363.65            | $350.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6345 | 2050-07-01      | 2.5000%  |  | $3.83              | $3.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6141 | 2050-06-01      | 2.0000%  |  | $0.73              | $0.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6051 | 2050-06-01      | 3.0000%  |  | $0.30              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA5947 | 2035-05-01      | 2.5000%  |  | $2160.07           | $2049.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5514 | 2050-04-01      | 2.5000%  |  | $0.26              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4801 | 2049-12-01      | 3.5000%  |  | $0.23              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CICA5291 | 2035-02-01      | 3.5000%  |  | $0.25              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3838 | 2049-07-01      | 4.5000%  |  | $29.36             | $28.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4616 | 2049-05-01      | 3.5000%  |  | $0.18              | $0.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM4583 | 2050-10-01      | 2.0000%  |  | $0.36              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM5295 | 2048-04-01      | 3.5000%  |  | $0.95              | $0.88              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4222 | 2050-09-01      | 2.5000%  |  | $0.33              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2984 | 2045-08-01      | 4.0000%  |  | $0.17              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM3571 | 2035-06-01      | 3.0000%  |  | $0.13              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM1011 | 2047-02-01      | 4.0000%  |  | $0.14              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CNFM1702 | 2029-10-01      | 3.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA5563 | 2053-07-01      | 4.0000%  |  | $1481.87           | $1397.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA5481 | 2055-12-01      | 5.5000%  |  | $0.61              | $0.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL812248 | 2035-03-01      | 6.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL763699 | 2034-04-01      | 5.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL759432 | 2034-02-01      | 5.5000%  |  | $60.48             | $60.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL735503 | 2035-04-01      | 6.0000%  |  | $18.51             | $19.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL735502 | 2035-04-01      | 6.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ5897 | 2045-10-01      | 3.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ1068 | 2045-07-01      | 3.5000%  |  | $4394.04           | $4099.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6946 | 2045-04-01      | 3.0000%  |  | $3054.05           | $2768.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY1769 | 2045-01-01      | 3.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX3324 | 2045-10-01      | 4.0000%  |  | $0.06              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAX3315 | 2045-09-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM8662 | 2051-08-01      | 3.0000%  |  | $896.78            | $785.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM8577 | 2051-08-01      | 3.0000%  |  | $0.35              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIFM8547 | 2034-07-01      | 4.5000%  |  | $808.05            | $811.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.750 CLFM7015 | 2036-03-01      | 4.7500%  |  | $0.15              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8276 | 2046-11-01      | 3.0000%  |  | $5690.52           | $5107.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7908 | 2046-09-01      | 3.0000%  |  | $4826.47           | $4336.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7497 | 2046-07-01      | 3.5000%  |  | $3895.81           | $3628.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA5067 | 2056-04-01      | 5.5000%  |  | $1.21              | $1.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA5054 | 2056-03-01      | 5.0000%  |  | $26247.27          | $25967.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4939 | 2056-03-01      | 5.5000%  |  | $0.62              | $0.63              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4797 | 2051-08-01      | 3.0000%  |  | $0.61              | $0.54              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4796 | 2052-06-01      | 3.0000%  |  | $0.59              | $0.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4790 | 2052-05-01      | 3.5000%  |  | $4036.91           | $3740.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4767 | 2055-05-01      | 5.5000%  |  | $22535.73          | $23092.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT8611 | 2043-07-01      | 3.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT8379 | 2043-06-01      | 3.5000%  |  | $4983.31           | $4672.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY2978 | 2053-05-01      | 5.0000%  |  | $0.82              | $0.82              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY0205 | 2053-05-01      | 5.5000%  |  | $162.33            | $164.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX9844 | 2053-04-01      | 5.5000%  |  | $0.57              | $0.58              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT7607 | 2043-06-01      | 3.5000%  |  | $2214.23           | $2077.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2939 | 2043-05-01      | 3.0000%  |  | $3649.09           | $3331.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8803 | 2047-02-01      | 3.5000%  |  | $3260.33           | $3029.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  |  | $4823.89           | $4313.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAS8348 | 2036-11-01      | 3.0000%  |  | $0.13              | $0.13              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD5748 | 2052-02-01      | 2.0000%  |  | $0.47              | $0.38              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD4841 | 2052-01-01      | 3.0000%  |  | $0.43              | $0.38              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD2068 | 2051-12-01      | 2.0000%  |  | $0.45              | $0.37              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB9057 | 2051-02-01      | 2.0000%  |  | $101.23            | $81.88             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB1300 | 2050-07-01      | 2.5000%  |  | $78.68             | $67.28             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQA8341 | 2050-03-01      | 2.5000%  |  | $1366.08           | $1160.91           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQA8966 | 2050-04-01      | 2.5000%  |  | $0.46              | $0.39              | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G60961 G | 2047-04-01      | 4.5000%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9476 | 2054-11-01      | 5.0000%  |  | $0.54              | $0.54              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9439 | 2054-11-01      | 5.5000%  |  | $0.53              | $0.54              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9437 | 2054-11-01      | 5.5000%  |  | $5.37              | $5.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9316 | 2054-10-01      | 5.0000%  |  | $27.49             | $27.34             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE6784 | 2052-07-01      | 5.0000%  |  | $1681.98           | $1669.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE3023 | 2052-06-01      | 4.0000%  |  | $1109.29           | $1046.22           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE2010 | 2052-05-01      | 3.5000%  |  | $6881.85           | $6321.94           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE2631 | 2052-05-01      | 3.0000%  |  | $864.04            | $762.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE0536 | 2052-04-01      | 3.0000%  |  | $0.47              | $0.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX4219 | 2053-01-01      | 5.5000%  |  | $258.37            | $263.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX4163 | 2052-12-01      | 5.5000%  |  | $0.73              | $0.75              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7470 | 2046-07-01      | 3.5000%  |  | $4943.96           | $4603.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  |  | $1975.44           | $1838.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8005 | 2046-09-01      | 3.0000%  |  | $5390.43           | $4840.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS6633 | 2046-02-01      | 3.0000%  |  | $4961.68           | $4472.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6338 | 2045-12-01      | 3.5000%  |  | $17728.75          | $16625.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6337 | 2045-12-01      | 3.5000%  |  | $5594.10           | $5246.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4748 | 2055-10-01      | 5.0000%  |  | $0.61              | $0.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4692 | 2052-09-01      | 3.5000%  |  | $1.18              | $1.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA4505 | 2056-02-01      | 6.0000%  |  | $20032.79          | $20607.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFA5303 | 2041-05-01      | 4.0000%  |  | $18097.83          | $17608.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4272 | 2056-01-01      | 5.0000%  |  | $0.61              | $0.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4228 | 2054-05-01      | 5.5000%  |  | $0.57              | $0.57              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4200 | 2056-01-01      | 5.0000%  |  | $0.60              | $0.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4169 | 2051-04-01      | 3.0000%  |  | $0.59              | $0.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4131 | 2048-11-01      | 3.5000%  |  | $1.18              | $1.10              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF4936 | 2052-12-01      | 5.5000%  |  | $70.05             | $71.00             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQF4922 | 2052-12-01      | 6.5000%  |  | $50.49             | $53.16             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF3608 | 2052-11-01      | 5.5000%  |  | $0.93              | $0.95              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF1753 | 2052-10-01      | 5.0000%  |  | $0.51              | $0.51              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0540 | 2052-09-01      | 4.5000%  |  | $0.47              | $0.45              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE9288 | 2052-09-01      | 4.5000%  |  | $0.86              | $0.84              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9085 | 2052-08-01      | 5.0000%  |  | $0.80              | $0.79              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9878 | 2052-09-01      | 5.0000%  |  | $0.40              | $0.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9469 | 2054-11-01      | 5.0000%  |  | $265.23            | $262.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9211 | 2054-09-01      | 5.5000%  |  | $0.65              | $0.66              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9206 | 2054-09-01      | 5.0000%  |  | $9898.25           | $9819.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9141 | 2054-09-01      | 5.5000%  |  | $3.73              | $3.81              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9012 | 2054-08-01      | 6.0000%  |  | $2770.11           | $2902.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9831 | 2055-01-01      | 6.5000%  |  | $28373.94          | $30086.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9783 | 2055-01-01      | 5.0000%  |  | $0.55              | $0.55              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8847 | 2054-07-01      | 6.0000%  |  | $7926.69           | $8304.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8862 | 2054-07-01      | 6.0000%  |  | $0.51              | $0.54              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8832 | 2054-07-01      | 5.5000%  |  | $4.15              | $4.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8758 | 2054-06-01      | 6.5000%  |  | $0.38              | $0.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB8656 | 2054-06-01      | 4.5000%  |  | $0.53              | $0.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  |  | $160.78            | $162.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8226 | 2054-03-01      | 6.5000%  |  | $0.31              | $0.32              | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  |  | $1.32              | $1.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS4447 | 2052-06-01      | 4.0000%  |  | $0.47              | $0.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  |  | $738.41            | $748.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0984 | 2052-04-01      | 3.0000%  |  | $0.43              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3771 | 2052-06-01      | 3.5000%  |  | $191.60            | $174.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8639 | 2054-06-01      | 5.5000%  |  | $0.53              | $0.54              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS7077 | 2052-05-01      | 3.5000%  |  | $0.49              | $0.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4613 | 2052-09-01      | 4.5000%  |  | $0.47              | $0.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8420 | 2046-12-01      | 3.0000%  |  | $9056.01           | $8165.51           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C91832 G | 2035-06-01      | 3.5000%  |  | $0.54              | $0.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7884 | 2046-09-01      | 3.0000%  |  | $26580.09          | $23877.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  |  | $9409.18           | $9124.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY7466 | 2045-04-01      | 3.0000%  |  | $0.09              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS8356 | 2052-08-01      | 3.5000%  |  | $0.53              | $0.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB7484 | 2054-07-01      | 6.5000%  |  | $0.38              | $0.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ0851 | 2045-07-01      | 3.5000%  |  | $0.12              | $0.11              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT7933 | 2043-07-01      | 3.0000%  |  | $3912.73           | $3571.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CRAL3066 | 2043-01-01      | 3.0000%  |  | $3481.52           | $3178.12           | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G30932 G | 2034-03-01      | 4.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4911 | 2052-10-01      | 5.5000%  |  | $0.82              | $0.84              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS1446 | 2051-01-01      | 5.0000%  |  | $0.32              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2855 | 2046-09-01      | 3.0000%  |  | $40680.24          | $36600.51          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD1919 | 2051-11-01      | 2.5000%  |  | $0.47              | $0.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS3911 | 2052-11-01      | 5.5000%  |  | $0.40              | $0.