# EDGAR Filing Document

**Accession Number:** 0000912577
**File Stem:** 0001193125-26-040390
**Filing Date:** 2026-2
**Character Count:** 548869
**Document Hash:** 0cb4de1726b3fe6b2847b02edbd170f1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-040390.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001193125-26-040390

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**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:** 26605363

**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):** 2026-01-30

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

**CIK Number of Registrant:** 0000912577

**LEI of Registrant:** 254900PGYAB5I8WZFV72

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

**LEI of Series:** 254900P826KPVQ1HK209

**EDGAR Series Identifier:** S000009743

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 43 days

- **WAL:** 99 days

- **Total Value of Portfolio Securities:** $74104500.36

- **Amortized Cost of Portfolio Securities:** $74093805.08

- **Cash:** $109.15

- **Total Other Assets:** $120943.92

- **Total Liabilities:** $358281.06

- **Net Assets of Series:** $73856576.51

- **Number of Shares Outstanding (Series):** 73855886.7800

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $52909774.34              | $64459581.56               | 70.4100%                  | 85.7800%                   |
| 2026-01-05 | $54362438.02              | $64562277.81               | 72.6000%                  | 86.2200%                   |
| 2026-01-06 | $53658633.68              | $64358489.49               | 71.8500%                  | 86.1800%                   |
| 2026-01-07 | $54120258.98              | $65320130.82               | 72.5000%                  | 87.5100%                   |
| 2026-01-08 | $53328537.81              | $64528425.66               | 71.1500%                  | 86.0900%                   |
| 2026-01-09 | $53010196.99              | $63910132.91               | 71.0200%                  | 85.6200%                   |
| 2026-01-12 | $54903214.30              | $64303166.24               | 72.9300%                  | 85.4200%                   |
| 2026-01-13 | $51727718.46              | $63127686.42               | 69.7100%                  | 85.0700%                   |
| 2026-01-14 | $51298940.89              | $62948924.87               | 69.3000%                  | 85.0300%                   |
| 2026-01-15 | $51476203.78              | $62976203.78               | 69.5100%                  | 85.0400%                   |
| 2026-01-16 | $54511510.58              | $64511510.58               | 72.3800%                  | 85.6600%                   |
| 2026-01-20 | $51422682.59              | $63672682.59               | 69.3100%                  | 85.8200%                   |
| 2026-01-21 | $51376595.20              | $63626595.20               | 69.2900%                  | 85.8100%                   |
| 2026-01-22 | $52091686.24              | $64341686.24               | 69.4900%                  | 85.8300%                   |
| 2026-01-23 | $52656415.51              | $64704543.51               | 70.3300%                  | 86.4200%                   |
| 2026-01-26 | $56016582.49              | $65939741.69               | 73.6600%                  | 86.7100%                   |
| 2026-01-27 | $53263078.68              | $65186269.08               | 70.7400%                  | 86.5800%                   |
| 2026-01-28 | $54214707.23              | $65137928.83               | 72.0500%                  | 86.5700%                   |
| 2026-01-29 | $55776557.37              | $64199810.17               | 75.2200%                  | 86.5800%                   |
| 2026-01-30 | $52934852.99              | $64233168.19               | 71.3300%                  | 86.5500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.8600%             |
| 2026-01-05 | 3.8600%             |
| 2026-01-06 | 3.8500%             |
| 2026-01-07 | 3.8300%             |
| 2026-01-08 | 3.8100%             |
| 2026-01-09 | 3.8000%             |
| 2026-01-12 | 3.7700%             |
| 2026-01-13 | 3.7700%             |
| 2026-01-14 | 3.7700%             |
| 2026-01-15 | 3.7700%             |
| 2026-01-16 | 3.7700%             |
| 2026-01-20 | 3.7700%             |
| 2026-01-21 | 3.7700%             |
| 2026-01-22 | 3.7600%             |
| 2026-01-23 | 3.7600%             |
| 2026-01-26 | 3.7600%             |
| 2026-01-27 | 3.7600%             |
| 2026-01-28 | 3.7600%             |
| 2026-01-29 | 3.7600%             |
| 2026-01-30 | 3.7600%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0002                      |
|  |  |
| 2026-01-05 | 1.0002                      |
|  |  |
| 2026-01-06 | 1.0002                      |
|  |  |
| 2026-01-07 | 1.0002                      |
|  |  |
| 2026-01-08 | 1.0002                      |
|  |  |
| 2026-01-09 | 1.0002                      |
|  |  |
| 2026-01-12 | 1.0002                      |
|  |  |
| 2026-01-13 | 1.0002                      |
|  |  |
| 2026-01-14 | 1.0002                      |
|  |  |
| 2026-01-15 | 1.0002                      |
|  |  |
| 2026-01-16 | 1.0001                      |
|  |  |
| 2026-01-20 | 1.0001                      |
|  |  |
| 2026-01-21 | 1.0001                      |
|  |  |
| 2026-01-22 | 1.0001                      |
|  |  |
| 2026-01-23 | 1.0001                      |
|  |  |
| 2026-01-26 | 1.0001                      |
|  |  |
| 2026-01-27 | 1.0002                      |
|  |  |
| 2026-01-28 | 1.0001                      |
|  |  |
| 2026-01-29 | 1.0001                      |
|  |  |
| 2026-01-30 | 1.0002                      |
|  |  |

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

### Class: Service Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $73856576.51

- **Number of Shares Outstanding:** 73855886.7800

- **Expense Reimbursement/Waiver:** 2509.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $620015.93                | $10866.85               |
| 2026-01-05 | $763.56                   | $717872.44              |
| 2026-01-06 | $256151.60                | $16033.38               |
| 2026-01-07 | $16768.42                 | $311154.34              |
| 2026-01-08 | $154.57                   | $33781.52               |
| 2026-01-09 | $5002.92                  | $38711.65               |
| 2026-01-12 | $396.38                   | $320038.63              |
| 2026-01-13 | $4504.10                  | $83269.89               |
| 2026-01-14 | $1275.49                  | $36126.48               |
| 2026-01-15 | $147.94                   | $55423.97               |
| 2026-01-16 | $46457.45                 | $259702.04              |
| 2026-01-20 | $8630.34                  | $9220.35                |
| 2026-01-21 | $1807.62                  | $53312.20               |
| 2026-01-22 | $375801.77                | $27508.93               |
| 2026-01-23 | $3057.67                  | $26371.55               |
| 2026-01-26 | $229986.42                | $15726.88               |
| 2026-01-27 | $3565.26                  | $19763.37               |
| 2026-01-28 | $66966.28                 | $17588.10               |
| 2026-01-29 | $9855.93                  | $28426.45               |
| 2026-01-30 | $253.73                   | $9936.31                |

**Total Gross Subscriptions (Month):** $1651563.38

**Total Gross Redemptions (Month):** $2090835.33

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.2300%           |
| 2026-01-05 | 3.2200%           |
| 2026-01-06 | 3.2100%           |
| 2026-01-07 | 3.2000%           |
| 2026-01-08 | 3.1800%           |
| 2026-01-09 | 3.1700%           |
| 2026-01-12 | 3.1400%           |
| 2026-01-13 | 3.1400%           |
| 2026-01-14 | 3.1400%           |
| 2026-01-15 | 3.1400%           |
| 2026-01-16 | 3.1400%           |
| 2026-01-20 | 3.1300%           |
| 2026-01-21 | 3.1300%           |
| 2026-01-22 | 3.1300%           |
| 2026-01-23 | 3.1300%           |
| 2026-01-26 | 3.1200%           |
| 2026-01-27 | 3.1200%           |
| 2026-01-28 | 3.1200%           |
| 2026-01-29 | 3.1200%           |
| 2026-01-30 | 3.1200%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 26.8300%         | 0.0000%              |
| Insurance company |  | 17.5300%         | 0.0000%              |
| Insurance company |  | 10.0900%         | 0.0000%              |
| Insurance company |  | 11.8000%         | 0.0000%              |
| Insurance company |  | 15.6300%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  3.680%, 2/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 00699Q009, C.3 - LEI: BFXS5XCH7N0Y05NIXW11
- **C.18 - Value (incl. sponsor support):** $12000000.00
- **C.18.a - Value (excl. sponsor support):** $12000000.00
- **C.19 - Percentage of Net Assets:** 16.2500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $128564.91         | $124682.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK2561 | 2048-03-01      | 4.5000%  |  | $1650.94           | $1658.87           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  |  | $46020.70          | $45055.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $1481.78           | $1537.89           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $697030.93         | $620771.33         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $485338.49         | $489307.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $13994.74          | $12690.80          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0457 | 2047-09-01      | 3.5000%  |  | $21028.69          | $19996.90          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3263 | 2030-04-01      | 4.7200%  |  | $110763.02         | $113912.26         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1615 | 2029-08-01      | 4.6600%  |  | $493680.00         | $506061.44         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1725 | 2029-10-01      | 4.3800%  |  | $1232687.38        | $1254590.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $19218.16          | $19420.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV7735 | 2052-04-01      | 3.0000%  |  | $247019.75         | $223430.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBU5438 | 2054-12-01      | 5.0000%  |  | $330114.12         | $332211.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBT7946 | 2052-11-01      | 5.5000%  |  | $36037.43          | $37436.56          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $40271.81          | $41665.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $76093.20          | $73716.14          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  |  | $827977.50         | $842052.75         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5495 | 2030-11-01      | 4.4800%  |  | $75727.54          | $77199.60          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $322196.08         | $332369.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $483657.43         | $487612.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $740426.10         | $732988.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $88453.21          | $91059.89          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8312 | 2054-04-01      | 5.0000%  |  | $104256.44         | $105532.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR1341 | 2051-02-01      | 2.0000%  |  | $20566.54          | $17171.85          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $202901.21         | $176832.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU6494 | 2052-01-01      | 2.5000%  |  | $226934.75         | $197104.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV0872 | 2052-01-01      | 2.5000%  |  | $247018.45         | $215261.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $71124.28          | $71841.34          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  |  | $215344.36         | $204378.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  |  | $96743.00          | $90035.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $59431.44          | $61724.87          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE4964 | 2052-06-01      | 5.0000%  |  | $36847.18          | $37551.99          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $18763.93          | $16738.86          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $551795.06         | $561469.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA3686 | 2055-11-01      | 5.5000%  |  | $49174.13          | $50639.00          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $491062.10         | $459876.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQD9834 | 2052-04-01      | 3.5000%  |  | $266122.78         | $250298.71         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q60297 G | 2048-12-01      | 4.0000%  |  | $103603.81         | $101310.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $199916.93         | $203406.43         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $43717.58          | $44236.41          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3VZN0625 | 2043-02-01      | 3.5000%  |  | $5333.04           | $5091.46           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL2968 | 2042-04-01      | 3.5000%  |  | $5441.95           | $5222.99           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ3578 | 2055-03-01      | 6.0000%  |  | $43.93             | $45.69             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3547 | 2055-10-01      | 5.5000%  |  | $385001.74         | $399037.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCC1187 | 2055-10-01      | 4.5000%  |  | $14998.44          | $14822.30          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0599 | 2055-06-01      | 6.5000%  |  | $3502.13           | $3682.22           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $1169296.59        | $1177514.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB7634 | 2053-12-01      | 7.0000%  |  | $48496.21          | $51406.90          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $312422.73         | $323616.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  |  | $2443.21           | $2530.73           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $400843.84         | $407843.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $96281.19          | $98307.70          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $250574.18         | $249312.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $196269.59         | $177833.14         | Agency Mortgage-Backed Securities |

### Security 2: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.670%, 2/9/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC 05.500 FGPC V80890 G  | 2039-12-01      | 5.5000%  |  | $57.73             | $60.33             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q15239 G  | 2043-02-01      | 3.0000%  |  | $344.16            | $319.66            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q13691 G  | 2042-12-01      | 3.0000%  |  | $268.54            | $249.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788277 C      | 2055-11-20      | 6.5000%  |  | $9620.68           | $9926.73           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788238 M      | 2052-05-20      | 3.0000%  |  | $683.40            | $619.46            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786577 C      | 2053-03-20      | 5.0000%  |  | $755.34            | $761.03            | Agency Mortgage-Backed Securities         |
| GNMA GNII AP 784648 M      | 2048-11-20      | 3.0000%  |  | $663.26            | $601.52            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08827 G  | 2048-07-01      | 4.5000%  |  | $127.34            | $127.48            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07098 G  | 2042-07-01      | 3.5000%  |  | $124.96            | $119.79            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05073 G  | 2039-01-01      | 5.5000%  |  | $4.01              | $4.20              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G03969 G  | 2038-02-01      | 6.0000%  |  | $19.06             | $20.24             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G03551 G  | 2037-11-01      | 6.0000%  |  | $60.56             | $64.28             | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G04173 G  | 2037-12-01      | 6.5000%  |  | $2.96              | $3.15              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G02648 G  | 2036-12-01      | 5.5000%  |  | $30.22             | $31.71             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A79180 G  | 2037-10-01      | 6.0000%  |  | $22.40             | $23.06             | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A66740 G  | 2037-10-01      | 6.5000%  |  | $8.35              | $8.91              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A62706 G  | 2037-06-01      | 6.0000%  |  | $0.01              | $0.02              | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC D97671 G  | 2028-03-01      | 6.5000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN1295  | 2048-11-01      | 4.0000%  |  | $10.37             | $10.14             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G61578 G  | 2048-08-01      | 4.5000%  |  | $857.10            | $859.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4612  | 2031-07-01      | 4.5000%  |  | $26.39             | $26.53             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 581589 X      | 2032-10-15      | 6.0000%  |  | $115.67            | $119.26            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 602837 X      | 2033-02-15      | 6.0000%  |  | $3.33              | $3.42              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY1184 X      | 2046-11-15      | 2.5000%  |  | $79.87             | $69.98             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9788 C      | 2055-12-20      | 6.5000%  |  | $1360.12           | $1411.42           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8624 C      | 2055-12-20      | 6.0000%  |  | $711.24            | $729.60            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7941 C      | 2055-12-20      | 5.5000%  |  | $2041.32           | $2095.59           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7940 C      | 2055-11-20      | 5.5000%  |  | $597.06            | $614.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE0801  | 2039-09-01      | 6.0000%  |  | $112.20            | $118.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD9720  | 2040-08-01      | 5.5000%  |  | $113.64            | $117.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5025  | 2040-08-01      | 5.5000%  |  | $62.15             | $64.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA4629  | 2037-06-01      | 3.0000%  |  | $159.67            | $153.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4601  | 2037-05-01      | 1.5000%  |  | $116.39            | $105.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4566  | 2037-03-01      | 1.5000%  |  | $845.65            | $765.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA4538  | 2037-02-01      | 3.0000%  |  | $386.32            | $372.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3937  | 2050-02-01      | 3.0000%  |  | $110.93            | $99.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3934  | 2040-02-01      | 3.0000%  |  | $34.23             | $32.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3871  | 2049-12-01      | 3.0000%  |  | $124.02            | $111.80            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5349 C      | 2065-11-20      | 6.5000%  |  | $1462.55           | $1527.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5348 C      | 2065-11-20      | 7.0000%  |  | $1889.56           | $1972.44           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A90726 G  | 2040-01-01      | 5.5000%  |  | $187.70            | $195.72            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A89607 G  | 2039-11-01      | 5.5000%  |  | $35.07             | $36.45             | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC C01151 G  | 2031-03-01      | 6.5000%  |  | $0.12              | $0.13              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC C91112 G  | 2027-10-01      | 6.0000%  |  | $0.81              | $0.84              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08716 G  | 2046-08-01      | 3.5000%  |  | $1976.20           | $1888.88           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08732 G  | 2046-11-01      | 3.0000%  |  | $556.87            | $508.85            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08687 G  | 2046-01-01      | 3.5000%  |  | $11.85             | $11.27             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A83727 G  | 2033-09-01      | 5.5000%  |  | $83.22             | $84.93             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C09068 G  | 2044-11-01      | 3.5000%  |  | $0.78              | $0.74              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C04060 G  | 2042-06-01      | 3.5000%  |  | $205.48            | $196.25            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C04482 G  | 2043-02-01      | 3.0000%  |  | $48.38             | $44.99             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G61985 G  | 2047-10-01      | 3.0000%  |  | $2787.17           | $2547.72           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7997 C      | 2055-07-20      | 6.0000%  |  | $617.15            | $633.40            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ5978        | 2060-09-15      | 5.6500%  |  | $392.10            | $403.46            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ5809        | 2067-09-15      | 5.6000%  |  | $2591.80           | $2671.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6442 C      | 2055-04-20      | 6.5000%  |  | $604.40            | $642.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6440 C      | 2055-03-20      | 6.5000%  |  | $596.76            | $634.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6438 C      | 2055-03-20      | 6.5000%  |  | $709.59            | $754.70            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G60384 G  | 2045-12-01      | 4.5000%  |  | $18.71             | $18.84             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G60344 G  | 2045-12-01      | 4.0000%  |  | $48.31             | $47.54             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA0800  | 2049-07-01      | 3.0000%  |  | $101.73            | $91.92             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q58591 G  | 2048-09-01      | 5.0000%  |  | $131.38            | $134.50            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G67711 G  | 2048-03-01      | 4.0000%  |  | $432.47            | $423.73            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q61236 G  | 2049-02-01      | 4.0000%  |  | $436.28            | $426.59            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6436 C      | 2055-03-20      | 6.5000%  |  | $622.17            | $661.73            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6434 C      | 2055-03-20      | 6.5000%  |  | $706.67            | $751.60            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF9922 C      | 2054-12-20      | 5.5000%  |  | $602.81            | $620.39            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF6555        | 2067-09-15      | 5.8300%  |  | $0.53              | $0.56              | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DE0020        | 2064-12-15      | 5.9800%  |  | $599.47            | $625.08            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD6592 C      | 2054-08-20      | 7.0000%  |  | $599.33            | $626.67            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD2851 C      | 2054-07-20      | 7.0000%  |  | $582.01            | $607.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD2827 C      | 2054-07-20      | 7.0000%  |  | $596.09            | $623.65            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7218        | 2067-05-15      | 5.5500%  |  | $599.49            | $619.44            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CV9792 X      | 2053-06-15      | 6.0000%  |  | $731.72            | $753.57            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AQ0483 X      | 2046-03-15      | 4.5000%  |  | $26.93             | $26.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM1695  | 2031-03-01      | 2.5000%  |  | $7.40              | $7.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2549  | 2046-03-01      | 3.5000%  |  | $221.75            | $210.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7424 M      | 2051-06-20      | 5.5000%  |  | $1144.13           | $1183.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3537  | 2048-12-01      | 4.5000%  |  | $3.71              | $3.70              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q31356 G  | 2045-02-01      | 3.5000%  |  | $4.32              | $4.12              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6573  | 2046-01-01      | 3.5000%  |  | $138.42            | $131.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO1607  | 2038-09-01      | 3.0000%  |  | $81.50             | $78.51             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003306 M      | 2032-11-20      | 5.5000%  |  | $6.25              | $6.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL0808  | 2040-05-01      | 6.5000%  |  | $5.97              | $6.36              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G06784 G  | 2041-10-01      | 3.5000%  |  | $209.23            | $201.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5671  | 2050-05-01      | 3.5000%  |  | $236.32            | $224.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3883  | 2043-12-01      | 3.5000%  |  | $39.10             | $37.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB0947  | 2036-06-01      | 2.5000%  |  | $83.79             | $79.53             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784407 M      | 2047-11-20      | 3.5000%  |  | $18.86             | $17.70             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CJ7473 C      | 2052-01-20      | 4.0000%  |  | $612.80            | $587.09            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-196 PT      | 2065-11-20      | 6.5000%  |  | $157219.65         | $162780.36         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-196 FB      | 2065-11-20      | 4.6030%  |  | $25724.17          | $25824.12          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-102 PD      | 2055-04-20      | 5.0000%  |  | $11121.53          | $11207.16          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 EA      | 2050-12-20      | 5.0000%  |  | $10078.10          | $10175.72          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 DC      | 2052-03-20      | 5.0000%  |  | $3784.97           | $3823.84           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 JF      | 2053-12-20      | 4.5030%  |  | $16026.89          | $16082.52          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-147 FB      | 2054-09-20      | 4.8030%  |  | $42876.53          | $43172.94          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB      | 2054-08-20      | 4.7530%  |  | $25746.24          | $25881.28          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-043 QA      | 2047-10-20      | 4.5000%  |  | $524.49            | $528.71            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-097 FA      | 2051-06-20      | 3.0000%  |  | $197.74            | $172.91            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-096 GP      | 2051-06-20      | 1.0000%  |  | $1707.22           | $1327.96           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-083 FA      | 2039-06-20      | 4.1898%  |  | $1.88              | $1.88              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-98 FL       | 2049-08-20      | 4.2398%  |  | $12.16             | $11.95             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-133 MK      | 2055-08-20      | 10.2030% |  | $6098.40           | $6507.17           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF      | 2055-07-20      | 5.0230%  |  | $25512.28          | $25834.05          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-15 DF       | 2048-08-20      | 4.0898%  |  | $10.80             | $10.54             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-79 MY       | 2045-05-20      | 3.5000%  |  | $2567.37           | $2246.27           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-72 FN       | 2034-07-20      | 4.1898%  |  | $120.97            | $121.10            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 DF      | 2055-05-20      | 5.3530%  |  | $20686.12          | $20922.74          | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC STACR REMIC TR  | 2045-09-25      | 5.1973%  |  | $1258.10           | $1258.40           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-120 TA      | 2051-05-20      | 5.0000%  |  | $7056.61           | $7091.56           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FC      | 2055-05-20      | 5.3530%  |  | $23938.37          | $24249.61          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL077FB R24F077  | 2053-10-25      | 4.9973%  |  | $38498.92          | $38713.25          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-68 JC       | 2046-05-20      | 2.0000%  |  | $525.88            | $469.87            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FH      | 2054-11-20      | 5.3830%  |  | $50726.21          | $51400.68          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2009-094 FA      | 2039-10-16      | 4.4919%  |  | $133.73            | $134.48            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-091 BA      | 2045-08-20      | 3.0000%  |  | $180.26            | $173.63            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-022 FG      | 2055-02-20      | 4.7530%  |  | $15867.57          | $15979.66          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5597FB 11/25/55  | 2055-11-25      | 4.9973%  |  | $24884.54          | $25056.82          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 4.9473%  |  | $18644.19          | $18804.85          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05477F 11/25/54  | 2054-11-25      | 4.9973%  |  | $7759.36           | $7802.65           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5131LU 08/25/51  | 2051-08-25      | 1.5000%  |  | $3089.12           | $2461.42           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030  | 2055-05-25      | 6.5000%  |  | $9870.87           | $10418.28          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-196 J       | 2055-11-20      | 4.5000%  |  | $27986.25          | $27951.26          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 GA      | 2052-02-20      | 5.0000%  |  | $8639.67           | $8676.16           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-208 AT      | 2055-12-20      | 4.5000%  |  | $17523.78          | $17398.94          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5593FN 11/25/55  | 2055-11-25      | 4.6973%  |  | $13333.16          | $13412.69          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2018-05 GA       | 2047-12-20      | 3.0000%  |  | $493.25            | $451.21            | Agency Collateralized Mortgage Obligation |
| FMAC 03.000 FGPC G08726 G  | 2046-10-01      | 3.0000%  |  | $850.73            | $777.60            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 586343 X      | 2035-01-15      | 6.0000%  |  | $0.14              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1308  | 2039-05-01      | 6.5000%  |  | $0.51              | $0.54              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1118 C      | 2054-06-20      | 7.0000%  |  | $746.37            | $784.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM2662  | 2047-02-01      | 3.5000%  |  | $17.15             | $16.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4285  | 2037-07-01      | 2.5000%  |  | $95.20             | $90.15             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G61615 G  | 2045-07-01      | 4.5000%  |  | $1309.20           | $1322.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ1938  | 2045-03-01      | 3.5000%  |  | $4.95              | $4.67              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAK7581  | 2042-08-01      | 3.0000%  |  | $143.66            | $133.62            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q09949 G  | 2042-08-01      | 3.0000%  |  | $10.70             | $9.96              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1703  | 2049-01-01      | 4.0000%  |  | $2513.62           | $2454.55           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08676 G  | 2045-11-01      | 3.5000%  |  | $219.24            | $208.70            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08659 G  | 2045-08-01      | 3.5000%  |  | $49.08             | $46.75             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5283 C      | 2055-10-20      | 6.0000%  |  | $641.19            | $680.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5282 C      | 2055-11-20      | 5.5000%  |  | $539.32            | $559.75            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6021 C      | 2055-07-20      | 6.5000%  |  | $694.98            | $729.14            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08853 G  | 2048-12-01      | 4.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3599 C      | 2055-07-20      | 7.0000%  |  | $549.28            | $575.33            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1982 C      | 2055-06-20      | 6.5000%  |  | $715.44            | $750.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3831  | 2039-11-01      | 3.0000%  |  | $51.47             | $48.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3776  | 2049-09-01      | 4.0000%  |  | $2080.83           | $2024.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3774  | 2049-09-01      | 3.0000%  |  | $734.42            | $662.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3741  | 2039-08-01      | 3.0000%  |  | $170.27            | $160.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3331  | 2048-04-01      | 3.0000%  |  | $5.32              | $4.80              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08641 G  | 2045-05-01      | 3.5000%  |  | $20.32             | $19.36             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08667 G  | 2045-09-01      | 3.5000%  |  | $63.75             | $60.73             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G08589 G  | 2044-05-01      | 5.0000%  |  | $13.62             | $13.91             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G08271 G  | 2038-05-01      | 6.0000%  |  | $22.32             | $23.70             | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G08066 G  | 2035-06-01      | 6.5000%  |  | $4.86              | $5.16              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G08046 G  | 2035-03-01      | 5.5000%  |  | $63.32             | $66.37             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08837 G  | 2048-09-01      | 4.5000%  |  | $1.35              | $1.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5650  | 2053-02-01      | 6.0000%  |  | $29764.20          | $31170.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC0281  | 2046-03-01      | 3.5000%  |  | $24.03             | $22.85             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57426 G  | 2048-07-01      | 4.5000%  |  | $1.07              | $1.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAY8841  | 2045-07-01      | 4.0000%  |  | $22.52             | $22.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBW5970  | 2037-07-01      | 2.5000%  |  | $221.68            | $209.93            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q12445 G  | 2042-11-01      | 3.0000%  |  | $0.22              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTRB5017  | 2039-11-01      | 3.0000%  |  | $731.50            | $688.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA5090  | 2038-06-01      | 3.0000%  |  | $201.71            | $194.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD1215  | 2046-06-01      | 3.5000%  |  | $282.90            | $268.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA1217  | 2049-08-01      | 5.0000%  |  | $39.30             | $40.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 GLAB8675  | 2043-03-01      | 3.5000%  |  | $86.43             | $83.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2960  | 2049-01-01      | 4.5000%  |  | $83.53             | $83.54             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIRC2815  | 2038-01-01      | 2.5000%  |  | $720.52            | $682.58            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CI4580 C      | 2042-01-20      | 4.0000%  |  | $612.65            | $586.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4984  | 2049-04-01      | 3.0000%  |  | $455.04            | $411.16            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6038 M      | 2049-07-20      | 3.0000%  |  | $650.37            | $592.22            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18712 G  | 2033-11-01      | 3.0000%  |  | $40.41             | $39.48             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0934 M      | 2043-04-20      | 3.5000%  |  | $710.15            | $675.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3527  | 2042-09-01      | 3.5000%  |  | $27.27             | $26.04             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C09042 G  | 2043-05-01      | 3.5000%  |  | $52.26             | $49.84             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q18615 G  | 2043-05-01      | 3.5000%  |  | $243.37            | $230.73            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC7280 X      | 2047-08-15      | 4.5000%  |  | $35.86             | $35.71             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8948 M      | 2053-06-20      | 5.5000%  |  | $3819.30           | $3916.50           | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08820 G  | 2048-05-01      | 4.5000%  |  | $720.76            | $722.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4015 C      | 2055-01-20      | 6.5000%  |  | $580.38            | $606.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3736 C      | 2055-12-20      | 6.5000%  |  | $763.64            | $801.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3667 C      | 2055-11-20      | 5.0000%  |  | $612.41            | $618.46            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2329 C      | 2055-12-20      | 7.0000%  |  | $574.67            | $599.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2223 C      | 2055-11-20      | 5.5000%  |  | $1167.52           | $1203.00           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0110 C      | 2055-12-20      | 6.5000%  |  | $814.94            | $845.78            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8718 C      | 2055-07-20      | 6.5000%  |  | $744.04            | $780.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0421 M      | 2055-06-20      | 4.0000%  |  | $4942.63           | $4704.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3182  | 2047-11-01      | 3.5000%  |  | $552.52            | $520.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3210  | 2047-12-01      | 3.5000%  |  | $264.20            | $248.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA3124  | 2032-09-01      | 2.5000%  |  | $147.13            | $142.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3530  | 2048-10-01      | 3.0000%  |  | $3.35              | $3.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA1528  | 2028-08-01      | 2.5000%  |  | $25.13             | $24.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5372  | 2042-06-01      | 3.5000%  |  | $24.82             | $23.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995069  | 2038-10-01      | 6.0000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL966851  | 2037-12-01      | 6.0000%  |  | $0.50              | $0.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL949358  | 2037-08-01      | 6.5000%  |  | $10.93             | $11.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930063  | 2038-09-01      | 6.0000%  |  | $159.77            | $170.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL928828  | 2037-10-01      | 6.0000%  |  | $175.77            | $185.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889455  | 2038-05-01      | 6.0000%  |  | $61.88             | $65.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888813  | 2037-03-01      | 6.5000%  |  | $21.12             | $22.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS5057  | 2038-01-01      | 2.5000%  |  | $16.16             | $15.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS4794  | 2037-08-01      | 2.0000%  |  | $251.00            | $232.41            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0363 M      | 2055-05-20      | 4.0000%  |  | $928.62            | $883.93            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0145 M      | 2055-01-20      | 4.5000%  |  | $749.33            | $736.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3238  | 2048-01-01      | 3.5000%  |  | $248.65            | $233.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3033 M      | 2045-08-20      | 3.0000%  |  | $769.96            | $706.96            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-147 EH      | 2059-10-16      | 4.7500%  |  | $165.51            | $153.09            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-040 DL      | 2055-08-16      | 4.0000%  |  | $309.60            | $285.17            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-178 LB      | 2066-07-16      | 4.0000%  |  | $796.90            | $615.79            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-166 AB      | 2058-04-16      | 4.5000%  |  | $518.55            | $513.10            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-157 AB      | 2064-09-16      | 3.0000%  |  | $5450.46           | $4791.01           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-109 A       | 2064-09-16      | 3.0000%  |  | $10327.34          | $9097.15           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-193 A       | 2065-07-16      | 3.0000%  |  | $11168.13          | $9775.16           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-175 KB      | 2065-05-16      | 4.0000%  |  | $459.12            | $355.21            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-017 AE      | 2061-01-16      | 1.2000%  |  | $4404.14           | $3177.09           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2013-029 AB      | 2045-10-16      | 1.7670%  |  | $6.28              | $6.14              | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2017-KF3 | 2027-09-25      | 13.5011% |  | $12615.59          | $11782.02          | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB3 | 2037-04-25      | 11.9368% |  | $101.19            | $102.92            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-042 B       | 2063-02-16      | 2.5000%  |  | $947.37            | $607.24            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-175 HB      | 2065-05-16      | 4.0000%  |  | $613.26            | $475.71            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-110 HA      | 2054-04-16      | 4.0000%  |  | $3868.56           | $3739.50           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-220 E       | 2064-10-16      | 3.0000%  |  | $105.26            | $75.58             | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-031 KB      | 2066-02-16      | 4.0000%  |  | $614.11            | $472.55            | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB4 | 2037-10-25      | 11.4011% |  | $244.71            | $231.44            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-127 A       | 2062-11-16      | 2.0000%  |  | $1768.94           | $1447.71           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-040 CA      | 2053-08-16      | 4.5000%  |  | $1513.52           | $1510.90           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2013-033 AC      | 2046-05-16      | 1.7440%  |  | $46.75             | $42.51             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G04359 G  | 2038-06-01      | 5.5000%  |  | $7.45              | $7.79              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18736 G  | 2034-06-01      | 3.0000%  |  | $7.12              | $6.95              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6203  | 2045-11-01      | 3.5000%  |  | $53.63             | $51.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA4666  | 2037-07-01      | 3.0000%  |  | $131.76            | $126.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7231  | 2045-08-01      | 3.5000%  |  | $31.16             | $29.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL968381  | 2038-10-01      | 6.5000%  |  | $5.50              | $5.80              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18706 G  | 2033-09-01      | 3.0000%  |  | $207.15            | $202.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CISB8152  | 2037-05-01      | 1.5000%  |  | $1645.58           | $1489.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995251  | 2038-11-01      | 6.0000%  |  | $124.87            | $132.43            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AO7682 C      | 2045-08-20      | 4.0000%  |  | $974.42            | $939.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3358  | 2048-05-01      | 4.5000%  |  | $73.01             | $73.12             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3106 M      | 2045-09-20      | 4.0000%  |  | $786.64            | $765.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CISB0816  | 2037-06-01      | 1.5000%  |  | $327.71            | $296.53            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q62886 G  | 2049-04-01      | 4.0000%  |  | $167.43            | $163.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9671 M      | 2054-05-20      | 7.0000%  |  | $768.10            | $797.45            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3375 M      | 2046-01-20      | 3.0000%  |  | $600.10            | $552.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5722  | 2045-09-01      | 3.5000%  |  | $42.35             | $40.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7170  | 2046-05-01      | 3.5000%  |  | $27.86             | $26.42             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004577 M      | 2039-11-20      | 4.5000%  |  | $46.22             | $46.64             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A91161 G  | 2040-02-01      | 4.5000%  |  | $146.54            | $148.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB0919  | 2038-05-01      | 3.0000%  |  | $19.33             | $18.62             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA6568  | 2039-04-01      | 3.0000%  |  | $54.32             | $51.02             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4607  | 2045-03-01      | 3.5000%  |  | $52.52             | $49.98             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 733218 X      | 2040-06-15      | 4.5000%  |  | $2.85              | $2.85              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC J40197 G  | 2034-02-01      | 3.0000%  |  | $9.13              | $8.91              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM3701  | 2035-07-01      | 2.5000%  |  | $7.63              | $7.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQO0483  | 2037-06-01      | 2.5000%  |  | $95.34             | $90.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0098  | 2055-06-01      | 6.0000%  |  | $4904.69           | $5140.90           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2272 C      | 2055-10-20      | 6.5000%  |  | $616.36            | $646.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0733 M      | 2055-11-20      | 5.5000%  |  | $2442.70           | $2471.60           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5857 C      | 2055-11-20      | 6.0000%  |  | $1981.20           | $2069.67           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5239 C      | 2055-11-20      | 6.0000%  |  | $565.63            | $591.84            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3002        | 2060-01-15      | 5.6400%  |  | $286.90            | $299.90            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ0349        | 2067-07-15      | 6.1400%  |  | $683.44            | $734.64            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7245        | 2066-12-15      | 5.7400%  |  | $665.32            | $702.96            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6016 C      | 2055-07-20      | 6.5000%  |  | $559.94            | $587.80            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0815 M      | 2055-12-20      | 6.0000%  |  | $133.41            | $137.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4364 C      | 2065-11-20      | 6.5000%  |  | $7749.12           | $8095.18           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0636 C      | 2055-12-20      | 5.0000%  |  | $642.95            | $652.73            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6435 C      | 2055-04-20      | 6.5000%  |  | $788.43            | $838.55            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9837 C      | 2055-12-20      | 6.0000%  |  | $488.00            | $501.08            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO8519 C      | 2065-12-20      | 6.0000%  |  | $572.09            | $590.67            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5350 C      | 2055-11-20      | 6.5000%  |  | $800.14            | $844.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0486 M      | 2055-07-20      | 6.0000%  |  | $39984.13          | $41136.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8709 C      | 2055-07-20      | 6.5000%  |  | $820.84            | $861.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6439 C      | 2055-04-20      | 6.5000%  |  | $744.22            | $791.54            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3735 C      | 2055-12-20      | 6.5000%  |  | $526.83            | $561.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG3004 C      | 2054-12-20      | 6.0000%  |  | $826.82            | $856.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8746 C      | 2055-12-20      | 6.5000%  |  | $923.72            | $985.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6441 C      | 2055-03-20      | 6.5000%  |  | $834.56            | $887.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8361 C      | 2055-11-20      | 6.0000%  |  | $545.87            | $572.98            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5726 C      | 2055-11-20      | 6.0000%  |  | $9708.09           | $10054.47          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5680 C      | 2055-11-20      | 6.0000%  |  | $413.43            | $424.85            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN6778 C      | 2065-11-20      | 6.0000%  |  | $734.25            | $758.10            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0991 C      | 2055-12-20      | 6.0000%  |  | $582.10            | $604.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6350 C      | 2055-11-20      | 6.0000%  |  | $734.79            | $769.76            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7998 C      | 2055-07-20      | 6.5000%  |  | $712.62            | $747.64            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M      | 2055-04-20      | 5.5000%  |  | $0.97              | $0.99              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5299 C      | 2055-11-20      | 6.0000%  |  | $631.08            | $664.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0976 C      | 2055-11-20      | 6.5000%  |  | $574.53            | $602.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP8897  | 2042-10-01      | 3.5000%  |  | $39.00             | $37.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP6242  | 2042-10-01      | 3.5000%  |  | $239.06            | $227.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAP1703  | 2042-08-01      | 4.5000%  |  | $15.10             | $15.21             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4855 C      | 2055-12-20      | 6.5000%  |  | $235.47            | $256.10            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4834 C      | 2055-12-20      | 6.0000%  |  | $2746.03           | $2929.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL9562  | 2041-07-01      | 6.0000%  |  | $151.27            | $160.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO1175  | 2038-02-01      | 3.0000%  |  | $79.58             | $76.66             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO0873  | 2037-09-01      | 3.0000%  |  | $197.97            | $191.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIRC3002  | 2038-08-01      | 3.0000%  |  | $451.45            | $434.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CIRC2813  | 2037-11-01      | 1.5000%  |  | $11.00             | $9.95              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTRB5027  | 2040-01-01      | 3.0000%  |  | $107.43            | $100.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQN9907  | 2037-04-01      | 3.0000%  |  | $43.77             | $42.22             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA9049  | 2050-04-01      | 3.0000%  |  | $417.84            | $376.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA6448  | 2050-01-01      | 3.0000%  |  | $6.80              | $6.12              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0143 M      | 2055-01-20      | 3.5000%  |  | $1.16              | $1.07              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6380 C      | 2056-01-20      | 5.0000%  |  | $8459.38           | $8517.93           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1597 C      | 2055-12-20      | 6.0000%  |  | $718.04            | $736.71            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9552 C      | 2055-12-20      | 6.0000%  |  | $718.53            | $737.15            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7202 C      | 2055-11-20      | 6.0000%  |  | $614.52            | $647.43            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5916 C      | 2055-12-20      | 6.0000%  |  | $2446.11           | $2611.19           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA4883  | 2049-12-01      | 3.0000%  |  | $2990.60           | $2723.73           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CL6189 X      | 2052-03-15      | 4.0000%  |  | $727.48            | $697.41            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q10378 G  | 2042-08-01      | 3.0000%  |  | $2.27              | $2.11              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q08511 G  | 2042-05-01      | 3.0000%  |  | $7.64              | $7.11              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q04439 G  | 2041-11-01      | 3.5000%  |  | $12.84             | $12.37             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q02328 G  | 2041-07-01      | 5.5000%  |  | $41.98             | $43.46             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q01609 G  | 2041-06-01      | 5.5000%  |  | $60.15             | $62.17             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00294 G  | 2041-04-01      | 5.5000%  |  | $263.84            | $275.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8066  | 2050-05-01      | 5.0000%  |  | $114.01            | $115.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8062  | 2050-05-01      | 3.0000%  |  | $2274.70           | $2040.76           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8056  | 2050-04-01      | 3.0000%  |  | $295.56            | $266.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD6147  | 2054-09-01      | 6.5000%  |  | $2441.89           | $2575.01           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD0093  | 2049-10-01      | 5.0000%  |  | $1798.12           | $1838.27           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0026  | 2047-02-01      | 3.0000%  |  | $4564.21           | $4234.72           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT1595  | 2049-01-01      | 4.5000%  |  | $407.32            | $407.51            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2163 X      | 2052-04-15      | 3.0000%  |  | $763.77            | $693.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CI4574 C      | 2045-04-20      | 4.0000%  |  | $848.09            | $811.53            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CF8153 X      | 2051-07-15      | 3.0000%  |  | $17.42             | $15.79             | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CN7573        | 2066-12-15      | 5.7800%  |  | $11469.74          | $11964.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9407  | 2042-09-01      | 4.5000%  |  | $79.84             | $79.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL2462  | 2027-10-01      | 2.5000%  |  | $54.22             | $53.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1704  | 2040-05-01      | 6.5000%  |  | $22.46             | $23.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK1531  | 2042-03-01      | 5.0000%  |  | $62.73             | $64.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ7680  | 2041-12-01      | 3.5000%  |  | $148.76            | $143.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI5791  | 2041-07-01      | 5.5000%  |  | $58.19             | $60.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4613  | 2031-07-01      | 4.5000%  |  | $37.31             | $37.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2650  | 2041-06-01      | 5.5000%  |  | $86.67             | $89.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI1172  | 2041-04-01      | 5.5000%  |  | $240.36            | $250.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH5991  | 2041-03-01      | 5.0000%  |  | $84.49             | $86.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555880  | 2033-11-01      | 5.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL256801  | 2037-07-01      | 6.5000%  |  | $9.66              | $10.29             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5875 C      | 2055-11-20      | 7.0000%  |  | $536.02            | $559.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5545 C      | 2055-11-20      | 6.0000%  |  | $537.95            | $552.15            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5496 C      | 2055-11-20      | 5.0000%  |  | $742.83            | $751.29            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5116 C      | 2055-11-20      | 5.0000%  |  | $620.36            | $626.20            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5298 C      | 2055-11-20      | 6.5000%  |  | $0.53              | $0.54              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3823 C      | 2065-10-20      | 5.5000%  |  | $599.60            | $611.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3817 C      | 2065-10-20      | 6.0000%  |  | $155.63            | $161.40            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1983 C      | 2055-12-20      | 7.0000%  |  | $592.10            | $619.12            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL6682 C      | 2055-10-20      | 5.0000%  |  | $667.02            | $674.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5451 C      | 2065-12-20      | 7.0000%  |  | $1971.98           | $2058.47           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB7228 X      | 2047-09-15      | 4.5000%  |  | $98.55             | $98.16             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8489 M      | 2052-12-20      | 4.5000%  |  | $789.47            | $781.10            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8266 M      | 2052-09-20      | 3.5000%  |  | $222.90            | $207.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7367 M      | 2051-05-20      | 2.5000%  |  | $5750.61           | $5008.40           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7315 M      | 2051-04-20      | 4.0000%  |  | $101.02            | $97.45             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6545 M      | 2050-03-20      | 5.0000%  |  | $4.87              | $5.00              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7136 M      | 2051-01-20      | 2.5000%  |  | $1014.25           | $883.58            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8512 C      | 2055-10-20      | 6.0000%  |  | $820.06            | $841.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9157 C      | 2055-12-20      | 6.5000%  |  | $5204.63           | $5544.90           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7452 C      | 2055-07-20      | 6.5000%  |  | $529.85            | $558.12            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6216 C      | 2055-12-20      | 5.5000%  |  | $559.73            | $576.14            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5712 M      | 2049-01-20      | 5.0000%  |  | $572.06            | $584.49            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5530 M      | 2048-10-20      | 5.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6282 M      | 2049-11-20      | 2.5000%  |  | $787.84            | $690.23            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5018 M      | 2048-02-20      | 3.0000%  |  | $960.28            | $880.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4961 M      | 2048-01-20      | 3.0000%  |  | $840.34            | $769.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4718 M      | 2047-09-20      | 3.0000%  |  | $140.22            | $128.54            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4651 M      | 2047-08-20      | 3.0000%  |  | $775.70            | $710.10            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4198 M      | 2047-01-20      | 4.5000%  |  | $448.50            | $450.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ5849  | 2048-01-01      | 4.0000%  |  | $95.15             | $92.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD1437  | 2046-08-01      | 3.5000%  |  | $461.42            | $436.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC4437  | 2046-04-01      | 3.5000%  |  | $115.94            | $110.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1442  | 2046-07-01      | 3.5000%  |  | $14.95             | $14.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBA2101  | 2045-08-01      | 3.5000%  |  | $209.23            | $199.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL796197  | 2034-11-01      | 5.5000%  |  | $0.90              | $0.92              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735178  | 2035-01-01      | 5.5000%  |  | $1.70              | $1.74              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY6023  | 2045-09-01      | 3.5000%  |  | $136.05            | $129.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY3376  | 2045-04-01      | 3.5000%  |  | $60.42             | $57.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV9187  | 2044-03-01      | 4.0000%  |  | $1811.66           | $1776.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAT2060  | 2028-04-01      | 2.5000%  |  | $7.61              | $7.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7545  | 2046-07-01      | 3.5000%  |  | $632.43            | $599.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6620  | 2046-02-01      | 3.5000%  |  | $36.06             | $34.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6393  | 2045-12-01      | 3.5000%  |  | $67.70             | $64.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6328  | 2045-12-01      | 3.5000%  |  | $35.20             | $33.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5696  | 2045-08-01      | 3.5000%  |  | $148.09            | $140.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ9362  | 2028-01-01      | 2.5000%  |  | $17.25             | $17.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ4071  | 2028-04-01      | 2.5000%  |  | $16.45             | $16.25             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4614  | 2045-05-01      | 3.5000%  |  | $40.95             | $38.97             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4610  | 2045-04-01      | 3.5000%  |  | $1.30              | $1.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4581  | 2044-09-01      | 3.5000%  |  | $6.21              | $5.91              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN6177  | 2049-06-01      | 3.0000%  |  | $338.75            | $305.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN5108  | 2049-04-01      | 3.0000%  |  | $79.20             | $71.56             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN4632  | 2048-12-01      | 4.0000%  |  | $2942.18           | $2872.87           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4288  | 2049-03-01      | 3.0000%  |  | $14.37             | $12.99             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM6020  | 2048-03-01      | 3.0000%  |  | $10.36             | $9.36              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT1323  | 2048-10-01      | 3.0000%  |  | $761.58            | $691.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1320  | 2048-11-01      | 4.0000%  |  | $5.92              | $5.78              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8621  | 2031-09-01      | 2.5000%  |  | $63.05             | $61.19             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8549  | 2030-01-01      | 2.5000%  |  | $109.83            | $107.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4706  | 2047-03-01      | 3.0000%  |  | $427.82            | $390.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4678  | 2046-09-01      | 3.5000%  |  | $66.21             | $63.00             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4651  | 2046-03-01      | 3.5000%  |  | $159.66            | $151.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3214  | 2042-06-01      | 3.5000%  |  | $1.81              | $1.73              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3068  | 2042-05-01      | 3.5000%  |  | $3.77              | $3.62              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A91351 G  | 2040-03-01      | 5.0000%  |  | $8.50              | $8.73              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3936 M      | 2046-09-20      | 3.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4451 M      | 2047-05-20      | 3.5000%  |  | $40928.10          | $38623.42          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2960 M      | 2045-07-20      | 3.0000%  |  | $636.16            | $585.48            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0462 M      | 2042-10-20      | 3.5000%  |  | $496.19            | $472.52            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0852 M      | 2043-03-20      | 3.5000%  |  | $689.39            | $655.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0782 M      | 2043-02-20      | 3.0000%  |  | $658.96            | $612.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3672  | 2056-01-01      | 6.0000%  |  | $3005.23           | $3126.48           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX9429  | 2055-04-01      | 6.0000%  |  | $5056.08           | $5288.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAE8023  | 2040-11-01      | 5.0000%  |  | $40.24             | $41.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAE0443  | 2039-10-01      | 6.5000%  |  | $8.90              | $9.49              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781489 X      | 2032-08-15      | 6.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781205 X      | 2030-07-15      | 8.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 733663 X      | 2040-05-15      | 4.5000%  |  | $59.80             | $60.02             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 728629 X      | 2040-01-15      | 4.5000%  |  | $45.20             | $45.64             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 454446 X      | 2028-06-15      | 7.0000%  |  | $0.14              | $0.15              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 442018 X      | 2026-09-15      | 8.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003840 M      | 2036-04-20      | 5.0000%  |  | $60.60             | $62.20             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003335 M      | 2033-01-20      | 6.5000%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003231 M      | 2032-04-20      | 8.0000%  |  | $1.61              | $1.66              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM3967  | 2047-08-01      | 3.5000%  |  | $50.77             | $48.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3791  | 2037-05-01      | 2.5000%  |  | $1772.76           | $1679.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICB4486  | 2037-08-01      | 3.0000%  |  | $139.19            | $134.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICB3224  | 2037-03-01      | 3.0000%  |  | $24.10             | $23.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3474  | 2046-04-01      | 3.5000%  |  | $2077.68           | $1977.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2652  | 2048-11-01      | 5.0000%  |  | $75.77             | $77.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2641  | 2048-11-01      | 4.5000%  |  | $490.50            | $490.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1191  | 2047-11-01      | 3.5000%  |  | $854.26            | $805.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA1795  | 2048-05-01      | 5.0000%  |  | $256.33            | $261.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY4530  | 2053-08-01      | 6.0000%  |  | $66.83             | $70.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP0038  | 2049-12-01      | 3.0000%  |  | $60.51             | $54.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO5383  | 2049-12-01      | 3.0000%  |  | $43.42             | $39.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN3112  | 2049-04-01      | 4.0000%  |  | $203.82            | $199.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5197  | 2046-07-01      | 4.5000%  |  | $38.46             | $38.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5078  | 2047-05-01      | 3.5000%  |  | $225.56            | $214.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4655  | 2047-05-01      | 3.5000%  |  | $271.37            | $257.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3803  | 2046-11-01      | 3.5000%  |  | $275.26            | $261.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM1948  | 2041-07-01      | 6.0000%  |  | $1662.01           | $1772.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7660  | 2048-10-01      | 4.5000%  |  | $10.27             | $10.28             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q36667 G  | 2045-10-01      | 3.5000%  |  | $232.01            | $221.03            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q34990 G  | 2045-08-01      | 3.0000%  |  | $3921.70           | $3619.22           | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q27614 G  | 2044-05-01      | 4.5000%  |  | $114.54            | $115.30            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC V82504 G  | 2046-07-01      | 3.0000%  |  | $1.89              | $1.73              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7475  | 2053-11-01      | 5.5000%  |  | $3194.06           | $3269.34           | Agency Mortgage-Backed Securities         |

