# EDGAR Filing Document

**Accession Number:** 0000912577
**File Stem:** 0001193125-26-095563
**Filing Date:** 2026-3
**Character Count:** 559079
**Document Hash:** 014f21f7d2c44de436129ad039fdddcb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-095563.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001193125-26-095563

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260227

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**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:** 26729236

**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):** 2026-02-27

**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:** 47 days

- **WAL:** 102 days

- **Total Value of Portfolio Securities:** $73687969.31

- **Amortized Cost of Portfolio Securities:** $73681358.03

- **Cash:** $209.71

- **Total Other Assets:** $129930.85

- **Total Liabilities:** $1197823.04

- **Net Assets of Series:** $72613674.97

- **Number of Shares Outstanding (Series):** 72613007.2200

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $53751887.24              | $64050264.84               | 72.6400%                  | 86.5600%                   |
| 2026-02-03 | $51703442.62              | $64001851.42               | 69.9200%                  | 86.5500%                   |
| 2026-02-04 | $52220940.77              | $64019380.77               | 70.6000%                  | 86.5500%                   |
| 2026-02-05 | $51500215.31              | $63798686.51               | 69.6900%                  | 86.3400%                   |
| 2026-02-06 | $52400977.45              | $64699542.25               | 70.1900%                  | 86.6600%                   |
| 2026-02-09 | $53939579.75              | $64238175.75               | 72.4200%                  | 86.2400%                   |
| 2026-02-10 | $51671068.86              | $63469696.06               | 70.0500%                  | 86.0400%                   |
| 2026-02-11 | $52461904.17              | $64260562.57               | 70.3600%                  | 86.1900%                   |
| 2026-02-12 | $52302266.92              | $64600956.52               | 69.8300%                  | 86.2500%                   |
| 2026-02-13 | $54300359.06              | $64599173.46               | 72.4800%                  | 86.2300%                   |
| 2026-02-17 | $51760458.94              | $64059304.54               | 69.0500%                  | 85.4600%                   |
| 2026-02-18 | $51825889.83              | $64624766.63               | 68.6200%                  | 85.5700%                   |
| 2026-02-19 | $50518137.53              | $63317045.53               | 67.8900%                  | 85.0900%                   |
| 2026-02-20 | $50433530.82              | $63232532.42               | 67.9800%                  | 85.2300%                   |
| 2026-02-23 | $52369871.71              | $63168904.51               | 70.2700%                  | 84.7600%                   |
| 2026-02-24 | $49850165.93              | $61649229.93               | 68.2800%                  | 84.4400%                   |
| 2026-02-25 | $50384485.64              | $62683580.84               | 68.0500%                  | 84.6600%                   |
| 2026-02-26 | $50251658.65              | $62550785.05               | 67.6300%                  | 84.1800%                   |
| 2026-02-27 | $49743487.08              | $62042675.88               | 67.3900%                  | 84.0600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.7600%             |
| 2026-02-03 | 3.7500%             |
| 2026-02-04 | 3.7500%             |
| 2026-02-05 | 3.7500%             |
| 2026-02-06 | 3.7500%             |
| 2026-02-09 | 3.7300%             |
| 2026-02-10 | 3.7300%             |
| 2026-02-11 | 3.7300%             |
| 2026-02-12 | 3.7300%             |
| 2026-02-13 | 3.7300%             |
| 2026-02-17 | 3.7500%             |
| 2026-02-18 | 3.7600%             |
| 2026-02-19 | 3.7600%             |
| 2026-02-20 | 3.7600%             |
| 2026-02-23 | 3.7600%             |
| 2026-02-24 | 3.7600%             |
| 2026-02-25 | 3.7500%             |
| 2026-02-26 | 3.7500%             |
| 2026-02-27 | 3.7500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 1.0001                      |
|  |  |
| 2026-02-03 | 1.0001                      |
|  |  |
| 2026-02-04 | 1.0001                      |
|  |  |
| 2026-02-05 | 1.0002                      |
|  |  |
| 2026-02-06 | 1.0001                      |
|  |  |
| 2026-02-09 | 1.0002                      |
|  |  |
| 2026-02-10 | 1.0002                      |
|  |  |
| 2026-02-11 | 1.0001                      |
|  |  |
| 2026-02-12 | 1.0001                      |
|  |  |
| 2026-02-13 | 1.0002                      |
|  |  |
| 2026-02-17 | 1.0001                      |
|  |  |
| 2026-02-18 | 1.0001                      |
|  |  |
| 2026-02-19 | 1.0001                      |
|  |  |
| 2026-02-20 | 1.0001                      |
|  |  |
| 2026-02-23 | 1.0001                      |
|  |  |
| 2026-02-24 | 1.0001                      |
|  |  |
| 2026-02-25 | 1.0001                      |
|  |  |
| 2026-02-26 | 1.0001                      |
|  |  |
| 2026-02-27 | 1.0001                      |
|  |  |