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBE1289 | 2046-12-01      | 3.0000%  |  | $58.66             | $52.78             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V83149 G | 2047-04-01      | 4.0000%  |  | $0.14              | $0.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3853 | 2052-05-01      | 3.5000%  |  | $0.40              | $0.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6740 | 2050-08-01      | 3.0000%  |  | $245.44            | $216.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8451 | 2046-12-01      | 3.0000%  |  | $2556.27           | $2296.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3808 | 2054-05-01      | 6.0000%  |  | $307.37            | $315.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  |  | $0.31              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ0857 | 2045-07-01      | 3.0000%  |  | $0.12              | $0.11              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8440 | 2054-06-01      | 6.5000%  |  | $0.28              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3789 | 2052-06-01      | 4.5000%  |  | $0.77              | $0.74              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9358 | 2054-10-01      | 6.5000%  |  | $4957.35           | $5195.45           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8013 | 2049-09-01      | 4.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV8017 | 2052-08-01      | 4.5000%  |  | $2015.46           | $1948.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIFM8555 | 2036-08-01      | 1.5000%  |  | $0.33              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5893 | 2053-02-01      | 6.0000%  |  | $0.44              | $0.46              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0506 | 2051-05-01      | 2.5000%  |  | $0.39              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4428 | 2055-11-01      | 5.0000%  |  | $0.60              | $0.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4144 | 2055-01-01      | 5.5000%  |  | $1.14              | $1.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG1247 | 2056-02-01      | 6.0000%  |  | $735.56            | $754.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4750 | 2050-11-01      | 3.0000%  |  | $7570.56           | $6680.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA5145 | 2056-03-01      | 5.5000%  |  | $0.61              | $0.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  |  | $25399.38          | $24198.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CICA5934 | 2035-06-01      | 2.0000%  |  | $4887.28           | $4516.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5004 | 2045-05-01      | 3.5000%  |  | $13041.62          | $12168.14          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQA1980 | 2049-08-01      | 4.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5135 | 2048-07-01      | 4.0000%  |  | $15772.77          | $15002.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5553 | 2054-12-01      | 5.5000%  |  | $2363.01           | $2383.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS4672 | 2051-10-01      | 2.5000%  |  | $0.51              | $0.43              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8192 | 2046-10-01      | 3.5000%  |  | $3479.79           | $3244.17           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG7097 | 2053-07-01      | 6.0000%  |  | $198.83            | $205.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 3KZA2903 | 2032-08-01      | 2.5000%  |  | $0.20              | $0.19              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6735 | 2053-02-01      | 5.5000%  |  | $0.47              | $0.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  |  | $2622.80           | $2653.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8110 | 2050-08-01      | 2.0000%  |  | $0.32              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6339 | 2049-03-01      | 4.5000%  |  | $10542.83          | $10332.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ6334 | 2050-11-01      | 2.0000%  |  | $125.04            | $101.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6002 | 2045-10-01      | 3.5000%  |  | $5483.56           | $5110.53           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA2297 | 2033-04-01      | 3.0000%  |  | $0.07              | $0.06              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0207 | 2052-09-01      | 4.5000%  |  | $0.43              | $0.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7487 | 2053-11-01      | 6.5000%  |  | $0.35              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 REBK7908 | 2048-11-01      | 4.0000%  |  | $96.40             | $90.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE2248 | 2055-06-01      | 5.5000%  |  | $0.59              | $0.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD4408 | 2055-03-01      | 6.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG5128 | 2056-04-01      | 4.5000%  |  | $0.60              | $0.58              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDG6777 | 2056-04-01      | 6.5000%  |  | $0.60              | $0.63              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF3201 | 2055-11-01      | 5.0000%  |  | $0.59              | $0.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA3262 | 2054-01-01      | 2.5000%  |  | $29626.86          | $24922.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  |  | $10274.75          | $10598.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0147 | 2051-11-01      | 3.0000%  |  | $0.39              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS5520 | 2053-01-01      | 4.5000%  |  | $0.48              | $0.47              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9428 | 2054-11-01      | 5.0000%  |  | $42089.74          | $41581.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6017 | 2050-06-01      | 2.5000%  |  | $0.28              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR6524 | 2051-04-01      | 2.5000%  |  | $0.34              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  |  | $21.38             | $20.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8070 | 2046-10-01      | 3.0000%  |  | $13673.81          | $12279.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6416 | 2055-04-01      | 6.5000%  |  | $5854.54           | $6126.41           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9606 C     | 2056-05-20      | 6.5000%  |  | $1675.26           | $1768.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4475 | 2054-09-01      | 5.5000%  |  | $7.01              | $7.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2280 | 2051-12-01      | 2.0000%  |  | $0.43              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6309 | 2053-05-01      | 5.0000%  |  | $1013.84           | $1005.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9324 | 2054-10-01      | 5.5000%  |  | $0.52              | $0.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 REBM7284 | 2048-11-01      | 3.5000%  |  | $0.42              | $0.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9957 | 2055-01-01      | 6.0000%  |  | $0.39              | $0.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF2606 | 2055-11-01      | 6.5000%  |  | $0.53              | $0.56              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE0299 | 2055-06-01      | 5.0000%  |  | $0.60              | $0.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTFA1111 | 2043-01-01      | 5.5000%  |  | $939.87            | $961.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA2403 | 2055-08-01      | 5.5000%  |  | $0.57              | $0.58              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG4424 | 2056-05-01      | 5.0000%  |  | $846.72            | $842.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0876 | 2055-11-01      | 6.0000%  |  | $819.70            | $840.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7559 | 2053-03-01      | 5.5000%  |  | $15506.84          | $15924.72          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08799 G | 2048-02-01      | 3.0000%  |  | $30.83             | $27.52             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1859 | 2049-03-01      | 5.0000%  |  | $2363.75           | $2381.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  |  | $1.07              | $0.90              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS0584 | 2052-02-01      | 2.0000%  |  | $0.42              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8954 | 2051-10-01      | 2.5000%  |  | $0.34              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8611 | 2055-10-01      | 5.5000%  |  | $0.47              | $0.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF7774 | 2055-12-01      | 4.5000%  |  | $0.60              | $0.58              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4138 | 2055-11-01      | 5.0000%  |  | $0.59              | $0.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3255 | 2052-04-01      | 3.5000%  |  | $0.42              | $0.39              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI2676 | 2054-04-01      | 5.5000%  |  | $7553.13           | $7658.29           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G60081 G | 2045-06-01      | 4.0000%  |  | $60.17             | $57.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS3284 | 2052-11-01      | 5.5000%  |  | $14066.30          | $14236.84          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI7509 | 2054-06-01      | 6.0000%  |  | $10471.07          | $10945.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC3954 | 2054-10-01      | 6.5000%  |  | $0.39              | $0.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD2637 | 2055-02-01      | 6.0000%  |  | $0.36              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9838 | 2055-01-01      | 6.5000%  |  | $0.31              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4138 | 2055-11-01      | 5.0000%  |  | $8690.90           | $8579.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4998 | 2054-10-01      | 5.5000%  |  | $9259.13           | $9481.66           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3WZN0342 | 2033-01-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7620 C     | 2054-01-20      | 7.5000%  |  | $1766.18           | $1876.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7972 | 2050-09-01      | 3.0000%  |  | $0.48              | $0.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBP1009 | 2050-07-01      | 3.5000%  |  | $1.24              | $1.15              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  |  | $5752.11           | $5901.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5517 | 2055-01-01      | 6.0000%  |  | $0.57              | $0.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9779 | 2054-12-01      | 5.0000%  |  | $5397.52           | $5346.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA0864 | 2055-03-01      | 6.5000%  |  | $0.51              | $0.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2522 | 2055-08-01      | 5.0000%  |  | $1216.89           | $1209.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8977 | 2055-10-01      | 5.5000%  |  | $0.58              | $0.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0502 | 2055-02-01      | 5.5000%  |  | $0.57              | $0.58              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5150 | 2053-06-01      | 5.0000%  |  | $0.46              | $0.45              | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC N31276 G | 2036-01-01      | 4.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLDE0094 | 2055-06-01      | 4.0000%  |  | $2023.84           | $1900.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8639 | 2055-05-01      | 6.0000%  |  | $4370.24           | $4509.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7836 | 2055-04-01      | 6.0000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7136 | 2055-10-01      | 6.0000%  |  | $442.51            | $458.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS6257 | 2053-06-01      | 4.0000%  |  | $0.49              | $0.46              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6255 | 2052-08-01      | 3.5000%  |  | $3699.63           | $3394.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4635 | 2053-05-01      | 5.5000%  |  | $18241.47          | $18800.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS4604 | 2042-04-01      | 3.0000%  |  | $0.44              | $0.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4529 | 2053-03-01      | 5.5000%  |  | $2741.70           | $2777.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS5284 | 2050-09-01      | 3.5000%  |  | $558.29            | $512.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS4056 | 2036-07-01      | 2.5000%  |  | $3413.00           | $3224.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4012 | 2053-03-01      | 5.5000%  |  | $0.44              | $0.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6100 | 2045-11-01      | 3.5000%  |  | $4458.35           | $4171.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5518 | 2045-07-01      | 3.5000%  |  | $4310.15           | $4020.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6262 | 2045-11-01      | 3.5000%  |  | $5229.93           | $4870.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4923 | 2045-05-01      | 3.5000%  |  | $4788.33           | $4467.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5375 | 2045-07-01      | 3.5000%  |  | $17066.99          | $15914.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR4205 | 2043-02-01      | 3.5000%  |  | $494.38            | $463.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMB0304 | 2055-03-01      | 4.0000%  |  | $7407.39           | $6954.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP7495 | 2042-09-01      | 3.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4113 | 2053-04-01      | 3.5000%  |  | $23307.40          | $21421.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4085 | 2056-01-01      | 5.0000%  |  | $0.62              | $0.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP7493 | 2042-09-01      | 3.5000%  |  | $0.10              | $0.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2127 | 2042-08-01      | 3.5000%  |  | $8804.66           | $8305.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2122 | 2042-08-01      | 3.0000%  |  | $29108.17          | $26626.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2087 | 2042-08-01      | 3.5000%  |  | $0.07              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9014 | 2054-08-01      | 6.0000%  |  | $0.52              | $0.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB0799 | 2054-04-01      | 5.0000%  |  | $0.45              | $0.44              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIBQ6983 | 2037-01-01      | 1.5000%  |  | $0.38              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6311 | 2053-05-01      | 5.0000%  |  | $0.48              | $0.47              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5071 | 2052-11-01      | 5.5000%  |  | $0.36              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC7432 | 2054-11-01      | 4.5000%  |  | $0.50              | $0.48              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8517 | 2055-03-01      | 6.5000%  |  | $76802.05          | $80084.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0707 | 2055-06-01      | 6.5000%  |  | $6397.30           | $6754.