### Security 3: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.670%, 2/10/2026
- **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:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MA9907 M      | 2054-09-20      | 6.0000%  |  | $915.01            | $941.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CJ9437 C      | 2049-08-20      | 5.5000%  |  | $990.40            | $1011.55           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BS7608 C      | 2050-05-20      | 3.5000%  |  | $225.14            | $209.25            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ8591 X      | 2049-11-15      | 3.0000%  |  | $61.73             | $55.94             | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CN7573        | 2066-12-15      | 5.7800%  |  | $458.71            | $478.51            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4789 X      | 2047-11-15      | 4.5000%  |  | $12.38             | $12.32             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC8549 X      | 2047-09-15      | 4.5000%  |  | $29.37             | $29.13             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC2040 X      | 2047-08-15      | 4.5000%  |  | $29.88             | $29.73             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB8885 X      | 2047-07-15      | 5.0000%  |  | $73.99             | $74.43             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9725 M      | 2054-06-20      | 5.5000%  |  | $18.08             | $18.41             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9668 M      | 2054-05-20      | 5.5000%  |  | $152.35            | $155.08            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9541 M      | 2054-03-20      | 5.5000%  |  | $16238.44          | $16529.28          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9366 M      | 2053-12-20      | 7.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9361 M      | 2053-12-20      | 5.0000%  |  | $630.03            | $633.94            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9306 M      | 2053-11-20      | 6.0000%  |  | $344.78            | $357.01            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9108 M      | 2053-08-20      | 6.5000%  |  | $38.79             | $40.38             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9104 M      | 2053-08-20      | 4.5000%  |  | $267.48            | $264.15            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8566 M      | 2053-01-20      | 3.5000%  |  | $505.81            | $471.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8347 M      | 2052-10-20      | 4.5000%  |  | $9354.37           | $9260.96           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7939 M      | 2052-03-20      | 4.0000%  |  | $17.63             | $16.92             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7935 M      | 2052-03-20      | 2.0000%  |  | $893.37            | $745.48            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7882 M      | 2052-02-20      | 3.0000%  |  | $647.20            | $586.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1120 C      | 2054-06-20      | 7.0000%  |  | $451.59            | $472.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7827 M      | 2052-01-20      | 2.5000%  |  | $795.80            | $692.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3960  | 2050-03-01      | 3.0000%  |  | $89.95             | $80.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3800  | 2039-10-01      | 3.0000%  |  | $58.12             | $54.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3685  | 2049-06-01      | 3.0000%  |  | $28.96             | $26.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3416  | 2048-07-01      | 4.5000%  |  | $8.57              | $8.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC3818  | 2039-11-01      | 6.0000%  |  | $36.22             | $37.48             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAB8447  | 2028-02-01      | 2.5000%  |  | $10.46             | $10.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5469  | 2042-06-01      | 3.5000%  |  | $15.61             | $14.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB2812  | 2041-04-01      | 4.5000%  |  | $426.44            | $430.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL981726  | 2038-07-01      | 6.0000%  |  | $0.41              | $0.43              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL938394  | 2037-07-01      | 6.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL929605  | 2038-06-01      | 6.0000%  |  | $58.85             | $60.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888814  | 2037-08-01      | 6.5000%  |  | $2.71              | $2.89              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFS3271  | 2037-08-01      | 3.0000%  |  | $613.15            | $593.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS2983  | 2037-07-01      | 2.5000%  |  | $57.18             | $54.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3566  | 2055-11-01      | 5.5000%  |  | $2798.54           | $2886.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9654  | 2054-12-01      | 5.0000%  |  | $12720.89          | $12939.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4802  | 2037-07-01      | 2.5000%  |  | $43.69             | $41.37             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784298 X      | 2046-07-15      | 5.0000%  |  | $11.39             | $11.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM4197  | 2047-03-01      | 3.0000%  |  | $2051.57           | $1886.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3771  | 2039-09-01      | 3.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q19384 G  | 2043-06-01      | 3.5000%  |  | $46.05             | $44.12             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4585 M      | 2047-07-20      | 3.0000%  |  | $18.27             | $16.75             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6340 M      | 2049-12-20      | 4.0000%  |  | $29.31             | $28.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4992  | 2045-05-01      | 3.5000%  |  | $44.94             | $42.76             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 688386 X      | 2038-04-15      | 5.5000%  |  | $1.89              | $1.96              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A79390 G  | 2038-07-01      | 5.5000%  |  | $20.94             | $21.83             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08554 G  | 2043-10-01      | 3.5000%  |  | $44.26             | $42.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7336  | 2045-11-01      | 3.5000%  |  | $17.91             | $16.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBA3989  | 2046-02-01      | 3.5000%  |  | $43.17             | $40.95             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1677 M      | 2044-02-20      | 3.5000%  |  | $208.23            | $197.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8879 M      | 2053-05-20      | 5.5000%  |  | $4919.29           | $5042.11           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH6808  | 2053-12-01      | 7.0000%  |  | $224.40            | $239.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB6228  | 2042-09-01      | 3.5000%  |  | $6.04              | $5.76              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5147  | 2052-11-01      | 6.0000%  |  | $14673.46          | $15199.08          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1760 M      | 2044-03-20      | 3.5000%  |  | $75.08             | $71.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4832  | 2037-12-01      | 3.5000%  |  | $160.76            | $156.59            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004399 M      | 2039-03-20      | 5.5000%  |  | $4.78              | $5.03              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7367 M      | 2051-05-20      | 2.5000%  |  | $8587.17           | $7478.85           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT2090  | 2049-06-01      | 3.0000%  |  | $19.27             | $17.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM4091  | 2035-08-01      | 2.5000%  |  | $5.82              | $5.56              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7242  | 2046-05-01      | 3.5000%  |  | $12.95             | $12.27             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CK0445 X      | 2052-02-15      | 4.0000%  |  | $15.76             | $15.09             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08650 G  | 2045-06-01      | 3.5000%  |  | $35.98             | $34.28             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004619 M      | 2040-01-20      | 5.5000%  |  | $5.34              | $5.57              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G08393 G  | 2040-03-01      | 5.0000%  |  | $7.42              | $7.65              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLQB9274  | 2051-02-01      | 1.5000%  |  | $565.55            | $439.44            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 706801 X      | 2040-04-15      | 4.5000%  |  | $7.48              | $7.66              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAC4613  | 2040-05-01      | 4.5000%  |  | $77.87             | $78.61             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 745236 X      | 2040-07-15      | 4.5000%  |  | $22.22             | $22.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5629  | 2045-08-01      | 3.5000%  |  | $9.92              | $9.43              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4788  | 2048-09-01      | 3.0000%  |  | $39.94             | $36.25             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q43733 G  | 2046-10-01      | 3.0000%  |  | $69.51             | $63.60             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4451 M      | 2047-05-20      | 3.5000%  |  | $92.30             | $87.10             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6476 M      | 2050-02-20      | 4.0000%  |  | $1086.53           | $1048.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBW5564  | 2037-07-01      | 2.5000%  |  | $377.82            | $357.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3423  | 2042-08-01      | 3.5000%  |  | $3.76              | $3.60              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5398 M      | 2048-08-20      | 4.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M      | 2052-06-20      | 4.0000%  |  | $341.95            | $328.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3444  | 2037-04-01      | 2.5000%  |  | $314.20            | $297.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2375  | 2048-09-01      | 4.0000%  |  | $405.44            | $395.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1988  | 2048-07-01      | 4.5000%  |  | $26.46             | $26.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0237  | 2047-08-01      | 4.0000%  |  | $493.40            | $482.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7135  | 2054-12-01      | 5.0000%  |  | $30784.67          | $31313.02          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7255 M      | 2051-03-20      | 2.5000%  |  | $945.89            | $823.45            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 711724 C      | 2043-02-20      | 3.5000%  |  | $178.81            | $168.29            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M      | 2050-06-20      | 3.0000%  |  | $3383.33           | $3070.96           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6656 M      | 2050-05-20      | 3.0000%  |  | $7573.39           | $6884.78           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6603 M      | 2050-04-20      | 5.0000%  |  | $23.62             | $24.16             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5530 M      | 2048-10-20      | 5.0000%  |  | $162.45            | $166.39            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4962 M      | 2048-01-20      | 3.5000%  |  | $15.87             | $14.93             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4899 M      | 2047-12-20      | 3.0000%  |  | $606.96            | $556.86            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4652 M      | 2047-08-20      | 3.5000%  |  | $70.66             | $66.85             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4586 M      | 2047-07-20      | 3.5000%  |  | $2319.83           | $2187.53           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 540218 X      | 2033-02-15      | 6.0000%  |  | $1.66              | $1.75              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 487108 X      | 2029-04-15      | 6.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736078 X      | 2040-06-15      | 5.0000%  |  | $3.81              | $3.93              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723341 X      | 2039-09-15      | 6.0000%  |  | $2.39              | $2.50              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 433970 X      | 2028-09-15      | 7.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004696 M      | 2040-05-20      | 4.5000%  |  | $238.13            | $240.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004344 M      | 2039-01-20      | 6.0000%  |  | $9.44              | $10.01             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002717 M      | 2029-02-20      | 7.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW2044  | 2052-09-01      | 5.0000%  |  | $334.29            | $342.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIBW1354  | 2037-11-01      | 3.5000%  |  | $294.90            | $287.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO5345  | 2049-11-01      | 3.0000%  |  | $5.60              | $5.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN3197  | 2049-01-01      | 4.0000%  |  | $321.21            | $314.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTBM5276  | 2029-09-01      | 6.0000%  |  | $10.03             | $10.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTBM1865  | 2029-01-01      | 6.0000%  |  | $9.95              | $10.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBM1888  | 2031-10-01      | 2.5000%  |  | $17.90             | $17.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM1285  | 2047-05-01      | 4.5000%  |  | $6.07              | $6.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBJ9175  | 2048-05-01      | 5.5000%  |  | $8.16              | $8.44              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ2854  | 2048-03-01      | 4.0000%  |  | $463.12            | $453.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752  | 2047-11-01      | 3.5000%  |  | $161.41            | $152.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD8997  | 2046-11-01      | 3.5000%  |  | $3.71              | $3.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7355  | 2045-11-01      | 3.5000%  |  | $12.05             | $11.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4365  | 2055-11-01      | 6.5000%  |  | $747.43            | $782.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL782244  | 2034-07-01      | 5.5000%  |  | $3.54              | $3.61              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL725943  | 2034-10-01      | 5.5000%  |  | $0.84              | $0.86              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAZ4898  | 2030-08-01      | 2.5000%  |  | $2.96              | $2.88              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781564 X      | 2033-02-15      | 6.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G62009 G  | 2046-08-01      | 3.5000%  |  | $26.81             | $25.57             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5762 M      | 2049-02-20      | 3.5000%  |  | $335.14            | $315.10            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0256 M      | 2055-03-20      | 4.0000%  |  | $36.31             | $34.56             | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ5989        | 2067-04-15      | 5.7500%  |  | $1520.14           | $1579.04           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO8312        | 2060-12-15      | 5.4000%  |  | $952.50            | $986.14            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0743 M      | 2055-11-20      | 4.0000%  |  | $11832.35          | $11262.88          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1359  | 2055-05-01      | 6.5000%  |  | $11984.06          | $12687.87          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8523  | 2055-04-01      | 5.0000%  |  | $12706.42          | $12772.69          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4370 C      | 2065-11-20      | 7.0000%  |  | $882.92            | $921.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5298 C      | 2055-11-20      | 6.5000%  |  | $0.27              | $0.28              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4487 C      | 2055-12-20      | 6.0000%  |  | $925.94            | $950.25            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0600 C      | 2055-12-20      | 6.0000%  |  | $1084.57           | $1113.35           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7550 C      | 2055-11-20      | 6.5000%  |  | $7767.58           | $8069.94           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9248 C      | 2055-12-20      | 6.5000%  |  | $495.55            | $514.25            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD2261        | 2060-01-15      | 5.5200%  |  | $148.01            | $153.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0100  | 2055-06-01      | 6.0000%  |  | $2256.21           | $2362.84           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0143 M      | 2055-01-20      | 3.5000%  |  | $178.89            | $164.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0869 M      | 2056-01-20      | 4.0000%  |  | $13594.83          | $12940.80          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9157 C      | 2055-12-20      | 6.5000%  |  | $0.27              | $0.29              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF7410 C      | 2054-12-20      | 6.0000%  |  | $834.01            | $875.91            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5234 C      | 2055-11-20      | 6.0000%  |  | $82.66             | $86.58             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0682 M      | 2055-10-20      | 3.5000%  |  | $9079.55           | $8366.34           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0620 M      | 2055-09-20      | 4.0000%  |  | $49952.36          | $47548.26          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0619 M      | 2055-09-20      | 3.5000%  |  | $5604.68           | $5164.42           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0554 M      | 2055-08-20      | 4.5000%  |  | $44863.08          | $44091.66          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0481 M      | 2055-07-20      | 3.5000%  |  | $3740.49           | $3446.67           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M      | 2055-04-20      | 5.5000%  |  | $2.09              | $2.13              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0260 M      | 2055-03-20      | 6.0000%  |  | $898.94            | $924.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6879  | 2046-03-01      | 3.5000%  |  | $23.88             | $22.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6534  | 2046-01-01      | 3.5000%  |  | $14.68             | $13.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6007  | 2045-10-01      | 3.5000%  |  | $21.88             | $20.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5056  | 2045-05-01      | 3.5000%  |  | $157.50            | $149.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4783  | 2045-04-01      | 3.5000%  |  | $35.07             | $33.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS3877  | 2044-11-01      | 4.5000%  |  | $973.73            | $979.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAR6885  | 2028-02-01      | 2.5000%  |  | $19.11             | $18.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ0578  | 2027-11-01      | 2.5000%  |  | $7.15              | $7.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2422  | 2042-08-01      | 3.5000%  |  | $13.96             | $13.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2993  | 2042-05-01      | 3.5000%  |  | $194.17            | $184.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL8671  | 2028-11-01      | 2.5000%  |  | $64.02             | $63.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL0309  | 2040-01-01      | 6.0000%  |  | $2.04              | $2.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK9716  | 2042-04-01      | 5.0000%  |  | $56.91             | $58.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK7348  | 2042-03-01      | 3.5000%  |  | $6.58              | $6.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI5790  | 2041-07-01      | 5.5000%  |  | $26.40             | $27.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI1204  | 2041-04-01      | 5.5000%  |  | $62.00             | $64.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI1173  | 2041-04-01      | 5.5000%  |  | $103.13            | $107.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH7402  | 2041-06-01      | 5.5000%  |  | $14.76             | $15.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU3195  | 2043-08-01      | 3.0000%  |  | $5.97              | $5.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT6321  | 2043-06-01      | 3.5000%  |  | $17.49             | $16.70             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08541 G  | 2043-08-01      | 3.5000%  |  | $15.78             | $15.05             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G07306 G  | 2043-02-01      | 3.0000%  |  | $8.89              | $8.25              | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G06886 G  | 2042-01-01      | 4.0000%  |  | $418.26            | $412.26            | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G05580 G  | 2039-04-01      | 6.5000%  |  | $1.74              | $1.82              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05956 G  | 2038-07-01      | 5.5000%  |  | $22.15             | $23.21             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03927 G  | 2038-01-01      | 5.5000%  |  | $2.31              | $2.42              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03812 G  | 2038-02-01      | 5.5000%  |  | $12.49             | $13.07             | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A67394 G  | 2037-11-01      | 6.5000%  |  | $1.43              | $1.49              | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A65070 G  | 2037-09-01      | 6.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 605619 X      | 2034-07-15      | 6.0000%  |  | $0.07              | $0.08              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AI3214 X      | 2044-05-15      | 4.0000%  |  | $15.95             | $15.45             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AZ3056 X      | 2047-08-15      | 4.5000%  |  | $45.54             | $45.89             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN AU4920        | 2041-09-15      | 3.0200%  |  | $312.26            | $274.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8509 C      | 2055-12-20      | 5.0000%  |  | $1482.96           | $1494.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7612 C      | 2055-12-20      | 6.0000%  |  | $675.39            | $693.12            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7525 C      | 2055-12-20      | 6.0000%  |  | $597.48            | $620.13            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4835 C      | 2055-12-20      | 6.0000%  |  | $229.41            | $244.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3604 C      | 2055-11-20      | 6.0000%  |  | $578.45            | $590.76            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0471 C      | 2055-11-20      | 6.0000%  |  | $446.51            | $458.23            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0150 C      | 2055-12-20      | 6.5000%  |  | $500.82            | $523.02            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8718 C      | 2055-07-20      | 6.5000%  |  | $70.28             | $73.74             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0744 M      | 2055-11-20      | 4.5000%  |  | $53631.53          | $52709.33          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0742 M      | 2055-11-20      | 3.5000%  |  | $4256.01           | $3921.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH5962  | 2041-02-01      | 5.0000%  |  | $59.47             | $61.11             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO0971  | 2037-10-01      | 3.0000%  |  | $48.83             | $47.04             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4068 M      | 2046-11-20      | 3.0000%  |  | $59.61             | $54.80             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4002 M      | 2046-10-20      | 2.5000%  |  | $23.19             | $20.59             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3936 M      | 2046-09-20      | 3.0000%  |  | $260.23            | $239.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3803 M      | 2046-07-20      | 3.5000%  |  | $87.22             | $81.86             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4450 M      | 2047-05-20      | 3.0000%  |  | $5.17              | $4.75              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3309 M      | 2045-12-20      | 3.0000%  |  | $29.07             | $26.74             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2303 M      | 2044-10-20      | 3.5000%  |  | $184.43            | $174.29            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1521 M      | 2043-12-20      | 3.5000%  |  | $16.29             | $15.43             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1449 M      | 2043-11-20      | 4.0000%  |  | $52.77             | $51.39             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1376 M      | 2043-10-20      | 4.0000%  |  | $4.35              | $4.23              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0935 M      | 2043-04-20      | 4.0000%  |  | $7.16              | $6.93              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1678 M      | 2044-02-20      | 4.0000%  |  | $15.77             | $15.36             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA5947 X      | 2042-12-15      | 2.5000%  |  | $35.14             | $31.06             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3319  | 2055-01-01      | 6.5000%  |  | $652.18            | $682.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1462  | 2055-05-01      | 6.5000%  |  | $2001.29           | $2117.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAE4303  | 2040-09-01      | 5.0000%  |  | $437.23            | $450.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4751  | 2037-08-01      | 2.0000%  |  | $332.27            | $307.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4581  | 2037-04-01      | 1.5000%  |  | $775.48            | $702.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQO0578  | 2037-07-01      | 2.5000%  |  | $10.08             | $9.55              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIRC3059  | 2038-10-01      | 2.5000%  |  | $19.58             | $18.54             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2885  | 2050-04-01      | 3.0000%  |  | $3.03              | $2.73              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8866  | 2050-04-01      | 3.0000%  |  | $206.56            | $186.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA5902  | 2050-01-01      | 3.0000%  |  | $57.41             | $51.82             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G61761 G  | 2046-01-01      | 4.0000%  |  | $1048.77           | $1032.01           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61720 G  | 2044-01-01      | 3.5000%  |  | $5.65              | $5.41              | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G60126 G  | 2041-11-01      | 4.5000%  |  | $4.66              | $4.71              | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G60018 G  | 2043-12-01      | 4.5000%  |  | $10.78             | $10.78             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA0055  | 2049-06-01      | 3.0000%  |  | $25.42             | $22.97             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q34980 G  | 2045-07-01      | 3.5000%  |  | $25.16             | $23.95             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q28431 G  | 2044-09-01      | 3.5000%  |  | $54.94             | $52.34             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AM2757 X      | 2045-04-15      | 4.0000%  |  | $20.83             | $20.15             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9964 M      | 2054-10-20      | 5.0000%  |  | $16725.36          | $16810.12          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC V83709 G  | 2043-01-01      | 3.5000%  |  | $416.81            | $398.01            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V83169 G  | 2047-05-01      | 4.0000%  |  | $1252.56           | $1230.83           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q17647 G  | 2043-04-01      | 3.5000%  |  | $86.78             | $82.78             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q14276 G  | 2043-01-01      | 3.0000%  |  | $120.55            | $112.20            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q11553 G  | 2042-10-01      | 3.0000%  |  | $3.62              | $3.37              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q07758 G  | 2042-04-01      | 3.5000%  |  | $217.06            | $208.69            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00293 G  | 2041-04-01      | 5.5000%  |  | $88.23             | $91.87             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7397  | 2055-01-01      | 5.5000%  |  | $20277.13          | $20762.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0148 M      | 2055-01-20      | 6.0000%  |  | $3701.84           | $3808.54           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0801 M      | 2055-12-20      | 5.5000%  |  | $829.05            | $838.86            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7890 C      | 2055-11-20      | 6.5000%  |  | $1002.85           | $1067.59           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7871 C      | 2055-11-20      | 6.5000%  |  | $602.48            | $640.15            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN6761 C      | 2065-10-20      | 6.5000%  |  | $684.96            | $715.55            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5133 C      | 2055-11-20      | 6.0000%  |  | $266.72            | $279.33            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4971 C      | 2055-12-20      | 6.0000%  |  | $920.16            | $957.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3763 C      | 2065-11-20      | 6.0000%  |  | $254.70            | $264.15            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8124        | 2060-12-15      | 5.7900%  |  | $2867.03           | $3041.19           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7089 C      | 2055-10-20      | 5.0000%  |  | $1336.90           | $1351.90           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0442 C      | 2055-08-20      | 5.5000%  |  | $484.71            | $491.23            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5455 C      | 2065-12-20      | 5.5000%  |  | $2206.35           | $2241.86           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5364 C      | 2055-12-20      | 6.0000%  |  | $884.21            | $919.33            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5281 C      | 2065-11-20      | 7.0000%  |  | $725.32            | $758.12            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9197 C      | 2055-12-20      | 6.0000%  |  | $8852.41           | $9096.93           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6742        | 2060-10-15      | 4.8000%  |  | $201.63            | $199.54            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3042 C      | 2055-07-20      | 6.5000%  |  | $1158.25           | $1215.18           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3040 C      | 2055-07-20      | 6.5000%  |  | $1331.71           | $1397.16           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7954        | 2060-07-15      | 5.9900%  |  | $201.88            | $215.43            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0069 C      | 2055-09-20      | 6.5000%  |  | $809.98            | $853.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG2058 C      | 2054-12-20      | 5.0000%  |  | $609.38            | $607.61            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF6555        | 2067-09-15      | 5.8300%  |  | $515.21            | $540.45            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7242        | 2067-03-15      | 5.7000%  |  | $41.88             | $43.75             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698028 X      | 2039-01-15      | 5.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 638595 X      | 2039-02-15      | 6.0000%  |  | $7.37              | $7.75              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782916 X      | 2040-02-15      | 5.5000%  |  | $4.85              | $5.07              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783519 M      | 2041-10-20      | 4.0000%  |  | $143.56            | $139.94            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781889 X      | 2035-03-15      | 6.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788360 C      | 2055-12-20      | 5.0000%  |  | $6.07              | $6.11              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C      | 2050-06-20      | 5.5000%  |  | $1047.62           | $1115.15           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783788 X      | 2040-12-15      | 5.5000%  |  | $13.15             | $13.76             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783619 M      | 2042-05-20      | 4.0000%  |  | $473.85            | $461.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 ZLZT1237  | 2043-04-01      | 3.5000%  |  | $0.10              | $0.09              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0715  | 2048-09-01      | 3.0000%  |  | $21.93             | $19.82             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT0712  | 2048-10-01      | 4.0000%  |  | $17.52             | $17.10             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4792  | 2048-09-01      | 5.0000%  |  | $36.47             | $37.31             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4622  | 2045-07-01      | 3.5000%  |  | $0.46              | $0.44              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3572  | 2042-09-01      | 3.5000%  |  | $8.54              | $8.19              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5947  | 2048-11-01      | 4.5000%  |  | $22.53             | $22.56             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN5068  | 2049-04-01      | 4.5000%  |  | $81.09             | $81.18             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN2844  | 2049-01-01      | 4.0000%  |  | $157.57            | $153.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8469  | 2044-09-01      | 3.5000%  |  | $22.86             | $21.89             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3398  | 2042-08-01      | 3.5000%  |  | $3.96              | $3.79              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK5632  | 2028-06-01      | 2.5000%  |  | $10.46             | $10.33             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4881  | 2028-01-01      | 2.5000%  |  | $37.60             | $37.19             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A90380 G  | 2039-12-01      | 5.5000%  |  | $70.08             | $72.83             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A88904 G  | 2039-09-01      | 6.0000%  |  | $7.50              | $7.90              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C09022 G  | 2043-01-01      | 3.0000%  |  | $198.55            | $184.67            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18719 G  | 2034-01-01      | 3.0000%  |  | $434.09            | $423.67            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08711 G  | 2046-06-01      | 3.5000%  |  | $596.48            | $566.57            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08671 G  | 2045-10-01      | 3.5000%  |  | $4.11              | $3.91              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4004 M      | 2046-10-20      | 3.5000%  |  | $209.11            | $197.47            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08654 G  | 2045-07-01      | 3.5000%  |  | $54.50             | $51.92             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BL3846 X      | 2049-02-15      | 4.5000%  |  | $52.43             | $52.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK4439  | 2048-06-01      | 4.0000%  |  | $352.95            | $345.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4686  | 2027-11-01      | 2.5000%  |  | $57.26             | $56.66             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9965 M      | 2054-10-20      | 5.5000%  |  | $4440.27           | $4519.80           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8487 M      | 2052-12-20      | 3.5000%  |  | $806.26            | $748.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5949  | 2048-11-01      | 4.5000%  |  | $20.16             | $20.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9927  | 2047-07-01      | 4.5000%  |  | $1845.90           | $1854.16           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 615519 X      | 2033-09-15      | 4.5000%  |  | $14.65             | $14.68             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783520 X      | 2042-01-15      | 4.0000%  |  | $258.72            | $252.95            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08488 G  | 2042-04-01      | 3.5000%  |  | $70.63             | $67.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO0780  | 2042-04-01      | 3.5000%  |  | $89.46             | $85.66             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4833 M      | 2046-03-20      | 1.5000%  |  | $2.24              | $1.89              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q32117 G  | 2045-03-01      | 3.5000%  |  | $142.26            | $135.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9736  | 2042-10-01      | 3.5000%  |  | $4.46              | $4.25              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7989 M      | 2052-04-20      | 3.5000%  |  | $599.46            | $557.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLFS4327  | 2052-04-01      | 1.5000%  |  | $3174.76           | $2466.75           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5137 M      | 2048-04-20      | 4.0000%  |  | $3.83              | $3.71              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9362 M      | 2053-12-20      | 5.5000%  |  | $525.47            | $538.07            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB7223 X      | 2047-08-15      | 5.0000%  |  | $36.23             | $36.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3000  | 2042-12-01      | 3.5000%  |  | $27.20             | $25.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC6958  | 2046-04-01      | 3.5000%  |  | $33.50             | $31.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7921  | 2046-09-01      | 3.5000%  |  | $106.41            | $101.23            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-208 QP      | 2055-06-20      | 4.5000%  |  | $9098.27           | $9030.82           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-20 LA       | 2049-02-20      | 3.0000%  |  | $29.51             | $26.05             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-133 PC      | 2055-07-20      | 5.0000%  |  | $520.49            | $518.89            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-137 FL      | 2055-08-20      | 4.9030%  |  | $7923.78           | $8004.23           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 GK      | 2055-06-20      | 4.5000%  |  | $405.29            | $400.62            | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC MULTI SCR 2021- | 2051-01-25      | 7.4473%  |  | $212.16            | $220.49            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-208 QY      | 2055-12-20      | 4.5000%  |  | $603.56            | $530.15            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-049 A       | 2065-10-16      | 3.0000%  |  | $4000.52           | $3509.44           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-157 AB      | 2064-09-16      | 3.0000%  |  | $3812.18           | $3350.94           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-094 A       | 2064-09-16      | 2.7500%  |  | $6607.85           | $5680.32           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-063 A       | 2065-07-16      | 3.0000%  |  | $3995.83           | $3498.83           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-180 A       | 2065-07-16      | 3.0000%  |  | $7939.49           | $6959.75           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-193 A       | 2065-07-16      | 3.0000%  |  | $3504.91           | $3067.75           | Agency Mortgage-Backed Securities         |