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

### Class: Service Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $72613674.97

- **Number of Shares Outstanding:** 72613007.2200

- **Expense Reimbursement/Waiver:** 2333.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $197622.61                | $152875.39              |
| 2026-02-03 | $11854.77                 | $65954.55               |
| 2026-02-04 | $25085.14                 | $12049.03               |
| 2026-02-05 | $651.50                   | $223444.50              |
| 2026-02-06 | $41440.29                 | $283897.93              |
| 2026-02-09 | $122742.69                | $47757.12               |
| 2026-02-10 | $38898.85                 | $20069.89               |
| 2026-02-11 | $44345.71                 | $97793.33               |
| 2026-02-12 | $337214.78                | $5174.75                |
| 2026-02-13 | $21799.73                 | $34887.61               |
| 2026-02-17 | $4706.18                  | $14474.22               |
| 2026-02-18 | $23089.75                 | $57767.28               |
| 2026-02-19 | $42988.29                 | $863977.61              |
| 2026-02-20 | $203.74                   | $42627.82               |
| 2026-02-23 | $7975.84                  | $82136.76               |
| 2026-02-24 | $16365.47                 | $54887.23               |
| 2026-02-25 | $162710.50                | $22065.67               |
| 2026-02-26 | $10065.69                 | $149571.39              |
| 2026-02-27 | $35298.65                 | $156527.66              |