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA5459 | 2055-11-01      | 4.5000%  |  | $0.60              | $0.58              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8314 | 2056-01-01      | 5.5000%  |  | $1.20              | $1.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG2246 | 2056-03-01      | 5.0000%  |  | $3882.17           | $3831.66           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA8428 | 2056-03-01      | 5.0000%  |  | $0.60              | $0.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA4883 | 2055-11-01      | 6.0000%  |  | $1.19              | $1.24              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7815 C     | 2053-11-20      | 7.5000%  |  | $1516.62           | $1612.32           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1900 | 2052-06-01      | 3.5000%  |  | $0.47              | $0.43              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4904 | 2050-11-01      | 2.5000%  |  | $1394.56           | $1188.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV2946 | 2052-03-01      | 3.0000%  |  | $40.45             | $35.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  |  | $0.11              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBH5775 | 2032-11-01      | 3.0000%  |  | $19.95             | $19.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF1543 | 2055-11-01      | 6.5000%  |  | $0.59              | $0.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA3233 | 2050-07-01      | 3.0000%  |  | $71.29             | $63.93             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTB3833 | 2056-05-01      | 5.0000%  |  | $1168.42           | $1157.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA5110 | 2055-07-01      | 6.0000%  |  | $0.59              | $0.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6518 | 2055-11-01      | 5.5000%  |  | $0.60              | $0.61              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4206 | 2050-12-01      | 2.5000%  |  | $0.77              | $0.64              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9384 | 2053-07-01      | 6.0000%  |  | $13134.63          | $13628.36          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4454 | 2027-09-01      | 2.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7807 C     | 2054-12-20      | 5.5000%  |  | $1385.61           | $1413.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5312 | 2054-12-01      | 6.0000%  |  | $0.55              | $0.57              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC4789 | 2055-08-01      | 6.0000%  |  | $0.53              | $0.54              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW2746 | 2056-01-01      | 4.5000%  |  | $1.20              | $1.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4161 | 2056-01-01      | 5.0000%  |  | $1233.10           | $1219.10           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9603 C     | 2056-05-20      | 6.0000%  |  | $2444.16           | $2532.10           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9604 C     | 2056-05-20      | 6.0000%  |  | $2795.78           | $2896.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3535 | 2055-11-01      | 5.0000%  |  | $0.60              | $0.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0457 | 2054-05-01      | 5.5000%  |  | $0.59              | $0.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1390 | 2048-03-01      | 4.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8105 | 2046-10-01      | 3.0000%  |  | $12295.39          | $11131.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7461 | 2054-01-01      | 6.0000%  |  | $3148.91           | $3259.50           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  |  | $0.85              | $0.82              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH9336 | 2047-09-01      | 3.5000%  |  | $0.17              | $0.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAL6851 | 2043-10-01      | 2.5000%  |  | $0.15              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3314 | 2042-12-01      | 3.5000%  |  | $4019.02           | $3776.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL0962 | 2041-10-01      | 4.5000%  |  | $109.01            | $108.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6733 | 2042-03-01      | 3.5000%  |  | $27244.21          | $25691.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK4499 | 2042-02-01      | 3.5000%  |  | $30496.96          | $28761.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA3656 | 2050-08-01      | 3.5000%  |  | $0.57              | $0.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA4445 | 2053-02-01      | 4.5000%  |  | $7036.32           | $6798.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA3327 | 2055-07-01      | 4.5000%  |  | $3199.36           | $3088.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3251 | 2055-11-01      | 5.0000%  |  | $0.60              | $0.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3190 | 2055-10-01      | 6.0000%  |  | $0.58              | $0.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3208 | 2055-01-01      | 5.5000%  |  | $0.58              | $0.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3176 | 2054-10-01      | 5.0000%  |  | $0.56              | $0.56              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2924 | 2055-10-01      | 5.0000%  |  | $0.60              | $0.59              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC T30397 G | 2037-11-01      | 5.5000%  |  | $0.56              | $0.58              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $33113.02          | $30289.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2252 | 2042-08-01      | 3.5000%  |  | $4374.72           | $4114.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1341 | 2055-10-01      | 5.5000%  |  | $2.98              | $3.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1055 | 2055-10-01      | 5.5000%  |  | $742.80            | $755.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0319 | 2055-09-01      | 6.5000%  |  | $0.64              | $0.67              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9091 | 2055-10-01      | 6.5000%  |  | $1.37              | $1.46              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8821 | 2055-09-01      | 6.5000%  |  | $205.11            | $215.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDE6396 | 2055-09-01      | 4.5000%  |  | $0.57              | $0.55              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE4115 | 2055-08-01      | 7.0000%  |  | $0.54              | $0.58              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE2919 | 2055-07-01      | 6.5000%  |  | $0.60              | $0.63              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1847 | 2055-06-01      | 6.0000%  |  | $2000.88           | $2090.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE1010 | 2055-06-01      | 5.0000%  |  | $7053.13           | $6999.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE1023 | 2055-06-01      | 5.0000%  |  | $0.60              | $0.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0713 | 2055-06-01      | 5.5000%  |  | $0.59              | $0.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0639 | 2055-05-01      | 6.5000%  |  | $1.19              | $1.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0267 | 2055-06-01      | 5.5000%  |  | $2112.29           | $2149.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $0.59              | $0.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7059 | 2052-07-01      | 3.0000%  |  | $0.50              | $0.44              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6847 | 2053-11-01      | 6.0000%  |  | $1596.45           | $1643.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6825 | 2053-12-01      | 6.0000%  |  | $22943.53          | $23887.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6722 | 2053-12-01      | 6.5000%  |  | $0.32              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS5985 | 2047-02-01      | 3.5000%  |  | $0.45              | $0.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5977 | 2053-10-01      | 6.0000%  |  | $0.44              | $0.46              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5954 | 2053-10-01      | 6.0000%  |  | $0.83              | $0.85              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5743 | 2053-09-01      | 6.5000%  |  | $17908.32          | $18871.53          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q17095 G | 2043-04-01      | 3.0000%  |  | $0.11              | $0.10              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC U90690 G | 2042-06-01      | 3.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  |  | $241.50            | $239.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDG7982 | 2041-04-01      | 5.0000%  |  | $673.78            | $679.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG5277 | 2056-03-01      | 5.5000%  |  | $0.54              | $0.55              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG6010 | 2056-03-01      | 5.0000%  |  | $0.60              | $0.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4708 | 2051-04-01      | 3.0000%  |  | $13773.01          | $12118.06          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  |  | $35998.04          | $33287.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7930 | 2054-01-01      | 6.5000%  |  | $11631.01          | $12128.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK4810 | 2048-09-01      | 4.0000%  |  | $16505.65          | $15758.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4316 | 2046-11-01      | 3.0000%  |  | $0.33              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1782 | 2052-10-01      | 5.5000%  |  | $0.41              | $0.42              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2903 | 2050-06-01      | 3.0000%  |  | $0.29              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3530 | 2052-05-01      | 4.0000%  |  | $0.37              | $0.35              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4978 | 2054-02-01      | 5.5000%  |  | $7194.26           | $7349.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  |  | $6.91              | $6.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF2495 | 2055-10-01      | 6.5000%  |  | $0.60              | $0.63              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9491 | 2054-11-01      | 5.5000%  |  | $0.56              | $0.57              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY6447 | 2055-06-01      | 5.5000%  |  | $0.60              | $0.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA1743 | 2054-09-01      | 6.5000%  |  | $0.47              | $0.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDF2782 | 2041-03-01      | 5.0000%  |  | $2623.78           | $2647.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9159 | 2056-01-01      | 5.5000%  |  | $0.59              | $0.61              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9052 | 2056-01-01      | 5.5000%  |  | $3444.51           | $3512.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG4165 | 2056-03-01      | 5.0000%  |  | $0.60              | $0.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA5064 | 2050-01-01      | 4.0000%  |  | $0.59              | $0.56              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9594 C     | 2056-05-20      | 5.5000%  |  | $1628.96           | $1665.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4940 | 2056-04-01      | 5.0000%  |  | $0.61              | $0.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL9948 | 2047-03-01      | 3.5000%  |  | $5149.61           | $4783.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5508 | 2049-02-01      | 5.0000%  |  | $0.12              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR1014 | 2051-05-01      | 2.0000%  |  | $0.82              | $0.67              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB3211 | 2050-09-01      | 2.0000%  |  | $0.38              | $0.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQE9175 | 2052-09-01      | 5.5000%  |  | $3847.26           | $3893.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDB7478 | 2040-03-01      | 4.5000%  |  | $624.45            | $621.33            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2664 C     | 2056-05-20      | 6.5000%  |  | $1045.74           | $1103.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG8941 | 2056-05-01      | 5.0000%  |  | $0.60              | $0.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF4984 | 2055-11-01      | 6.0000%  |  | $0.60              | $0.61              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA5470 | 2055-11-01      | 6.5000%  |  | $23114.36          | $24106.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG0462 | 2056-01-01      | 4.5000%  |  | $0.60              | $0.58              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS3887 | 2053-02-01      | 6.0000%  |  | $3218.45           | $3315.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAX7611 | 2045-02-01      | 3.5000%  |  | $0.06              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6744 | 2045-04-01      | 3.5000%  |  | $10783.38          | $10131.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY8659 | 2053-11-01      | 6.5000%  |  | $946.76            | $1006.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3900 | 2048-04-01      | 4.0000%  |  | $113.10            | $107.55            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-083 NF     | 2056-05-20      | 4.3500%  |  | $46153.01          | $46121.78          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 LP     | 2055-10-20      | 4.5000%  |  | $2467.39           | $2413.94           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-208 QP     | 2055-06-20      | 4.5000%  |  | $4532.50           | $4442.00           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-105 FK     | 2054-06-20      | 4.7751%  |  | $47851.17          | $48048.50          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05511A 06/25/51 | 2051-06-25      | 5.0000%  |  | $11735.86          | $11783.75          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5517HF 03/25/55 | 2055-03-25      | 4.9621%  |  | $3929.97           | $3971.45           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5516FC 03/25/55 | 2055-03-25      | 5.0121%  |  | $7825.02           | $7918.04           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL005KA R25F005 | 2049-12-25      | 5.5000%  |  | $7651.91           | $7739.67           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.1121%  |  | $21550.86          | $21887.14          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FT R24F005 | 2054-03-25      | 4.4121%  |  | $9572.44           | $9577.13           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  |  | $1066.57           | $1019.44           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC033FA R26F033 | 2055-07-25      | 4.6121%  |  | $174586.19         | $174905.07         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FM 05/25/55 | 2055-05-25      | 5.0121%  |  | $18305.85          | $18524.88          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05569A 08/25/52 | 2052-08-25      | 5.0000%  |  | $9020.64           | $9057.37           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54 | 2054-12-25      | 5.0621%  |  | $2703.00           | $2730.75           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-131 HF     | 2063-09-20      | 4.6751%  |  | $18243.87          | $18394.28          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-061 KA     | 2051-01-20      | 5.0000%  |  | $17703.61          | $17812.47          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5664DF 11/25/55 | 2055-11-25      | 4.6445%  |  | $22565.04          | $22899.79          | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 06.000 CLSD4264 | 2053-11-01      | 6.0000%  |  | $12559.80          | $13090.58          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4266 | 2053-11-01      | 6.0000%  |  | $0.46              | $0.48              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3840 | 2053-09-01      | 5.5000%  |  | $0.94              | $0.96              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3747 | 2053-09-01      | 5.0000%  |  | $0.49              | $0.49              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4462 | 2053-11-01      | 6.0000%  |  | $62.49             | $65.10             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  |  | $97.72             | $100.