### Security 4: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.750%, 5/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1L96, C.4 - ISIN: US3130B1L968, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100020.75
- **C.18.a - Value (excl. sponsor support):** $100020.75
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.785%, 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):** $100039.08
- **C.18.a - Value (excl. sponsor support):** $100039.08
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.795%, 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):** $200103.62
- **C.18.a - Value (excl. sponsor support):** $200103.62
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.725%, 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):** $249974.57
- **C.18.a - Value (excl. sponsor support):** $249974.57
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.770%, 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):** $150078.20
- **C.18.a - Value (excl. sponsor support):** $150078.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.675%, 3/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73Q5, C.4 - ISIN: US3130B73Q57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499992.53
- **C.18.a - Value (excl. sponsor support):** $499992.53
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.625%, 10/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VM3, C.4 - ISIN: US3130B7VM31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99860.05
- **C.18.a - Value (excl. sponsor support):** $99860.05
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.625%, 10/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VN1, C.4 - ISIN: US3130B7VN14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99937.54
- **C.18.a - Value (excl. sponsor support):** $99937.54
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.830%, 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):** $149984.74
- **C.18.a - Value (excl. sponsor support):** $149984.74
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.810%, 12/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KW1, C.4 - ISIN: US3130B8KW15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250125.23
- **C.18.a - Value (excl. sponsor support):** $250125.23
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.760%, 12/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PA4, C.4 - ISIN: US3130B8PA40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300033.14
- **C.18.a - Value (excl. sponsor support):** $300033.14
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.500%, 1/4/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8UW0, C.4 - ISIN: US3130B8UW05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299680.03
- **C.18.a - Value (excl. sponsor support):** $299680.03
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.500%, 1/4/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8VA7, C.4 - ISIN: US3130B8VA75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299987.21
- **C.18.a - Value (excl. sponsor support):** $299987.21
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.640%, 2/5/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92Z2, C.4 - ISIN: US3130B92Z20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299947.35
- **C.18.a - Value (excl. sponsor support):** $299947.35
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2027-02-05
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.730%, 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):** $150058.23
- **C.18.a - Value (excl. sponsor support):** $150058.23
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-14
- **C.13 - Final Legal Maturity Date:** 2028-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.620%, 2/8/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95B2, C.4 - ISIN: US3130B95B25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149968.83
- **C.18.a - Value (excl. sponsor support):** $149968.83
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2027-02-08
- **C.12 - Maturity Date (WAL):** 2027-02-08
- **C.13 - Final Legal Maturity Date:** 2027-02-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.640%, 2/12/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95L0, C.4 - ISIN: US3130B95L07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249892.27
- **C.18.a - Value (excl. sponsor support):** $249892.27
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-02-12
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.744%, 3/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UU8, C.4 - ISIN: US313385UU85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $298324.67
- **C.18.a - Value (excl. sponsor support):** $298324.67
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.740%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99991.13
- **C.18.a - Value (excl. sponsor support):** $99991.13
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 23: 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: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $75062.97
- **C.18.a - Value (excl. sponsor support):** $75062.97
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 24: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.705%, 9/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7M7, C.4 - ISIN: US3133ER7M70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24996.96
- **C.18.a - Value (excl. sponsor support):** $24996.96
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.740%, 2/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125000.00
- **C.18.a - Value (excl. sponsor support):** $125000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 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):** $100038.65
- **C.18.a - Value (excl. sponsor support):** $100038.65
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 27: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $100024.05
- **C.18.a - Value (excl. sponsor support):** $100024.05
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 28: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 7/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100048.44
- **C.18.a - Value (excl. sponsor support):** $100048.44
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 29: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 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):** $100106.71
- **C.18.a - Value (excl. sponsor support):** $100106.71
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 30: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 8/6/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNN7, C.4 - ISIN: US3133ERNN70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150000.85
- **C.18.a - Value (excl. sponsor support):** $150000.85
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 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):** $250086.86
- **C.18.a - Value (excl. sponsor support):** $250086.86
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 32: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.795%, 8/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQA2, C.4 - ISIN: US3133ERQA23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150005.15
- **C.18.a - Value (excl. sponsor support):** $150005.15
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.790%, 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):** $150094.11
- **C.18.a - Value (excl. sponsor support):** $150094.11
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 34: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 9/3/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100007.19
- **C.18.a - Value (excl. sponsor support):** $100007.19
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 9/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200018.71
- **C.18.a - Value (excl. sponsor support):** $200018.71
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.795%, 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):** $100010.05
- **C.18.a - Value (excl. sponsor support):** $100010.05
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 37: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.795%, 10/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXS5, C.4 - ISIN: US3133ERXS57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100013.97
- **C.18.a - Value (excl. sponsor support):** $100013.97
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 38: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.785%, 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):** $100043.71
- **C.18.a - Value (excl. sponsor support):** $100043.71
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 39: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 11/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZX2, C.4 - ISIN: US3133ERZX25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250073.55
- **C.18.a - Value (excl. sponsor support):** $250073.55
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.695%, 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):** $99997.49
- **C.18.a - Value (excl. sponsor support):** $99997.49
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 41: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 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):** $99996.69
- **C.18.a - Value (excl. sponsor support):** $99996.69
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 42: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.735%, 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):** $149992.87
- **C.18.a - Value (excl. sponsor support):** $149992.87
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 43: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 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):** $149999.05
- **C.18.a - Value (excl. sponsor support):** $149999.05
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 44: 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: 3133ETAA5, C.4 - ISIN: US3133ETAA52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $59995.05
- **C.18.a - Value (excl. sponsor support):** $59995.05
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 45: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 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):** $99989.27
- **C.18.a - Value (excl. sponsor support):** $99989.27
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 46: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 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):** $200012.89
- **C.18.a - Value (excl. sponsor support):** $200012.89
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 47: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 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):** $174996.68
- **C.18.a - Value (excl. sponsor support):** $174996.68
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 48: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 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):** $100025.57
- **C.18.a - Value (excl. sponsor support):** $100025.57
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 49: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.755%, 6/4/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKK2, C.4 - ISIN: US3133ETKK25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249974.12
- **C.18.a - Value (excl. sponsor support):** $249974.12
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 50: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.745%, 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):** $249909.76
- **C.18.a - Value (excl. sponsor support):** $249909.76
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 51: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 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):** $199977.82
- **C.18.a - Value (excl. sponsor support):** $199977.82
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 52: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWX1, C.4 - ISIN: US3133ETWX18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149984.36
- **C.18.a - Value (excl. sponsor support):** $149984.36
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 53: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 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):** $99992.53
- **C.18.a - Value (excl. sponsor support):** $99992.53
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 54: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 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):** $99999.29
- **C.18.a - Value (excl. sponsor support):** $99999.29
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 55: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.745%, 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):** $199999.30
- **C.18.a - Value (excl. sponsor support):** $199999.30
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 56: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 1/28/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBJ8, C.4 - ISIN: US3133EWBJ81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99999.64
- **C.18.a - Value (excl. sponsor support):** $99999.64
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 57: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.740%, 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):** $75038.48
- **C.18.a - Value (excl. sponsor support):** $75038.48
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **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 58: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.740%, 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):** $49976.27
- **C.18.a - Value (excl. sponsor support):** $49976.27
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **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 59: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.790%, 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):** $150062.88
- **C.18.a - Value (excl. sponsor support):** $150062.88
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.780%, 9/2/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $249966.46
- **C.18.a - Value (excl. sponsor support):** $249966.46
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.745%, 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):** $199918.20
- **C.18.a - Value (excl. sponsor support):** $199918.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.790%, 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):** $200093.68
- **C.18.a - Value (excl. sponsor support):** $200093.68
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.910%, 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):** $150476.28
- **C.18.a - Value (excl. sponsor support):** $150476.28
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.790%, 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):** $100178.23
- **C.18.a - Value (excl. sponsor support):** $100178.23
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.730%, 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):** $300000.00
- **C.18.a - Value (excl. sponsor support):** $300000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.730%, 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):** $99999.22
- **C.18.a - Value (excl. sponsor support):** $99999.22
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 67: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  3.670%, 3/19/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| TVDB 3.50 TVBD 42 B       | 2042-12-15      | 3.5000%  |  | $212.22            | $177.93            | Agency Debentures and Agency Strips       |
| FMAC 2.22 FMNT GB21-40K0  | 2040-07-13      | 2.2200%  |  | $11111.11          | $7951.65           | Agency Debentures and Agency Strips       |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  |  | $5450.56           | $4514.53           | Agency Debentures and Agency Strips       |
| FHLB 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  |  | $1850.00           | $1811.74           | Agency Debentures and Agency Strips       |
| GNMA GNRA 2024-14O FE     | 2074-08-20      | 4.5030%  |  | $27245.79          | $27376.24          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2414LG 02/15/32 | 2032-02-15      | 6.5000%  |  | $0.09              | $0.10              | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL028MY R13F028 | 2043-04-25      | 2.7500%  |  | $12.40             | $11.86             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  |  | $0.20              | $0.21              | Agency Collateralized Mortgage Obligation |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $600.56            | $585.33            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $55455.56          | $50189.58          | U.S. Treasuries (including strips)        |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $1941.06           | $1701.84           | U.S. Treasuries (including strips)        |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $0.06              | $0.04              | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $0.22              | $0.13              | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $0.06              | $0.04              | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  |  | $24788.50          | $17523.06          | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $9962.78           | $5277.78           | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  |  | $0.06              | $0.04              | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  |  | $1.94              | $1.26              | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  |  | $5549.83           | $4136.07           | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $6710.33           | $5238.92           | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $1388.50           | $1216.11           | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  |  | $0.39              | $0.34              | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/29        | 2029-08-15      | 0.0000%  |  | $0.07              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AJ 29     | 2029-01-15      | 3.5000%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 6 BOND 26            | 2026-02-15      | 6.0000%  |  | $4445.00           | $4570.89           | U.S. Treasuries (including strips)        |
| USTR BILL 03/19/26        | 2026-03-19      | 0.0000%  |  | $0.44              | $0.44              | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AH 30     | 2030-12-31      | 3.6250%  |  | $938.83            | $934.25            | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AV 28     | 2028-12-15      | 3.5000%  |  | $1.06              | $1.06              | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  |  | $90259.44          | $90969.00          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $20198.83          | $20433.48          | U.S. Treasuries (including strips)        |
| USTR 1 5/8 TRIN X 30      | 2030-04-15      | 1.6250%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $67356.72          | $68154.68          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  |  | $4.06              | $4.15              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  |  | $0.44              | $0.45              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $3589.28           | $3672.37           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $37755.39          | $38567.99          | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $277.22            | $280.24            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  |  | $0.11              | $0.11              | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $11702.44          | $11687.53          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $0.22              | $0.23              | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $0.39              | $0.40              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  |  | $9999.61           | $10202.94          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AR 26     | 2026-08-15      | 4.3750%  |  | $25173.22          | $25770.43          | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIB 54        | 2054-02-15      | 2.1250%  |  | $5792.23           | $5293.07           | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  |  | $0.56              | $0.55              | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $3517.67           | $3538.48           | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 41        | 2041-05-15      | 4.3750%  |  | $1.33              | $1.31              | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  |  | $0.39              | $0.38              | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $10678.39          | $10560.18          | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  |  | $20241.78          | $21151.84          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE T 32      | 2032-12-31      | 3.8750%  |  | $582.94            | $580.17            | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  |  | $9204.28           | $8795.72           | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $24948.78          | $19301.76          | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $41953.67          | $34295.05          | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $4998.06           | $3091.15           | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  |  | $6632.00           | $6590.23           | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $0.11              | $0.08              | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $35029.83          | $34287.40          | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $27777.72          | $27915.66          | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AK 26        | 2026-02-15      | 4.0000%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  |  | $0.11              | $0.11              | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $0.17              | $0.17              | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  |  | $60167.89          | $50122.43          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $0.06              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  |  | $41889.22          | $41470.46          | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  |  | $0.39              | $0.39              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $30475.17          | $30646.54          | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE W 26      | 2026-03-31      | 0.7500%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $0.06              | $0.04              | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  |  | $0.33              | $0.34              | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $0.56              | $0.56              | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $5028.11           | $3200.80           | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 28      | 2028-02-29      | 1.1250%  |  | $0.11              | $0.11              | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $23840.94          | $24015.92          | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE J 30      | 2030-03-31      | 3.6250%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $51388.72          | $52763.66          | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  |  | $1920.94           | $1944.05           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $1055.50           | $1079.69           | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE AB 27     | 2027-07-31      | 2.7500%  |  | $25000.00          | $25052.06          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $0.89              | $0.84              | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $7251.11           | $6514.59           | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $1907.89           | $1792.49           | U.S. Treasuries (including strips)        |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  |  | $0.11              | $0.10              | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE AB 26     | 2026-07-31      | 0.6250%  |  | $0.06              | $0.05              | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  |  | $1235.78           | $1229.09           | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $508.89            | $443.99            | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  |  | $0.06              | $0.05              | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  |  | $0.06              | $0.05              | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  |  | $4.22              | $4.20              | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  |  | $0.17              | $0.17              | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  |  | $1.17              | $1.14              | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $14165.06          | $13947.96          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $0.06              | $0.05              | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $0.44              | $0.43              | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $0.11              | $0.10              | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $0.22              | $0.22              | U.S. Treasuries (including strips)        |
| FMAC FEPC 05.500 CLRJ2198 | 2054-08-01      | 5.5000%  |  | $10166.07          | $10484.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2496 | 2055-09-01      | 5.5000%  |  | $30324.48          | $31146.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6384 | 2055-10-01      | 6.0000%  |  | $3194.08           | $3287.31           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6374 | 2055-10-01      | 6.5000%  |  | $639.00            | $673.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6326 | 2055-10-01      | 6.5000%  |  | $750.68            | $790.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4559 | 2055-10-01      | 6.0000%  |  | $9081.95           | $9402.46           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2093 | 2055-08-01      | 6.0000%  |  | $225.95            | $232.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9848 | 2055-08-01      | 6.0000%  |  | $0.46              | $0.47              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0597 | 2055-06-01      | 6.5000%  |  | $0.51              | $0.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  |  | $10402.44          | $10696.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9521 | 2056-01-01      | 5.5000%  |  | $108.93            | $111.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8569 | 2054-05-01      | 5.0000%  |  | $28386.21          | $28574.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3790 | 2052-06-01      | 4.5000%  |  | $0.42              | $0.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  |  | $4944.83           | $5235.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2834 | 2046-11-01      | 3.0000%  |  | $27762.45          | $25775.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6134 | 2045-11-01      | 4.0000%  |  | $3563.06           | $3505.54           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  |  | $7161.86           | $7387.99           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1236 | 2055-05-01      | 5.0000%  |  | $5792.88           | $5873.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $5374.20           | $5402.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  |  | $35683.97          | $37445.76          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  |  | $4.75              | $5.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF1400 | 2056-01-01      | 5.0000%  |  | $1263.47           | $1271.94           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL3699 | 2056-01-01      | 5.0000%  |  | $0.64              | $0.64              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  |  | $737.35            | $775.70            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462363 | 2037-06-01      | 6.3580%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |

### Security 68: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 2/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99829.95
- **C.18.a - Value (excl. sponsor support):** $99829.95
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.1100%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.945%, 3/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $796372.66
- **C.18.a - Value (excl. sponsor support):** $796372.66
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.715%, 3/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $746599.37
- **C.18.a - Value (excl. sponsor support):** $746599.37
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.685%, 4/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $744538.69
- **C.18.a - Value (excl. sponsor support):** $744538.69
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.960%, 5/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $396002.08
- **C.18.a - Value (excl. sponsor support):** $396002.08
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.955%, 5/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99000.52
- **C.18.a - Value (excl. sponsor support):** $99000.52
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.930%, 5/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $792004.17
- **C.18.a - Value (excl. sponsor support):** $792004.17
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.690%, 5/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $742503.91
- **C.18.a - Value (excl. sponsor support):** $742503.91
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.940%, 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):** $394940.33
- **C.18.a - Value (excl. sponsor support):** $394940.33
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: 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):** $689223.70
- **C.18.a - Value (excl. sponsor support):** $689223.70
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 78: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.725%, 3/5/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $747672.26
- **C.18.a - Value (excl. sponsor support):** $747672.26
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.3400%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: 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):** $732715.78
- **C.18.a - Value (excl. sponsor support):** $732715.78
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 80: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.705%, 3/26/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $298428.46
- **C.18.a - Value (excl. sponsor support):** $298428.46
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.785%, 2/3/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $449955.16
- **C.18.a - Value (excl. sponsor support):** $449955.16
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.695%, 4/9/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $347699.63
- **C.18.a - Value (excl. sponsor support):** $347699.63
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.810%, 2/17/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $748870.31
- **C.18.a - Value (excl. sponsor support):** $748870.31
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.705%, 3/3/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $747809.90
- **C.18.a - Value (excl. sponsor support):** $747809.90
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.3400%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: 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):** $340129.16
- **C.18.a - Value (excl. sponsor support):** $340129.16
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 86: 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):** $728848.21
- **C.18.a - Value (excl. sponsor support):** $728848.21
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 87: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.770%, 3/10/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $438404.78
- **C.18.a - Value (excl. sponsor support):** $438404.78
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.4100%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.630%, 3/24/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $746208.16
- **C.18.a - Value (excl. sponsor support):** $746208.16
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **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? 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,  3.380%, 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):** $242361.37
- **C.18.a - Value (excl. sponsor support):** $242361.37
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **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 90: 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):** $483589.18
- **C.18.a - Value (excl. sponsor support):** $483589.18
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **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 91: 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):** $1080834.71
- **C.18.a - Value (excl. sponsor support):** $1080834.71
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 92: 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):** $245015.63
- **C.18.a - Value (excl. sponsor support):** $245015.63
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 93: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 4/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99302.73
- **C.18.a - Value (excl. sponsor support):** $99302.73
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 5/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148576.17
- **C.18.a - Value (excl. sponsor support):** $148576.17
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.625%, 7/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197062.50
- **C.18.a - Value (excl. sponsor support):** $197062.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.125%, 10/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $196357.81
- **C.18.a - Value (excl. sponsor support):** $196357.81
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  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):** $97947.66
- **C.18.a - Value (excl. sponsor support):** $97947.66
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 98: 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):** $352069.92
- **C.18.a - Value (excl. sponsor support):** $352069.92
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 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):** $100568.47
- **C.18.a - Value (excl. sponsor support):** $100568.47
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 100: 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):** $200767.19
- **C.18.a - Value (excl. sponsor support):** $200767.19
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 101: 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):** $200128.12
- **C.18.a - Value (excl. sponsor support):** $200128.12
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 102: 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):** $149895.70
- **C.18.a - Value (excl. sponsor support):** $149895.70
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 103: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.818%, 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):** $500517.17
- **C.18.a - Value (excl. sponsor support):** $500517.17
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **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 104: 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):** $351842.97
- **C.18.a - Value (excl. sponsor support):** $351842.97
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 105: 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):** $201098.44
- **C.18.a - Value (excl. sponsor support):** $201098.44
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 106: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.711%, 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):** $1000370.66
- **C.18.a - Value (excl. sponsor support):** $1000370.66
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **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 107: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.773%, 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):** $1001253.63
- **C.18.a - Value (excl. sponsor support):** $1001253.63
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **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 108: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia, REPO,  3.670%, 2/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 921AZS005, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $10143000.00
- **C.18.a - Value (excl. sponsor support):** $10143000.00
- **C.19 - Percentage of Net Assets:** 13.7300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.500 CTAQ3405 | 2032-11-01      | 3.5000%  |  | $1.27              | $1.25              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAP3886 | 2042-10-01      | 3.5000%  |  | $347.53            | $331.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAO5261 | 2042-06-01      | 3.5000%  |  | $21529.38          | $20554.09          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL2496 | 2042-02-01      | 4.0000%  |  | $5714.05           | $5597.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CWAI8582 | 2027-09-01      | 3.0000%  |  | $0.40              | $0.40              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1044 | 2055-09-01      | 6.0000%  |  | $20273.98          | $21095.61          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF0404 | 2055-09-01      | 4.5000%  |  | $20.22             | $20.01             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0023 | 2055-10-01      | 5.5000%  |  | $16.83             | $17.18             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9723 | 2055-09-01      | 6.0000%  |  | $20.18             | $21.00             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9647 | 2055-09-01      | 6.5000%  |  | $20.24             | $21.29             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0861 | 2055-03-01      | 5.5000%  |  | $70298.54          | $72775.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF8787 | 2055-12-01      | 6.0000%  |  | $62591.03          | $65549.35          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF8119 | 2055-12-01      | 4.5000%  |  | $20.26             | $20.06             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9365 | 2054-10-01      | 5.5000%  |  | $19.35             | $19.75             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5384 | 2046-01-01      | 5.0000%  |  | $62574.89          | $63319.39          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  |  | $48501.39          | $49079.90          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTRB5350 | 2045-06-01      | 5.5000%  |  | $134024.78         | $137331.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA3988 | 2050-11-01      | 2.5000%  |  | $10.22             | $8.83              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CTQK1777 | 2045-10-01      | 6.5000%  |  | $13183.80          | $13732.02          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ3516 | 2054-09-01      | 6.0000%  |  | $17.34             | $18.20             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG3875 | 2053-06-01      | 5.5000%  |  | $16196.26          | $16857.52          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF2405 | 2052-11-01      | 5.0000%  |  | $65162.18          | $66352.55          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC0160 | 2051-03-01      | 2.0000%  |  | $10.46             | $8.68              | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G60782 G | 2046-10-01      | 3.0000%  |  | $27328.49          | $24588.72          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q50241 G | 2047-08-01      | 3.5000%  |  | $10.66             | $10.09             | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q37812 G | 2045-12-01      | 3.0000%  |  | $1270.66           | $1166.67           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $433304.23         | $442887.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  |  | $831124.34         | $838011.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  |  | $812074.86         | $802748.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  |  | $829707.51         | $798329.82         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  |  | $795183.42         | $786216.13         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD7564 | 2053-06-01      | 5.0000%  |  | $22.19             | $22.59             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  |  | $4987.28           | $4686.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  |  | $272395.92         | $275630.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  |  | $16.46             | $14.68             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE9556 | 2055-10-01      | 5.5000%  |  | $18.22             | $18.80             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE8527 | 2055-09-01      | 5.0000%  |  | $20.16             | $20.30             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE6698 | 2055-08-01      | 6.0000%  |  | $19.45             | $20.24             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE4351 | 2055-08-01      | 6.5000%  |  | $20.23             | $21.29             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2710 | 2055-07-01      | 5.5000%  |  | $20.07             | $20.68             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE0708 | 2055-06-01      | 6.5000%  |  | $19.05             | $20.04             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB6153 | 2054-08-01      | 6.5000%  |  | $14.10             | $14.95             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB2673 | 2054-04-01      | 7.0000%  |  | $16.14             | $17.19             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA4358 | 2054-01-01      | 7.0000%  |  | $13.18             | $14.12             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CVAT7753 | 2028-07-01      | 2.5000%  |  | $2799.33           | $2757.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7160 | 2046-05-01      | 3.5000%  |  | $499762.16         | $473684.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9301 | 2055-05-01      | 6.0000%  |  | $130058.17         | $135026.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD9232 | 2055-05-01      | 5.5000%  |  | $18.62             | $19.24             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD5955 | 2055-04-01      | 6.5000%  |  | $20.14             | $21.24             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD4967 | 2055-03-01      | 7.0000%  |  | $16.65             | $17.62             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC8494 | 2054-11-01      | 5.0000%  |  | $17.84             | $17.97             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6533 | 2054-11-01      | 5.0000%  |  | $18.90             | $19.04             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC4789 | 2055-08-01      | 6.0000%  |  | $20.03             | $20.61             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA9189 | 2051-02-01      | 2.0000%  |  | $14.22             | $11.76             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA3685 | 2049-06-01      | 4.5000%  |  | $6.90              | $6.89              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0483 | 2047-10-01      | 3.5000%  |  | $4.74              | $4.48              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX1865 | 2052-11-01      | 5.0000%  |  | $18.99             | $19.38             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBT8059 | 2053-03-01      | 6.0000%  |  | $9.82              | $10.17             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBR0980 | 2051-05-01      | 2.5000%  |  | $12.37             | $10.76             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBP3065 | 2050-03-01      | 2.5000%  |  | $5.50              | $4.75              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBN6595 | 2049-05-01      | 3.5000%  |  | $2.34              | $2.20              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM5261 | 2048-01-01      | 4.0000%  |  | $574.17            | $560.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM4774 | 2048-07-01      | 4.0000%  |  | $9110.25           | $8949.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ6709 | 2048-04-01      | 4.0000%  |  | $42626.40          | $41597.06          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH5685 | 2047-06-01      | 4.0000%  |  | $11927.86          | $11665.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 I4BF0738 | 2063-06-01      | 4.5000%  |  | $16.24             | $16.03             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 I4BF0697 | 2062-12-01      | 2.5000%  |  | $16.81             | $14.09             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC1457 | 2046-07-01      | 3.0000%  |  | $5.99              | $5.53              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF7399 | 2055-12-01      | 5.0000%  |  | $20.20             | $20.37             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3316 | 2053-07-01      | 6.0000%  |  | $14.33             | $15.02             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  |  | $12.93             | $13.40             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1421 | 2052-07-01      | 4.5000%  |  | $1125584.77        | $1117785.59        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN2395 | 2049-01-01      | 4.5000%  |  | $4.54              | $4.53              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF5784 | 2055-11-01      | 6.0000%  |  | $20.27             | $21.40             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF5769 | 2055-12-01      | 4.5000%  |  | $19.73             | $19.56             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF3568 | 2055-10-01      | 6.0000%  |  | $21507.94          | $22455.25          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF2365 | 2055-10-01      | 6.5000%  |  | $20.27             | $21.35             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1532 | 2055-10-01      | 6.5000%  |  | $19.85             | $20.98             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2046 | 2051-11-01      | 2.5000%  |  | $14.48             | $12.60             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC3867 | 2054-11-01      | 6.0000%  |  | $16.99             | $17.48             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC3245 | 2054-09-01      | 5.5000%  |  | $222026.66         | $226362.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLDC2693 | 2054-11-01      | 4.0000%  |  | $19.92             | $19.11             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC0409 | 2054-09-01      | 5.0000%  |  | $19.89             | $19.99             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIDB6650 | 2039-06-01      | 6.5000%  |  | $15099.89          | $15881.25          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 REBT1311 | 2051-07-01      | 2.0000%  |  | $10.01             | $8.21              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI6481 | 2054-06-01      | 5.5000%  |  | $15.97             | $16.52             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $475467.10         | $478213.29         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q46872 G | 2047-03-01      | 4.5000%  |  | $67146.31          | $67557.11          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8531 | 2053-02-01      | 5.0000%  |  | $178816.66         | $181562.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA8388 | 2035-12-01      | 2.5000%  |  | $9.72              | $9.26              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6076 | 2053-04-01      | 5.5000%  |  | $15.72             | $16.28             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA4701 | 2034-11-01      | 2.5000%  |  | $6.30              | $6.02              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  |  | $715805.34         | $722030.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9017 | 2054-08-01      | 6.0000%  |  | $18.78             | $19.41             | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G67700 G | 2046-08-01      | 3.5000%  |  | $4.65              | $4.42              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAV6962 | 2044-07-01      | 4.0000%  |  | $1.11              | $1.09              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4736 | 2049-11-01      | 3.0000%  |  | $432233.60         | $386696.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $762228.84         | $779149.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB4235 | 2054-07-01      | 6.0000%  |  | $18.87             | $19.75             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB0351 | 2051-05-01      | 2.0000%  |  | $14.34             | $11.92             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA5514 | 2050-04-01      | 2.5000%  |  | $9.12              | $7.93              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY9128 | 2053-08-01      | 5.0000%  |  | $19.48             | $19.84             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDA4990 | 2053-11-01      | 5.5000%  |  | $16.24             | $16.59             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7705 | 2050-11-01      | 2.0000%  |  | $15.65             | $13.01             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI9489 | 2054-07-01      | 6.0000%  |  | $18.37             | $19.28             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF2582 | 2052-11-01      | 5.5000%  |  | $15.33             | $15.86             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $784030.18         | $800173.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD0853 | 2055-01-01      | 6.5000%  |  | $14.42             | $15.20             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD1915 | 2055-01-01      | 7.0000%  |  | $15.34             | $16.34             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6387 | 2054-11-01      | 5.0000%  |  | $19.96             | $20.09             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD7227 | 2055-05-01      | 5.5000%  |  | $15.84             | $16.15             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF5352 | 2055-12-01      | 6.0000%  |  | $20.27             | $21.15             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF6581 | 2050-12-01      | 4.5000%  |  | $20.29             | $20.02             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5388 | 2046-02-01      | 5.0000%  |  | $181326.33         | $183209.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE7941 | 2055-08-01      | 5.5000%  |  | $20.17             | $20.81             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIDE2869 | 2040-06-01      | 6.0000%  |  | $18.96             | $19.74             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF8571 | 2056-01-01      | 5.5000%  |  | $44390.78          | $45598.50          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF5952 | 2055-12-01      | 5.5000%  |  | $20.25             | $20.92             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG0869 | 2056-01-01      | 6.0000%  |  | $112892.24         | $119518.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD8639 | 2055-05-01      | 6.0000%  |  | $18.91             | $19.68             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0611 | 2055-06-01      | 6.0000%  |  | $19.37             | $19.99             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE9730 | 2055-09-01      | 5.0000%  |  | $20.23             | $20.36             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE3423 | 2055-06-01      | 7.0000%  |  | $19407.55          | $20508.85          | Agency Mortgage-Backed Securities |

### Security 109: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  3.670%, 2/3/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 2.7100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 02.000 CLCA9220  | 2051-02-01      | 2.0000%  |  | $1435.01           | $1176.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2400  | 2051-12-01      | 2.5000%  |  | $7850.52           | $6730.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2419  | 2048-10-01      | 4.5000%  |  | $319.03            | $319.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB1476  | 2036-08-01      | 2.5000%  |  | $7.88              | $7.47              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBX0441  | 2037-12-01      | 5.0000%  |  | $12.96             | $13.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS7849  | 2052-05-01      | 2.5000%  |  | $45.58             | $39.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBC2837  | 2046-09-01      | 4.5000%  |  | $3.44              | $3.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6821  | 2053-08-01      | 5.5000%  |  | $215.59            | $220.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5593  | 2045-08-01      | 3.5000%  |  | $14.76             | $14.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4583  | 2042-09-01      | 3.5000%  |  | $26.14             | $24.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7807  | 2054-01-01      | 6.5000%  |  | $27564.51          | $29170.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5172  | 2042-05-01      | 3.5000%  |  | $5164.42           | $4938.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS6793  | 2053-06-01      | 4.0000%  |  | $134.16            | $129.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0299  | 2058-08-01      | 3.5000%  |  | $2141.98           | $1975.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3453  | 2054-09-01      | 6.0000%  |  | $140.77            | $144.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDE4546  | 2040-07-01      | 5.5000%  |  | $403.46            | $414.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3689  | 2055-08-01      | 6.0000%  |  | $2737.95           | $2845.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE3486  | 2055-07-01      | 6.5000%  |  | $19944.22          | $20737.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1994  | 2055-07-01      | 6.0000%  |  | $613.45            | $644.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBT8046  | 2053-01-01      | 5.5000%  |  | $3521.21           | $3657.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAC8568  | 2040-01-01      | 4.5000%  |  | $3.42              | $3.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM0008  | 2049-08-01      | 3.5000%  |  | $26.35             | $24.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLMA4929  | 2053-02-01      | 7.0000%  |  | $5.31              | $5.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS9445  | 2047-04-01      | 3.0000%  |  | $257.12            | $235.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM5810  | 2051-01-01      | 3.0000%  |  | $1063.20           | $948.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3835  | 2055-03-01      | 6.0000%  |  | $650.48            | $677.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8434  | 2056-01-01      | 5.0000%  |  | $1958.98           | $1990.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA3967  | 2052-09-01      | 4.5000%  |  | $2942.89           | $2933.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2663  | 2055-08-01      | 6.5000%  |  | $13494.73          | $14285.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CIMA5845  | 2040-08-01      | 6.5000%  |  | $750.65            | $786.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF5715  | 2055-12-01      | 5.0000%  |  | $2807.64           | $2822.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0938  | 2055-03-01      | 6.0000%  |  | $6723.54           | $7047.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3508  | 2055-03-01      | 6.0000%  |  | $554.82            | $578.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDC6440  | 2039-11-01      | 5.0000%  |  | $395.62            | $402.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3155  | 2032-10-01      | 3.0000%  |  | $2.39              | $2.33              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA2923  | 2037-03-01      | 3.5000%  |  | $10.91             | $10.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3517  | 2033-11-01      | 3.5000%  |  | $0.58              | $0.58              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5670  | 2042-07-01      | 3.5000%  |  | $0.90              | $0.86              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAB5124  | 2042-05-01      | 4.0000%  |  | $1.40              | $1.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5369  | 2042-06-01      | 3.5000%  |  | $4.10              | $3.92              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL995245  | 2039-01-01      | 5.0000%  |  | $50.03             | $51.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL995094  | 2035-11-01      | 4.5000%  |  | $0.84              | $0.85              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL988988  | 2038-09-01      | 6.0000%  |  | $12.33             | $12.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL969454  | 2038-01-01      | 5.0000%  |  | $1.80              | $1.82              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CI890336  | 2026-08-01      | 4.5000%  |  | $1.18              | $1.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889506  | 2037-03-01      | 6.0000%  |  | $28.54             | $30.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCC1662  | 2055-12-01      | 4.5000%  |  | $15007.42          | $14824.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0260  | 2055-04-01      | 6.0000%  |  | $160.48            | $167.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS6977  | 2042-08-01      | 3.0000%  |  | $201.63            | $189.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS6668  | 2053-12-01      | 5.5000%  |  | $235.07            | $239.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9827  | 2053-05-01      | 5.0000%  |  | $5301.26           | $5341.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX5026  | 2052-12-01      | 6.0000%  |  | $1458.04           | $1523.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9848  | 2052-09-01      | 5.0000%  |  | $4153.27           | $4210.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW4951  | 2053-02-01      | 5.0000%  |  | $5412.14           | $5451.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW0035  | 2052-07-01      | 4.5000%  |  | $548.38            | $546.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBV9862  | 2037-05-01      | 3.0000%  |  | $19.30             | $18.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV5809  | 2055-06-01      | 5.5000%  |  | $2156.77           | $2201.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBU8932  | 2052-04-01      | 3.5000%  |  | $17124.03          | $16005.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU7089  | 2051-12-01      | 2.0000%  |  | $40.53             | $33.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT7075  | 2051-08-01      | 2.5000%  |  | $129.68            | $112.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR3321  | 2051-03-01      | 2.0000%  |  | $8.44              | $7.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN0750  | 2048-10-01      | 5.0000%  |  | $6.47              | $6.57              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5482  | 2049-02-01      | 4.0000%  |  | $10.20             | $9.96              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL773072  | 2034-04-01      | 5.5000%  |  | $3.38              | $3.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735224  | 2035-02-01      | 5.5000%  |  | $74.12             | $76.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL735212  | 2034-12-01      | 5.0000%  |  | $0.50              | $0.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4804  | 2052-11-01      | 4.0000%  |  | $89.46             | $86.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4782  | 2052-10-01      | 3.5000%  |  | $71.36             | $66.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4625  | 2052-06-01      | 3.5000%  |  | $40.34             | $37.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4156  | 2035-10-01      | 2.5000%  |  | $136.62            | $129.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CNMA4150  | 2030-10-01      | 2.5000%  |  | $2252.84           | $2185.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4111  | 2035-08-01      | 1.5000%  |  | $108.11            | $98.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4079  | 2050-07-01      | 3.0000%  |  | $0.33              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3998  | 2050-04-01      | 4.5000%  |  | $0.99              | $0.98              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3992  | 2050-04-01      | 3.5000%  |  | $3.41              | $3.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1660  | 2047-08-01      | 4.0000%  |  | $26.28             | $25.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7606  | 2048-09-01      | 4.5000%  |  | $417.06            | $417.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK4762  | 2048-08-01      | 5.0000%  |  | $138.21            | $141.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBK0614  | 2050-01-01      | 3.0000%  |  | $18.88             | $17.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK0888  | 2048-07-01      | 4.0000%  |  | $242.40            | $236.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3835  | 2049-11-01      | 3.5000%  |  | $898.85            | $840.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CICB9390  | 2039-10-01      | 5.5000%  |  | $2109.96           | $2188.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8863  | 2054-07-01      | 6.0000%  |  | $825.32            | $851.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8475  | 2054-05-01      | 5.0000%  |  | $11641.05          | $11879.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB8115  | 2054-03-01      | 4.5000%  |  | $9445.30           | $9366.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7736  | 2054-01-01      | 6.0000%  |  | $108.27            | $111.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6085  | 2053-04-01      | 6.0000%  |  | $1487.04           | $1565.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4313  | 2052-08-01      | 4.5000%  |  | $25949.63          | $25675.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CICB4243  | 2037-07-01      | 3.5000%  |  | $7.20              | $7.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4217  | 2052-07-01      | 5.0000%  |  | $52399.94          | $52895.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4211  | 2052-07-01      | 4.5000%  |  | $733.10            | $725.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3841  | 2052-06-01      | 3.5000%  |  | $1120.31           | $1050.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2899  | 2052-02-01      | 3.0000%  |  | $25.66             | $23.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2548  | 2052-01-01      | 2.5000%  |  | $131.38            | $113.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1389  | 2051-08-01      | 2.5000%  |  | $212.76            | $182.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0998  | 2051-07-01      | 3.0000%  |  | $254.41            | $227.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5960  | 2050-06-01      | 2.5000%  |  | $8.61              | $7.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3858  | 2049-07-01      | 3.5000%  |  | $82.88             | $78.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2477  | 2048-10-01      | 4.5000%  |  | $485.32            | $485.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS4427  | 2045-02-01      | 4.5000%  |  | $49.64             | $50.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1142  | 2043-11-01      | 4.5000%  |  | $1073.47           | $1079.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR4126  | 2043-02-01      | 3.0000%  |  | $4.73              | $4.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAQ3381  | 2042-11-01      | 3.0000%  |  | $19.61             | $18.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAQ3201  | 2042-11-01      | 3.5000%  |  | $148.39            | $141.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3905  | 2050-01-01      | 3.0000%  |  | $650.38            | $586.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAQ1886  | 2042-11-01      | 3.0000%  |  | $3.64              | $3.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO3552  | 2042-06-01      | 4.0000%  |  | $6.04              | $5.90              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8743  | 2046-06-01      | 4.5000%  |  | $4.24              | $4.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3765  | 2049-09-01      | 2.5000%  |  | $2.11              | $1.82              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3694  | 2049-07-01      | 4.5000%  |  | $8.41              | $8.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL3909  | 2027-05-01      | 4.0000%  |  | $12.51             | $12.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAL1469  | 2039-02-01      | 7.0000%  |  | $2.97              | $3.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL1312  | 2039-05-01      | 6.0000%  |  | $0.83              | $0.88              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAJ4087  | 2026-10-01      | 3.0000%  |  | $21.65             | $21.58             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL620196  | 2032-01-01      | 7.0000%  |  | $0.62              | $0.65              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL511405  | 2029-10-01      | 7.0000%  |  | $2.80              | $2.95              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM5768  | 2044-11-01      | 4.0000%  |  | $28.69             | $28.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU7818  | 2051-12-01      | 2.0000%  |  | $469.26            | $384.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ9169  | 2048-05-01      | 4.0000%  |  | $3.66              | $3.58              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5476  | 2039-09-01      | 5.5000%  |  | $30.65             | $31.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB7273  | 2042-12-01      | 3.0000%  |  | $12.48             | $11.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAQ9047  | 2042-12-01      | 3.5000%  |  | $425.63            | $407.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA3491  | 2038-10-01      | 3.5000%  |  | $11.08             | $10.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA3797  | 2034-10-01      | 2.5000%  |  | $2.83              | $2.70              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6110  | 2050-07-01      | 3.0000%  |  | $32.72             | $29.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4978  | 2053-04-01      | 5.0000%  |  | $2027.52           | $2044.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT257075  | 2028-02-01      | 5.5000%  |  | $13.24             | $13.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTAL8062  | 2029-06-01      | 5.5000%  |  | $0.53              | $0.55              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL6031  | 2044-10-01      | 4.0000%  |  | $13.40             | $13.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0879  | 2052-03-01      | 2.5000%  |  | $37.34             | $32.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLDE8864  | 2055-09-01      | 4.0000%  |  | $399.24            | $383.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDE8457  | 2055-08-01      | 4.5000%  |  | $1661.41           | $1637.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDE7872  | 2040-09-01      | 5.0000%  |  | $556.37            | $565.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDE7532  | 2040-10-01      | 5.0000%  |  | $513.36            | $525.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDE6956  | 2056-01-01      | 7.5000%  |  | $600.84            | $640.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAE0746  | 2036-08-01      | 6.5000%  |  | $59.02             | $62.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CQAD7988  | 2040-07-01      | 4.5000%  |  | $23.40             | $23.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5910  | 2055-12-01      | 5.5000%  |  | $97303.54          | $99198.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLMA5856  | 2055-10-01      | 7.0000%  |  | $134.75            | $141.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3792  | 2055-07-01      | 6.0000%  |  | $16028.23          | $16891.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3679  | 2055-03-01      | 5.5000%  |  | $10062.06          | $10333.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0365  | 2055-09-01      | 6.0000%  |  | $1068.71           | $1106.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA3896  | 2035-01-01      | 2.5000%  |  | $4.83              | $4.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3635  | 2054-06-01      | 6.0000%  |  | $12978.35          | $13691.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3632  | 2055-03-01      | 5.0000%  |  | $106467.58         | $107022.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA3448  | 2049-07-01      | 2.5000%  |  | $3680.30           | $3232.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3361  | 2052-11-01      | 5.0000%  |  | $6488.43           | $6642.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CIFA3057  | 2039-08-01      | 6.5000%  |  | $5190.46           | $5475.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA3471  | 2053-07-01      | 4.0000%  |  | $29170.69          | $28339.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA2433  | 2055-08-01      | 5.5000%  |  | $18418.19          | $18776.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIFA1399  | 2040-04-01      | 5.5000%  |  | $25.39             | $26.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA0674  | 2051-07-01      | 3.0000%  |  | $17960.17          | $16262.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA0289  | 2055-01-01      | 5.0000%  |  | $974.00            | $979.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG0945  | 2056-01-01      | 6.0000%  |  | $873.20            | $916.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9514  | 2056-01-01      | 5.5000%  |  | $5391.69           | $5505.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9482  | 2056-01-01      | 5.0000%  |  | $3192.49           | $3210.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF8508  | 2055-12-01      | 4.5000%  |  | $1129.62           | $1115.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CICB9563  | 2039-11-01      | 5.5000%  |  | $2501.49           | $2590.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4588  | 2055-08-01      | 6.0000%  |  | $14332.22          | $14746.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7130  | 2054-01-01      | 5.0000%  |  | $362.85            | $367.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBU1416  | 2052-01-01      | 3.0000%  |  | $51.08             | $45.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CNMA3251  | 2028-01-01      | 3.5000%  |  | $3.62              | $3.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5877  | 2055-11-01      | 4.5000%  |  | $157.29            | $155.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0673  | 2055-09-01      | 6.5000%  |  | $7696.71           | $8005.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8571  | 2055-05-01      | 6.0000%  |  | $1653.37           | $1716.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9812  | 2055-01-01      | 6.0000%  |  | $3002.41           | $3128.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7603  | 2055-12-01      | 5.5000%  |  | $569.31            | $584.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL256349  | 2036-08-01      | 6.0000%  |  | $4.94              | $5.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6347  | 2053-11-01      | 6.5000%  |  | $171.35            | $178.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5833  | 2053-10-01      | 6.0000%  |  | $1.97              | $2.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5416  | 2053-07-01      | 6.0000%  |  | $3583.19           | $3711.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS4052  | 2036-10-01      | 2.0000%  |  | $853.00            | $789.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2444  | 2052-07-01      | 4.0000%  |  | $189.67            | $184.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFS1615  | 2037-04-01      | 3.0000%  |  | $91.23             | $87.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0957  | 2052-03-01      | 3.0000%  |  | $15.55             | $13.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFM6982  | 2041-04-01      | 2.0000%  |  | $177.10            | $156.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM6372  | 2050-03-01      | 5.0000%  |  | $71.16             | $72.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLFM5977  | 2051-02-01      | 1.5000%  |  | $166.66            | $129.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM5473  | 2035-12-01      | 3.0000%  |  | $1192.96           | $1156.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM6237  | 2049-04-01      | 3.5000%  |  | $230.11            | $218.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM4793  | 2050-11-01      | 2.0000%  |  | $25330.06          | $20941.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4311  | 2050-08-01      | 3.0000%  |  | $29.13             | $26.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3280  | 2049-05-01      | 3.5000%  |  | $3200.54           | $3045.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFM1418  | 2034-09-01      | 4.0000%  |  | $1116.06           | $1118.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM1324  | 2031-11-01      | 3.0000%  |  | $0.41              | $0.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ1581  | 2048-01-01      | 4.0000%  |  | $53.74             | $52.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH9215  | 2048-01-01      | 3.5000%  |  | $16.15             | $15.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH5365  | 2047-08-01      | 4.0000%  |  | $1277.35           | $1252.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBE8671  | 2047-08-01      | 3.5000%  |  | $221.29            | $209.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6457  | 2055-11-01      | 5.5000%  |  | $607.91            | $624.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF7182  | 2055-12-01      | 4.5000%  |  | $716.22            | $707.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF6049  | 2055-12-01      | 6.0000%  |  | $1233.38           | $1286.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF5661  | 2055-11-01      | 4.5000%  |  | $826.18            | $814.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF4855  | 2055-11-01      | 6.0000%  |  | $676.45            | $705.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDF2937  | 2040-11-01      | 5.5000%  |  | $454.12            | $469.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1849  | 2055-10-01      | 6.0000%  |  | $781.79            | $815.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0593  | 2055-09-01      | 5.5000%  |  | $1480.53           | $1522.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS1067  | 2037-04-01      | 2.5000%  |  | $178.06            | $168.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA5186  | 2050-01-01      | 4.5000%  |  | $7.68              | $7.64              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV0662  | 2043-12-01      | 4.0000%  |  | $0.92              | $0.90              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6725  | 2053-07-01      | 4.5000%  |  | $926.35            | $918.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM1456  | 2028-09-01      | 2.5000%  |  | $4.93              | $4.88              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL4904  | 2044-02-01      | 4.5000%  |  | $290.90            | $293.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2707  | 2052-04-01      | 3.5000%  |  | $14.68             | $13.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM4818  | 2049-05-01      | 5.5000%  |  | $37.96             | $39.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM4272  | 2035-09-01      | 3.0000%  |  | $25.04             | $24.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA2866  | 2037-01-01      | 3.0000%  |  | $16.97             | $16.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN6067  | 2049-05-01      | 4.0000%  |  | $2.91              | $2.82              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIFA2747  | 2038-11-01      | 5.5000%  |  | $12039.68          | $12461.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA5948  | 2041-01-01      | 3.5000%  |  | $589.72            | $574.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9224  | 2054-12-01      | 5.5000%  |  | $1016.81           | $1036.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9061  | 2051-01-01      | 5.5000%  |  | $1959.75           | $2000.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV6416  | 2055-11-01      | 6.0000%  |  | $1432.26           | $1490.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCC1669  | 2055-12-01      | 4.5000%  |  | $14536.01          | $14330.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9442  | 2055-09-01      | 6.5000%  |  | $399.27            | $416.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA3956  | 2053-03-01      | 3.0000%  |  | $668.56            | $595.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF2347  | 2055-11-01      | 4.5000%  |  | $2631.58           | $2594.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6659  | 2055-08-01      | 6.0000%  |  | $2576.51           | $2657.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTBV1418  | 2045-03-01      | 6.0000%  |  | $486.34            | $503.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF4774  | 2055-11-01      | 4.5000%  |  | $683.77            | $674.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFA2736  | 2037-06-01      | 2.5000%  |  | $29668.86          | $28158.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CIDE8063  | 2040-08-01      | 6.5000%  |  | $355.39            | $372.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE2212  | 2055-07-01      | 5.5000%  |  | $94.65             | $96.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDG1520  | 2041-02-01      | 4.5000%  |  | $754.89            | $759.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1799  | 2055-06-01      | 6.0000%  |  | $918.16            | $964.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDD8218  | 2040-04-01      | 5.0000%  |  | $1165.54           | $1192.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDD6619  | 2040-06-01      | 5.5000%  |  | $603.44            | $624.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLDD2618  | 2055-03-01      | 4.0000%  |  | $370.05            | $355.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1719  | 2055-03-01      | 6.0000%  |  | $851.77            | $882.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDC9111  | 2040-06-01      | 5.5000%  |  | $1024.80           | $1062.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDC9057  | 2055-05-01      | 7.5000%  |  | $1734.93           | $1857.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5557  | 2054-10-01      | 5.0000%  |  | $519.45            | $522.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5852  | 2055-10-01      | 5.0000%  |  | $6.74              | $6.78              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTMA5835  | 2045-08-01      | 6.0000%  |  | $6162.02           | $6365.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5745  | 2040-06-01      | 5.0000%  |  | $29871.41          | $30354.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CIMA5633  | 2040-02-01      | 6.5000%  |  | $20.88             | $21.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5563  | 2044-12-01      | 5.5000%  |  | $508.49            | $522.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5167  | 2053-10-01      | 6.5000%  |  | $2206.60           | $2296.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5135  | 2053-09-01      | 4.0000%  |  | $2.29              | $2.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5093  | 2038-07-01      | 5.0000%  |  | $1.49              | $1.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5010  | 2053-05-01      | 5.5000%  |  | $24.06             | $24.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB4867  | 2055-01-01      | 6.0000%  |  | $3986.49           | $4101.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL848839  | 2036-01-01      | 6.0000%  |  | $22.19             | $23.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL831621  | 2036-07-01      | 7.0000%  |  | $1.08              | $1.13              | Agency Mortgage-Backed Securities         |
| FMAC FERA 5582FM 10/25/55  | 2055-10-25      | 4.7473%  |  | $30306.74          | $30521.08          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549HF 06/25/55  | 2055-06-25      | 5.7973%  |  | $42408.62          | $43106.55          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05549F 06/25/55  | 2055-06-25      | 5.6973%  |  | $42408.62          | $43058.76          | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0267 10/25/53  | 2053-10-25      | 4.4973%  |  | $147.12            | $147.53            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5630FH 02/25/56  | 2056-02-25      | 4.4884%  |  | $31118.64          | $31194.03          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033QF R24F033  | 2054-03-25      | 4.6973%  |  | $22565.07          | $22725.15          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5565MF 05/25/55  | 2055-05-25      | 5.2973%  |  | $36223.44          | $36608.49          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54  | 2054-12-25      | 5.1973%  |  | $11955.49          | $12101.30          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5572FM 09/25/55  | 2055-09-25      | 4.7973%  |  | $37022.12          | $37323.12          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5503FE 02/25/55  | 2055-02-25      | 5.1473%  |  | $17677.53          | $17840.99          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FH R24F103  | 2055-01-25      | 4.9473%  |  | $16303.75          | $16415.51          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5543FC 06/25/55  | 2055-06-25      | 5.1973%  |  | $20829.02          | $21088.09          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513FD 01/25/55  | 2055-01-25      | 5.0473%  |  | $9336.53           | $9424.14           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FC 02/25/55  | 2055-02-25      | 5.6973%  |  | $18917.97          | $19190.56          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5500AF 02/25/55  | 2055-02-25      | 4.6973%  |  | $688.02            | $689.36            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5491FA 01/25/55  | 2055-01-25      | 4.9973%  |  | $36460.44          | $36821.15          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FE 02/25/54  | 2054-02-25      | 5.1473%  |  | $11340.87          | $11465.93          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FB 12/25/54  | 2054-12-25      | 5.1473%  |  | $46339.11          | $46824.51          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FA 12/25/54  | 2054-12-25      | 5.0973%  |  | $9267.82           | $9367.23           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5483FD 12/25/54  | 2054-12-25      | 4.9973%  |  | $6660.37           | $6722.35           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54  | 2054-12-25      | 5.1473%  |  | $20050.06          | $20278.41          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5418FC 06/25/54  | 2054-06-25      | 5.0973%  |  | $7289.00           | $7362.64           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5357FT 11/25/53  | 2053-11-25      | 5.0973%  |  | $11000.52          | $11136.18          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5326FA 08/25/53  | 2053-08-25      | 4.7973%  |  | $35496.45          | $35748.63          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL040FB R25F040  | 2055-02-25      | 5.1973%  |  | $10512.34          | $10644.52          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC046FL R25F046  | 2055-06-25      | 5.1973%  |  | $68789.36          | $69645.09          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL041FD R25F041  | 2055-06-25      | 5.1973%  |  | $11543.42          | $11685.57          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL001FJ R25F001  | 2055-02-25      | 5.6973%  |  | $10260.89          | $10419.07          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016  | 2055-03-25      | 5.0473%  |  | $29780.61          | $30146.94          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL095FL R24F095  | 2054-12-25      | 5.1473%  |  | $69007.54          | $69690.84          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088FA R24F088  | 2054-12-25      | 4.6973%  |  | $55533.13          | $55890.23          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC095HF R24F095  | 2054-12-25      | 5.0973%  |  | $2070.23           | $2092.25           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL065FC R24F065  | 2054-09-25      | 4.8973%  |  | $19244.64          | $19334.76          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033  | 2054-01-25      | 4.6973%  |  | $4210.19           | $4239.60           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL024CA R24F024  | 2054-05-25      | 0.1250%  |  | $81595.69          | $68538.32          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FA R24F034  | 2054-06-25      | 4.6973%  |  | $72597.33          | $73111.42          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL042FC R25F042  | 2055-06-25      | 5.1973%  |  | $20879.01          | $21138.70          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FH 04/25/54  | 2054-04-25      | 5.1473%  |  | $328.56            | $332.12            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5420EF 06/25/54  | 2054-06-25      | 5.0473%  |  | $12178.02          | $12302.09          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FW 05/25/55  | 2055-05-25      | 5.7473%  |  | $31175.59          | $31681.42          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FC 05/25/55  | 2055-05-25      | 5.1973%  |  | $13703.40          | $13875.65          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL015FD R24F015  | 2054-04-25      | 5.0473%  |  | $11661.56          | $11757.25          | Agency Collateralized Mortgage Obligation |
| FNMA MNRM CL0132A1 R21M01  | 2033-04-25      | 1.4890%  |  | $591.51            | $551.94            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL004A1 R21M004  | 2031-02-25      | 0.9590%  |  | $503.06            | $490.51            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A2 R20M020  | 2029-10-25      | 1.4350%  |  | $105.26            | $96.53             | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0212A2 R19M02  | 2031-02-25      | 2.3500%  |  | $7638.99           | $7126.49           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL001A2 R19M001  | 2028-09-25      | 3.5600%  |  | $835.98            | $832.85            | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011  | 2039-07-25      | 2.9440%  |  | $152.66            | $140.75            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL02SA2 R22M02S  | 2032-09-25      | 3.7590%  |  | $2131.35           | $2080.99           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0052A2 R23M00  | 2028-07-25      | 4.5000%  |  | $3655.34           | $3712.44           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-08-25      | 1.6570%  |  | $97.37             | $92.51             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-03-25      | 2.0200%  |  | $26315.79          | $23945.64          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-06-25      | 1.3830%  |  | $39978.95          | $35862.52          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL006A2 R23M006  | 2028-07-25      | 4.1814%  |  | $8389.15           | $8455.30           | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC012A R22M012   | 2028-12-25      | 3.0202%  |  | $24.07             | $23.49             | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G  | 2031-09-25      | 1.5314%  |  | $6842.11           | $6029.39           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G  | 2031-09-25      | 1.5314%  |  | $1353.58           | $1298.11           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A1 R22M003  | 2031-11-25      | 1.7072%  |  | $6719.33           | $6301.11           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2029-02-25      | 3.4220%  |  | $18538.42          | $18347.82          | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL004AL R16M004  | 2039-01-25      | 3.2730%  |  | $80.35             | $74.99             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-12-25      | 1.6210%  |  | $36315.79          | $32536.58          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A1 R23M004  | 2032-09-25      | 3.7669%  |  | $668.82            | $666.24            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A1 R26M001  | 2031-01-25      | 0.0000%  |  | $13648.95          | $12762.26          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL006A2 R24M006  | 2027-07-25      | 2.9040%  |  | $1052.63           | $1044.19           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0042A1 R22M00  | 2030-12-25      | 1.2081%  |  | $13303.30          | $12334.77          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SEREIS K- | 2030-06-25      | 1.3660%  |  | $4416.10           | $3956.51           | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014  | 2027-09-25      | 2.8760%  |  | $4260.85           | $4203.60           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0451A1 R20M04  | 2030-10-25      | 0.6800%  |  | $13703.96          | $13005.95          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0022A1 R23M00  | 2030-09-25      | 2.9140%  |  | $4288.24           | $4172.35           | Agency Mortgage-Backed Securities         |