**Total Gross Subscriptions (Month):** $1145060.18

**Total Gross Redemptions (Month):** $2387939.74

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.1200%           |
| 2026-02-03 | 3.1200%           |
| 2026-02-04 | 3.1200%           |
| 2026-02-05 | 3.1200%           |
| 2026-02-06 | 3.1100%           |
| 2026-02-09 | 3.1000%           |
| 2026-02-10 | 3.1000%           |
| 2026-02-11 | 3.1000%           |
| 2026-02-12 | 3.1000%           |
| 2026-02-13 | 3.1000%           |
| 2026-02-17 | 3.1100%           |
| 2026-02-18 | 3.1100%           |
| 2026-02-19 | 3.1200%           |
| 2026-02-20 | 3.1200%           |
| 2026-02-23 | 3.1200%           |
| 2026-02-24 | 3.1200%           |
| 2026-02-25 | 3.1100%           |
| 2026-02-26 | 3.1100%           |
| 2026-02-27 | 3.1100%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 27.2100%         | 0.0000%              |
| Insurance company |  | 17.4100%         | 0.0000%              |
| Insurance company |  | 12.3400%         | 0.0000%              |
| Insurance company |  | 15.5500%         | 0.0000%              |
| Insurance company |  | 9.7000%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  3.680%, 3/2/2026
- **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:** 16.5300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $71026.24          | $71995.90          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $693269.82         | $627441.54         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $480849.18         | $486498.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE4964 | 2052-06-01      | 5.0000%  |  | $36778.24          | $37655.30          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $490014.41         | $465021.11         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQD9834 | 2052-04-01      | 3.5000%  |  | $265574.24         | $253102.82         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q60297 G | 2048-12-01      | 4.0000%  |  | $103334.64         | $102272.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $197657.41         | $201883.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $18706.84          | $16959.35          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $43640.45          | $44314.31          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  |  | $213718.88         | $205444.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3VZN0625 | 2043-02-01      | 3.5000%  |  | $5306.14           | $5105.68           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  |  | $96183.24          | $90788.96          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $304936.58         | $316280.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  |  | $45460.47          | $44958.08          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $87946.16          | $90737.77          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $195429.98         | $179009.30         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $735220.29         | $732352.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $481257.32         | $486911.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $321611.27         | $332115.49         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $40271.81          | $41700.67          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $548271.96         | $559504.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBT7946 | 2052-11-01      | 5.5000%  |  | $35948.19          | $37439.04          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV7735 | 2052-04-01      | 3.0000%  |  | $246499.23         | $226160.99         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL2968 | 2042-04-01      | 3.5000%  |  | $5386.90           | $5235.02           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  |  | $2421.04           | $2511.10           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4737 | 2055-05-01      | 6.0000%  |  | $13255.49          | $13657.71          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4601 | 2030-08-01      | 4.2300%  |  | $809904.00         | $825706.04         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3263 | 2030-04-01      | 4.7200%  |  | $110763.02         | $114555.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA3686 | 2055-11-01      | 5.5000%  |  | $49088.50          | $50671.47          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $19050.43          | $19314.59          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ3578 | 2055-03-01      | 6.0000%  |  | $43.30             | $45.10             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3547 | 2055-10-01      | 5.5000%  |  | $383321.66         | $398183.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCC1187 | 2055-10-01      | 4.5000%  |  | $14873.94          | $14771.31          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0599 | 2055-06-01      | 6.5000%  |  | $3461.49           | $3648.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8312 | 2054-04-01      | 5.0000%  |  | $104101.17         | $105682.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $1158493.92        | $1170091.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB7634 | 2053-12-01      | 7.0000%  |  | $48439.37          | $51518.79          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $397461.05         | $406042.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $95734.17          | $98213.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $250026.43         | $249868.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $127418.92         | $124856.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $13893.51          | $12758.64          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $201816.36         | $177992.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0457 | 2047-09-01      | 3.5000%  |  | $20881.16          | $20098.91          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5495 | 2030-11-01      | 4.4800%  |  | $75727.54          | $77830.53          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1615 | 2029-08-01      | 4.6600%  |  | $493680.00         | $507787.18         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1725 | 2029-10-01      | 4.3800%  |  | $1232687.38        | $1259070.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $58725.63          | $60745.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV0872 | 2052-01-01      | 2.5000%  |  | $246370.57         | $217807.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU6494 | 2052-01-01      | 2.5000%  |  | $226453.69         | $199388.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBU5438 | 2054-12-01      | 5.0000%  |  | $329746.56         | $332849.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR1341 | 2051-02-01      | 2.0000%  |  | $20452.73          | $17264.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $75884.30          | $74193.51          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK2561 | 2048-03-01      | 4.5000%  |  | $1646.07           | $1661.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $1460.29           | $1517.92           | Agency Mortgage-Backed Securities |