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  |  | $0.45              | $0.46              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  |  | $71.29             | $74.34             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8454 | 2054-08-01      | 6.0000%  |  | $7246.98           | $7429.20           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8379 | 2053-10-01      | 4.0000%  |  | $0.50              | $0.47              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8374 | 2053-11-01      | 6.5000%  |  | $37.67             | $39.28             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7575 | 2055-01-01      | 5.5000%  |  | $0.52              | $0.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7647 | 2053-12-01      | 6.5000%  |  | $0.39              | $0.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7641 | 2053-12-01      | 6.0000%  |  | $0.43              | $0.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA2705 | 2052-04-01      | 2.5000%  |  | $0.57              | $0.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA2243 | 2055-07-01      | 5.5000%  |  | $0.56              | $0.56              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2132 | 2055-01-01      | 5.0000%  |  | $0.56              | $0.56              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1552 | 2055-05-01      | 5.0000%  |  | $6915.04           | $6868.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1454 | 2054-11-01      | 5.5000%  |  | $0.51              | $0.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA1352 | 2052-02-01      | 2.0000%  |  | $0.55              | $0.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0633 | 2055-02-01      | 5.5000%  |  | $50289.18          | $51235.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0605 | 2047-12-01      | 3.5000%  |  | $3508.23           | $3292.69           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G60722 G | 2046-10-01      | 3.0000%  |  | $51.42             | $46.33             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G60659 G | 2046-08-01      | 3.5000%  |  | $142.81            | $133.11            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q63567 G | 2049-05-01      | 4.0000%  |  | $1568.29           | $1487.93           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC V80167 G | 2043-07-01      | 3.0000%  |  | $0.12              | $0.11              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD2930 | 2055-03-01      | 7.0000%  |  | $230.43            | $246.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD1017 | 2055-02-01      | 6.5000%  |  | $1.03              | $1.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC9715 | 2055-01-01      | 6.5000%  |  | $0.46              | $0.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9703 | 2055-01-01      | 6.0000%  |  | $359.18            | $368.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC7671 | 2054-12-01      | 7.0000%  |  | $0.59              | $0.64              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC6459 | 2054-11-01      | 6.0000%  |  | $31.46             | $32.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC5705 | 2054-11-01      | 4.5000%  |  | $0.53              | $0.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3885 | 2051-11-01      | 3.0000%  |  | $3197.38           | $2802.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS3880 | 2053-02-01      | 6.0000%  |  | $0.38              | $0.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS3439 | 2052-12-01      | 5.5000%  |  | $0.41              | $0.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5472 | 2053-01-01      | 6.0000%  |  | $0.41              | $0.43              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5464 | 2053-01-01      | 5.5000%  |  | $3519.59           | $3576.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6203 | 2053-05-01      | 5.5000%  |  | $45.11             | $46.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6177 | 2053-05-01      | 5.0000%  |  | $0.49              | $0.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4945 | 2052-10-01      | 4.5000%  |  | $14272.93          | $13834.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9887 | 2054-08-01      | 6.5000%  |  | $0.40              | $0.43              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE6572 | 2052-07-01      | 5.0000%  |  | $1034.79           | $1032.90           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7626 C     | 2054-01-20      | 8.0000%  |  | $1544.49           | $1617.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6697 | 2053-07-01      | 5.5000%  |  | $925.36            | $949.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2545 | 2055-08-01      | 6.0000%  |  | $1.13              | $1.16              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0684 M     | 2055-10-20      | 4.5000%  |  | $9911.82           | $9561.52           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTB3639 | 2056-05-01      | 5.0000%  |  | $2092.85           | $2069.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8380 | 2056-02-01      | 5.5000%  |  | $0.60              | $0.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF5866 | 2055-12-01      | 5.0000%  |  | $0.59              | $0.59              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9598 C     | 2056-05-20      | 6.0000%  |  | $1588.54           | $1651.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG6360 | 2056-03-01      | 5.0000%  |  | $0.60              | $0.59              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC9556 | 2051-10-01      | 2.5000%  |  | $0.35              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5892 | 2053-03-01      | 4.5000%  |  | $395.95            | $382.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7625 C     | 2054-01-20      | 8.0000%  |  | $1516.02           | $1587.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2735 | 2051-02-01      | 3.5000%  |  | $9672.50           | $8920.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9742 | 2055-01-01      | 6.0000%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8576 | 2055-09-01      | 6.5000%  |  | $575.56            | $609.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA5126 | 2056-02-01      | 5.5000%  |  | $21099.37          | $21360.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA5480 | 2055-02-01      | 5.5000%  |  | $0.61              | $0.61              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA4127 | 2055-12-01      | 4.5000%  |  | $17391.78          | $16833.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9903 | 2056-01-01      | 5.0000%  |  | $1.78              | $1.76              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9455 | 2053-07-01      | 6.0000%  |  | $13924.92          | $14407.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2447 | 2047-01-01      | 3.5000%  |  | $7925.72           | $7389.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA5423 | 2050-03-01      | 3.0000%  |  | $320.66            | $282.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $8558.23           | $8653.63           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G15823 G | 2031-02-01      | 3.5000%  |  | $21.59             | $21.38             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7090 C     | 2055-01-20      | 7.0000%  |  | $1219.13           | $1313.75           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 ZLSI2123 | 2055-02-01      | 6.5000%  |  | $0.45              | $0.47              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CTRB1211 | 2045-10-01      | 6.5000%  |  | $0.59              | $0.63              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4740 | 2056-01-01      | 5.0000%  |  | $0.59              | $0.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9003 | 2054-08-01      | 6.0000%  |  | $19729.03          | $20668.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1630 | 2051-09-01      | 2.5000%  |  | $5.31              | $4.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR4393 | 2051-03-01      | 2.0000%  |  | $0.41              | $0.33              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5278 | 2052-11-01      | 5.0000%  |  | $31.01             | $30.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5312 | 2052-12-01      | 6.0000%  |  | $19207.72          | $19845.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5663 | 2054-11-01      | 5.5000%  |  | $3750.87           | $3826.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2834 | 2054-07-01      | 6.5000%  |  | $0.59              | $0.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  |  | $1774.91           | $1824.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1995 | 2054-10-01      | 5.5000%  |  | $4556.68           | $4595.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDB6727 | 2054-06-01      | 7.5000%  |  | $0.34              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7117 | 2054-07-01      | 5.5000%  |  | $527.12            | $541.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB5943 | 2054-06-01      | 6.0000%  |  | $3.19              | $3.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB5546 | 2054-05-01      | 6.5000%  |  | $0.42              | $0.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4849 | 2054-12-01      | 5.5000%  |  | $10913.62          | $11057.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3395 | 2052-12-01      | 5.0000%  |  | $0.50              | $0.50              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7523 | 2053-11-01      | 6.5000%  |  | $0.61              | $0.64              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7342 | 2053-10-01      | 6.0000%  |  | $11187.66          | $11523.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7982 | 2054-02-01      | 5.5000%  |  | $0.48              | $0.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6768 | 2053-07-01      | 6.5000%  |  | $0.32              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6759 | 2053-07-01      | 6.0000%  |  | $3.22              | $3.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6756 | 2053-07-01      | 6.0000%  |  | $0.39              | $0.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6071 | 2053-04-01      | 5.5000%  |  | $1823.54           | $1872.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5854 | 2053-03-01      | 6.0000%  |  | $2.98              | $3.12              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  |  | $0.47              | $0.45              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 705308 C     | 2039-01-20      | 7.2500%  |  | $105.85            | $107.76            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 705648 X     | 2038-12-15      | 6.5000%  |  | $27.73             | $29.55             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C     | 2050-06-20      | 5.5000%  |  | $2103.04           | $2217.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9600 C     | 2056-05-20      | 6.0000%  |  | $3039.84           | $3153.83           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9599 C     | 2056-05-20      | 6.0000%  |  | $1941.58           | $2017.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6149 | 2055-04-01      | 6.5000%  |  | $0.49              | $0.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK8847 | 2048-08-01      | 5.0000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK5338 | 2048-07-01      | 4.5000%  |  | $3619.85           | $3535.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK2004 | 2048-04-01      | 4.5000%  |  | $1892.54           | $1848.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK1073 | 2048-06-01      | 5.0000%  |  | $0.13              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  |  | $1699.42           | $1618.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ3775 | 2048-01-01      | 3.5000%  |  | $0.09              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ2492 | 2047-12-01      | 3.5000%  |  | $28.77             | $26.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ1652 | 2047-11-01      | 3.5000%  |  | $0.12              | $0.11              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH9312 | 2047-09-01      | 3.5000%  |  | $15103.44          | $14001.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH8691 | 2047-11-01      | 4.0000%  |  | $0.17              | $0.17              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9602 C     | 2056-05-20      | 6.0000%  |  | $2450.05           | $2533.75           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9601 C     | 2056-05-20      | 6.0000%  |  | $2580.15           | $2672.98           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0557 M     | 2055-08-20      | 6.0000%  |  | $39687.85          | $40634.67          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0486 M     | 2055-07-20      | 6.0000%  |  | $18852.90          | $19302.67          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2662 C     | 2056-05-20      | 7.0000%  |  | $463.90            | $491.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2661 C     | 2056-05-20      | 7.5000%  |  | $239.48            | $259.92            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7806 C     | 2054-12-20      | 5.5000%  |  | $1223.87           | $1249.23           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6019 C     | 2053-10-20      | 7.5000%  |  | $1359.44           | $1469.76           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2978 C     | 2053-10-20      | 7.5000%  |  | $1584.10           | $1712.66           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2424 C     | 2053-11-20      | 7.5000%  |  | $1323.76           | $1377.46           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX7264 C     | 2054-01-20      | 7.5000%  |  | $877.66            | $918.