### Security 110: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  3.670%, 2/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $12000000.00
- **C.18.a - Value (excl. sponsor support):** $12000000.00
- **C.19 - Percentage of Net Assets:** 16.2500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNMI SP 781690 X | 2033-12-15      | 6.0000%  |  | $1355.59           | $1411.04           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 780749 M | 2028-03-20      | 7.0000%  |  | $13.93             | $14.42             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 780748 M | 2028-03-20      | 7.0000%  |  | $145.59            | $150.70            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 780690 M | 2027-12-20      | 7.0000%  |  | $176.42            | $182.61            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780654 X | 2027-10-15      | 7.0000%  |  | $153.86            | $156.63            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780651 X | 2027-10-15      | 7.0000%  |  | $77.82             | $79.24             | Agency Mortgage-Backed Securities  |
| GNMA GNII JP 788138 M | 2040-02-20      | 4.0000%  |  | $25437.63          | $25159.70          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788136 C | 2055-07-20      | 7.0000%  |  | $81216.54          | $85305.30          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788126 X | 2048-06-15      | 3.5000%  |  | $151474.92         | $143471.96         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788124 X | 2042-01-15      | 4.5000%  |  | $112867.34         | $114455.61         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788123 X | 2040-12-15      | 5.0000%  |  | $96047.40          | $99332.10          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788115 C | 2052-09-20      | 4.5000%  |  | $19684.86          | $19446.40          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788112 M | 2051-05-20      | 4.5000%  |  | $226567.49         | $226830.98         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788084 C | 2055-07-20      | 5.5000%  |  | $25.02             | $25.68             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788082 M | 2049-01-20      | 3.5000%  |  | $630693.82         | $592772.37         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 780672 M | 2027-11-20      | 7.0000%  |  | $69.55             | $71.99             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780623 X | 2027-08-15      | 7.0000%  |  | $33.83             | $34.27             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780603 X | 2027-07-15      | 7.0000%  |  | $25.79             | $26.07             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780601 X | 2027-07-15      | 7.0000%  |  | $68.72             | $69.37             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780570 X | 2027-05-15      | 7.0000%  |  | $45.13             | $45.74             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780525 X | 2027-03-15      | 7.0000%  |  | $13.92             | $14.06             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780499 X | 2027-01-15      | 7.0000%  |  | $3.78              | $3.81              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0623 M | 2055-09-20      | 5.5000%  |  | $126107.67         | $128251.45         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0369 M | 2055-05-20      | 7.0000%  |  | $23569.61          | $24405.83          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0091 M | 2054-12-20      | 5.0000%  |  | $407258.83         | $409305.62         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9963 M | 2054-10-20      | 4.5000%  |  | $18601.81          | $18290.42          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786082 C | 2051-11-20      | 3.0000%  |  | $385.91            | $345.58            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786108 C | 2052-03-20      | 3.5000%  |  | $1869.92           | $1695.07           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785954 C | 2052-03-20      | 2.0000%  |  | $6095.78           | $5060.30           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785944 C | 2052-02-20      | 3.0000%  |  | $657.39            | $591.20            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785764 C | 2051-11-20      | 2.5000%  |  | $272.47            | $236.50            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785713 C | 2051-10-20      | 2.5000%  |  | $1149.74           | $998.41            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785616 C | 2051-09-20      | 2.5000%  |  | $407.01            | $350.68            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786395 C | 2052-10-20      | 5.0000%  |  | $668.06            | $673.50            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786337 C | 2052-09-20      | 4.5000%  |  | $11585.48          | $11436.38          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785359 C | 2051-03-20      | 2.0000%  |  | $47.98             | $39.86             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785327 C | 2049-10-20      | 3.5000%  |  | $46.24             | $42.74             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785221 C | 2050-12-20      | 2.0000%  |  | $838.92            | $694.37            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783416 X | 2041-04-15      | 5.5000%  |  | $5394.79           | $5645.33           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783403 X | 2041-09-15      | 3.5000%  |  | $214.28            | $202.54            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783362 X | 2040-05-15      | 6.0000%  |  | $115.60            | $122.77            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783170 X | 2040-09-15      | 5.0000%  |  | $11984.70          | $12309.45          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785433 C | 2051-04-20      | 2.5000%  |  | $95.18             | $82.48             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785396 C | 2051-03-20      | 2.0000%  |  | $1263.60           | $1038.82           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782712 X | 2039-07-15      | 5.0000%  |  | $17206.10          | $17550.88          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782707 X | 2039-07-15      | 5.0000%  |  | $26543.10          | $27025.36          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786795 C | 2053-07-20      | 6.0000%  |  | $303.93            | $318.61            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 783590 M | 2041-06-20      | 4.5000%  |  | $402.16            | $405.64            | Agency Mortgage-Backed Securities  |
| GNMA GNMI JP 783548 X | 2027-02-15      | 3.0000%  |  | $91.44             | $91.11             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782288 X | 2037-12-15      | 6.5000%  |  | $24.20             | $25.98             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782251 X | 2038-01-15      | 6.0000%  |  | $7675.08           | $8150.34           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782130 X | 2036-01-15      | 6.0000%  |  | $3276.02           | $3458.36           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782106 X | 2036-07-15      | 6.5000%  |  | $3.19              | $3.43              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782119 X | 2036-08-15      | 6.0000%  |  | $5.83              | $6.20              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782088 X | 2036-05-15      | 6.0000%  |  | $125.67            | $133.47            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782044 X | 2032-12-15      | 6.5000%  |  | $5.07              | $5.25              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781855 X | 2034-11-15      | 6.0000%  |  | $4190.44           | $4365.40           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782690 X | 2039-06-15      | 5.0000%  |  | $7356.45           | $7607.81           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782685 X | 2039-06-15      | 5.0000%  |  | $10424.30          | $10780.39          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782680 X | 2039-06-15      | 5.0000%  |  | $16777.90          | $17097.23          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784520 C | 2047-08-20      | 3.5000%  |  | $426.94            | $389.34            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784324 X | 2046-06-15      | 4.5000%  |  | $15867.86          | $15914.83          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784283 X | 2045-09-15      | 3.5000%  |  | $83.26             | $78.66             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784241 X | 2046-07-15      | 3.5000%  |  | $2038.20           | $1925.57           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784226 X | 2046-03-15      | 3.5000%  |  | $3982.46           | $3762.10           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784154 X | 2044-03-15      | 5.0000%  |  | $217.01            | $224.38            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784172 X | 2045-10-15      | 4.5000%  |  | $37.84             | $37.94             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783972 X | 2039-12-15      | 5.0000%  |  | $51.34             | $53.09             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783871 X | 2044-03-15      | 4.0000%  |  | $127.28            | $124.17            | Agency Mortgage-Backed Securities  |
| GNMA GNMI JP 783809 X | 2028-07-15      | 2.5000%  |  | $100.31            | $99.38             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784559 C | 2047-09-20      | 3.5000%  |  | $5744.47           | $5349.10           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783798 X | 2040-09-15      | 6.0000%  |  | $266.24            | $282.90            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782704 X | 2039-07-15      | 5.0000%  |  | $10702.73          | $11068.46          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786474 C | 2053-01-20      | 5.0000%  |  | $279.65            | $282.95            | Agency Mortgage-Backed Securities  |
| GNMA GNII JP 786298 M | 2037-12-20      | 2.5000%  |  | $564.61            | $535.37            | Agency Mortgage-Backed Securities  |
| GNMA GNMI JP 783327 X | 2026-06-15      | 3.5000%  |  | $39.60             | $39.62             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783376 X | 2041-06-15      | 5.0000%  |  | $36.75             | $37.78             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787227 C | 2052-03-20      | 3.0000%  |  | $172.22            | $155.48            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784393 X | 2047-11-15      | 4.5000%  |  | $43.79             | $43.42             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 785009 X | 2042-08-15      | 3.8750%  |  | $369.80            | $358.61            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780613 X | 2027-08-15      | 7.0000%  |  | $51.49             | $52.12             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780625 X | 2027-08-15      | 7.0000%  |  | $61.02             | $61.82             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781079 X | 2029-08-15      | 7.5000%  |  | $53.68             | $55.54             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781144 X | 2030-03-15      | 7.5000%  |  | $52.16             | $53.51             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781190 X | 2030-06-15      | 7.5000%  |  | $54.49             | $56.58             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781205 X | 2030-07-15      | 8.5000%  |  | $1.64              | $1.71              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781501 X | 2032-09-15      | 5.5000%  |  | $829.65            | $847.32            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784445 C | 2048-02-20      | 3.5000%  |  | $1115.30           | $1043.09           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784119 M | 2046-02-20      | 3.0000%  |  | $10.53             | $9.68              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781551 X | 2033-01-15      | 6.0000%  |  | $0.95              | $0.99              | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784682 C | 2048-08-20      | 3.5000%  |  | $803.77            | $772.54            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786583 C | 2052-03-20      | 3.0000%  |  | $296.83            | $265.21            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 783582 M | 2042-05-20      | 3.5000%  |  | $69.50             | $66.15             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785218 C | 2050-12-20      | 2.0000%  |  | $735.43            | $607.33            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787255 C | 2054-02-20      | 5.5000%  |  | $199.86            | $205.14            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786922 C | 2053-09-20      | 5.5000%  |  | $98.66             | $100.88            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786348 C | 2052-08-20      | 4.5000%  |  | $4446.26           | $4381.32           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783647 X | 2035-09-15      | 5.5000%  |  | $1305.52           | $1353.92           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783672 X | 2042-10-15      | 3.0000%  |  | $1395.64           | $1293.67           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787485 C | 2054-07-20      | 5.5000%  |  | $3173.99           | $3270.07           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782205 X | 2037-10-15      | 6.0000%  |  | $263.51            | $279.84            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782252 X | 2038-01-15      | 5.5000%  |  | $8184.90           | $8564.42           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 785441 X | 2050-07-15      | 2.5000%  |  | $5602.61           | $4894.28           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783765 X | 2039-09-15      | 5.5000%  |  | $998.91            | $1048.72           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786287 C | 2052-08-20      | 4.5000%  |  | $9504.79           | $9352.80           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 787203 X | 2052-10-15      | 4.5000%  |  | $9335.71           | $9233.89           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786216 C | 2052-06-20      | 3.5000%  |  | $653.20            | $593.73            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784295 C | 2047-03-20      | 3.5000%  |  | $4300.33           | $4004.77           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785587 M | 2044-12-20      | 3.5000%  |  | $6886.01           | $6466.65           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785307 C | 2050-09-20      | 4.0000%  |  | $192.73            | $185.13            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782686 X | 2039-06-15      | 5.0000%  |  | $10885.36          | $11257.38          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782691 X | 2039-06-15      | 5.0000%  |  | $16933.56          | $17512.14          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782709 X | 2039-07-15      | 5.0000%  |  | $7771.47           | $8036.96           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782716 X | 2039-07-15      | 5.0000%  |  | $29.23             | $29.77             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784314 C | 2043-05-20      | 3.5000%  |  | $5138.59           | $4771.43           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784293 X | 2046-12-15      | 3.0000%  |  | $5287.03           | $4819.69           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784699 X | 2048-04-15      | 5.0000%  |  | $620.91            | $624.52            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782978 X | 2040-04-15      | 6.0000%  |  | $2176.95           | $2312.11           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783142 X | 2040-05-15      | 5.0000%  |  | $14634.83          | $15131.87          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784346 C | 2047-07-20      | 3.5000%  |  | $6600.06           | $6212.79           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784177 X | 2046-05-15      | 3.0000%  |  | $48.18             | $44.63             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788081 M | 2047-01-20      | 3.5000%  |  | $273071.58         | $257807.27         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787938 M | 2048-05-20      | 4.0000%  |  | $276811.95         | $268498.25         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788333 C | 2054-01-20      | 7.0000%  |  | $61021.12          | $64415.72          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 786469 X | 2040-07-15      | 5.0000%  |  | $50.95             | $52.69             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788085 C | 2055-06-20      | 6.5000%  |  | $187605.50         | $199643.23         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787707 C | 2054-12-20      | 7.0000%  |  | $40.81             | $41.97             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788029 M | 2046-09-20      | 3.5000%  |  | $113401.21         | $107169.07         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788166 M | 2045-11-20      | 3.5000%  |  | $132057.43         | $125331.41         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788200 C | 2054-11-20      | 6.5000%  |  | $43341.62          | $45471.52          | Agency Mortgage-Backed Securities  |
| GNMA GNII JP 788137 M | 2039-09-20      | 6.0000%  |  | $18749.90          | $19454.84          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788170 C | 2055-09-20      | 6.5000%  |  | $304438.41         | $318317.18         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788139 X | 2051-10-15      | 4.0000%  |  | $108649.16         | $105015.30         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788116 C | 2054-08-20      | 6.5000%  |  | $98114.47          | $102257.56         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787857 C | 2055-01-20      | 7.0000%  |  | $70162.79          | $74463.48          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788326 C | 2054-11-20      | 6.5000%  |  | $51304.86          | $54041.82          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788327 C | 2054-12-20      | 6.5000%  |  | $48833.87          | $51329.72          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788295 X | 2052-02-15      | 4.0000%  |  | $112393.37         | $107992.63         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788125 X | 2050-06-15      | 3.5000%  |  | $97328.13          | $90766.60          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0424 M | 2055-06-20      | 5.5000%  |  | $2605114.16        | $2649399.95        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 782611 M | 2039-02-20      | 5.5000%  |  | $38.64             | $40.21             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788329 C | 2055-01-20      | 6.0000%  |  | $60238.72          | $62553.30          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788358 M | 2044-12-20      | 3.5000%  |  | $83365.74          | $79339.55          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788298 M | 2051-12-20      | 4.5000%  |  | $177573.42         | $177496.71         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788285 C | 2055-05-20      | 6.0000%  |  | $48855.48          | $50725.54          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788296 X | 2041-08-15      | 5.0000%  |  | $79493.81          | $82208.51          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788294 M | 2044-02-20      | 4.0000%  |  | $55809.55          | $54398.03          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788292 M | 2051-01-20      | 4.0000%  |  | $146632.77         | $141449.78         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788201 M | 2049-05-20      | 3.0000%  |  | $130142.51         | $119177.57         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788034 C | 2052-02-20      | 3.0000%  |  | $45194.25          | $40927.76          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788033 X | 2050-03-15      | 4.0000%  |  | $95872.34          | $92046.67          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788031 M | 2047-09-20      | 3.0000%  |  | $99076.79          | $90895.19          | Agency Mortgage-Backed Securities  |
| GNMA GNMI JP 783707 X | 2028-01-15      | 2.5000%  |  | $107.26            | $106.25            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783669 X | 2042-09-15      | 3.0000%  |  | $70.67             | $65.59             | Agency Mortgage-Backed Securities  |
| GNMA GNMI JP 783651 X | 2027-08-15      | 3.0000%  |  | $453.81            | $451.34            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784446 C | 2048-02-20      | 3.0000%  |  | $92.29             | $84.30             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784439 X | 2045-02-15      | 3.0000%  |  | $226.97            | $210.80            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784433 C | 2048-02-20      | 3.5000%  |  | $1187.71           | $1109.21           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784400 C | 2047-11-20      | 3.5000%  |  | $4637.63           | $4275.79           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784397 X | 2047-06-15      | 4.5000%  |  | $805.60            | $805.07            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781627 X | 2033-06-15      | 5.5000%  |  | $63.60             | $65.36             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781526 X | 2032-11-15      | 5.5000%  |  | $1170.87           | $1207.56           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781513 X | 2032-10-15      | 5.5000%  |  | $529.15            | $540.98            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781482 X | 2032-08-15      | 6.0000%  |  | $64.55             | $66.94             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781456 X | 2032-02-15      | 7.0000%  |  | $486.97            | $510.30            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781340 X | 2031-10-15      | 6.5000%  |  | $2.03              | $2.11              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781324 X | 2031-07-15      | 7.0000%  |  | $2.50              | $2.63              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781319 X | 2031-07-15      | 7.0000%  |  | $766.99            | $809.44            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781300 X | 2031-06-15      | 7.0000%  |  | $3.50              | $3.67              | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787854 C | 2052-04-20      | 3.5000%  |  | $94967.38          | $88667.85          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787853 C | 2052-10-20      | 4.5000%  |  | $73231.20          | $71398.44          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788030 M | 2047-01-20      | 3.0000%  |  | $235899.12         | $216908.22         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781271 X | 2031-04-15      | 7.0000%  |  | $66.14             | $68.92             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781231 X | 2030-12-15      | 7.0000%  |  | $274.17            | $284.65            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781197 X | 2030-07-15      | 7.5000%  |  | $265.40            | $275.84            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787852 C | 2054-10-20      | 6.5000%  |  | $78655.95          | $82521.27          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787664 M | 2049-01-20      | 3.5000%  |  | $186975.17         | $176312.62         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787462 C | 2052-06-20      | 4.0000%  |  | $561.30            | $534.45            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787489 C | 2054-07-20      | 5.5000%  |  | $159.07            | $163.27            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788199 M | 2047-04-20      | 2.5000%  |  | $48194.26          | $42913.37          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788168 C | 2054-10-20      | 6.0000%  |  | $102938.30         | $106700.42         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788161 M | 2051-06-20      | 5.0000%  |  | $74813.44          | $76895.33          | Agency Mortgage-Backed Securities  |
| GNMA GNII JP 788144 M | 2039-08-20      | 6.0000%  |  | $90791.56          | $96065.22          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781160 X | 2030-04-15      | 7.5000%  |  | $213.63            | $221.92            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781083 X | 2029-09-15      | 7.5000%  |  | $218.25            | $226.42            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781086 X | 2029-09-15      | 7.5000%  |  | $205.22            | $212.03            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780914 X | 2028-11-15      | 6.0000%  |  | $1.17              | $1.20              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783175 X | 2040-05-15      | 5.0000%  |  | $7973.63           | $8246.10           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783127 X | 2040-10-15      | 5.0000%  |  | $9250.60           | $9564.53           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783013 X | 2039-11-15      | 6.0000%  |  | $4584.55           | $4871.41           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 782950 C | 2038-10-20      | 6.0000%  |  | $8.08              | $8.50              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782911 X | 2039-12-15      | 5.5000%  |  | $4836.37           | $5060.97           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782885 X | 2039-12-15      | 5.5000%  |  | $2146.87           | $2264.73           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 787165 X | 2052-02-15      | 3.5000%  |  | $2943.33           | $2790.03           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787058 C | 2053-08-20      | 5.0000%  |  | $714.94            | $722.08            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785087 M | 2048-02-20      | 3.5000%  |  | $39129.09          | $36968.16          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 785005 X | 2042-08-15      | 3.6250%  |  | $948.06            | $899.99            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 785010 X | 2042-08-15      | 3.3750%  |  | $12024.24          | $11177.07          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784934 M | 2048-08-20      | 3.0000%  |  | $125416.88         | $114891.35         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784894 C | 2048-02-20      | 3.5000%  |  | $470.28            | $436.22            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784870 X | 2047-01-15      | 4.5000%  |  | $6672.29           | $6667.37           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784830 X | 2047-09-15      | 4.5000%  |  | $6698.75           | $6693.80           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785192 C | 2050-11-20      | 4.0000%  |  | $6932.18           | $6581.70           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786916 C | 2053-08-20      | 5.5000%  |  | $594.49            | $610.43            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786835 C | 2053-08-20      | 5.5000%  |  | $299.46            | $307.20            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786843 C | 2052-03-20      | 3.0000%  |  | $342.81            | $310.21            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785294 C | 2051-01-20      | 3.5000%  |  | $876.04            | $796.38            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786737 C | 2052-03-20      | 3.0000%  |  | $106129.64         | $94661.98          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786699 C | 2052-08-20      | 4.0000%  |  | $21842.89          | $20980.95          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786646 C | 2050-07-20      | 3.5000%  |  | $31515.95          | $29415.71          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786579 C | 2053-03-20      | 5.5000%  |  | $132.31            | $135.49            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786535 C | 2053-02-20      | 5.5000%  |  | $132.50            | $134.96            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786435 M | 2050-11-20      | 2.5000%  |  | $68029.79          | $59737.22          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786429 C | 2052-06-20      | 4.0000%  |  | $1589.07           | $1522.38           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786428 C | 2052-06-20      | 4.0000%  |  | $3622.02           | $3474.50           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786928 C | 2053-09-20      | 6.5000%  |  | $6170.43           | $6497.74           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787276 C | 2054-02-20      | 6.0000%  |  | $458.67            | $478.87            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787228 C | 2054-01-20      | 6.0000%  |  | $10603.81          | $11072.11          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787170 C | 2053-05-20      | 5.5000%  |  | $5111.58           | $5421.31           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786231 C | 2052-06-20      | 4.0000%  |  | $524.54            | $500.50            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782738 X | 2039-08-15      | 5.0000%  |  | $15759.82          | $16295.31          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782721 X | 2034-06-15      | 5.5000%  |  | $5523.53           | $5687.97           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782720 X | 2039-01-15      | 5.5000%  |  | $2392.32           | $2503.44           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782719 X | 2039-07-15      | 5.0000%  |  | $13771.88          | $14242.49          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784827 M | 2049-09-20      | 2.5000%  |  | $563.75            | $496.51            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784849 C | 2049-10-20      | 3.0000%  |  | $2473.30           | $2213.76           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784667 C | 2049-02-20      | 4.5000%  |  | $17920.25          | $17760.96          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785445 C | 2051-03-20      | 2.5000%  |  | $2183.65           | $1873.98           | Agency Mortgage-Backed Securities  |
| USTR 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  |  | $179193.67         | $177920.57         | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $1527653.42        | $1552818.90        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $490554.36         | $503796.91         | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31      | 2031-01-31      | 4.0000%  |  | $81591.16          | $83889.69          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  |  | $114725.08         | $117354.53         | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  |  | $23012.73          | $22832.58          | U.S. Treasuries (including strips) |
| GNMA GNII SP 788416 C | 2056-01-20      | 6.5000%  |  | $140662.18         | $147754.10         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788413 X | 2051-07-15      | 3.0000%  |  | $88727.58          | $79804.84          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788422 C | 2056-01-20      | 6.5000%  |  | $98823.46          | $103805.95         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788420 C | 2055-12-20      | 6.5000%  |  | $59151.30          | $62135.91          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788419 C | 2056-01-20      | 6.5000%  |  | $71106.31          | $74691.36          | Agency Mortgage-Backed Securities  |

### Security 111: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.680%, 2/5/2026
- **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:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FKAR 04.200 WNWN2694 | 2032-06-01      | 4.2000%  |  | $12879.06          | $12866.44          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.350 WNWN1305 | 2028-11-01      | 4.3500%  |  | $13888.89          | $14113.25          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3585 | 2030-04-01      | 4.3400%  |  | $8593.85           | $8732.23           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-211 FG     | 2055-12-20      | 4.7030%  |  | $10150.33          | $10082.20          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FD     | 2055-05-20      | 5.4530%  |  | $101073.11         | $102534.40         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 F      | 2055-05-20      | 5.4530%  |  | $101073.11         | $102534.40         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 CF     | 2055-05-20      | 5.4230%  |  | $101073.11         | $102506.37         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 AF     | 2054-11-20      | 5.3530%  |  | $74024.86          | $75009.16          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 FA     | 2054-04-20      | 4.8030%  |  | $87578.42          | $88095.59          | Agency Collateralized Mortgage Obligation |