### Security 2: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.670%, 3/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNMI SF 723434 X      | 2039-11-15      | 5.0000%  |  | $4.97              | $5.15              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723341 X      | 2039-09-15      | 6.0000%  |  | $2.38              | $2.48              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 412583 X      | 2026-04-15      | 6.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005063 M      | 2041-05-20      | 6.0000%  |  | $3.01              | $3.18              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004344 M      | 2039-01-20      | 6.0000%  |  | $9.28              | $9.83              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004196 M      | 2038-07-20      | 6.5000%  |  | $31.48             | $33.88             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003841 M      | 2036-04-20      | 5.5000%  |  | $2.11              | $2.20              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003736 M      | 2035-07-20      | 5.5000%  |  | $2.88              | $3.01              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 587345 X      | 2032-10-15      | 6.0000%  |  | $2.19              | $2.31              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 785994 X      | 2052-02-15      | 4.0000%  |  | $61.65             | $59.69             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784071 X      | 2041-06-15      | 6.0000%  |  | $2.33              | $2.46              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738002 X      | 2041-02-15      | 4.0000%  |  | $21.86             | $21.42             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723892 X      | 2040-04-15      | 4.5000%  |  | $178.02            | $180.64            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8877 M      | 2053-05-20      | 4.5000%  |  | $179.14            | $178.32            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7474 M      | 2051-07-20      | 3.5000%  |  | $61.00             | $57.77             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M      | 2050-06-20      | 3.0000%  |  | $3359.65           | $3086.72           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6476 M      | 2050-02-20      | 4.0000%  |  | $1043.48           | $1017.86           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6340 M      | 2049-12-20      | 4.0000%  |  | $29.12             | $28.39             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5819 M      | 2049-03-20      | 5.0000%  |  | $78.80             | $80.69             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G62009 G  | 2046-08-01      | 3.5000%  |  | $26.51             | $25.62             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G61761 G  | 2046-01-01      | 4.0000%  |  | $1037.83           | $1035.03           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61721 G  | 2046-11-01      | 3.5000%  |  | $16.52             | $15.91             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G60126 G  | 2041-11-01      | 4.5000%  |  | $4.62              | $4.69              | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G60018 G  | 2043-12-01      | 4.5000%  |  | $10.70             | $10.75             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA0055  | 2049-06-01      | 3.0000%  |  | $25.35             | $23.27             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q45219 G  | 2045-01-01      | 3.5000%  |  | $59.34             | $57.27             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q43733 G  | 2046-10-01      | 3.0000%  |  | $68.66             | $63.81             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q34980 G  | 2045-07-01      | 3.5000%  |  | $25.08             | $24.18             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q31864 G  | 2040-11-01      | 5.0000%  |  | $33.89             | $35.03             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q28431 G  | 2044-09-01      | 3.5000%  |  | $53.28             | $51.42             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC V83709 G  | 2043-01-01      | 3.5000%  |  | $415.17            | $402.28            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q19384 G  | 2043-06-01      | 3.5000%  |  | $45.77             | $44.45             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q17647 G  | 2043-04-01      | 3.5000%  |  | $86.40             | $83.59             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q14276 G  | 2043-01-01      | 3.0000%  |  | $119.89            | $113.17            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q11553 G  | 2042-10-01      | 3.0000%  |  | $3.60              | $3.40              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7397  | 2055-01-01      | 5.5000%  |  | $19954.63          | $20453.94          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7135  | 2054-12-01      | 5.0000%  |  | $30663.52          | $31242.66          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT2090  | 2049-06-01      | 3.0000%  |  | $19.12             | $17.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4992  | 2045-05-01      | 3.5000%  |  | $44.60             | $42.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4783  | 2045-04-01      | 3.5000%  |  | $34.92             | $33.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS3877  | 2044-11-01      | 4.5000%  |  | $970.34            | $982.13            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-079 DF      | 2055-05-20      | 5.3115%  |  | $10306.07          | $10398.17          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 EA      | 2050-12-20      | 5.0000%  |  | $5079.42           | $5129.15           | Agency Collateralized Mortgage Obligation |
| FMAC FHLMCT SLSTT SERIES 2 | 2060-07-26      | 6.0087%  |  | $391.92            | $265.79            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-196 FA      | 2065-11-20      | 4.4615%  |  | $43331.01          | $43479.32          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-171 CF      | 2055-10-20      | 4.9615%  |  | $3489.36           | $3516.26           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-091 BA      | 2045-08-20      | 3.0000%  |  | $91.92             | $88.79             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-137 FL      | 2055-08-20      | 4.8615%  |  | $7843.57           | $7899.19           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-196 FB      | 2065-11-20      | 4.5615%  |  | $13203.09          | $13272.58          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-147 FB      | 2054-09-20      | 4.7615%  |  | $21508.62          | $21684.02          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 B       | 2056-01-20      | 4.5000%  |  | $4704.41           | $4676.55           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 BY      | 2056-01-20      | 4.5000%  |  | $114.83            | $101.33            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB      | 2054-08-20      | 4.7115%  |  | $14832.49          | $14922.92          | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 02.500 CIAQ0578  | 2027-11-01      | 2.5000%  |  | $6.70              | $6.63              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2422  | 2042-08-01      | 3.5000%  |  | $13.75             | $13.