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7627 C     | 2054-01-20      | 7.5000%  |  | $783.33            | $833.46            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7624 C     | 2054-01-20      | 8.0000%  |  | $1265.87           | $1325.69           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7621 C     | 2054-01-20      | 7.5000%  |  | $1314.71           | $1397.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1926 | 2054-09-01      | 6.5000%  |  | $0.51              | $0.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB1846 | 2054-05-01      | 5.5000%  |  | $3484.75           | $3521.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1561 | 2054-04-01      | 6.5000%  |  | $0.34              | $0.36              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0711 | 2048-10-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  |  | $2018.66           | $2065.15           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 ZLSI2118 | 2055-01-01      | 6.5000%  |  | $0.44              | $0.45              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC2390 | 2036-12-01      | 2.0000%  |  | $0.35              | $0.32              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTRB5388 | 2046-02-01      | 5.0000%  |  | $1.81              | $1.80              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9621 | 2053-08-01      | 5.5000%  |  | $20765.36          | $21191.17          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9449 | 2053-07-01      | 6.0000%  |  | $784.45            | $815.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9433 | 2053-07-01      | 5.5000%  |  | $14929.99          | $15355.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0546 | 2054-12-01      | 5.5000%  |  | $2725.90           | $2771.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  |  | $0.46              | $0.47              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0501 | 2055-01-01      | 5.5000%  |  | $2030.53           | $2079.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDH1023 | 2056-05-01      | 5.0000%  |  | $0.60              | $0.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDH0597 | 2056-05-01      | 5.5000%  |  | $0.60              | $0.61              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG8430 | 2056-05-01      | 5.0000%  |  | $0.61              | $0.61              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG8385 | 2056-04-01      | 4.5000%  |  | $0.60              | $0.58              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG8103 | 2056-04-01      | 6.0000%  |  | $0.60              | $0.64              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG8921 | 2056-05-01      | 5.0000%  |  | $15.61             | $15.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDG6854 | 2056-04-01      | 6.5000%  |  | $0.60              | $0.63              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG7166 | 2056-05-01      | 4.5000%  |  | $0.60              | $0.58              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG5699 | 2056-05-01      | 6.0000%  |  | $0.61              | $0.63              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG5519 | 2056-03-01      | 6.0000%  |  | $2102.88           | $2189.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBX2368 | 2053-02-01      | 4.5000%  |  | $155.01            | $149.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW9840 | 2052-09-01      | 4.5000%  |  | $0.43              | $0.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8942 | 2052-09-01      | 5.0000%  |  | $0.41              | $0.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW2411 | 2055-12-01      | 4.0000%  |  | $0.60              | $0.56              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW2434 | 2056-01-01      | 4.5000%  |  | $0.60              | $0.57              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW1515 | 2052-07-01      | 4.0000%  |  | $316.93            | $298.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG4427 | 2056-04-01      | 5.0000%  |  | $759.64            | $754.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  |  | $4498.28           | $3845.28           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8044 | 2050-02-01      | 3.0000%  |  | $472.51            | $417.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD6033 | 2054-08-01      | 6.5000%  |  | $0.34              | $0.36              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4583 | 2053-12-01      | 3.5000%  |  | $0.54              | $0.49              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  |  | $11319.73          | $11607.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5353 | 2054-04-01      | 6.0000%  |  | $3834.04           | $3990.40           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2542 | 2051-09-01      | 3.5000%  |  | $2183.70           | $2016.58           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  |  | $21062.39          | $21687.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1872 | 2052-11-01      | 5.5000%  |  | $21887.40          | $22425.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1868 | 2052-11-01      | 5.5000%  |  | $39203.91          | $40161.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1665 | 2052-09-01      | 4.5000%  |  | $1437.12           | $1393.87           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0999 | 2052-05-01      | 3.0000%  |  | $0.45              | $0.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4037 | 2052-07-01      | 5.0000%  |  | $147.14            | $146.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3899 | 2052-06-01      | 3.5000%  |  | $0.46              | $0.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB3880 | 2052-06-01      | 5.0000%  |  | $37.27             | $37.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3610 | 2052-05-01      | 4.0000%  |  | $0.43              | $0.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4418 | 2052-08-01      | 5.5000%  |  | $0.36              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBU5095 | 2054-08-01      | 6.5000%  |  | $0.25              | $0.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU3759 | 2051-12-01      | 2.0000%  |  | $353.55            | $289.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT8116 | 2052-04-01      | 2.5000%  |  | $229.51            | $193.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT7263 | 2051-09-01      | 2.5000%  |  | $0.45              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR7857 | 2051-05-01      | 2.5000%  |  | $0.39              | $0.33              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR6617 | 2051-03-01      | 2.0000%  |  | $0.37              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTBM1751 | 2037-07-01      | 3.5000%  |  | $0.09              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3508 | 2048-02-01      | 3.5000%  |  | $14861.93          | $13958.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS2407 | 2040-09-01      | 3.0000%  |  | $0.39              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS2294 | 2050-04-01      | 5.5000%  |  | $1288.78           | $1319.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2616 | 2052-08-01      | 5.0000%  |  | $1888.84           | $1887.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2614 | 2052-08-01      | 5.0000%  |  | $0.42              | $0.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1205 | 2052-04-01      | 3.5000%  |  | $0.40              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1172 | 2051-11-01      | 3.0000%  |  | $0.42              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS0907 | 2052-03-01      | 3.5000%  |  | $4309.57           | $3959.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1675 | 2052-04-01      | 4.0000%  |  | $0.43              | $0.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS0598 | 2051-12-01      | 2.0000%  |  | $11.21             | $9.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0034 | 2051-12-01      | 3.0000%  |  | $0.39              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0026 | 2051-11-01      | 2.5000%  |  | $0.38              | $0.33              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0840 | 2052-03-01      | 3.0000%  |  | $0.81              | $0.72              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8803 | 2051-09-01      | 2.5000%  |  | $0.40              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  |  | $0.33              | $0.34              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI9547 | 2054-07-01      | 6.5000%  |  | $0.34              | $0.35              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI9063 | 2054-07-01      | 6.5000%  |  | $3.85              | $4.04              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI9058 | 2054-07-01      | 6.0000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIFS3221 | 2037-02-01      | 1.5000%  |  | $0.35              | $0.32              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9605 C     | 2056-05-20      | 6.5000%  |  | $2140.54           | $2259.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG5512 | 2056-03-01      | 6.0000%  |  | $0.60              | $0.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG5098 | 2056-03-01      | 5.0000%  |  | $0.61              | $0.61              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG5351 | 2056-05-01      | 5.0000%  |  | $0.60              | $0.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG3785 | 2056-03-01      | 5.5000%  |  | $1.20              | $1.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV9645 | 2052-05-01      | 3.0000%  |  | $0.47              | $0.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV8166 | 2052-04-01      | 2.5000%  |  | $85.23             | $71.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6300 | 2055-12-01      | 5.5000%  |  | $23475.53          | $24143.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1633 | 2055-05-01      | 5.5000%  |  | $0.59              | $0.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBV1731 | 2055-06-01      | 6.5000%  |  | $0.35              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBU5749 | 2055-02-01      | 6.5000%  |  | $0.42              | $0.45              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9597 C     | 2056-05-20      | 5.5000%  |  | $1725.42           | $1753.34           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9596 C     | 2056-05-20      | 5.5000%  |  | $1937.88           | $1969.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  |  | $200.23            | $205.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0132 | 2056-07-01      | 4.0000%  |  | $89.91             | $83.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0078 | 2056-04-01      | 4.0000%  |  | $0.16              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE9043 | 2047-08-01      | 4.0000%  |  | $76.23             | $72.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  |  | $3494.95           | $3554.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB0101 | 2054-02-01      | 6.0000%  |  | $0.51              | $0.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA6441 | 2054-02-01      | 5.5000%  |  | $0.58              | $0.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA5168 | 2053-10-01      | 6.5000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA2571 | 2053-09-01      | 7.0000%  |  | $0.58              | $0.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.250 CL835265 | 2035-08-01      | 4.2500%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS9857 | 2046-11-01      | 3.0000%  |  | $192.00            | $172.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  |  | $4486.70           | $4399.25           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA4910 | 2047-05-01      | 3.5000%  |  | $2842.73           | $2656.14           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA4606 | 2045-12-01      | 3.5000%  |  | $0.08              | $0.07              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZA3698 | 2029-02-01      | 3.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZA2511 | 2038-06-01      | 4.0000%  |  | $82.59             | $80.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB2923 | 2052-02-01      | 4.0000%  |  | $0.34              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6698 | 2050-08-01      | 2.0000%  |  | $46202.36          | $37388.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ6893 | 2051-11-01      | 2.0000%  |  | $0.54              | $0.43              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ5815 | 2050-11-01      | 2.5000%  |  | $0.40              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ3331 | 2050-08-01      | 2.0000%  |  | $0.39              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  |  | $17263.03          | $15995.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  |  | $0.35              | $0.33              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 I3BF0729 | 2051-11-01      | 3.0000%  |  | $0.48              | $0.43              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 U4BF0354 | 2053-01-01      | 3.5000%  |  | $0.28              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U3BF0199 | 2041-02-01      | 4.5000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  |  | $13793.81          | $13394.61          | Agency Mortgage-Backed Securities         |

### Security 123: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.670%, 7/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $15736.00          | $10540.95          | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $36840.80          | $29902.87          | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $117072.80         | $88497.58          | U.S. Treasuries (including strips)        |
| USTR BILL 06/18/26        | 2026-06-18      | 0.0000%  |  | $18119.00          | $18082.54          | U.S. Treasuries (including strips)        |
| USTR BILL 06/04/26        | 2026-06-04      | 0.0000%  |  | $5752.60           | $5749.15           | U.S. Treasuries (including strips)        |