### Security 112: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.670%, 2/11/2026
- **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: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA MNAR XX.XXX HYBZ6101 | 2036-01-01      | 4.6700%  |  | $18091.76          | $18369.56          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ6025 | 2036-01-01      | 4.3850%  |  | $16173.53          | $16055.71          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5683 | 2032-11-01      | 4.0300%  |  | $15732.35          | $15562.14          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3129 | 2030-03-01      | 4.7300%  |  | $17205.88          | $17697.08          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ6293 | 2036-01-01      | 4.4100%  |  | $17972.35          | $17880.43          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4004 | 2030-07-01      | 4.0400%  |  | $15370.59          | $15423.81          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4440 | 2030-07-01      | 4.4500%  |  | $16321.18          | $16630.16          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3457 | 2030-04-01      | 4.2500%  |  | $19553.53          | $19798.70          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3540 | 2030-05-01      | 4.2100%  |  | $18352.94          | $18551.14          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ2043 | 2029-11-01      | 3.8100%  |  | $16000.00          | $16009.07          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1980 | 2029-10-01      | 4.1200%  |  | $21542.35          | $21757.56          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1813 | 2029-09-01      | 4.1900%  |  | $17647.06          | $17868.02          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1172 | 2029-07-01      | 4.6750%  |  | $17829.41          | $18279.25          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1165 | 2029-07-01      | 4.7200%  |  | $3931.29           | $4036.33           | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1041 | 2029-06-01      | 4.8300%  |  | $20370.59          | $20986.02          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ0658 | 2029-03-01      | 4.8100%  |  | $21435.59          | $22001.85          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ0874 | 2029-06-01      | 4.7600%  |  | $17647.06          | $18118.10          | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.300 WNWN2515 | 2028-11-01      | 4.3000%  |  | $17624.47          | $17888.15          | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.200 WNWN2694 | 2032-06-01      | 4.2000%  |  | $1373.35           | $1372.00           | Agency Mortgage-Backed Securities |
| FMAC FMAR 842035 G        | 2055-09-01      | 5.0240%  |  | $16082.21          | $16384.94          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1131 | 2029-07-01      | 4.7900%  |  | $20661.76          | $21261.71          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1050 | 2029-06-01      | 4.9200%  |  | $21188.24          | $21885.44          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3516 | 2030-04-01      | 4.6100%  |  | $15988.24          | $16404.24          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5991 | 2030-12-01      | 4.1600%  |  | $16470.59          | $16558.56          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3443 | 2030-04-01      | 4.2100%  |  | $16164.55          | $16304.35          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5680 | 2032-11-01      | 4.2300%  |  | $20073.53          | $20155.88          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3369 | 2030-03-01      | 4.6750%  |  | $16250.00          | $16679.21          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ2543 | 2029-12-01      | 4.7000%  |  | $19395.88          | $19928.24          | Agency Mortgage-Backed Securities |
| FMAC FMAR 842040 G        | 2055-10-01      | 4.8660%  |  | $15216.82          | $15473.09          | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SODF8753 | 2056-01-01      | 5.0580%  |  | $20583.98          | $21044.27          | Agency Mortgage-Backed Securities |

### Security 113: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce, REPO,  3.660%, 2/12/2026
- **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: 933CXT007, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC 05.500 FGPC G06623 G | 2039-04-01      | 5.5000%  |  | $329.40            | $344.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ2578 | 2055-09-01      | 6.0000%  |  | $635.43            | $666.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY1556 | 2055-04-01      | 6.5000%  |  | $316.97            | $335.91            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX5507 | 2055-02-01      | 5.5000%  |  | $2916.75           | $2995.87           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX1641 | 2054-12-01      | 5.5000%  |  | $2586.26           | $2671.97           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAD0938 | 2039-04-01      | 6.0000%  |  | $109.13            | $115.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5854 | 2055-10-01      | 6.0000%  |  | $10740.77          | $11048.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4208 | 2050-12-01      | 2.0000%  |  | $5955.04           | $4895.03           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA2771 | 2046-10-01      | 3.0000%  |  | $256.77            | $233.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB4223 | 2042-01-01      | 3.5000%  |  | $3252.43           | $3109.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL995050 | 2037-09-01      | 6.0000%  |  | $65.62             | $69.58             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 K0918263 | 2037-04-01      | 6.5000%  |  | $50.74             | $51.82             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL888743 | 2036-01-01      | 6.0000%  |  | $80.47             | $85.26             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA8506 | 2054-01-01      | 7.0000%  |  | $740.76            | $792.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1014 | 2055-09-01      | 5.5000%  |  | $59.93             | $61.68             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS9994 | 2054-11-01      | 6.5000%  |  | $1521.40           | $1596.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS8097 | 2052-03-01      | 2.0000%  |  | $12491.21          | $10288.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLFS6959 | 2054-01-01      | 7.0000%  |  | $4643.16           | $4994.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS6942 | 2053-12-01      | 6.5000%  |  | $188.74            | $197.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5972 | 2053-10-01      | 6.5000%  |  | $10597.74          | $11256.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5741 | 2053-07-01      | 6.5000%  |  | $1625.35           | $1711.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3675 | 2055-11-01      | 6.0000%  |  | $13466.65          | $13856.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA2328 | 2055-06-01      | 6.0000%  |  | $7910.48           | $8265.29           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1994 | 2055-04-01      | 6.5000%  |  | $16966.55          | $17960.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA1369 | 2052-02-01      | 3.0000%  |  | $13048.00          | $11813.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9452 | 2054-11-01      | 4.5000%  |  | $6100.71           | $6052.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7635 | 2053-12-01      | 7.0000%  |  | $15828.13          | $17056.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7511 | 2053-11-01      | 6.5000%  |  | $9635.83           | $10076.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7431 | 2053-11-01      | 5.5000%  |  | $8826.88           | $9185.00           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8028 | 2054-02-01      | 7.0000%  |  | $5259.65           | $5654.12           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB6543 | 2053-06-01      | 6.5000%  |  | $8604.32           | $9162.20           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4663 | 2052-09-01      | 4.0000%  |  | $9630.10           | $9428.68           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3273 | 2052-04-01      | 4.0000%  |  | $4105.76           | $3961.00           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB0581 | 2051-05-01      | 2.0000%  |  | $2380.27           | $1964.90           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA0709 | 2047-09-01      | 4.0000%  |  | $2028.28           | $1981.27           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSL3387 | 2042-09-01      | 3.5000%  |  | $4325.88           | $4157.98           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA5855 | 2051-09-01      | 2.5000%  |  | $5303.37           | $4545.65           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA2790 | 2050-06-01      | 2.5000%  |  | $14820.94          | $12771.26          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQJ4047 | 2054-09-01      | 7.0000%  |  | $1073.89           | $1149.76           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ0945 | 2054-07-01      | 6.0000%  |  | $1835.20           | $1922.91           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE2847 | 2052-05-01      | 4.5000%  |  | $430.08            | $426.42            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4749 | 2053-11-01      | 6.5000%  |  | $2438.94           | $2556.34           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0704 | 2051-10-01      | 2.5000%  |  | $9565.13           | $8406.11           | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5536 | 2030-11-01      | 4.0800%  |  | $3289.71           | $3299.40           | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ6275 | 2031-01-01      | 4.1600%  |  | $0.50              | $0.50              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2372 | 2053-05-01      | 6.5000%  |  | $966.48            | $1025.45           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU4555 | 2054-04-01      | 5.0000%  |  | $1206.76           | $1226.07           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM5400 | 2044-04-01      | 4.0000%  |  | $2159.24           | $2112.89           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ3524 | 2047-11-01      | 4.0000%  |  | $55.65             | $54.35             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF5037 | 2055-11-01      | 6.0000%  |  | $626.27            | $645.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2921 | 2055-04-01      | 6.5000%  |  | $2875.72           | $3024.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC9463 | 2054-12-01      | 4.5000%  |  | $974.68            | $972.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC9228 | 2054-12-01      | 5.5000%  |  | $2126.61           | $2198.44           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2908 | 2054-08-01      | 6.5000%  |  | $224.98            | $238.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB8697 | 2054-07-01      | 5.5000%  |  | $1973.16           | $2049.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB2697 | 2054-04-01      | 6.0000%  |  | $1868.86           | $1966.40           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL735504 | 2035-04-01      | 6.0000%  |  | $58.22             | $60.59             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9587 | 2047-05-01      | 4.0000%  |  | $7634.50           | $7459.54           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP9363 | 2042-09-01      | 3.5000%  |  | $20.66             | $19.71             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO0747 | 2042-04-01      | 3.5000%  |  | $13.07             | $12.49             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK9431 | 2042-03-01      | 3.5000%  |  | $2385.08           | $2280.04           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 3JRE0027 | 2051-05-01      | 2.0000%  |  | $962.57            | $759.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTRB5153 | 2042-04-01      | 2.0000%  |  | $3568.60           | $3127.16           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 701432 X     | 2038-11-15      | 6.0000%  |  | $50.24             | $52.80             | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2083 C     | 2065-04-20      | 6.5000%  |  | $2207.67           | $2306.26           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BT5292 C     | 2050-04-20      | 4.0000%  |  | $5452.97           | $5190.59           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5265 M     | 2048-06-20      | 4.5000%  |  | $271.56            | $271.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ2688 | 2054-10-01      | 6.5000%  |  | $8921.24           | $9309.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8326 | 2054-04-01      | 5.5000%  |  | $11244.88          | $11589.65          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $16841.25          | $14053.88          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI6535 | 2054-06-01      | 7.0000%  |  | $338.03            | $361.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM5867 | 2049-06-01      | 3.5000%  |  | $14400.34          | $13615.47          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6410 M     | 2050-01-20      | 3.5000%  |  | $6823.76           | $6392.57           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7658 | 2053-12-01      | 7.0000%  |  | $14860.31          | $15955.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2336 | 2054-10-01      | 5.5000%  |  | $265.85            | $275.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4824 | 2053-06-01      | 5.0000%  |  | $6594.37           | $6692.15           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTRB5077 | 2040-10-01      | 2.0000%  |  | $6739.32           | $5980.39           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1101 | 2051-07-01      | 2.0000%  |  | $40.26             | $33.28             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1569 | 2052-09-01      | 4.5000%  |  | $10616.88          | $10510.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS5361 | 2050-09-01      | 4.5000%  |  | $1605.94           | $1615.59           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4688 | 2054-02-01      | 6.5000%  |  | $11463.27          | $12175.76          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ2179 | 2054-08-01      | 5.5000%  |  | $2579.19           | $2678.72           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTRB5138 | 2041-12-01      | 2.0000%  |  | $3176.45           | $2788.50           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5024 | 2052-11-01      | 5.0000%  |  | $472.74            | $477.94            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0140 | 2053-12-01      | 6.5000%  |  | $337.60            | $351.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM9190 | 2051-10-01      | 2.0000%  |  | $5679.01           | $4632.64           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7746 | 2053-12-01      | 6.5000%  |  | $9.91              | $10.33             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU9879 | 2052-01-01      | 2.5000%  |  | $13223.38          | $11457.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ1844 | 2050-09-01      | 2.5000%  |  | $1863.14           | $1594.50           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM4257 | 2050-09-01      | 2.5000%  |  | $624.92            | $543.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0131 | 2053-05-01      | 5.5000%  |  | $2738.42           | $2823.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAL0152 | 2040-06-01      | 6.0000%  |  | $289.87            | $307.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0582 | 2046-11-01      | 3.5000%  |  | $2944.25           | $2815.55           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ1526 C     | 2065-04-20      | 6.5000%  |  | $752.54            | $786.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQJ8387 | 2054-11-01      | 4.5000%  |  | $66.81             | $66.29             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL3337 | 2055-12-01      | 6.0000%  |  | $772.09            | $801.63            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD4488 | 2055-04-01      | 6.0000%  |  | $2181.27           | $2279.93           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD0106 | 2055-03-01      | 7.0000%  |  | $369.81            | $391.33            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ6553 | 2055-10-01      | 6.5000%  |  | $1093.07           | $1136.74           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD0149 | 2055-03-01      | 6.5000%  |  | $93.95             | $99.34             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4775 | 2055-06-01      | 5.5000%  |  | $10379.81          | $10596.82          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL1607 | 2047-04-01      | 3.0000%  |  | $3044.91           | $2796.48           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA2192 | 2052-04-01      | 2.0000%  |  | $7261.14           | $6042.55           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC1066 | 2055-09-01      | 6.5000%  |  | $9.05              | $9.50              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTFA0504 | 2042-01-01      | 2.0000%  |  | $1727.81           | $1531.79           | Agency Mortgage-Backed Securities  |
| USTR 3 1/2 NOTE AJ 29     | 2029-01-15      | 3.5000%  |  | $1121.50           | $1119.36           | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $4889.60           | $4916.32           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  |  | $0.50              | $0.51              | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  |  | $0.50              | $0.51              | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN A 35      | 2035-01-15      | 2.1250%  |  | $0.51              | $0.53              | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $0.45              | $0.46              | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $7579.50           | $7787.86           | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  |  | $19989.85          | $20640.15          | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  |  | $0.05              | $0.05              | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $0.40              | $0.40              | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $753.50            | $657.40            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  |  | $1460.05           | $1421.70           | U.S. Treasuries (including strips) |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $1053.45           | $1091.55           | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $79.85             | $79.31             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $0.05              | $0.05              | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $19611.20          | $19436.27          | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 54        | 2054-02-15      | 2.1250%  |  | $925.93            | $846.13            | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $337.90            | $208.98            | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $226.80            | $120.15            | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  |  | $0.05              | $0.02              | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $0.05              | $0.03              | U.S. Treasuries (including strips) |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $4.90              | $3.68              | U.S. Treasuries (including strips) |
| USTR BILL 03/12/26        | 2026-03-12      | 0.0000%  |  | $309.30            | $308.01            | U.S. Treasuries (including strips) |
| USTR BILL 02/26/26        | 2026-02-26      | 0.0000%  |  | $33.15             | $33.06             | U.S. Treasuries (including strips) |
| USTR BILL 08/06/26        | 2026-08-06      | 0.0000%  |  | $0.65              | $0.64              | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  |  | $3058.40           | $2202.41           | U.S. Treasuries (including strips) |
| USTR 2 1/2 TRIB 29        | 2029-01-15      | 2.5000%  |  | $0.08              | $0.08              | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 32      | 2032-12-31      | 3.8750%  |  | $813.75            | $809.88            | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 27      | 2027-04-15      | 0.1250%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $58.90             | $58.00             | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIN D 32      | 2032-07-15      | 0.6250%  |  | $2762.95           | $2621.46           | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN X 30      | 2030-04-15      | 1.6250%  |  | $0.51              | $0.52              | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $1449.75           | $1495.83           | U.S. Treasuries (including strips) |
| USTR BILL 04/23/26        | 2026-04-23      | 0.0000%  |  | $9.30              | $9.22              | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN AE 30     | 2030-10-15      | 1.1250%  |  | $18783.03          | $18748.32          | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  |  | $0.06              | $0.03              | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $0.15              | $0.14              | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  |  | $1106.82           | $1104.22           | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIN AE 28     | 2028-10-15      | 2.3750%  |  | $0.05              | $0.06              | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.660%, 4/30/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 4.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII ET DA9234 C | 2063-06-20      | 2.0000%  |  | $89.75             | $70.66             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7381 C | 2054-01-20      | 8.0000%  |  | $658.84            | $687.43            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ4872 C | 2054-01-20      | 6.0000%  |  | $920.02            | $966.85            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3124 C | 2053-12-20      | 8.0000%  |  | $5537.82           | $5839.22           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3123 C | 2053-12-20      | 8.0000%  |  | $752.69            | $793.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3122 C | 2053-12-20      | 8.0000%  |  | $792.11            | $835.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3121 C | 2053-12-20      | 8.0000%  |  | $728.95            | $768.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6018 C | 2053-10-20      | 7.5000%  |  | $619.29            | $666.27            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2978 C | 2053-10-20      | 7.5000%  |  | $1590.68           | $1711.35           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2938 C | 2053-10-20      | 7.5000%  |  | $3141.41           | $3379.72           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2937 C | 2053-10-20      | 7.5000%  |  | $839.14            | $902.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2423 C | 2053-11-20      | 7.5000%  |  | $515.44            | $538.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX7264 C | 2054-01-20      | 7.5000%  |  | $1111.90           | $1171.35           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3997 C | 2063-05-20      | 1.5000%  |  | $81.55             | $58.22             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7625 C | 2054-01-20      | 8.0000%  |  | $1520.70           | $1604.70           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2424 C | 2053-11-20      | 7.5000%  |  | $1328.81           | $1382.00           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP7290 X | 2045-10-15      | 4.5000%  |  | $231.54            | $229.94            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0433 C | 2054-03-20      | 6.0000%  |  | $922.13            | $972.41            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3786 C | 2050-04-20      | 4.0000%  |  | $181.43            | $173.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3325 C | 2050-05-20      | 3.0000%  |  | $581.91            | $527.29            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6872 M | 2050-09-20      | 6.0000%  |  | $76.58             | $81.18             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9301 M | 2053-11-20      | 3.5000%  |  | $8464.20           | $7916.73           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU0673 C | 2050-04-20      | 4.0000%  |  | $436.06            | $415.89            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CN3251 C | 2052-04-20      | 5.0000%  |  | $677.82            | $710.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0915 C | 2064-08-20      | 2.5000%  |  | $366.87            | $306.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7380 C | 2054-01-20      | 7.5000%  |  | $3457.05           | $3719.30           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA5177 M | 2048-05-20      | 3.5000%  |  | $115.95            | $105.55            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0829 C | 2064-07-20      | 3.5000%  |  | $366.66            | $335.96            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3284 C | 2050-04-20      | 4.0000%  |  | $3251.34           | $3149.07           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1539 C | 2053-09-20      | 7.5000%  |  | $875.62            | $930.02            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5266 M | 2048-06-20      | 5.0000%  |  | $654.81            | $667.42            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3788 C | 2050-04-20      | 4.0000%  |  | $121.98            | $116.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0896 C | 2064-08-20      | 4.0000%  |  | $211.64            | $202.49            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6504 M | 2050-01-20      | 3.5000%  |  | $165.80            | $151.29            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8299 M | 2052-05-20      | 4.0000%  |  | $33.96             | $31.95             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8411 M | 2052-10-20      | 5.0000%  |  | $37.37             | $37.79             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR2393 C | 2053-05-20      | 6.0000%  |  | $4833.65           | $5241.89           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6157 M | 2049-09-20      | 5.0000%  |  | $74.50             | $76.21             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7624 C | 2054-01-20      | 8.0000%  |  | $1269.66           | $1339.81           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7627 C | 2054-01-20      | 7.5000%  |  | $1026.06           | $1091.18           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5819 M | 2049-03-20      | 5.0000%  |  | $62.69             | $64.04             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3274 C | 2055-03-20      | 6.0000%  |  | $4301.42           | $4464.45           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7620 C | 2054-01-20      | 7.5000%  |  | $1882.49           | $1999.44           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CW7531 C | 2063-06-20      | 2.0000%  |  | $60.64             | $47.74             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW6047 C | 2053-11-20      | 6.5000%  |  | $577.57            | $607.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU9140 C | 2053-06-20      | 6.0000%  |  | $547.16            | $572.67            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7816 C | 2053-11-20      | 7.5000%  |  | $1141.21           | $1213.65           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7815 C | 2053-11-20      | 7.5000%  |  | $1523.85           | $1619.20           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7813 C | 2053-11-20      | 7.5000%  |  | $13843.14          | $14557.43          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7790 C | 2053-11-20      | 7.0000%  |  | $455.46            | $475.55            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3444 C | 2053-05-20      | 6.0000%  |  | $554.52            | $579.53            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3426 C | 2053-05-20      | 6.0000%  |  | $534.65            | $554.44            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1540 C | 2053-09-20      | 7.5000%  |  | $771.79            | $820.08            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1534 C | 2053-09-20      | 7.5000%  |  | $4078.05           | $4300.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU0485 C | 2053-04-20      | 7.5000%  |  | $487.24            | $524.19            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CT5358 C | 2063-03-20      | 5.5000%  |  | $234.57            | $238.06            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CR2394 X | 2053-05-15      | 6.0000%  |  | $2118.20           | $2297.03           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR0057 C | 2052-12-20      | 7.5000%  |  | $670.32            | $697.15            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CQ3338 C | 2062-09-20      | 4.5000%  |  | $337.02            | $328.67            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AF3174 C | 2035-08-20      | 5.5000%  |  | $107.04            | $108.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AE2211 C | 2036-04-20      | 5.5000%  |  | $63.89             | $66.04             | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CL8529 C | 2039-07-20      | 5.5000%  |  | $391.73            | $406.04            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785053 C | 2050-06-20      | 4.5000%  |  | $39748.88          | $38751.46          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C | 2050-06-20      | 5.5000%  |  | $2195.07           | $2336.57           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736644 X | 2031-05-15      | 6.5000%  |  | $79.97             | $82.88             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3782 C | 2050-04-20      | 4.0000%  |  | $326.02            | $311.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3780 C | 2050-04-20      | 4.0000%  |  | $275.48            | $263.54            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3787 C | 2050-04-20      | 4.0000%  |  | $398.29            | $385.45            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3785 C | 2050-04-20      | 4.0000%  |  | $556.29            | $533.01            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT1002 C | 2050-06-20      | 4.5000%  |  | $262.72            | $269.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5275 C | 2053-01-20      | 7.5000%  |  | $394.97            | $412.66            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9570 C | 2052-07-20      | 4.5000%  |  | $522.62            | $518.33            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9534 C | 2052-07-20      | 4.5000%  |  | $423.37            | $419.90            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD7084 X | 2047-10-15      | 4.0000%  |  | $733.01            | $706.25            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 736306 C | 2031-02-20      | 7.0000%  |  | $72.56             | $74.32             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 733533 X | 2041-01-15      | 3.5000%  |  | $56.83             | $53.85             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AR8429 C | 2037-05-20      | 5.5000%  |  | $388.98            | $405.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8269 C | 2055-12-20      | 5.5000%  |  | $720.99            | $743.67            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7746 C | 2056-01-20      | 5.5000%  |  | $3769.67           | $3906.57           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9519 C | 2055-09-20      | 6.5000%  |  | $18006.23          | $19096.87          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1076 C | 2055-07-20      | 6.0000%  |  | $1122.52           | $1165.07           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0280 C | 2055-08-20      | 6.5000%  |  | $1008.99           | $1064.64           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0272 C | 2055-08-20      | 6.5000%  |  | $1039.92           | $1096.34           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK3334 C | 2065-05-20      | 7.0000%  |  | $7164.02           | $7478.22           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3115 C | 2055-08-20      | 6.0000%  |  | $8512.58           | $8835.25           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736641 X | 2032-05-15      | 6.5000%  |  | $100.03            | $103.91            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8381 M | 2052-09-20      | 5.0000%  |  | $39.99             | $40.45             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8304 M | 2045-10-20      | 3.5000%  |  | $53.81             | $48.94             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7867 M | 2051-08-20      | 3.0000%  |  | $64.84             | $58.35             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7866 M | 2052-01-20      | 2.5000%  |  | $345.56            | $290.96            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7691 M | 2051-10-20      | 3.0000%  |  | $71.20             | $64.07             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7690 M | 2051-10-20      | 2.5000%  |  | $167.08            | $140.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA9058 M | 2050-08-20      | 3.0000%  |  | $208.58            | $186.16            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2187 X | 2052-06-15      | 5.5000%  |  | $859.07            | $915.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CG2269 C | 2040-08-20      | 5.0000%  |  | $627.67            | $633.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7447 C | 2051-08-20      | 4.0000%  |  | $267.58            | $256.89            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CD0710 C | 2051-05-20      | 2.5000%  |  | $417.11            | $362.73            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CC0198 C | 2051-04-20      | 3.0000%  |  | $3273.55           | $2966.42           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BY1855 C | 2050-12-20      | 4.0000%  |  | $409.13            | $391.46            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW9306 C | 2050-08-20      | 2.0000%  |  | $232.12            | $191.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3138 C | 2055-03-20      | 6.0000%  |  | $6787.10           | $7044.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7348 C | 2055-04-20      | 6.5000%  |  | $5372.26           | $5668.57           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8875 C | 2055-02-20      | 6.5000%  |  | $633.80            | $678.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7157 C | 2055-01-20      | 6.0000%  |  | $636.67            | $668.31            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF4407 C | 2064-11-20      | 4.0000%  |  | $533.27            | $510.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5602 C | 2064-10-20      | 6.5000%  |  | $3067.08           | $3204.05           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6287 C | 2055-02-20      | 6.5000%  |  | $735.28            | $787.14            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5588 C | 2056-01-20      | 5.5000%  |  | $1276.41           | $1310.35           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1003 C | 2055-08-20      | 6.0000%  |  | $11913.24          | $12364.81          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3391 C | 2050-05-20      | 5.0000%  |  | $277.05            | $280.60            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3326 C | 2050-05-20      | 3.0000%  |  | $774.23            | $708.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3285 C | 2050-04-20      | 4.0000%  |  | $4027.35           | $3908.75           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3283 C | 2050-04-20      | 4.0000%  |  | $2204.65           | $2127.14           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9465 C | 2050-04-20      | 4.0000%  |  | $673.00            | $649.21            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9274 C | 2050-05-20      | 4.0000%  |  | $428.34            | $409.59            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9273 C | 2050-05-20      | 4.0000%  |  | $612.48            | $586.04            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9272 C | 2050-05-20      | 4.0000%  |  | $313.44            | $300.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9270 C | 2050-05-20      | 4.0000%  |  | $449.81            | $431.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3783 C | 2050-04-20      | 4.0000%  |  | $290.80            | $277.85            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3784 C | 2050-04-20      | 4.0000%  |  | $302.11            | $288.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7090 C | 2055-01-20      | 7.0000%  |  | $1223.31           | $1313.47           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7556 M | 2051-08-20      | 3.0000%  |  | $83.06             | $74.74             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7461 M | 2045-04-20      | 3.5000%  |  | $46.68             | $42.47             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7481 M | 2038-12-20      | 7.0000%  |  | $42.64             | $44.39             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7299 M | 2051-03-20      | 2.5000%  |  | $118.81            | $99.94             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8030 M | 2051-08-20      | 3.0000%  |  | $145.72            | $131.27            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6873 M | 2039-01-20      | 6.5000%  |  | $65.99             | $71.16             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3157 C | 2055-03-20      | 6.5000%  |  | $847.20            | $888.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7347 C | 2055-04-20      | 6.0000%  |  | $5782.99           | $6030.17           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG6307 C | 2054-11-20      | 5.5000%  |  | $613.89            | $630.11            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7807 C | 2054-12-20      | 5.5000%  |  | $1391.46           | $1428.23           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7746 C | 2056-03-20      | 3.0000%  |  | $63.39             | $56.81             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7736 C | 2062-04-20      | 4.0000%  |  | $38.78             | $37.01             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7724 C | 2063-12-20      | 7.5000%  |  | $181.26            | $188.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU5005 C | 2050-05-20      | 3.5000%  |  | $782.30            | $728.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7709 C | 2064-10-20      | 4.0000%  |  | $87.31             | $83.54             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7706 C | 2063-10-20      | 4.5000%  |  | $23.00             | $22.43             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0900 C | 2064-08-20      | 3.0000%  |  | $518.02            | $465.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0878 C | 2063-08-20      | 4.0000%  |  | $177.98            | $170.29            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0871 C | 2064-02-20      | 3.5000%  |  | $70.88             | $64.94             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0808 C | 2064-01-20      | 3.0000%  |  | $120.97            | $108.71            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0802 C | 2064-08-20      | 3.0000%  |  | $99.86             | $89.74             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7806 C | 2054-12-20      | 5.5000%  |  | $1229.03           | $1261.51           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5359 C | 2064-08-20      | 3.5000%  |  | $434.59            | $398.20            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2650 C | 2064-05-20      | 3.5000%  |  | $585.74            | $536.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2613 C | 2064-06-20      | 3.5000%  |  | $277.73            | $254.47            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2608 C | 2064-06-20      | 2.5000%  |  | $478.84            | $400.19            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6870 M | 2050-09-20      | 5.0000%  |  | $146.20            | $150.27            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6716 M | 2050-06-20      | 6.0000%  |  | $164.72            | $174.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6714 M | 2050-06-20      | 5.0000%  |  | $208.32            | $213.09            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6584 M | 2050-04-20      | 3.5000%  |  | $62.77             | $57.11             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6512 M | 2035-03-20      | 2.5000%  |  | $210.52            | $200.67            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7180 M | 2051-01-20      | 2.5000%  |  | $115.60            | $97.30             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4782 M | 2047-10-20      | 5.5000%  |  | $205.51            | $214.13            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2577 C | 2064-05-20      | 3.5000%  |  | $658.31            | $603.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1404 C | 2054-05-20      | 6.5000%  |  | $1086.56           | $1152.37           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB6276 C | 2064-06-20      | 3.5000%  |  | $207.76            | $190.36            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 798441 X | 2042-05-15      | 4.5000%  |  | $161.55            | $165.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5373 C | 2052-12-20      | 7.5000%  |  | $545.77            | $570.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8997 M | 2053-07-20      | 6.0000%  |  | $50.82             | $51.71             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3781 C | 2050-04-20      | 4.0000%  |  | $155.16            | $148.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7612 M | 2041-07-20      | 7.0000%  |  | $32.89             | $33.09             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7626 C | 2054-01-20      | 8.0000%  |  | $1549.45           | $1635.03           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8379 M | 2052-06-20      | 5.0000%  |  | $43.75             | $44.57             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3996 C | 2063-08-20      | 2.0000%  |  | $170.50            | $134.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7383 C | 2054-01-20      | 8.0000%  |  | $3700.24           | $3860.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9271 C | 2050-05-20      | 4.0000%  |  | $573.75            | $549.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR9823 C | 2053-01-20      | 7.5000%  |  | $849.92            | $914.39            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9466 C | 2050-04-20      | 4.0000%  |  | $458.53            | $438.88            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784794 X | 2042-06-15      | 4.0000%  |  | $349.10            | $341.10            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CJ2186 C | 2052-06-20      | 6.0000%  |  | $663.92            | $719.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7811 M | 2051-12-20      | 2.5000%  |  | $67.68             | $56.93             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CV4691 C | 2063-07-20      | 6.0000%  |  | $203.34            | $209.58            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CL3171 C | 2052-01-20      | 4.0000%  |  | $511.50            | $489.64            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BM9834 C | 2049-06-20      | 6.0000%  |  | $226.09            | $240.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS5067 C | 2053-01-20      | 7.5000%  |  | $476.63            | $512.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6019 C | 2053-10-20      | 7.5000%  |  | $1364.04           | $1467.52           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6481 M | 2050-02-20      | 6.5000%  |  | $295.33            | $314.98            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7063 C | 2051-08-20      | 4.0000%  |  | $365.52            | $349.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ0778 C | 2054-01-20      | 6.5000%  |  | $952.67            | $1016.10           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6871 M | 2050-09-20      | 5.5000%  |  | $149.95            | $156.16            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5420 C | 2064-08-20      | 4.0000%  |  | $494.08            | $472.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7621 C | 2054-01-20      | 7.5000%  |  | $1320.37           | $1402.99           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-184 FC | 2054-11-20      | 4.9030%  |  | $24004.88          | $24258.25          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FM | 2054-11-20      | 4.9530%  |  | $17188.32          | $17354.24          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FX | 2054-11-20      | 4.9530%  |  | $57480.95          | $58119.49          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-057 FG | 2054-04-20      | 4.9030%  |  | $47.94             | $48.35             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-051 NF | 2054-03-20      | 4.9530%  |  | $12279.08          | $12391.20          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 UF | 2054-02-20      | 4.7030%  |  | $9600.91           | $9671.57           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 MF | 2054-01-20      | 4.9530%  |  | $15281.29          | $15436.24          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-184 FM | 2053-12-20      | 5.0530%  |  | $12157.19          | $12293.13          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-131 HF | 2063-09-20      | 4.7530%  |  | $27157.66          | $27377.78          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-152 FJ | 2053-10-20      | 4.8530%  |  | $13683.53          | $13811.32          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-001 JH | 2052-01-20      | 1.5000%  |  | $29367.74          | $23616.81          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 FH | 2055-09-20      | 4.8530%  |  | $44597.78          | $45027.17          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 NF | 2051-05-20      | 4.5530%  |  | $5489.49           | $5518.79           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-154 FH | 2055-09-20      | 4.9030%  |  | $29922.64          | $30195.35          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FH | 2055-08-20      | 4.7730%  |  | $34176.59          | $34446.31          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 EF | 2065-08-20      | 4.7030%  |  | $30186.80          | $30358.30          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FE | 2055-08-20      | 4.8530%  |  | $93673.49          | $94721.23          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FL | 2053-08-20      | 4.8230%  |  | $13004.19          | $13102.08          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF | 2055-07-20      | 5.0230%  |  | $58168.01          | $58901.64          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF | 2055-06-20      | 5.2030%  |  | $57129.40          | $58089.76          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 DF | 2055-06-20      | 5.1030%  |  | $256.38            | $257.87            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-207 FM | 2055-12-20      | 4.5030%  |  | $53217.61          | $53468.05          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-205 FP | 2055-11-20      | 4.7530%  |  | $217289.29         | $219209.53         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-189 FG | 2055-11-20      | 4.5030%  |  | $102235.30         | $102718.14         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-168 F  | 2055-10-20      | 4.5030%  |  | $19933.37          | $20000.04          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FY | 2055-05-20      | 5.0030%  |  | $54226.13          | $54877.64          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-060 JF | 2055-04-20      | 4.8530%  |  | $22172.77          | $22367.65          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 VF | 2055-04-20      | 4.8530%  |  | $6.53              | $6.58              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FN | 2054-11-20      | 4.9030%  |  | $27195.80          | $27468.30          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-154 FJ | 2053-10-20      | 5.0030%  |  | $2810.93           | $2841.49           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 FW | 2065-06-20      | 4.6030%  |  | $27703.71          | $27838.70          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-065 KC | 2053-05-20      | 7.0000%  |  | $10755.16          | $11785.66          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-008 LF | 2056-01-20      | 4.5384%  |  | $35286.97          | $35457.93          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-112 FD | 2053-08-20      | 5.0030%  |  | $28168.17          | $28454.99          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 MF | 2051-05-20      | 4.5530%  |  | $5509.90           | $5539.31           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 FN | 2051-03-20      | 4.5530%  |  | $3937.27           | $3958.54           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 FM | 2055-07-20      | 4.8530%  |  | $21952.64          | $22199.70          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-154 FG | 2055-09-20      | 4.6030%  |  | $19084.94          | $19186.75          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-005 FC | 2056-01-20      | 4.6784%  |  | $42085.62          | $41875.68          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 GF | 2054-01-20      | 5.0030%  |  | $17234.49          | $17398.46          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FD | 2051-05-20      | 4.9530%  |  | $22741.96          | $23289.24          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FG | 2050-07-20      | 5.7030%  |  | $9660.76           | $10252.79          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 GF | 2055-07-20      | 4.6030%  |  | $50698.66          | $50945.70          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-184 FD | 2053-12-20      | 4.8030%  |  | $21759.65          | $21944.00          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-095 F  | 2055-05-20      | 5.0730%  |  | $32848.44          | $33236.98          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-080 FB | 2055-05-20      | 5.2030%  |  | $18433.79          | $18716.46          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-044 FA | 2055-03-20      | 4.9030%  |  | $13750.48          | $13881.59          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-063 LD | 2053-07-20      | 5.2500%  |  | $1776.14           | $1788.98           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FK | 2051-04-20      | 6.4530%  |  | $16436.16          | $17994.89          | Agency Collateralized Mortgage Obligation |
| USTR 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  |  | $300995.46         | $304561.29         | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BC 26 | 2026-05-31      | 4.8750%  |  | $568565.64         | $575288.73         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  |  | $465561.90         | $469761.42         | U.S. Treasuries (including strips)        |