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO4134  | 2042-06-01      | 3.5000%  |  | $343.24            | $333.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO0780  | 2042-04-01      | 3.5000%  |  | $89.03             | $86.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1176  | 2039-10-01      | 6.5000%  |  | $11.50             | $12.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL0309  | 2040-01-01      | 6.0000%  |  | $2.02              | $2.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK7348  | 2042-03-01      | 3.5000%  |  | $6.48              | $6.29              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5282 C      | 2055-11-20      | 5.5000%  |  | $275.85            | $287.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7997 C      | 2055-07-20      | 6.0000%  |  | $316.61            | $324.25            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7242        | 2067-03-15      | 5.7000%  |  | $1186.19           | $1266.53           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AM8650 X      | 2045-05-15      | 4.0000%  |  | $93.81             | $91.29             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AL5835 X      | 2045-04-15      | 4.0000%  |  | $50.98             | $49.55             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AH8961 X      | 2044-09-15      | 4.0000%  |  | $3.58              | $3.52              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2163 X      | 2052-04-15      | 3.0000%  |  | $391.36            | $361.73            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BT9206 X      | 2050-04-15      | 3.5000%  |  | $9.47              | $8.90              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAH2680  | 2041-01-01      | 3.5000%  |  | $50.37             | $49.15             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO1552  | 2037-12-01      | 3.0000%  |  | $104.07            | $100.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO0971  | 2037-10-01      | 3.0000%  |  | $48.51             | $46.93             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BL3846 X      | 2049-02-15      | 4.5000%  |  | $52.33             | $53.05             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BE6271 X      | 2048-03-15      | 3.5000%  |  | $26.97             | $25.54             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9671 M      | 2054-05-20      | 7.0000%  |  | $381.07            | $396.85            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8566 M      | 2053-01-20      | 3.5000%  |  | $502.47            | $475.76            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8268 M      | 2052-09-20      | 4.5000%  |  | $133.83            | $133.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5762 M      | 2049-02-20      | 3.5000%  |  | $332.82            | $318.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4718 M      | 2047-09-20      | 3.0000%  |  | $13.09             | $12.14             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2224 M      | 2044-09-20      | 4.0000%  |  | $7.15              | $7.05              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1678 M      | 2044-02-20      | 4.0000%  |  | $15.62             | $15.41             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA5387 X      | 2042-06-15      | 3.0000%  |  | $23.79             | $22.30             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 770409 X      | 2041-06-15      | 4.5000%  |  | $2.09              | $2.11              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAE4303  | 2040-09-01      | 5.0000%  |  | $434.10            | $448.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4832  | 2037-12-01      | 3.5000%  |  | $158.90            | $155.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4751  | 2037-08-01      | 2.0000%  |  | $325.54            | $302.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2495  | 2046-01-01      | 3.5000%  |  | $3.61              | $3.47              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2229  | 2045-04-01      | 3.5000%  |  | $61.16             | $58.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB7965  | 2043-02-01      | 3.5000%  |  | $8.27              | $7.99              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB6228  | 2042-09-01      | 3.5000%  |  | $6.01              | $5.82              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB2812  | 2041-04-01      | 4.5000%  |  | $424.64            | $430.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLFS4327  | 2052-04-01      | 1.5000%  |  | $3162.48           | $2503.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7502  | 2053-11-01      | 6.0000%  |  | $807.96            | $848.03            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004661 M      | 2040-03-20      | 6.5000%  |  | $3.89              | $4.22              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736078 X      | 2040-06-15      | 5.0000%  |  | $3.79              | $3.92              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783038 M      | 2040-07-20      | 5.5000%  |  | $60.69             | $63.04             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03812 G  | 2038-02-01      | 5.5000%  |  | $12.41             | $12.98             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004268 M      | 2038-10-20      | 6.0000%  |  | $5.86              | $6.21              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004399 M      | 2039-03-20      | 5.5000%  |  | $4.69              | $4.94              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2929  | 2047-03-01      | 3.5000%  |  | $37.87             | $36.14             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2001 C      | 2056-02-20      | 6.0000%  |  | $1277.74           | $1308.83           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1971 C      | 2056-02-20      | 5.0000%  |  | $1130.60           | $1142.15           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9008 C      | 2056-01-20      | 5.5000%  |  | $1132.01           | $1162.80           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8860 C      | 2056-01-20      | 6.0000%  |  | $1027.98           | $1052.