| FMAC FEPC 05.000 CLQF0375 | 2052-09-01      | 5.0000%  |  | $28.08             | $27.88             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6385 | 2052-07-01      | 4.5000%  |  | $16319.12          | $15816.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE5382 | 2052-07-01      | 4.5000%  |  | $793.23            | $766.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE3633 | 2052-06-01      | 5.0000%  |  | $8168.68           | $8090.14           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA9606 | 2050-05-01      | 3.0000%  |  | $483.06            | $431.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8770 | 2050-03-01      | 3.0000%  |  | $830.19            | $744.03            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q58278 G | 2048-09-01      | 4.0000%  |  | $685.47            | $656.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4520 | 2042-01-01      | 2.0000%  |  | $9682.42           | $8377.76           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG5959 | 2053-07-01      | 5.0000%  |  | $55.13             | $54.65             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF4135 | 2052-12-01      | 5.0000%  |  | $34.54             | $34.27             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4559 | 2055-10-01      | 6.0000%  |  | $16891.19          | $17443.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA0873 | 2047-12-01      | 4.5000%  |  | $313.21            | $307.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA8843 | 2050-04-01      | 5.0000%  |  | $869.34            | $880.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY6162 | 2053-07-01      | 5.0000%  |  | $45.34             | $44.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP5562 | 2050-04-01      | 3.0000%  |  | $856.49            | $768.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6102 | 2053-10-01      | 5.0000%  |  | $26.24             | $26.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG1547 | 2056-02-01      | 5.0000%  |  | $34.05             | $33.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1203 | 2055-09-01      | 6.0000%  |  | $1427.98           | $1464.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8788 | 2055-09-01      | 6.0000%  |  | $4873.90           | $4996.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB4916 | 2055-02-01      | 6.0000%  |  | $994.66            | $1038.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1171 | 2055-09-01      | 6.0000%  |  | $1554.09           | $1617.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1403 | 2055-09-01      | 6.0000%  |  | $5319.82           | $5532.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG8209 | 2053-08-01      | 5.0000%  |  | $56.23             | $55.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY0297 | 2053-05-01      | 6.5000%  |  | $834.01            | $890.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4071 | 2056-01-01      | 5.5000%  |  | $4297.98           | $4378.85           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4883 | 2047-03-01      | 4.0000%  |  | $1.66              | $1.58              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1457 | 2055-10-01      | 6.0000%  |  | $1060.48           | $1105.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF3000 | 2055-10-01      | 6.5000%  |  | $1066.93           | $1122.18           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX9111 | 2055-03-01      | 5.5000%  |  | $231.17            | $236.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK6112 | 2048-07-01      | 4.0000%  |  | $533.81            | $510.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  |  | $463.46            | $459.75            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q09890 G | 2042-08-01      | 3.5000%  |  | $615.40            | $580.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3650 | 2053-08-01      | 6.0000%  |  | $15459.55          | $16195.48          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  |  | $22772.73          | $22475.50          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8366 | 2053-10-01      | 5.0000%  |  | $0.82              | $0.81              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  |  | $317.35            | $314.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $62.87             | $62.40             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8246 | 2052-09-01      | 5.0000%  |  | $37.10             | $36.83             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG2488 | 2053-05-01      | 6.5000%  |  | $794.69            | $850.03            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q45109 G | 2046-12-01      | 4.0000%  |  | $0.28              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4855 | 2055-09-01      | 6.0000%  |  | $0.76              | $0.78              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA0465 | 2054-08-01      | 6.5000%  |  | $14842.28          | $15539.74          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9264 | 2053-06-01      | 5.5000%  |  | $11128.98          | $11349.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3669 | 2055-07-01      | 6.0000%  |  | $8475.01           | $8810.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY2022 | 2053-05-01      | 5.0000%  |  | $27.84             | $27.63             | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-156 CF     | 2055-09-20      | 4.7751%  |  | $6908.69           | $6952.83           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF     | 2055-07-20      | 4.9451%  |  | $86901.44          | $87941.85          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-207 FM     | 2055-12-20      | 4.4251%  |  | $87361.42          | $87674.99          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF     | 2055-06-20      | 5.1251%  |  | $10447.93          | $10612.85          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-049 MF     | 2056-03-20      | 4.4751%  |  | $1239.94           | $1230.30           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-171 FA     | 2055-10-20      | 4.6251%  |  | $20176.24          | $20341.30          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-131 HF     | 2063-09-20      | 4.6751%  |  | $11799.38          | $11896.66          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-084 UF     | 2053-06-20      | 4.6251%  |  | $88120.05          | $88812.35          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-044 FA     | 2055-03-20      | 4.8251%  |  | $32818.06          | $33091.15          | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  |  | $8295.85           | $8538.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN2113 | 2048-10-01      | 4.0000%  |  | $1128.61           | $1074.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8970 | 2055-09-01      | 6.0000%  |  | $2968.69           | $3058.25           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA8178 | 2056-03-01      | 5.5000%  |  | $799.37            | $806.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY1265 | 2053-05-01      | 5.0000%  |  | $21.82             | $21.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0309 | 2047-09-01      | 3.5000%  |  | $1094.88           | $1021.07           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ5636 | 2055-09-01      | 6.0000%  |  | $1021.06           | $1071.65           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4244 | 2055-11-01      | 5.5000%  |  | $4182.33           | $4247.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CQCA4631 | 2042-11-01      | 3.0000%  |  | $554.74            | $496.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8777 | 2052-09-01      | 5.0000%  |  | $759.09            | $753.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1183 | 2055-09-01      | 6.0000%  |  | $1280.78           | $1313.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS9102 | 2054-02-01      | 5.0000%  |  | $230.61            | $228.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5588 | 2054-05-01      | 5.5000%  |  | $4681.21           | $4771.77           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07922 G | 2044-01-01      | 3.5000%  |  | $957.29            | $899.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY6771 | 2053-07-01      | 5.0000%  |  | $25.81             | $25.59             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9848 | 2055-08-01      | 6.0000%  |  | $2969.93           | $3044.60           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTB3447 | 2056-05-01      | 6.5000%  |  | $232.62            | $249.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4680 | 2056-01-01      | 5.5000%  |  | $4845.68           | $4886.79           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  |  | $9.03              | $9.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0333 | 2048-12-01      | 4.0000%  |  | $0.51              | $0.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 U4BF0243 | 2051-06-01      | 4.0000%  |  | $331.05            | $315.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8495 | 2055-09-01      | 6.0000%  |  | $1209.07           | $1242.65           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC 06.050 FGPC T30454 G | 2038-02-01      | 6.0500%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC9983 | 2040-02-01      | 5.5000%  |  | $482.30            | $494.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF2999 | 2055-10-01      | 6.5000%  |  | $1177.94           | $1248.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF2998 | 2055-10-01      | 6.5000%  |  | $2306.26           | $2426.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1458 | 2055-10-01      | 6.0000%  |  | $1459.61           | $1518.43           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTB3480 | 2056-05-01      | 6.0000%  |  | $34.79             | $36.45             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA8217 | 2056-03-01      | 5.5000%  |  | $822.51            | $834.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA6768 | 2056-02-01      | 5.0000%  |  | $2.89              | $2.86              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3635 | 2056-01-01      | 5.5000%  |  | $2480.34           | $2507.54           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRQ0101 | 2056-03-01      | 4.5000%  |  | $5881.85           | $5660.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4405 | 2053-06-01      | 5.0000%  |  | $33.21             | $32.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2356 | 2053-05-01      | 6.0000%  |  | $444.67            | $458.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY0059 | 2053-04-01      | 5.0000%  |  | $27.49             | $27.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9114 | 2053-04-01      | 5.0000%  |  | $31.68             | $31.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9041 | 2053-04-01      | 5.0000%  |  | $39.87             | $39.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX6777 | 2053-03-01      | 5.0000%  |  | $136.12            | $135.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX6747 | 2053-03-01      | 5.0000%  |  | $398.28            | $395.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW6195 | 2052-08-01      | 5.0000%  |  | $802.00            | $812.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW4933 | 2053-05-01      | 5.0000%  |  | $61.54             | $61.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW4896 | 2053-04-01      | 5.0000%  |  | $65.85             | $65.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW3693 | 2052-07-01      | 5.0000%  |  | $731.53            | $732.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW0712 | 2052-06-01      | 5.0000%  |  | $900.00            | $891.43            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9426 | 2033-09-01      | 4.3400%  |  | $35780.46          | $35413.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP6770 | 2050-04-01      | 3.0000%  |  | $903.97            | $806.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO5794 | 2049-09-01      | 3.5000%  |  | $533.75            | $491.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN3349 | 2049-01-01      | 4.5000%  |  | $516.95            | $504.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3641 | 2048-04-01      | 4.0000%  |  | $516.75            | $492.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8233 | 2052-07-01      | 5.0000%  |  | $24.93             | $24.64             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4999 | 2053-08-01      | 5.0000%  |  | $126.78            | $125.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 DLDF1153 | 2055-09-01      | 6.5000%  |  | $712.75            | $722.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0744 | 2055-10-01      | 6.5000%  |  | $4659.30           | $4912.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0742 | 2055-10-01      | 6.0000%  |  | $4881.74           | $5055.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0778 | 2055-10-01      | 6.0000%  |  | $12090.81          | $12477.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9660 | 2055-09-01      | 6.5000%  |  | $3035.18           | $3242.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9658 | 2055-09-01      | 6.0000%  |  | $1240.89           | $1305.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8415 | 2055-06-01      | 6.5000%  |  | $4736.87           | $4940.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8973 | 2055-09-01      | 6.5000%  |  | $1.99              | $2.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAD3567 | 2038-11-01      | 7.0000%  |  | $490.27            | $520.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  |  | $348.33            | $327.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5643 | 2055-03-01      | 4.0000%  |  | $3439.81           | $3229.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5553 | 2054-12-01      | 5.5000%  |  | $1495.80           | $1508.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  |  | $280.87            | $283.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  |  | $0.79              | $0.79              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  |  | $667.02            | $674.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $0.77              | $0.76              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  |  | $719.36            | $669.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA1444 | 2033-05-01      | 2.5000%  |  | $240.66            | $226.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1307 | 2033-01-01      | 3.0000%  |  | $893.77            | $859.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4229 | 2042-01-01      | 3.5000%  |  | $931.80            | $875.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889560 | 2038-06-01      | 6.0000%  |  | $857.86            | $902.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0700 | 2055-07-01      | 5.5000%  |  | $14306.38          | $14643.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7305 | 2053-12-01      | 5.0000%  |  | $0.81              | $0.80              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6047 | 2053-10-01      | 5.0000%  |  | $60.70             | $60.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5809 | 2053-05-01      | 6.0000%  |  | $21727.98          | $22395.80          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1041 | 2052-06-01      | 3.0000%  |  | $0.71              | $0.63              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB8506 | 2036-02-01      | 2.0000%  |  | $0.93              | $0.86              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 ZLZT1230 | 2034-05-01      | 5.5000%  |  | $592.41            | $603.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0028 | 2047-01-01      | 3.0000%  |  | $0.94              | $0.86              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS9730 | 2044-07-01      | 5.0000%  |  | $508.85            | $515.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  |  | $743.39            | $708.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZA3679 | 2028-12-01      | 3.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FMAC 02.500 FGPC J24649 G | 2028-07-01      | 2.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  |  | $528.23            | $524.57            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A52621 G | 2036-10-01      | 6.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50529 G | 2036-11-01      | 6.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2281 | 2054-09-01      | 6.0000%  |  | $188.35            | $194.