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

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.650%, 5/14/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $1500000.00
- **C.18.a - Value (excl. sponsor support):** $1500000.00
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.500 CLDB4254 | 2054-07-01      | 6.5000%  |  | $0.19              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3858 | 2054-04-01      | 5.5000%  |  | $173.78            | $178.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3252 | 2054-06-01      | 5.5000%  |  | $330.38            | $341.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB2273 | 2054-09-01      | 6.5000%  |  | $421.51            | $447.71            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $0.62              | $0.64              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0293 | 2030-01-01      | 4.5000%  |  | $81.64             | $82.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB6513 | 2042-10-01      | 3.5000%  |  | $1978.68           | $1892.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA7640 | 2054-04-01      | 6.5000%  |  | $398.39            | $422.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7509 | 2054-01-01      | 7.0000%  |  | $401.16            | $427.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA6654 | 2053-12-01      | 6.5000%  |  | $384.12            | $402.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDA6334 | 2054-04-01      | 5.0000%  |  | $451.95            | $459.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA4904 | 2053-10-01      | 6.0000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA4870 | 2054-01-01      | 6.5000%  |  | $1000.87           | $1041.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0705 | 2051-06-01      | 3.0000%  |  | $0.17              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0498 | 2051-05-01      | 2.0000%  |  | $4.29              | $3.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTCB0466 | 2041-05-01      | 2.5000%  |  | $23.79             | $21.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0455 | 2051-05-01      | 2.5000%  |  | $56.03             | $48.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB0867 | 2051-06-01      | 3.5000%  |  | $6.78              | $6.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA9292 | 2051-02-01      | 2.5000%  |  | $0.23              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8618 | 2051-01-01      | 3.0000%  |  | $5971.87           | $5447.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  |  | $11788.80          | $9681.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA7514 | 2035-10-01      | 2.5000%  |  | $0.15              | $0.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3671 | 2053-10-01      | 7.5000%  |  | $0.16              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA3464 | 2053-11-01      | 7.0000%  |  | $0.27              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA2994 | 2053-11-01      | 7.0000%  |  | $294.60            | $316.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4223 | 2042-01-01      | 3.5000%  |  | $350.35            | $334.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0586 | 2055-06-01      | 6.0000%  |  | $76.38             | $79.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0259 | 2055-04-01      | 6.0000%  |  | $34.47             | $36.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0245 | 2055-04-01      | 5.5000%  |  | $2482.40           | $2531.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 ZLFP0105 | 2051-06-01      | 2.5000%  |  | $664.59            | $571.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFS9157 | 2042-05-01      | 2.0000%  |  | $2622.92           | $2307.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5585 | 2053-08-01      | 6.5000%  |  | $2175.80           | $2280.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM6650 | 2047-02-01      | 3.0000%  |  | $2264.47           | $2101.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  |  | $2229.85           | $2028.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4071 | 2056-01-01      | 5.5000%  |  | $3363.83           | $3460.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3567 | 2055-11-01      | 5.5000%  |  | $8443.76           | $8702.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5172 | 2042-05-01      | 3.5000%  |  | $3909.27           | $3738.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0633 | 2055-02-01      | 5.5000%  |  | $22422.40          | $23110.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  |  | $599.39            | $615.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA0354 | 2052-03-01      | 2.0000%  |  | $54.48             | $45.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG1574 | 2056-02-01      | 5.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG1517 | 2056-02-01      | 6.0000%  |  | $3629.71           | $3746.35           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8169 | 2051-09-01      | 3.5000%  |  | $0.90              | $0.84              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8189 | 2052-01-01      | 2.5000%  |  | $0.89              | $0.77              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8156 | 2051-07-01      | 2.5000%  |  | $26.69             | $22.95             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  |  | $0.20              | $0.17              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8115 | 2050-12-01      | 3.0000%  |  | $78.89             | $70.82             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  |  | $0.82              | $0.67              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  |  | $0.21              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4967 | 2054-02-01      | 5.5000%  |  | $34.80             | $35.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7342 | 2050-10-01      | 2.0000%  |  | $0.20              | $0.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7218 | 2050-10-01      | 2.0000%  |  | $6186.80           | $5082.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $0.18              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  |  | $14593.85          | $12810.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  |  | $0.19              | $0.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CICA6862 | 2035-09-01      | 2.0000%  |  | $0.25              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1528 | 2051-09-01      | 2.5000%  |  | $14506.34          | $12609.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1280 | 2051-08-01      | 2.5000%  |  | $0.21              | $0.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB1216 | 2036-07-01      | 2.5000%  |  | $0.16              | $0.15              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  |  | $3.06              | $3.14              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQI3548 | 2054-04-01      | 4.0000%  |  | $159.78            | $153.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 ZLSI2108 | 2051-04-01      | 2.5000%  |  | $0.27              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 3PRE6121 | 2052-02-01      | 2.0000%  |  | $0.26              | $0.20              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CNRD5246 | 2035-05-01      | 4.5000%  |  | $243.07            | $246.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CNRD5271 | 2035-11-01      | 5.5000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF3445 | 2055-10-01      | 6.5000%  |  | $2232.70           | $2342.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3185 | 2055-10-01      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2014 | 2055-11-01      | 5.0000%  |  | $1895.54           | $1912.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0601 | 2055-09-01      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0461 | 2055-10-01      | 6.0000%  |  | $1819.21           | $1898.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4125 | 2055-11-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4068 | 2056-01-01      | 5.5000%  |  | $1774.01           | $1836.48           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4066 | 2056-01-01      | 5.5000%  |  | $857.56            | $887.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA4065 | 2056-01-01      | 6.0000%  |  | $1293.55           | $1368.54           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4063 | 2056-01-01      | 5.5000%  |  | $949.75            | $983.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4062 | 2055-12-01      | 5.5000%  |  | $515.65            | $534.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL849913 | 2035-09-01      | 5.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 KL835052 | 2035-05-01      | 5.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 I4BF0174 | 2057-02-01      | 3.0000%  |  | $2236.58           | $1936.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0120 | 2056-07-01      | 4.0000%  |  | $7162.72           | $6896.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6713 | 2055-12-01      | 5.5000%  |  | $1480.78           | $1523.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF6711 | 2055-12-01      | 5.0000%  |  | $524.24            | $531.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF6710 | 2055-12-01      | 4.5000%  |  | $435.47            | $432.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF6638 | 2055-11-01      | 6.5000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF6631 | 2055-11-01      | 4.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF7147 | 2055-12-01      | 6.5000%  |  | $0.42              | $0.46              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF7108 | 2055-12-01      | 6.0000%  |  | $314.75            | $330.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5952 | 2055-12-01      | 5.5000%  |  | $343.69            | $355.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4602 | 2055-11-01      | 6.5000%  |  | $0.60              | $0.64              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  |  | $22.70             | $22.66             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  |  | $405.81            | $353.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CIQO2416 | 2039-09-01      | 5.5000%  |  | $0.26              | $0.27              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  |  | $1.07              | $1.10              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC1860 | 2036-04-01      | 2.0000%  |  | $77.34             | $71.66             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5149 | 2042-03-01      | 2.5000%  |  | $1.75              | $1.59              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTRB5388 | 2046-02-01      | 5.0000%  |  | $7.43              | $7.51              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9380 | 2053-07-01      | 5.5000%  |  | $46.67             | $47.93             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8694 | 2053-04-01      | 5.0000%  |  | $424.09            | $430.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8417 | 2053-01-01      | 6.0000%  |  | $1251.42           | $1312.50           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  |  | $247.85            | $245.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $27455.19          | $27967.25          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC2197 | 2036-08-01      | 2.0000%  |  | $5188.71           | $4807.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745802 | 2036-07-01      | 6.0000%  |  | $175.14            | $185.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL745140 | 2035-11-01      | 5.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6103 | 2045-06-01      | 3.0000%  |  | $0.05              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAW0937 | 2029-04-01      | 3.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CVAU7218 | 2028-09-01      | 3.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT9223 | 2043-07-01      | 3.0000%  |  | $0.07              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL759153 | 2034-01-01      | 5.5000%  |  | $44.73             | $45.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CRAT3973 | 2033-04-01      | 3.0000%  |  | $35.69             | $34.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2118 | 2043-03-01      | 3.0000%  |  | $3.31              | $3.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT2032 | 2043-04-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS9560 | 2046-10-01      | 3.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS9321 | 2032-03-01      | 2.5000%  |  | $7.61              | $7.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG1471 | 2056-02-01      | 5.0000%  |  | $721.07            | $729.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG0726 | 2055-12-01      | 5.5000%  |  | $327.38            | $334.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDG0710 | 2055-11-01      | 6.5000%  |  | $448.50            | $475.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG0709 | 2055-12-01      | 6.0000%  |  | $553.61            | $576.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDG0731 | 2055-12-01      | 6.5000%  |  | $431.16            | $455.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG0730 | 2055-12-01      | 6.0000%  |  | $324.28            | $334.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDG0728 | 2055-12-01      | 7.0000%  |  | $361.44            | $383.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDG0581 | 2055-12-01      | 6.5000%  |  | $863.81            | $915.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8084 | 2050-08-01      | 3.0000%  |  | $0.10              | $0.09              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8038 | 2050-01-01      | 3.5000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6883 | 2054-10-01      | 6.0000%  |  | $586.30            | $607.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6638 | 2054-10-01      | 5.5000%  |  | $41.60             | $42.65             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6541 | 2054-10-01      | 5.0000%  |  | $574.98            | $580.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7384 | 2055-01-01      | 6.0000%  |  | $243.08            | $254.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  |  | $0.61              | $0.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB8176 | 2054-08-01      | 6.0000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB8887 | 2054-07-01      | 7.0000%  |  | $0.20              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8877 | 2054-07-01      | 6.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8234 | 2050-12-01      | 3.0000%  |  | $97.77             | $88.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4520 | 2042-01-01      | 2.0000%  |  | $5035.27           | $4429.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8383 | 2053-12-01      | 5.5000%  |  | $24.10             | $24.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8858 | 2054-07-01      | 6.5000%  |  | $311.24            | $327.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT8615 | 2043-07-01      | 3.5000%  |  | $0.14              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAU7484 | 2043-09-01      | 4.5000%  |  | $195.15            | $197.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1551 | 2048-04-01      | 4.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4039 | 2052-07-01      | 5.0000%  |  | $8863.03           | $8946.92           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  |  | $0.19              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6954 | 2045-06-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4097 | 2052-07-01      | 4.5000%  |  | $23823.81          | $23703.81          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA6076 | 2051-10-01      | 2.0000%  |  | $123.65            | $102.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G30670 G | 2033-12-01      | 4.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB8220 | 2038-02-01      | 5.5000%  |  | $338.44            | $347.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA3178 | 2053-11-01      | 6.5000%  |  | $0.26              | $0.27              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1868 | 2052-11-01      | 5.5000%  |  | $20253.82          | $21097.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  |  | $6.95              | $7.18              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4669 | 2053-10-01      | 6.0000%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8273 | 2052-11-01      | 3.5000%  |  | $9.16              | $8.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE9829 | 2047-03-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAM8703 | 2030-04-01      | 3.0400%  |  | $696.73            | $673.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  |  | $3060.33           | $2941.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7925 | 2054-01-01      | 5.0000%  |  | $7.64              | $7.69              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  |  | $23393.27          | $24461.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7306 | 2053-10-01      | 6.0000%  |  | $7075.91           | $7436.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX9466 | 2053-03-01      | 5.5000%  |  | $439.80            | $455.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9419 | 2053-03-01      | 5.0000%  |  | $40.43             | $41.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX8562 | 2053-04-01      | 5.5000%  |  | $218.05            | $226.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX7638 | 2053-05-01      | 5.5000%  |  | $206.65            | $211.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8263 | 2052-09-01      | 5.0000%  |  | $438.16            | $441.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW8980 | 2052-10-01      | 4.0000%  |  | $0.24              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7198 | 2052-09-01      | 4.5000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW1433 | 2052-05-01      | 4.0000%  |  | $0.24              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV5584 | 2052-05-01      | 3.5000%  |  | $0.24              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV4133 | 2052-03-01      | 2.5000%  |  | $0.23              | $0.20              | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G67720 G | 2049-03-01      | 4.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC U90454 G | 2042-06-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4264 | 2053-11-01      | 6.0000%  |  | $7895.89           | $8271.37           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4050 | 2053-08-01      | 5.0000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3967 | 2053-09-01      | 6.0000%  |  | $43045.16          | $45195.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  |  | $41.94             | $41.73             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  |  | $11.26             | $9.64              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4473 | 2053-12-01      | 6.5000%  |  | $1271.64           | $1347.64           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8526 | 2055-04-01      | 6.5000%  |  | $0.21              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7950 | 2054-02-01      | 4.5000%  |  | $2978.72           | $2971.44           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ3006 | 2054-09-01      | 5.0000%  |  | $8.31              | $8.44              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH7861 | 2054-01-01      | 6.0000%  |  | $311.57            | $328.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CQAL6513 | 2044-07-01      | 5.0000%  |  | $0.04              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX7862 | 2053-03-01      | 6.0000%  |  | $0.21              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB5153 | 2042-04-01      | 2.0000%  |  | $1577.86           | $1382.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4099 | 2042-10-01      | 3.5000%  |  | $1239.82           | $1185.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBY1455 | 2053-12-01      | 3.0000%  |  | $9.37              | $8.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2483 | 2048-10-01      | 4.5000%  |  | $5.36              | $5.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  |  | $0.46              | $0.44              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4287 | 2038-01-01      | 4.0000%  |  | $0.06              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  |  | $0.17              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2321 | 2051-12-01      | 2.5000%  |  | $0.22              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  |  | $0.21              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4785 | 2052-10-01      | 5.0000%  |  | $6887.88           | $7010.70           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $45.78             | $40.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA5022 | 2050-01-01      | 4.0000%  |  | $24.50             | $23.81             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  |  | $14.03             | $14.35             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD5012 | 2054-03-01      | 5.0000%  |  | $144.63            | $145.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ4890 | 2054-10-01      | 5.5000%  |  | $399.85            | $413.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  |  | $15730.65          | $16092.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ2131 | 2054-08-01      | 6.5000%  |  | $0.18              | $0.19              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6155 | 2054-08-01      | 5.5000%  |  | $47.65             | $48.83             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $1199.96           | $1228.09           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  |  | $1.38              | $1.42              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  |  | $0.26              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  |  | $7116.00           | $7153.12           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  |  | $4.80              | $4.74              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8471 | 2054-10-01      | 6.5000%  |  | $10602.30          | $11020.94          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  |  | $8.13              | $8.37              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CWAL5852 | 2029-09-01      | 4.0000%  |  | $3.61              | $3.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL4708 | 2043-03-01      | 4.0000%  |  | $520.96            | $512.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL4434 | 2043-02-01      | 3.5000%  |  | $2110.42           | $2020.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK9431 | 2042-03-01      | 3.5000%  |  | $259.16            | $247.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6748 | 2053-07-01      | 5.5000%  |  | $2531.44           | $2631.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB6455 | 2053-06-01      | 4.0000%  |  | $40.51             | $38.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6135 | 2053-04-01      | 4.5000%  |  | $20.60             | $20.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6078 | 2053-04-01      | 5.5000%  |  | $6754.92           | $6927.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTCB6022 | 2043-04-01      | 5.0000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6266 | 2053-05-01      | 6.0000%  |  | $8492.81           | $8857.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB5156 | 2052-11-01      | 6.5000%  |  | $0.19              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  |  | $8669.31           | $8751.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  |  | $21312.94          | $21640.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4693 | 2052-09-01      | 5.5000%  |  | $1962.08           | $2035.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU5074 | 2054-09-01      | 5.0000%  |  | $432.30            | $436.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4989 | 2054-10-01      | 5.5000%  |  | $8844.80           | $9186.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4850 | 2054-08-01      | 5.5000%  |  | $3562.47           | $3648.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  |  | $0.19              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR0909 | 2051-04-01      | 2.0000%  |  | $0.21              | $0.18              | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  |  | $1579.02           | $1579.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7670 | 2054-01-01      | 7.0000%  |  | $238.64            | $254.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6727 | 2042-03-01      | 3.5000%  |  | $844.02            | $806.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB2979 | 2037-02-01      | 2.5000%  |  | $33.04             | $31.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7988 | 2050-12-01      | 2.0000%  |  | $8.98              | $7.37              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF4134 | 2052-11-01      | 5.5000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC0411 | 2054-09-01      | 5.5000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9887 | 2054-08-01      | 6.5000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBW1977 | 2052-07-01      | 3.5000%  |  | $202.03            | $188.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8128 | 2051-02-01      | 2.0000%  |  | $0.29              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9232 | 2054-08-01      | 7.0000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7363 | 2050-10-01      | 2.5000%  |  | $1981.77           | $1706.45           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8487 | 2054-12-01      | 4.0000%  |  | $2.56              | $2.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 R3BF0203 | 2047-02-01      | 3.0000%  |  | $39.28             | $35.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ2108 | 2045-10-01      | 3.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9033 | 2054-08-01      | 6.5000%  |  | $0.26              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS9318 | 2032-03-01      | 2.5000%  |  | $9.03              | $8.73              | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BS7348 | 2030-02-01      | 5.0800%  |  | $416.02            | $431.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA4928 | 2053-02-01      | 6.5000%  |  | $3089.59           | $3218.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8507 | 2051-01-01      | 2.0000%  |  | $1867.26           | $1548.79           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD8684 | 2052-03-01      | 3.0000%  |  | $492.63            | $442.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5901 | 2053-03-01      | 5.0000%  |  | $2.00              | $2.02              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ0019 | 2054-07-01      | 7.0000%  |  | $322.51            | $345.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  |  | $0.17              | $0.15              | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.900 WAWA4841 | 2039-01-01      | 3.9000%  |  | $2556.73           | $2356.88           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CNQS0268 | 2032-09-01      | 5.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT6813 | 2051-10-01      | 3.0000%  |  | $0.17              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  |  | $7247.48           | $7249.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU5890 | 2051-12-01      | 2.5000%  |  | $0.20              | $0.17              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8149 | 2037-04-01      | 2.5000%  |  | $10.09             | $9.55              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8040 | 2035-04-01      | 2.5000%  |  | $283.57            | $269.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB1768 | 2037-07-01      | 2.0000%  |  | $0.31              | $0.28              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0661 | 2037-04-01      | 2.5000%  |  | $340.09            | $322.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB0297 | 2035-03-01      | 3.0000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1639 | 2048-02-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0028 | 2047-01-01      | 3.0000%  |  | $0.28              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $1.30              | $1.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS8598 | 2031-02-01      | 3.0000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8826 | 2055-07-01      | 6.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8789 | 2055-09-01      | 6.0000%  |  | $4219.98           | $4341.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8609 | 2055-05-01      | 6.0000%  |  | $1608.01           | $1673.51           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8175 | 2037-09-01      | 2.5000%  |  | $11.28             | $10.69             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CISB8172 | 2037-07-01      | 4.0000%  |  | $12.68             | $12.58             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8165 | 2037-05-01      | 3.5000%  |  | $0.17              | $0.17              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA4061 | 2056-01-01      | 6.0000%  |  | $598.37            | $627.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4049 | 2055-12-01      | 5.5000%  |  | $442.69            | $458.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA4048 | 2055-12-01      | 5.0000%  |  | $409.62            | $416.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4046 | 2056-01-01      | 5.5000%  |  | $8875.31           | $9231.16           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA3959 | 2055-12-01      | 6.5000%  |  | $782.03            | $836.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA3956 | 2056-01-01      | 6.0000%  |  | $368.42            | $384.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA3955 | 2055-12-01      | 6.0000%  |  | $1115.50           | $1165.87           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA3948 | 2056-01-01      | 5.0000%  |  | $475.21            | $481.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3947 | 2055-12-01      | 5.5000%  |  | $402.66            | $415.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA3844 | 2056-01-01      | 6.5000%  |  | $221.85            | $235.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CISB0831 | 2037-10-01      | 4.0000%  |  | $0.20              | $0.20              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ8168 | 2054-11-01      | 5.0000%  |  | $0.26              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB8512 | 2036-05-01      | 2.0000%  |  | $0.16              | $0.15              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7394 | 2052-05-01      | 4.0000%  |  | $121.43            | $117.15            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  |  | $0.19              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CWCA2522 | 2033-09-01      | 3.5000%  |  | $149.13            | $148.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0039 | 2051-04-01      | 2.5000%  |  | $3371.33           | $2900.19           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XMAL9759 | 2036-09-01      | 6.2080%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY0716 | 2053-04-01      | 6.0000%  |  | $0.19              | $0.20              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG9635 | 2053-09-01      | 5.5000%  |  | $330.07            | $344.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA3748 | 2056-01-01      | 6.5000%  |  | $71.22             | $74.98             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA0632 | 2055-11-01      | 6.5000%  |  | $614.23            | $655.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ5779 | 2056-01-01      | 6.5000%  |  | $956.67            | $1020.14           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4651 | 2055-08-01      | 6.0000%  |  | $381.15            | $399.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3245 | 2055-01-01      | 5.0000%  |  | $326.99            | $331.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5574 | 2051-07-01      | 2.5000%  |  | $0.21              | $0.18              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4528 | 2051-02-01      | 2.5000%  |  | $454.85            | $389.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3723 | 2050-10-01      | 2.0000%  |  | $0.18              | $0.15              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA2677 | 2050-06-01      | 2.0000%  |  | $80.45             | $66.89             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIQN3688 | 2035-10-01      | 2.0000%  |  | $118.77            | $110.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQN1110 | 2034-12-01      | 2.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8931 | 2055-09-01      | 6.0000%  |  | $1.49              | $1.55              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD7476 | 2055-04-01      | 5.5000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7235 | 2055-05-01      | 6.0000%  |  | $4760.98           | $4907.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7020 | 2055-04-01      | 6.0000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6416 | 2055-04-01      | 6.5000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6012 | 2055-04-01      | 6.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD5546 | 2055-06-01      | 5.5000%  |  | $4428.99           | $4556.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6187 | 2055-04-01      | 5.5000%  |  | $2891.19           | $2969.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD3396 | 2055-03-01      | 5.5000%  |  | $391.11            | $403.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIDD2613 | 2040-02-01      | 6.0000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD0827 | 2055-01-01      | 6.0000%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5514 | 2054-11-01      | 5.0000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5042 | 2054-10-01      | 5.5000%  |  | $430.80            | $440.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $3.27              | $3.34              | Agency Mortgage-Backed Securities         |
| FMAC 02.500 FGPC E04114 G | 2027-11-01      | 2.5000%  |  | $16.64             | $16.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  |  | $462.35            | $412.34            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q45023 G | 2046-12-01      | 3.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1353 | 2052-06-01      | 3.5000%  |  | $0.22              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU4913 | 2054-08-01      | 5.0000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0656 | 2062-06-01      | 4.0000%  |  | $0.23              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4860 | 2049-12-01      | 3.0000%  |  | $56.74             | $51.38             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1818 | 2052-10-01      | 4.0000%  |  | $0.23              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  |  | $1.71              | $1.53              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4961 | 2052-06-01      | 5.0000%  |  | $474.89            | $484.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL9282 | 2046-06-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3774 | 2042-09-01      | 3.5000%  |  | $0.04              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CTRB5247 | 2043-08-01      | 5.5000%  |  | $7064.54           | $7261.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG0580 | 2056-01-01      | 6.0000%  |  | $3540.30           | $3700.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9397 | 2056-01-01      | 6.0000%  |  | $359.19            | $371.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9053 | 2056-01-01      | 5.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1485 | 2054-08-01      | 5.5000%  |  | $356.43            | $370.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6578 | 2050-08-01      | 2.5000%  |  | $43083.80          | $37129.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6086 | 2053-04-01      | 6.0000%  |  | $1782.54           | $1873.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2171 | 2052-06-01      | 4.5000%  |  | $75.95             | $75.75             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3044 | 2052-03-01      | 2.5000%  |  | $21.96             | $19.07             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  |  | $0.47              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4973 | 2054-08-01      | 6.0000%  |  | $410.90            | $429.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3650 | 2053-08-01      | 6.0000%  |  | $6017.79           | $6334.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  |  | $3.29              | $2.83              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8161 | 2051-08-01      | 2.5000%  |  | $173.48            | $149.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC0453 | 2054-10-01      | 4.5000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB7816 | 2054-01-01      | 7.0000%  |  | $0.18              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS8907 | 2030-07-01      | 4.7800%  |  | $830.61            | $855.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3719 | 2045-12-01      | 4.5000%  |  | $162.82            | $164.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0455 | 2054-04-01      | 6.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN4303 | 2048-12-01      | 5.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2040 | 2052-12-01      | 6.0000%  |  | $1994.13           | $2089.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6078 | 2049-01-01      | 4.5000%  |  | $638.22            | $640.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI4959 | 2054-05-01      | 5.0000%  |  | $1922.48           | $1954.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9003 | 2054-08-01      | 6.0000%  |  | $1.94              | $2.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  |  | $7046.96           | $7413.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8472 | 2054-05-01      | 6.0000%  |  | $0.18              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CZ257280 | 2048-05-01      | 4.5000%  |  | $11.62             | $11.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 NQ256109 | 2036-01-01      | 6.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 K2255538 | 2034-11-01      | 5.5000%  |  | $9.36              | $9.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8370 | 2056-02-01      | 5.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6614 | 2050-08-01      | 3.0000%  |  | $0.10              | $0.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  |  | $0.14              | $0.12              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  |  | $10642.63          | $9201.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICA5065 | 2035-01-01      | 3.0000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA4701 | 2034-11-01      | 2.5000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ1787 | 2054-08-01      | 6.0000%  |  | $0.21              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ0527 | 2054-07-01      | 5.5000%  |  | $416.49            | $432.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH5013 | 2053-11-01      | 6.0000%  |  | $0.21              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH4770 | 2053-11-01      | 7.0000%  |  | $0.24              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQH2881 | 2053-10-01      | 4.5000%  |  | $0.27              | $0.27              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH0832 | 2053-08-01      | 6.5000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG9460 | 2053-08-01      | 5.5000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG9327 | 2053-08-01      | 6.5000%  |  | $0.26              | $0.28              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  |  | $1193.21           | $1218.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ1405 | 2041-09-01      | 4.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI6576 | 2041-07-01      | 5.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1863 | 2041-05-01      | 5.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH6283 | 2041-04-01      | 5.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CKAH2705 | 2041-01-01      | 4.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL629291 | 2032-02-01      | 6.5000%  |  | $8.82              | $9.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555967 | 2033-11-01      | 5.5000%  |  | $37.77             | $38.85             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS4388 | 2034-01-01      | 2.2100%  |  | $208.88            | $179.90            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS2927 | 2033-09-01      | 1.8200%  |  | $21767.78          | $18344.93          | Agency Mortgage-Backed Securities         |
| FNMA MNMS 01.900 MYBS2409 | 2031-07-01      | 1.9000%  |  | $0.32              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR2227 | 2051-08-01      | 2.5000%  |  | $0.22              | $0.19              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8379 | 2053-10-01      | 4.0000%  |  | $0.78              | $0.75              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  |  | $0.21              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  |  | $33.38             | $34.53             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $32.01             | $32.67             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1185 | 2051-10-01      | 3.0000%  |  | $1546.68           | $1379.75           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0625 | 2051-05-01      | 2.5000%  |  | $0.20              | $0.18              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0430 | 2050-08-01      | 2.5000%  |  | $326.80            | $283.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CISB8186 | 2037-09-01      | 4.5000%  |  | $188.34            | $189.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CISB8178 | 2037-09-01      | 4.0000%  |  | $0.34              | $0.34              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8177 | 2037-09-01      | 3.5000%  |  | $0.36              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3792 | 2049-07-01      | 3.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3336 | 2049-04-01      | 4.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTCA2985 | 2039-01-01      | 4.5000%  |  | $23.92             | $24.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CICA2527 | 2033-10-01      | 4.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1951 | 2048-07-01      | 4.0000%  |  | $27.11             | $26.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2640 | 2048-11-01      | 4.5000%  |  | $10926.52          | $11009.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1545 | 2048-04-01      | 4.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1774 | 2047-12-01      | 4.0000%  |  | $37.92             | $37.05             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ1011 | 2034-05-01      | 5.0300%  |  | $518.34            | $539.12            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0614 | 2034-03-01      | 4.6300%  |  | $300.00            | $301.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY8504 | 2053-08-01      | 5.5000%  |  | $15.12             | $15.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  |  | $16.07             | $15.85             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  |  | $151.35            | $152.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8322 | 2053-05-01      | 4.5000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  |  | $634.76            | $656.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8279 | 2052-11-01      | 6.0000%  |  | $12.66             | $13.11             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8266 | 2052-11-01      | 4.5000%  |  | $8.20              | $8.10              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8262 | 2052-09-01      | 2.5000%  |  | $32.70             | $28.03             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8246 | 2052-09-01      | 5.0000%  |  | $40.94             | $41.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO0988 | 2049-07-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBN7756 | 2049-09-01      | 3.0000%  |  | $1118.79           | $1012.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  |  | $7.92              | $7.93              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN5409 | 2049-04-01      | 3.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7274 | 2052-08-01      | 3.3490%  |  | $8354.59           | $8211.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CKBM6968 | 2051-10-01      | 2.5000%  |  | $1666.15           | $1396.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBM3927 | 2038-03-01      | 4.0000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBM3123 | 2037-04-01      | 4.0000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBM1497 | 2037-07-01      | 4.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3744 | 2052-03-01      | 2.5000%  |  | $11.98             | $10.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1277 | 2047-05-01      | 4.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q53213 G | 2047-12-01      | 4.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8404 | 2051-01-01      | 3.0000%  |  | $137.49            | $125.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3672 | 2053-10-01      | 7.5000%  |  | $0.19              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5935 | 2049-03-01      | 4.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT1679 | 2049-01-01      | 4.5000%  |  | $8608.75           | $8621.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA1098 | 2053-12-01      | 6.5000%  |  | $134.34            | $139.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9823 | 2047-06-01      | 3.5000%  |  | $0.11              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7502 | 2053-11-01      | 6.0000%  |  | $23.66             | $24.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  |  | $1.70              | $1.77              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS0023 | 2043-07-01      | 3.5000%  |  | $56.17             | $53.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAQ6290 | 2032-12-01      | 3.0000%  |  | $13.10             | $12.77             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  |  | $27.58             | $28.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $41.80             | $38.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO9140 | 2042-07-01      | 3.5000%  |  | $15.45             | $14.74             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HLAN5919 | 2047-07-01      | 3.4700%  |  | $760.33            | $657.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9631 | 2046-12-01      | 3.0000%  |  | $33.83             | $31.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL9438 | 2031-09-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  |  | $110.32            | $112.68            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5315 | 2032-01-01      | 2.4400%  |  | $11400.00          | $10359.36          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8234 | 2052-08-01      | 2.5000%  |  | $0.99              | $0.85              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  |  | $11.12             | $9.53              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8204 | 2052-04-01      | 2.0000%  |  | $1.46              | $1.19              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  |  | $3.74              | $3.06              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  |  | $9.69              | $9.03              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  |  | $0.25              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  |  | $4.41              | $4.46              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P50483 G | 2035-05-01      | 5.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC T30440 G | 2038-02-01      | 6.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2054 | 2051-11-01      | 2.0000%  |  | $0.44              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9871 | 2056-01-01      | 5.0000%  |  | $4219.54           | $4247.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8582 | 2056-01-01      | 5.5000%  |  | $2545.97           | $2626.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  |  | $2503.84           | $2577.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9317 | 2054-10-01      | 5.0000%  |  | $115.43            | $116.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CICB9257 | 2039-09-01      | 4.5000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ6008 | 2054-10-01      | 5.5000%  |  | $0.27              | $0.28              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5552 | 2054-09-01      | 6.5000%  |  | $1876.72           | $1952.26           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ5193 | 2054-10-01      | 5.5000%  |  | $280.52            | $288.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ4592 | 2054-09-01      | 5.5000%  |  | $0.26              | $0.27              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ4332 | 2054-08-01      | 6.0000%  |  | $354.09            | $369.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3930 | 2054-09-01      | 6.5000%  |  | $0.25              | $0.27              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3034 | 2054-09-01      | 6.5000%  |  | $0.24              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ2196 | 2054-08-01      | 6.0000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ1794 | 2054-08-01      | 5.5000%  |  | $398.47            | $414.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB4847 | 2050-10-01      | 2.5000%  |  | $0.17              | $0.14              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8819 | 2050-04-01      | 3.0000%  |  | $0.16              | $0.14              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3778 | 2055-12-01      | 5.5000%  |  | $649.94            | $668.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAS8740 | 2037-02-01      | 3.5000%  |  | $8.87              | $8.64              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAS8553 | 2036-12-01      | 3.0000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIAS8233 | 2031-11-01      | 2.0000%  |  | $171.54            | $164.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7882 | 2046-09-01      | 3.0000%  |  | $0.08              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAS6715 | 2031-02-01      | 2.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6623 | 2046-02-01      | 4.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS0225 | 2043-08-01      | 4.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC3816 | 2054-10-01      | 7.0000%  |  | $0.26              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3756 | 2054-08-01      | 5.5000%  |  | $420.29            | $431.20            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A17062 G | 2033-12-01      | 6.0000%  |  | $19.63             | $20.21             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A15111 G | 2033-10-01      | 6.0000%  |  | $36.44             | $37.66             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C91596 G | 2033-02-01      | 3.0000%  |  | $0.22              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC 02.500 FGPC C91706 G | 2033-05-01      | 2.5000%  |  | $76.58             | $73.69             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  |  | $165.36            | $161.91            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08466 G | 2041-11-01      | 3.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08372 G | 2039-11-01      | 4.5000%  |  | $12.84             | $12.99             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G16464 G | 2033-04-01      | 4.0000%  |  | $25.25             | $25.31             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC D98141 G | 2029-04-01      | 5.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3735 | 2054-07-01      | 6.5000%  |  | $478.09            | $498.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3368 | 2055-12-01      | 6.0000%  |  | $4204.31           | $4326.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6340 | 2049-03-01      | 4.5000%  |  | $0.27              | $0.27              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4414 | 2051-01-01      | 2.5000%  |  | $430.31            | $374.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2626 | 2048-11-01      | 4.0000%  |  | $0.55              | $0.54              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  |  | $4047.31           | $4209.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF3421 | 2052-11-01      | 5.0000%  |  | $5564.23           | $5647.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0207 | 2052-09-01      | 4.5000%  |  | $350.74            | $349.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE7747 | 2052-08-01      | 4.5000%  |  | $0.23              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  |  | $15041.77          | $15184.15          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6385 | 2052-07-01      | 4.5000%  |  | $0.21              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0454 | 2055-10-01      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0316 | 2055-09-01      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0778 | 2055-10-01      | 6.0000%  |  | $2.33              | $2.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0775 | 2055-10-01      | 5.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9644 | 2055-09-01      | 6.5000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1402 | 2055-05-01      | 6.5000%  |  | $9375.94           | $9756.70           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ5868 | 2055-10-01      | 6.0000%  |  | $395.55            | $412.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ5146 | 2055-10-01      | 6.5000%  |  | $364.89            | $384.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4856 | 2055-10-01      | 6.0000%  |  | $0.90              | $0.93              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4855 | 2055-09-01      | 6.0000%  |  | $9.87              | $10.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3573 | 2054-09-01      | 6.0000%  |  | $412.98            | $425.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLDC2693 | 2054-11-01      | 4.0000%  |  | $0.29              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1662 | 2054-09-01      | 7.0000%  |  | $424.87            | $451.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3211 | 2054-10-01      | 6.0000%  |  | $429.97            | $447.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9091 | 2055-10-01      | 6.5000%  |  | $0.59              | $0.63              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5331 | 2054-03-01      | 6.0000%  |  | $196.44            | $205.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD5318 | 2054-04-01      | 6.5000%  |  | $6041.36           | $6433.07           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5309 | 2054-04-01      | 5.5000%  |  | $8.10              | $8.34              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3425 | 2053-07-01      | 5.5000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3392 | 2053-07-01      | 5.5000%  |  | $3796.80           | $3916.52           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2707 | 2053-04-01      | 5.0000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD2358 | 2053-02-01      | 6.5000%  |  | $2980.64           | $3165.89           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  |  | $6.43              | $6.55              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2612 | 2052-10-01      | 4.5000%  |  | $141.11            | $139.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1490 | 2052-08-01      | 4.5000%  |  | $7700.36           | $7714.84           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4454 | 2055-09-01      | 6.5000%  |  | $1.20              | $1.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY1365 | 2055-04-01      | 5.5000%  |  | $1870.01           | $1909.92           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX4489 | 2054-12-01      | 6.0000%  |  | $427.60            | $445.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $14495.67          | $14571.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  |  | $2775.65           | $2835.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $12187.08          | $12293.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4204 | 2040-12-01      | 2.0000%  |  | $267.85            | $236.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4099 | 2035-08-01      | 2.5000%  |  | $99.69             | $94.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA3910 | 2035-01-01      | 2.0000%  |  | $0.10              | $0.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  |  | $34.99             | $33.23             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  |  | $0.47              | $0.46              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4563 | 2052-09-01      | 5.0000%  |  | $28.71             | $29.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4305 | 2052-08-01      | 5.0000%  |  | $10387.03          | $10634.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4334 | 2052-08-01      | 4.0000%  |  | $10046.52          | $9730.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  |  | $191.31            | $196.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4095 | 2052-07-01      | 4.5000%  |  | $30840.69          | $30778.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY3808 | 2053-08-01      | 5.5000%  |  | $40.70             | $41.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY2758 | 2053-06-01      | 5.5000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7788 | 2052-08-01      | 5.0000%  |  | $21756.96          | $21982.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  |  | $5818.58           | $5795.33           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7189 | 2052-04-01      | 3.5000%  |  | $1.34              | $1.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE1063 | 2052-04-01      | 3.0000%  |  | $0.23              | $0.20              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD0254 | 2051-11-01      | 2.0000%  |  | $0.23              | $0.19              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB7230 | 2051-01-01      | 2.0000%  |  | $25.10             | $20.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE8773 | 2055-09-01      | 5.0000%  |  | $865.86            | $874.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8611 | 2055-10-01      | 5.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8495 | 2055-09-01      | 6.0000%  |  | $2.09              | $2.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE7942 | 2055-08-01      | 5.5000%  |  | $488.02            | $502.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7258 | 2055-09-01      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7192 | 2055-08-01      | 6.0000%  |  | $35.90             | $37.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE5856 | 2055-08-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4170 | 2055-08-01      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE3693 | 2055-07-01      | 6.5000%  |  | $3051.60           | $3172.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4375 | 2055-09-01      | 6.5000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE2540 | 2055-07-01      | 7.0000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  |  | $5150.42           | $5019.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3426 | 2052-04-01      | 3.5000%  |  | $0.22              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3109 | 2052-03-01      | 2.5000%  |  | $0.22              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3013 | 2052-03-01      | 2.0000%  |  | $14.67             | $12.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  |  | $37.05             | $36.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2751 | 2052-02-01      | 2.5000%  |  | $0.23              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2436 | 2051-12-01      | 3.0000%  |  | $25.92             | $23.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2404 | 2051-12-01      | 2.5000%  |  | $0.24              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2285 | 2051-12-01      | 2.5000%  |  | $9198.43           | $8015.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2168 | 2051-11-01      | 3.0000%  |  | $0.22              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2047 | 2051-11-01      | 2.5000%  |  | $6793.68           | $5897.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9224 | 2051-01-01      | 2.0000%  |  | $0.21              | $0.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8087 | 2050-08-01      | 2.0000%  |  | $0.18              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP6345 | 2050-06-01      | 3.0000%  |  | $0.15              | $0.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBO9370 | 2034-11-01      | 5.0000%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1867 | 2051-10-01      | 2.5000%  |  | $0.23              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA MNMS 01.690 MIBL6320 | 2035-05-01      | 1.6900%  |  | $0.30              | $0.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP7519 | 2050-11-01      | 2.0000%  |  | $0.19              | $0.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5910 | 2053-03-01      | 5.5000%  |  | $14231.15          | $14572.87          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4407 | 2052-08-01      | 5.0000%  |  | $11019.88          | $11124.19          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6536 | 2054-10-01      | 5.5000%  |  | $4894.72           | $5020.56           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI2626 | 2041-06-01      | 4.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3515 | 2052-05-01      | 3.5000%  |  | $30.70             | $28.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0491 | 2054-06-01      | 6.5000%  |  | $0.19              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ3022 | 2050-10-01      | 2.0000%  |  | $0.19              | $0.15              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2056 | 2052-12-01      | 6.0000%  |  | $994.47            | $1044.28           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ0831 | 2054-07-01      | 7.0000%  |  | $422.79            | $451.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6698 | 2050-08-01      | 2.0000%  |  | $23736.19          | $19508.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4205 | 2053-10-01      | 6.5000%  |  | $2519.25           | $2632.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4675 | 2052-09-01      | 4.5000%  |  | $0.23              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1534 | 2041-06-01      | 4.5000%  |  | $417.00            | $421.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9225 | 2055-10-01      | 6.0000%  |  | $395.56            | $412.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6533 | 2054-11-01      | 5.0000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9841 | 2054-12-01      | 6.5000%  |  | $1683.66           | $1765.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1882 | 2056-01-01      | 6.0000%  |  | $7319.36           | $7665.30           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIQO4144 | 2040-09-01      | 4.5000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3428 | 2055-12-01      | 5.5000%  |  | $17289.54          | $17809.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA0639 | 2055-12-01      | 6.5000%  |  | $531.76            | $561.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4598 | 2055-11-01      | 6.5000%  |  | $372.29            | $398.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2432 | 2055-11-01      | 5.0000%  |  | $0.60              | $0.61              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC7350 | 2054-11-01      | 7.0000%  |  | $0.26              | $0.28              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  |  | $7.19              | $7.33              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6712 | 2056-01-01      | 5.5000%  |  | $364.66            | $377.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3902 | 2056-01-01      | 5.5000%  |  | $5280.00           | $5416.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9693 | 2055-01-01      | 6.0000%  |  | $4262.90           | $4421.02           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA4138 | 2055-12-01      | 6.0000%  |  | $649.80            | $670.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1554 | 2055-05-01      | 4.5000%  |  | $1440.36           | $1429.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6615 | 2055-08-01      | 6.0000%  |  | $1264.23           | $1302.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4399 | 2055-03-01      | 5.5000%  |  | $582.53            | $593.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA0631 | 2055-11-01      | 6.5000%  |  | $452.21            | $484.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CNRD5276 | 2036-01-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8970 | 2055-09-01      | 6.0000%  |  | $1.99              | $2.05              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3954 | 2055-12-01      | 5.5000%  |  | $483.99            | $497.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA0711 | 2055-11-01      | 6.5000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG1395 | 2056-02-01      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4138 | 2055-11-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5518 | 2055-10-01      | 5.5000%  |  | $11.66             | $11.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8973 | 2055-09-01      | 6.5000%  |  | $395.59            | $413.06            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.150 WAWA3290 | 2039-09-01      | 3.1500%  |  | $805.87            | $687.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8631 | 2056-01-01      | 5.0000%  |  | $410.74            | $415.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3975 | 2055-03-01      | 6.5000%  |  | $260.51            | $274.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE0217 | 2055-06-01      | 7.0000%  |  | $0.27              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5473 | 2055-01-01      | 6.0000%  |  | $394.16            | $413.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG0729 | 2055-12-01      | 6.0000%  |  | $477.01            | $499.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD7403 | 2054-11-01      | 4.5000%  |  | $2.85              | $2.81              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0721 | 2042-01-01      | 2.0000%  |  | $4949.02           | $4368.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5924 | 2055-04-01      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA3366 | 2050-08-01      | 4.0000%  |  | $6035.58           | $5872.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA4047 | 2055-12-01      | 5.0000%  |  | $351.15            | $357.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ1024 | 2055-08-01      | 6.5000%  |  | $408.80            | $425.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0583 | 2042-08-01      | 2.0000%  |  | $1744.86           | $1530.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9133 | 2055-05-01      | 5.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB1457 | 2040-03-01      | 5.5000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4779 | 2055-10-01      | 6.5000%  |  | $0.90              | $0.95              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7410 | 2055-12-01      | 5.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA4050 | 2055-12-01      | 6.0000%  |  | $526.71            | $552.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6149 | 2055-04-01      | 6.5000%  |  | $0.64              | $0.67              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  |  | $61659.34          | $63701.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4457 | 2055-09-01      | 6.5000%  |  | $1.20              | $1.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9733 | 2056-01-01      | 5.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB1773 | 2037-03-01      | 2.0000%  |  | $0.30              | $0.27              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2103 | 2054-12-01      | 5.5000%  |  | $2.36              | $2.43              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC7977 | 2055-01-01      | 6.5000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7097 | 2054-11-01      | 5.0000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA3328 | 2056-01-01      | 6.0000%  |  | $294.14            | $307.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE6941 | 2056-01-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1056 | 2055-10-01      | 5.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1234 | 2055-04-01      | 5.0000%  |  | $70.15             | $70.90             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA4064 | 2056-01-01      | 6.0000%  |  | $395.77            | $415.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4599 | 2055-11-01      | 6.5000%  |  | $714.78            | $765.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4067 | 2056-01-01      | 5.5000%  |  | $1026.96           | $1063.12           | Agency Mortgage-Backed Securities         |
| FNMA FNRM RC073KA R13F073 | 2042-10-25      | 3.0000%  |  | $4640.90           | $4506.52           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FB R16F082 | 2046-11-25      | 4.2118%  |  | $1864.25           | $1858.12           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5069PC 02/25/51 | 2051-02-25      | 0.7500%  |  | $7851.77           | $5763.56           | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4313FM 03/15/44 | 2044-03-15      | 4.2718%  |  | $638.64            | $631.38            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 5505AF 03/15/50 | 2050-03-15      | 4.8247%  |  | $1818.39           | $1800.72           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5492CL 01/25/55 | 2055-01-25      | 4.5000%  |  | $768.56            | $759.68            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FE 02/25/54 | 2054-02-25      | 5.1473%  |  | $5540.82           | $5601.93           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FB 02/25/54 | 2054-02-25      | 5.0473%  |  | $9234.71           | $9322.33           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FJ 12/25/54 | 2054-12-25      | 4.8473%  |  | $7962.19           | $8035.34           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FG 12/25/54 | 2054-12-25      | 5.0473%  |  | $1562.39           | $1576.26           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54 | 2054-12-25      | 5.1973%  |  | $1989.80           | $2014.07           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5479FA 12/25/54 | 2054-12-25      | 4.8973%  |  | $4414.19           | $4448.19           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5484FA 12/25/54 | 2054-12-25      | 4.8973%  |  | $2107.50           | $2124.39           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5471BF 11/25/54 | 2054-11-25      | 4.6473%  |  | $5886.72           | $5895.62           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5445FH 08/25/54 | 2054-08-25      | 4.7973%  |  | $7755.42           | $7797.96           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5438FE 08/25/54 | 2054-08-25      | 4.9973%  |  | $1487.69           | $1501.55           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5439FK 08/25/54 | 2054-08-25      | 4.6973%  |  | $3311.00           | $3328.02           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05440F 08/25/54 | 2054-08-25      | 4.7473%  |  | $1522.01           | $1530.83           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 4.5473%  |  | $5885.79           | $5888.30           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 4.5473%  |  | $5573.41           | $5586.46           | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5338FG 08/15/45 | 2045-08-15      | 4.1718%  |  | $4774.47           | $4695.41           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5202GA 05/25/48 | 2048-05-25      | 3.0000%  |  | $5040.54           | $4731.28           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC072NA R13F072 | 2042-08-25      | 2.5000%  |  | $130.46            | $129.96            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC061BA R13F061 | 2043-01-25      | 3.0000%  |  | $6391.27           | $6102.07           | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 6.5800%  |  | $130.05            | $130.69            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 6.4906%  |  | $116.40            | $116.32            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.4327%  |  | $325.34            | $326.29            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 6.1203%  |  | $146.05            | $148.62            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL105TB R09F105 | 2039-12-25      | 6.6263%  |  | $232.80            | $235.22            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL093FL R24F093 | 2054-12-25      | 5.1473%  |  | $14131.41          | $14298.97          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082CF R24F082 | 2054-11-25      | 5.0473%  |  | $927.53            | $934.77            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL087FA R24F087 | 2054-12-25      | 5.0973%  |  | $1889.70           | $1911.07           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL092HF R24F092 | 2054-12-25      | 4.8973%  |  | $1834.84           | $1852.07           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL032F R24F032  | 2054-06-25      | 4.9973%  |  | $4110.88           | $4152.27           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FB R23F047 | 2053-10-25      | 5.0973%  |  | $7860.90           | $7957.60           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 4.5473%  |  | $7300.69           | $7325.47           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL078FC R22F078 | 2052-11-25      | 4.9473%  |  | $554.73            | $557.91            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FB R24F064 | 2054-09-25      | 4.7973%  |  | $6014.68           | $6038.25           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC025GA R21F025 | 2051-05-25      | 1.0000%  |  | $4502.61           | $3475.77           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC009FM R24F009 | 2054-03-25      | 4.5473%  |  | $15669.66          | $15722.65          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  |  | $821.44            | $806.49            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  |  | $183.36            | $179.84            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3827BL 03/15/41 | 2041-03-15      | 5.0000%  |  | $1331.73           | $1342.09           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL052FB R25F052 | 2055-07-25      | 4.8973%  |  | $379.25            | $383.15            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC055CF R25F055 | 2055-07-25      | 4.4973%  |  | $28003.14          | $28060.74          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL042FL R25F042 | 2055-05-25      | 4.9973%  |  | $7240.24           | $7318.46           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC019CA R25F019 | 2051-02-25      | 5.0000%  |  | $3011.73           | $3033.01           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC007BD R25F007 | 2052-02-25      | 5.0000%  |  | $4711.20           | $4761.23           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL004FB R25F004 | 2053-12-25      | 4.8973%  |  | $441.66            | $445.15            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL103MF R24F103 | 2055-01-25      | 4.5973%  |  | $7037.37           | $7026.11           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL103FJ R24F103 | 2055-01-25      | 4.8973%  |  | $1273.20           | $1280.76           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.0473%  |  | $0.24              | $0.25              | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FB R24F090 | 2053-11-25      | 4.9473%  |  | $6629.26           | $6693.37           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FA R24F090 | 2054-12-25      | 5.1973%  |  | $1160.67           | $1174.90           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC077DF R24F077 | 2053-10-25      | 4.8973%  |  | $877.78            | $885.13            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5575FB 09/25/55 | 2055-09-25      | 5.0473%  |  | $13601.80          | $13775.08          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5578GF 09/25/55 | 2055-09-25      | 4.7973%  |  | $18751.45          | $18913.58          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05563G 11/25/52 | 2052-11-25      | 5.0000%  |  | $4918.03           | $4957.55           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5566DF 07/25/51 | 2051-07-25      | 4.6473%  |  | $1326.90           | $1327.59           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5560FB 06/25/55 | 2055-06-25      | 4.6973%  |  | $566.91            | $571.13            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5547HV 05/25/36 | 2036-05-25      | 5.0000%  |  | $3885.56           | $3936.23           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549BF 02/25/55 | 2055-02-25      | 4.8973%  |  | $1782.42           | $1799.54           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5526FK 12/25/54 | 2054-12-25      | 4.7473%  |  | $11830.93          | $11861.24          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513MF 11/25/54 | 2054-11-25      | 4.6373%  |  | $1500.63           | $1509.26           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FM 11/25/54 | 2054-11-25      | 4.7473%  |  | $17661.35          | $17724.03          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508AF 02/25/55 | 2055-02-25      | 4.6973%  |  | $1113.76           | $1121.78           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC133HC R12F133 | 2041-09-25      | 2.5000%  |  | $1023.48           | $1009.75           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL054FM R25F054 | 2055-07-25      | 4.7973%  |  | $558.96            | $563.58            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FB R25F034 | 2055-05-25      | 4.7473%  |  | $6632.83           | $6676.64           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5568FE 08/25/55 | 2055-08-25      | 4.8973%  |  | $10111.32          | $10220.50          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5480FD 03/25/54 | 2054-03-25      | 5.0473%  |  | $2216.63           | $2237.23           | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 6.5762%  |  | $328.67            | $340.33            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FJ 11/25/54 | 2054-11-25      | 4.8473%  |  | $10131.34          | $10174.71          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL111EF R25F111 | 2056-01-25      | 4.6973%  |  | $3463.73           | $3454.17           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC099FE R24F099 | 2055-01-25      | 5.1473%  |  | $1283.40           | $1299.79           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5499FW 02/25/55 | 2055-02-25      | 5.0973%  |  | $1639.27           | $1655.57           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.2473%  |  | $3391.00           | $3443.88           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481AF 12/25/54 | 2054-12-25      | 4.8973%  |  | $8112.32           | $8169.49           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  |  | $3310.39           | $3207.58           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5585FD 10/25/55 | 2055-10-25      | 4.7973%  |  | $20041.67          | $20209.37          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC092JF R24F092 | 2054-12-25      | 4.8473%  |  | $4936.14           | $4968.44           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.1173%  |  | $788.10            | $797.30            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R23F004 | 2045-07-25      | 5.5000%  |  | $191.99            | $194.49            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54 | 2054-12-25      | 5.1473%  |  | $4163.20           | $4210.61           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC093FA R24F093 | 2054-12-25      | 5.1973%  |  | $5435.78           | $5502.84           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL021FB R25F021 | 2053-07-25      | 4.9973%  |  | $7391.15           | $7460.47           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 4.6973%  |  | $1199.90           | $1208.29           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL100FD R24F100 | 2054-06-25      | 5.1473%  |  | $2759.69           | $2792.41           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508FC 02/25/55 | 2055-02-25      | 4.6973%  |  | $2415.88           | $2433.19           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5557FM 07/25/55 | 2055-07-25      | 4.7973%  |  | $1150.93           | $1160.41           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL136KB R13F136 | 2029-01-25      | 3.5000%  |  | $295.73            | $294.77            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL001FD R25F001 | 2055-02-25      | 4.8973%  |  | $824.04            | $831.99            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 4.5473%  |  | $4427.81           | $4439.66           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5535FB 05/25/55 | 2055-05-25      | 4.5473%  |  | $8852.41           | $8885.68           | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5342FA 01/15/47 | 2047-01-15      | 4.1218%  |  | $7988.94           | $7833.35           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5542CF 05/25/55 | 2055-05-25      | 5.2473%  |  | $4227.19           | $4279.51           | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03607B 12/15/37 | 2037-12-15      | 6.3005%  |  | $175.47            | $177.86            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.4891%  |  | $159.04            | $157.52            | Agency Collateralized Mortgage Obligation |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.4759%  |  | $838.50            | $853.33            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A1 R22M013 | 2032-05-25      | 2.5863%  |  | $4650.39           | $4483.31           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A2 R22M003 | 2031-11-25      | 1.7072%  |  | $9210.00           | $8053.57           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5314%  |  | $1090.02           | $1045.35           | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.4573%  |  | $2216.63           | $2127.37           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL001A1 R22M001 | 2031-10-25      | 1.6684%  |  | $1429.15           | $1344.69           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.4681%  |  | $7702.50           | $6847.28           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0022A1 R26M00 | 2033-03-25      | 4.2000%  |  | $9000.00           | $9012.20           | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC006A1 R21M006 | 2033-03-25      | 1.4947%  |  | $6462.11           | $6247.42           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0061A2 R21M00 | 2031-03-25      | 1.4605%  |  | $1500.00           | $1306.91           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL01SA1 R21M01S | 2030-12-25      | 0.8330%  |  | $63.36             | $59.41             | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0491A1 R20M04 | 2030-11-25      | 1.2553%  |  | $2076.87           | $1952.37           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL053A2 R20M053 | 2032-11-25      | 1.6837%  |  | $871.50            | $748.67            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL041A1 R20M041 | 2029-03-25      | 1.2900%  |  | $226.60            | $223.42            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL042A2 R20M042 | 2030-07-25      | 1.2700%  |  | $8805.00           | $7849.51           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0253A1 R20M02 | 2034-08-25      | 0.9980%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  |  | $1234.05           | $1139.96           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL025AV2 R19M02 | 2026-12-25      | 2.2660%  |  | $396.79            | $395.13            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A1 R20M001 | 2029-10-25      | 2.1510%  |  | $882.72            | $869.39            | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.0950%  |  | $531.50            | $499.43            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  |  | $545.32            | $524.86            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0183A2 R19M01 | 2031-09-25      | 2.5770%  |  | $750.51            | $690.85            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL012A2 R18M012 | 2030-08-25      | 3.6246%  |  | $1492.54           | $1473.39           | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL003A2 R18M003 | 2030-02-25      | 3.0742%  |  | $3971.87           | $3862.13           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL051A1 R20M051 | 2030-12-25      | 0.8500%  |  | $2378.63           | $2265.65           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.0837%  |  | $4711.50           | $4192.88           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL009A2 R19M009 | 2029-06-25      | 2.9370%  |  | $478.60            | $467.18            | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.0626%  |  | $1924.91           | $1908.89           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL004A1 R21M004 | 2031-02-25      | 0.9590%  |  | $82.87             | $80.81             | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G | 2031-01-25      | 1.1810%  |  | $13.76             | $13.70             | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC01SA1X R23M01 | 2033-07-25      | 4.4983%  |  | $13.33             | $13.35             | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3225%  |  | $1910.63           | $1705.86           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  |  | $6090.60           | $5790.60           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023AB R21M023 | 2031-11-25      | 0.5000%  |  | $835.43            | $705.55            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  |  | $146.94            | $144.32            | Agency Mortgage-Backed Securities         |