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8744 C      | 2056-01-20      | 6.5000%  |  | $947.58            | $976.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8772 C      | 2056-01-20      | 5.0000%  |  | $1049.65           | $1060.37           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8732 C      | 2056-01-20      | 5.0000%  |  | $684.29            | $693.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8728 C      | 2053-01-20      | 6.0000%  |  | $1095.54           | $1119.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8529 C      | 2056-02-20      | 6.0000%  |  | $1055.34           | $1080.25           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DP6813        | 2068-03-15      | 5.3100%  |  | $1247.37           | $1260.88           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0110 C      | 2055-12-20      | 6.5000%  |  | $417.61            | $428.92            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0936 M      | 2056-02-20      | 5.0000%  |  | $2659.87           | $2679.27           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0912 M      | 2041-02-20      | 5.0000%  |  | $534.88            | $544.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0483 M      | 2055-07-20      | 4.5000%  |  | $164.60            | $163.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0870 M      | 2056-01-20      | 4.5000%  |  | $13489.72          | $13362.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ7551 C      | 2056-02-20      | 5.0000%  |  | $1048.12           | $1062.53           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3897 C      | 2056-02-20      | 5.5000%  |  | $1094.86           | $1112.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3351 C      | 2056-02-20      | 5.0000%  |  | $1272.03           | $1284.04           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3273 C      | 2056-02-20      | 5.0000%  |  | $896.26            | $905.41            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3002 C      | 2056-02-20      | 5.5000%  |  | $1308.08           | $1325.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8282  | 2046-11-01      | 3.5000%  |  | $21.99             | $21.09             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005204 M      | 2041-10-20      | 4.5000%  |  | $152.49            | $154.89            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BK5550 X      | 2049-10-15      | 3.0000%  |  | $59.44             | $54.50             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08488 G  | 2042-04-01      | 3.5000%  |  | $70.00             | $68.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3960  | 2050-03-01      | 3.0000%  |  | $89.57             | $81.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9736  | 2042-10-01      | 3.5000%  |  | $4.40              | $4.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN2396  | 2049-02-01      | 4.0000%  |  | $45.17             | $44.55             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3423  | 2042-08-01      | 3.5000%  |  | $3.74              | $3.63              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY5213 X      | 2047-02-15      | 4.5000%  |  | $61.49             | $62.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3000  | 2042-12-01      | 3.5000%  |  | $26.67             | $25.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAB8447  | 2028-02-01      | 2.5000%  |  | $9.83              | $9.72              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08554 G  | 2043-10-01      | 3.5000%  |  | $44.02             | $42.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752  | 2047-11-01      | 3.5000%  |  | $160.58            | $153.77            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC8549 X      | 2047-09-15      | 4.5000%  |  | $29.31             | $29.28             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 595260 X      | 2032-12-15      | 5.5000%  |  | $2.47              | $2.56              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AZ3489 X      | 2049-01-15      | 4.5000%  |  | $6.37              | $6.37              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AV4036 X      | 2046-09-15      | 4.5000%  |  | $80.05             | $80.53             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN AU4920        | 2041-09-15      | 3.0200%  |  | $559.95            | $505.37            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9256 C      | 2066-01-20      | 7.0000%  |  | $1098.40           | $1150.10           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8624 C      | 2055-12-20      | 6.0000%  |  | $364.73            | $373.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7612 C      | 2055-12-20      | 6.0000%  |  | $675.00            | $691.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4842 C      | 2055-12-20      | 5.5000%  |  | $732.29            | $753.13            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4679 C      | 2065-12-20      | 7.0000%  |  | $1133.78           | $1187.14           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3712 C      | 2055-12-20      | 6.0000%  |  | $606.04            | $620.40            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6566 C      | 2056-02-20      | 6.0000%  |  | $745.78            | $780.13            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6377 C      | 2056-01-20      | 5.0000%  |  | $5.87              | $5.93              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7134 C      | 2056-02-20      | 6.0000%  |  | $1068.88           | $1120.71           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4522 C      | 2056-01-20      | 5.0000%  |  | $768.69            | $771.47            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3812 C      | 2056-01-20      | 5.0000%  |  | $1139.07           | $1150.70           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3748 C      | 2056-01-20      | 5.0000%  |  | $915.31            | $927.89            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0477 C      | 2056-01-20      | 5.5000%  |  | $946.92            | $974.76            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9354 C      | 2055-12-20      | 5.0000%  |  | $2526.39           | $2551.02           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6162 C      | 2055-12-20      | 5.0000%  |  | $722.81            | $732.74            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1559        | 2060-11-15      | 5.4000%  |  | $281.36            | $296.78            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1566        | 2060-11-15      | 5.3700%  |  | $517.88            | $545.