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  |  | $7351.08           | $7497.17           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4136 | 2056-02-01      | 5.0000%  |  | $0.96              | $0.96              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0567 | 2053-07-01      | 5.0000%  |  | $842.41            | $837.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6424 | 2055-09-01      | 6.0000%  |  | $1877.25           | $1935.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6384 | 2055-10-01      | 6.0000%  |  | $5728.03           | $5873.54           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6326 | 2055-10-01      | 6.5000%  |  | $1347.33           | $1425.20           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5267 | 2055-10-01      | 5.5000%  |  | $14870.65          | $15072.48          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4856 | 2055-10-01      | 6.0000%  |  | $1416.61           | $1470.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4520 | 2055-09-01      | 6.0000%  |  | $1690.66           | $1733.17           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4457 | 2055-09-01      | 6.5000%  |  | $1248.33           | $1308.92           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4405 | 2055-10-01      | 6.0000%  |  | $7296.92           | $7567.17           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3414 | 2055-09-01      | 6.0000%  |  | $2915.25           | $2988.55           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1811 | 2055-09-01      | 6.0000%  |  | $1341.34           | $1375.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5681 | 2053-09-01      | 6.0000%  |  | $14520.03          | $14999.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4099 | 2042-10-01      | 3.5000%  |  | $3968.31           | $3729.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8931 | 2055-09-01      | 6.0000%  |  | $1065.57           | $1106.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0367 | 2054-12-01      | 5.5000%  |  | $1050.15           | $1074.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB2669 | 2054-04-01      | 6.5000%  |  | $491.48            | $519.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAW5569 | 2044-07-01      | 4.0000%  |  | $96.58             | $93.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAU7530 | 2043-09-01      | 4.5000%  |  | $93.06             | $91.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAU7169 | 2043-09-01      | 4.0000%  |  | $515.09            | $496.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO9108 | 2037-07-01      | 3.5000%  |  | $645.88            | $613.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL8400 | 2043-08-01      | 3.0000%  |  | $849.49            | $776.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAL9993 | 2037-02-01      | 3.0000%  |  | $654.74            | $610.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CWAL5852 | 2029-09-01      | 4.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL4708 | 2043-03-01      | 4.0000%  |  | $62.70             | $60.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL2066 | 2041-04-01      | 4.5000%  |  | $644.27            | $640.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI8818 | 2041-08-01      | 5.0000%  |  | $355.88            | $360.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  |  | $867.21            | $884.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8329 | 2052-12-01      | 5.5000%  |  | $5728.45           | $5801.57           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $10891.67          | $10901.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6766 | 2052-02-01      | 2.5000%  |  | $1239.71           | $1060.91           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA1300 | 2049-08-01      | 5.5000%  |  | $851.83            | $878.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH7924 | 2054-01-01      | 7.0000%  |  | $896.81            | $965.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA5164 | 2052-04-01      | 2.5000%  |  | $2.96              | $2.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3353 | 2053-11-01      | 5.5000%  |  | $18036.48          | $18241.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3567 | 2055-11-01      | 5.5000%  |  | $1.03              | $1.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA0910 | 2053-08-01      | 5.0000%  |  | $425.80            | $423.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7423 | 2053-11-01      | 5.5000%  |  | $712.88            | $727.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1098 | 2055-08-01      | 6.0000%  |  | $4025.98           | $4127.21           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY6656 | 2055-06-01      | 6.0000%  |  | $11464.51          | $11868.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2139 | 2054-12-01      | 6.0000%  |  | $767.10            | $794.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD7783 | 2040-07-01      | 5.5000%  |  | $782.56            | $805.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBK1872 | 2038-04-01      | 4.0000%  |  | $791.46            | $764.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4288 | 2038-01-01      | 4.0000%  |  | $548.56            | $529.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD6369 | 2046-09-01      | 3.0000%  |  | $1069.78           | $968.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBD5037 | 2047-02-01      | 4.0000%  |  | $601.46            | $574.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB0714 | 2041-12-01      | 2.0000%  |  | $618.31            | $538.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1533 | 2052-04-01      | 3.0000%  |  | $894.56            | $792.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $795.89            | $778.87            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P58016 G | 2037-08-01      | 6.0000%  |  | $522.95            | $532.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV2323 | 2028-12-01      | 3.5000%  |  | $470.66            | $467.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB9174 | 2043-05-01      | 3.0000%  |  | $1113.24           | $1017.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CQAL7846 | 2045-08-01      | 4.5000%  |  | $552.50            | $544.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ9997 | 2048-06-01      | 4.5000%  |  | $2079.76           | $2032.15           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q56806 G | 2048-06-01      | 4.0000%  |  | $1099.68           | $1045.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV2629 | 2052-07-01      | 5.0000%  |  | $842.18            | $846.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD3501 | 2053-05-01      | 6.5000%  |  | $3001.68           | $3218.03           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6374 | 2055-10-01      | 6.5000%  |  | $1145.22           | $1209.72           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4454 | 2055-09-01      | 6.5000%  |  | $1291.15           | $1359.86           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4779 | 2055-10-01      | 6.5000%  |  | $563.19            | $597.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG7165 | 2053-07-01      | 5.0000%  |  | $41.09             | $40.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW5282 | 2053-05-01      | 5.0000%  |  | $27.38             | $27.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6311 | 2053-05-01      | 5.0000%  |  | $407.19            | $404.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB6281 | 2053-05-01      | 7.0000%  |  | $740.38            | $801.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB6277 | 2053-05-01      | 7.0000%  |  | $779.59            | $847.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6258 | 2053-05-01      | 5.5000%  |  | $22720.84          | $23141.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3905 | 2052-06-01      | 3.5000%  |  | $1091.89           | $995.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA8260 | 2050-12-01      | 3.5000%  |  | $651.16            | $599.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7049 | 2050-09-01      | 3.0000%  |  | $4954.46           | $4450.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5816 | 2048-04-01      | 3.5000%  |  | $4066.23           | $3799.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  |  | $9918.65           | $9179.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3088 | 2049-02-01      | 4.5000%  |  | $973.31            | $953.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2465 | 2048-10-01      | 4.0000%  |  | $0.94              | $0.89              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY5875 | 2053-06-01      | 5.0000%  |  | $61.18             | $60.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4836 | 2053-06-01      | 6.5000%  |  | $666.11            | $703.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4222 | 2053-06-01      | 5.0000%  |  | $28.15             | $27.91             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG7548 | 2053-08-01      | 6.5000%  |  | $741.97            | $791.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3208 | 2053-05-01      | 6.5000%  |  | $707.12            | $756.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG2794 | 2053-05-01      | 5.0000%  |  | $45.50             | $45.16             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG2402 | 2053-05-01      | 6.5000%  |  | $538.87            | $574.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF6931 | 2053-02-01      | 5.0000%  |  | $511.42            | $507.60            | Agency Mortgage-Backed Securities         |

### Security 124: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.640%, 7/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 3.9700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **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 7/8 BOND 43        | 2043-05-15      | 3.8750%  |  | $190.98            | $168.16            | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  |  | $5837.94           | $4687.80           | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $2035.86           | $1709.41           | U.S. Treasuries (including strips) |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $29469.00          | $20952.25          | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $79157.82          | $64908.10          | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $87777.78          | $60272.33          | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $9643.26           | $7053.61           | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $15036.60          | $9056.05           | U.S. Treasuries (including strips) |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $13376.88          | $9206.44           | U.S. Treasuries (including strips) |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $69075.36          | $39326.58          | U.S. Treasuries (including strips) |
| USTR BILL 07/28/26        | 2026-07-28      | 0.0000%  |  | $58.44             | $58.09             | U.S. Treasuries (including strips) |
| USTR BILL 07/21/26        | 2026-07-21      | 0.0000%  |  | $2168.76           | $2157.22           | U.S. Treasuries (including strips) |
| USTR BILL 07/14/26        | 2026-07-14      | 0.0000%  |  | $388.50            | $386.71            | U.S. Treasuries (including strips) |
| USTR BILL 10/22/26        | 2026-10-22      | 0.0000%  |  | $122.40            | $120.59            | U.S. Treasuries (including strips) |
| USTR BILL 10/15/26        | 2026-10-15      | 0.0000%  |  | $38721.96          | $38179.47          | U.S. Treasuries (including strips) |
| USTR BILL 09/17/26        | 2026-09-17      | 0.0000%  |  | $55.92             | $55.30             | U.S. Treasuries (including strips) |
| USTR BILL 06/30/26        | 2026-06-30      | 0.0000%  |  | $222.60            | $221.88            | U.S. Treasuries (including strips) |
| USTR BILL 06/23/26        | 2026-06-23      | 0.0000%  |  | $420.18            | $419.13            | U.S. Treasuries (including strips) |
| USTR BILL 06/09/26        | 2026-06-09      | 0.0000%  |  | $825.66            | $824.74            | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $53543.22          | $38832.06          | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $135086.88         | $83781.50          | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  |  | $14377.62          | $9974.75           | U.S. Treasuries (including strips) |
| USTR BILL 08/11/26        | 2026-08-11      | 0.0000%  |  | $657.18            | $652.34            | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $5951.76           | $5229.03           | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $5.88              | $4.32              | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  |  | $29177.22          | $21788.93          | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $5099.52           | $3769.19           | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  |  | $46724.82          | $32719.86          | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  |  | $1222.92           | $867.21            | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $4280.58           | $3198.80           | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $1386.30           | $905.27            | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  |  | $6072.48           | $4194.93           | U.S. Treasuries (including strips) |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $367.44            | $279.56            | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44        | 2044-08-15      | 3.1250%  |  | $27646.68          | $21736.33          | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $46095.48          | $37414.69          | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $2336.94           | $1993.22           | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $3565.44           | $3070.24           | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  |  | $2148.96           | $1640.31           | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  |  | $88918.86          | $71434.97          | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $54167.82          | $40946.49          | U.S. Treasuries (including strips) |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  |  | $5607.24           | $4439.66           | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  |  | $1784.52           | $1450.57           | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  |  | $1328.70           | $1188.46           | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41        | 2041-05-15      | 4.3750%  |  | $36.60             | $34.97             | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  |  | $452.76            | $457.05            | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $1672.62           | $1582.85           | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  |  | $16135.62          | $11334.08          | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $938.76            | $798.23            | U.S. Treasuries (including strips) |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $11589.84          | $11648.50          | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  |  | $419.10            | $264.92            | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  |  | $76671.48          | $68417.99          | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 27        | 2027-11-15      | 6.1250%  |  | $1661.70           | $1716.27           | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $9280.98           | $8909.93           | U.S. Treasuries (including strips) |