### Security 116: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.650%, 4/13/2026
- **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:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  |  | $7379.50           | $7487.69           | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/27 | 2027-04-30      | 3.7727%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30      | 2030-03-31      | 4.0000%  |  | $91371.28          | $93488.95          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  |  | $90432.75          | $92688.10          | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $0.18              | $0.18              | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29     | 2029-07-31      | 4.0000%  |  | $51818.78          | $53401.91          | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  |  | $3772.73           | $3774.72           | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  |  | $1280.30           | $1295.93           | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE AB 26 | 2026-07-31      | 0.6250%  |  | $224.03            | $221.35            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  |  | $0.08              | $0.07              | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  |  | $346.68            | $342.94            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  |  | $20344.70          | $20154.31          | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $0.08              | $0.04              | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  |  | $3343.10           | $2433.80           | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  |  | $79768.30          | $67724.74          | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  |  | $0.23              | $0.23              | U.S. Treasuries (including strips) |
| USTR 6 3/4 BOND 26    | 2026-08-15      | 6.7500%  |  | $1663.48           | $1741.83           | U.S. Treasuries (including strips) |
| USTR BILL 05/12/26    | 2026-05-12      | 0.0000%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips) |
| USTR BILL 04/28/26    | 2026-04-28      | 0.0000%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips) |
| USTR BILL 07/02/26    | 2026-07-02      | 0.0000%  |  | $38.20             | $37.62             | U.S. Treasuries (including strips) |
| USTR BILL 06/18/26    | 2026-06-18      | 0.0000%  |  | $0.08              | $0.07              | U.S. Treasuries (including strips) |
| USTR BILL 03/31/26    | 2026-03-31      | 0.0000%  |  | $42.83             | $42.57             | U.S. Treasuries (including strips) |
| USTR BILL 04/09/26    | 2026-04-09      | 0.0000%  |  | $32.33             | $32.10             | U.S. Treasuries (including strips) |
| USTR BILL 03/26/26    | 2026-03-26      | 0.0000%  |  | $0.08              | $0.07              | U.S. Treasuries (including strips) |
| USTR BILL 02/12/26    | 2026-02-12      | 0.0000%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips) |
| USTR BILL 02/05/26    | 2026-02-05      | 0.0000%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips) |
| USTR BILL 02/19/26    | 2026-02-19      | 0.0000%  |  | $0.05              | $0.05              | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIN A 34  | 2034-01-15      | 1.7500%  |  | $10.87             | $10.91             | U.S. Treasuries (including strips) |
| USTR BILL 03/03/26    | 2026-03-03      | 0.0000%  |  | $213.03            | $212.34            | U.S. Treasuries (including strips) |
| USTR 4 BOND 52        | 2052-11-15      | 4.0000%  |  | $0.13              | $0.11              | U.S. Treasuries (including strips) |
| USTR BILL 12/24/26    | 2026-12-24      | 0.0000%  |  | $0.10              | $0.10              | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  |  | $81906.25          | $84138.66          | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $8499.65           | $8364.24           | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIB 45    | 2045-02-15      | 0.7500%  |  | $6.30              | $4.65              | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $74181.33          | $70706.49          | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  |  | $1.00              | $0.99              | U.S. Treasuries (including strips) |
| USTR BILL 05/05/26    | 2026-05-05      | 0.0000%  |  | $772.35            | $765.07            | U.S. Treasuries (including strips) |
| USTR BILL 06/18/26    | 2026-06-18      | 0.0000%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  |  | $538.68            | $517.86            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  |  | $3801.95           | $3867.83           | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIB 28    | 2028-01-15      | 1.7500%  |  | $168.98            | $171.65            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE G 26  | 2026-01-31      | 2.6250%  |  | $1010.25           | $1023.30           | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Federated Hermes Insurance Series

**Date:** 2026-02-06

**By:** Stephen Van Meter

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

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