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM2765 C      | 2055-10-20      | 6.5000%  |  | $754.53            | $778.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2885  | 2050-04-01      | 3.0000%  |  | $3.03              | $2.77              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08650 G  | 2045-06-01      | 3.5000%  |  | $35.70             | $34.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  |  | $10805.74          | $8979.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBA3989  | 2046-02-01      | 3.5000%  |  | $43.02             | $41.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM4091  | 2035-08-01      | 2.5000%  |  | $5.71              | $5.50              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3685  | 2049-06-01      | 3.0000%  |  | $28.77             | $26.41             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BS5065 X      | 2050-02-15      | 3.5000%  |  | $20.93             | $19.68             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC2040 X      | 2047-08-15      | 4.5000%  |  | $29.81             | $29.88             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786934 C      | 2053-09-20      | 6.0000%  |  | $2480.82           | $2579.64           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN5068  | 2049-04-01      | 4.5000%  |  | $80.61             | $81.22             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ8595 X      | 2049-12-15      | 3.0000%  |  | $86.04             | $78.89             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0117  | 2034-11-01      | 2.5000%  |  | $12.43             | $11.93             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0069 C      | 2055-09-20      | 6.5000%  |  | $808.46            | $855.25            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0424 M      | 2055-06-20      | 5.5000%  |  | $12962.13          | $13186.21          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1359  | 2055-05-01      | 6.5000%  |  | $11890.93          | $12670.99          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CN7596        | 2064-12-15      | 4.3900%  |  | $15.18             | $15.02             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M      | 2055-05-20      | 5.5000%  |  | $8332.54           | $8476.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5293  | 2055-11-01      | 5.5000%  |  | $1397.72           | $1442.26           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5680 C      | 2055-11-20      | 6.0000%  |  | $512.14            | $525.16            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0925 M      | 2056-02-20      | 5.5000%  |  | $1207.50           | $1222.47           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9841 C      | 2055-12-20      | 6.5000%  |  | $44.92             | $46.13             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9493 C      | 2056-02-20      | 5.5000%  |  | $1133.71           | $1164.56           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0675 M      | 2055-10-20      | 6.5000%  |  | $686.79            | $704.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3274 C      | 2056-02-20      | 5.5000%  |  | $1280.89           | $1315.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3566  | 2055-11-01      | 5.5000%  |  | $2766.31           | $2859.21           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3604 C      | 2055-11-20      | 6.0000%  |  | $507.96            | $517.63            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7550 C      | 2055-11-20      | 6.5000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1561        | 2060-11-15      | 5.4100%  |  | $362.67            | $382.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7151 C      | 2056-02-20      | 5.0000%  |  | $847.20            | $858.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6131  | 2045-11-01      | 3.5000%  |  | $6.67              | $6.43              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08599 G  | 2044-08-01      | 3.5000%  |  | $2.33              | $2.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAW9011  | 2039-08-01      | 3.5000%  |  | $3.87              | $3.78              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM1285  | 2047-05-01      | 4.5000%  |  | $6.03              | $6.11              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0715  | 2048-09-01      | 3.0000%  |  | $21.56             | $19.80             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIRC3059  | 2038-10-01      | 2.5000%  |  | $19.46             | $18.52             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7826 M      | 2052-01-20      | 2.0000%  |  | $80807.77          | $68305.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ2854  | 2048-03-01      | 4.0000%  |  | $461.96            | $456.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL8671  | 2028-11-01      | 2.5000%  |  | $59.33             | $58.69             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLQB9274  | 2051-02-01      | 1.5000%  |  | $564.12            | $447.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3572  | 2042-09-01      | 3.5000%  |  | $8.47              | $8.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4802  | 2037-07-01      | 2.5000%  |  | $43.37             | $41.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3416  | 2048-07-01      | 4.5000%  |  | $8.48              | $8.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9927  | 2047-07-01      | 4.5000%  |  | $1824.07           | $1846.71           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V83169 G  | 2047-05-01      | 4.0000%  |  | $1249.12           | $1242.98           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q32117 G  | 2045-03-01      | 3.5000%  |  | $141.85            | $136.