| USTR 5 3/8 BOND 31        | 2031-02-15      | 5.3750%  |  | $4012.38           | $4283.95           | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $7925.88           | $7572.06           | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  |  | $120807.30         | $89934.42          | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  |  | $2625.06           | $2510.75           | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 42        | 2042-02-15      | 3.1250%  |  | $5339.04           | $4361.01           | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $73903.98          | $74911.45          | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  |  | $276.24            | $203.86            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 37        | 2037-02-15      | 4.7500%  |  | $817.50            | $849.20            | U.S. Treasuries (including strips) |
| USTR BILL 06/18/26        | 2026-06-18      | 0.0000%  |  | $2253.48           | $2248.95           | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $8087.64           | $7783.23           | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $12000.00          | $9069.98           | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  |  | $10065.42          | $6456.04           | U.S. Treasuries (including strips) |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $4764.42           | $4286.78           | U.S. Treasuries (including strips) |
| USTR BILL 10/08/26        | 2026-10-08      | 0.0000%  |  | $407.28            | $401.89            | U.S. Treasuries (including strips) |
| USTR BILL 08/04/26        | 2026-08-04      | 0.0000%  |  | $2111.40           | $2097.23           | U.S. Treasuries (including strips) |
| USTR 5 1/4 BOND 29        | 2029-02-15      | 5.2500%  |  | $11.04             | $11.57             | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $2273.46           | $2190.90           | U.S. Treasuries (including strips) |
| USTR BILL 11/27/26        | 2026-11-27      | 0.0000%  |  | $239.10            | $234.70            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $9833.82           | $9461.43           | U.S. Treasuries (including strips) |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  |  | $1979.58           | $1790.24           | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $5689.14           | $4514.36           | U.S. Treasuries (including strips) |
| USTR 5 BOND 37            | 2037-05-15      | 5.0000%  |  | $1146.06           | $1202.46           | U.S. Treasuries (including strips) |
| USTR BILL 08/25/26        | 2026-08-25      | 0.0000%  |  | $28.50             | $28.25             | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $26460.12          | $26475.83          | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  |  | $28419.78          | $24366.39          | U.S. Treasuries (including strips) |
| USTR BILL 06/11/26        | 2026-06-11      | 0.0000%  |  | $1758.00           | $1755.71           | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $3447.90           | $2008.23           | U.S. Treasuries (including strips) |
| USTR BILL 09/10/26        | 2026-09-10      | 0.0000%  |  | $402.36            | $398.20            | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  |  | $5469.90           | $5463.53           | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-11-15      | 3.0000%  |  | $1213.14           | $910.49            | U.S. Treasuries (including strips) |
| USTR BILL 09/01/26        | 2026-09-01      | 0.0000%  |  | $86453.46          | $85631.29          | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  |  | $820.20            | $559.54            | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 40        | 2040-08-15      | 3.8750%  |  | $2679.60           | $2461.98           | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $5444.94           | $5140.78           | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  |  | $660742.74         | $660493.03         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  |  | $14625.72          | $14568.92          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $218928.00         | $217639.32         | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/27     | 2027-04-30      | 3.7880%  |  | $13.14             | $13.19             | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $307.32            | $191.35            | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  |  | $463.92            | $257.51            | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $84462.60          | $43700.71          | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $168.06            | $105.49            | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  |  | $96797.52          | $60381.42          | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  |  | $178704.72         | $87333.76          | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $11977.92          | $8450.58           | U.S. Treasuries (including strips) |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $29192.04          | $21359.87          | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $10062.36          | $7824.20           | U.S. Treasuries (including strips) |
| USTR BILL 08/27/26        | 2026-08-27      | 0.0000%  |  | $13.14             | $13.02             | U.S. Treasuries (including strips) |
| USTR BILL 08/20/26        | 2026-08-20      | 0.0000%  |  | $709.14            | $703.26            | U.S. Treasuries (including strips) |
| USTR BILL 06/02/26        | 2026-06-02      | 0.0000%  |  | $584.52            | $584.29            | U.S. Treasuries (including strips) |
| USTR BILL 07/30/26        | 2026-07-30      | 0.0000%  |  | $334.44            | $332.36            | U.S. Treasuries (including strips) |
| USTR BILL 01/21/27        | 2027-01-21      | 0.0000%  |  | $402.90            | $393.36            | U.S. Treasuries (including strips) |
| USTR BILL 12/24/26        | 2026-12-24      | 0.0000%  |  | $1322.34           | $1294.76           | U.S. Treasuries (including strips) |
| USTR BILL 06/04/26        | 2026-06-04      | 0.0000%  |  | $118.74            | $118.67            | U.S. Treasuries (including strips) |
| USTR BILL 10/01/26        | 2026-10-01      | 0.0000%  |  | $489.90            | $483.74            | U.S. Treasuries (including strips) |
| USTR BILL 09/03/26        | 2026-09-03      | 0.0000%  |  | $627.06            | $620.98            | U.S. Treasuries (including strips) |
| USTR BILL 08/06/26        | 2026-08-06      | 0.0000%  |  | $461.46            | $458.28            | U.S. Treasuries (including strips) |
| USTR BILL 07/09/26        | 2026-07-09      | 0.0000%  |  | $3555.48           | $3540.80           | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $68954.10          | $63766.13          | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $181301.22         | $185099.62         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $98504.40          | $101277.69         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  |  | $213044.40         | $216001.79         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 46        | 2046-02-15      | 4.6250%  |  | $490.80            | $474.73            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 56        | 2056-02-15      | 4.7500%  |  | $335.34            | $327.46            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  |  | $1234.86           | $1167.29           | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  |  | $6607.86           | $6447.85           | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $6458.58           | $6371.81           | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $43548.84          | $41817.19          | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $1790.34           | $1606.57           | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 40        | 2040-05-15      | 4.3750%  |  | $4254.00           | $4101.48           | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $15002.94          | $15046.46          | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 39        | 2039-11-15      | 4.3750%  |  | $1752.42           | $1696.41           | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $0.36              | $0.36              | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $0.66              | $0.64              | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 38        | 2038-02-15      | 4.3750%  |  | $1218.78           | $1219.86           | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  |  | $3798.78           | $3882.39           | U.S. Treasuries (including strips) |
| USTR 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  |  | $11.22             | $12.11             | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 29        | 2029-08-15      | 6.1250%  |  | $923.16            | $995.00            | U.S. Treasuries (including strips) |
| USTR 5 1/4 BOND 28        | 2028-11-15      | 5.2500%  |  | $1445.10           | $1488.29           | U.S. Treasuries (including strips) |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  |  | $1385.52           | $1449.51           | U.S. Treasuries (including strips) |
| USTR 6 3/8 BOND 27        | 2027-08-15      | 6.3750%  |  | $4108.98           | $4301.81           | U.S. Treasuries (including strips) |
| USTR 6 5/8 BOND 27        | 2027-02-15      | 6.6250%  |  | $361.68            | $375.58            | U.S. Treasuries (including strips) |
| USTR 6 1/2 BOND 26        | 2026-11-15      | 6.5000%  |  | $647.64            | $657.15            | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $29611.56          | $26563.90          | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $599.64            | $587.80            | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $6219.42           | $5896.68           | U.S. Treasuries (including strips) |
| USTR 6 3/4 BOND 26        | 2026-08-15      | 6.7500%  |  | $1122.00           | $1150.36           | U.S. Treasuries (including strips) |
| USTR BILL 09/22/26        | 2026-09-22      | 0.0000%  |  | $917.88            | $907.17            | U.S. Treasuries (including strips) |
| USTR BILL 09/15/26        | 2026-09-15      | 0.0000%  |  | $2341.62           | $2315.96           | U.S. Treasuries (including strips) |
| USTR BILL 11/12/26        | 2026-11-12      | 0.0000%  |  | $448.56            | $440.99            | U.S. Treasuries (including strips) |
| USTR BILL 05/13/27        | 2027-05-13      | 0.0000%  |  | $1548.90           | $1494.30           | U.S. Treasuries (including strips) |
| USTR BILL 08/18/26        | 2026-08-18      | 0.0000%  |  | $763.08            | $756.91            | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $79776.54          | $72651.21          | U.S. Treasuries (including strips) |
| GNMA GNII SF MB0557 M     | 2055-08-20      | 6.0000%  |  | $26300.28          | $26927.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG7968 | 2056-04-01      | 5.0000%  |  | $0.60              | $0.60              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG1950 | 2056-04-01      | 5.0000%  |  | $0.60              | $0.60              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG4279 | 2056-04-01      | 5.5000%  |  | $0.60              | $0.61              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA2869 | 2055-08-01      | 6.5000%  |  | $1862.69           | $1977.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA2865 | 2055-07-01      | 6.5000%  |  | $1.52              | $1.62              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG8341 | 2056-04-01      | 5.5000%  |  | $0.60              | $0.61              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG7778 | 2056-05-01      | 6.0000%  |  | $0.60              | $0.62              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG6664 | 2056-04-01      | 5.5000%  |  | $0.60              | $0.61              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4337 | 2056-04-01      | 5.0000%  |  | $0.60              | $0.60              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4273 | 2056-04-01      | 5.0000%  |  | $1214.71           | $1206.44           | Agency Mortgage-Backed Securities  |

### Security 125: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.710%, 9/28/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $300000.00
- **C.18.a - Value (excl. sponsor support):** $300000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 3/8 NOTE C 34 | 2034-05-15      | 4.3750%  |  | $86340.61          | $86585.33          | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27 | 2027-07-31      | 0.3750%  |  | $0.04              | $0.04              | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN A 35 | 2035-01-15      | 2.1250%  |  | $36810.65          | $37575.25          | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 34 | 2034-07-15      | 1.8750%  |  | $38478.81          | $38777.70          | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34     | 2034-02-15      | 4.0000%  |  | $41907.54          | $41446.02          | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33 | 2033-11-15      | 4.5000%  |  | $30509.27          | $30888.71          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33 | 2033-08-15      | 3.8750%  |  | $52033.22          | $51192.50          | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30     | 2030-02-28      | 4.0000%  |  | $2906.36           | $2922.97           | U.S. Treasuries (including strips) |
| USTR 4 BOND 52       | 2052-11-15      | 4.0000%  |  | $11226.79          | $9546.12           | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE P 31 | 2031-08-31      | 3.7500%  |  | $170.81            | $168.82            | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32 | 2032-01-15      | 0.1250%  |  | $13861.61          | $12730.51          | U.S. Treasuries (including strips) |

### Security 126: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.670%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR BILL 04/15/27    | 2027-04-15      | 0.0000%  |  | $546.89            | $529.16            | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  |  | $98011.76          | $99056.66          | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  |  | $114670.16         | $116776.61         | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BC 26 | 2026-05-31      | 4.8750%  |  | $3384.63           | $3465.77           | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  |  | $289714.24         | $287835.81         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  |  | $1317.32           | $1337.59           | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29      | 2029-01-31      | 4.0000%  |  | $3986.84           | $4031.01           | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  |  | $0.05              | $0.05              | U.S. Treasuries (including strips) |
| USTR BILL 10/29/26    | 2026-10-29      | 0.0000%  |  | $1725.32           | $1698.63           | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Federated Hermes Insurance Series

**Date:** 2026-06-05

**By:** Stephen Van Meter

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

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