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5147  | 2052-11-01      | 6.0000%  |  | $16898.24          | $17526.74          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q33547 G  | 2045-05-01      | 3.5000%  |  | $10.11             | $9.75              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2205 C      | 2056-02-20      | 6.5000%  |  | $792.72            | $844.25            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3749 C      | 2056-01-20      | 5.0000%  |  | $1082.28           | $1093.33           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3015 C      | 2056-02-20      | 5.0000%  |  | $1139.51           | $1155.17           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0871 M      | 2056-01-20      | 5.0000%  |  | $9173.10           | $9239.98           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9248 C      | 2055-12-20      | 6.5000%  |  | $495.15            | $508.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6293 C      | 2056-01-20      | 6.0000%  |  | $1081.52           | $1107.84           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0813 M      | 2055-12-20      | 5.0000%  |  | $4.40              | $4.44              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9017 C      | 2056-01-20      | 6.5000%  |  | $671.18            | $706.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3158 C      | 2056-01-20      | 6.5000%  |  | $1081.73           | $1111.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBM1888  | 2031-10-01      | 2.5000%  |  | $16.92             | $16.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK4439  | 2048-06-01      | 4.0000%  |  | $351.66            | $347.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD8997  | 2046-11-01      | 3.5000%  |  | $3.70              | $3.56              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC6958  | 2046-04-01      | 3.5000%  |  | $33.32             | $32.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC2521  | 2046-01-01      | 3.5000%  |  | $5.85              | $5.64              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4365  | 2055-11-01      | 6.5000%  |  | $746.85            | $783.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL782244  | 2034-07-01      | 5.5000%  |  | $3.50              | $3.57              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAZ4898  | 2030-08-01      | 2.5000%  |  | $2.88              | $2.81              | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G05580 G  | 2039-04-01      | 6.5000%  |  | $1.72              | $1.81              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05956 G  | 2038-07-01      | 5.5000%  |  | $21.94             | $23.01             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03927 G  | 2038-01-01      | 5.5000%  |  | $2.27              | $2.39              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03400 G  | 2037-03-01      | 5.5000%  |  | $4.83              | $5.00              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03202 G  | 2037-09-01      | 5.5000%  |  | $5.12              | $5.37              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A79390 G  | 2038-07-01      | 5.5000%  |  | $20.82             | $21.71             | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A68726 G  | 2037-11-01      | 6.5000%  |  | $5.02              | $5.33              | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A67394 G  | 2037-11-01      | 6.5000%  |  | $1.42              | $1.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU9831  | 2043-11-01      | 3.5000%  |  | $5.09              | $4.91              | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-070 GA      | 2052-02-20      | 5.0000%  |  | $4265.00           | $4306.02           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FC      | 2055-05-20      | 5.3115%  |  | $10657.63          | $10773.38          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FH      | 2054-11-20      | 5.3415%  |  | $16740.86          | $16982.41          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 JF      | 2053-12-20      | 4.4615%  |  | $7899.13           | $7923.55           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-097 FA      | 2051-06-20      | 3.0000%  |  | $100.81            | $89.03             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-096 GP      | 2051-06-20      | 1.0000%  |  | $870.68            | $692.68            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 GK      | 2055-06-20      | 4.5000%  |  | $257.65            | $255.67            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-005 JE      | 2042-07-20      | 2.0000%  |  | $689.02            | $643.98            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-72 FN       | 2034-07-20      | 4.1817%  |  | $61.07             | $61.11             | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.000 CLAU3195  | 2043-08-01      | 3.0000%  |  | $5.88              | $5.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7921  | 2046-09-01      | 3.5000%  |  | $105.80            | $101.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6534  | 2046-01-01      | 3.5000%  |  | $14.63             | $14.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6007  | 2045-10-01      | 3.5000%  |  | $21.60             | $20.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5629  | 2045-08-01      | 3.5000%  |  | $9.88              | $9.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5056  | 2045-05-01      | 3.5000%  |  | $155.28            | $149.70            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658133 X      | 2036-10-15      | 6.5000%  |  | $1.95              | $2.07              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788277 C      | 2055-11-20      | 6.5000%  |  | $5086.17           | $5267.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786905 C      | 2053-07-20      | 6.0000%  |  | $254.39            | $263.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFS3271  | 2037-08-01      | 3.0000%  |  | $609.08            | $592.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9654  | 2054-12-01      | 5.0000%  |  | $22787.31          | $23217.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9507  | 2045-10-01      | 3.5000%  |  | $2.31              | $2.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4792  | 2048-09-01      | 5.0000%  |  | $36.38             | $37.33             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4788  | 2048-09-01      | 3.0000%  |  | $39.81             | $36.70             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4626  | 2045-08-01      | 3.5000%  |  | $5.79              | $5.58              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5949  | 2048-11-01      | 4.5000%  |  | $20.11             | $20.28             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA4615  | 2045-12-01      | 3.5000%  |  | $18.12             | $17.46             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN2844  | 2049-01-01      | 4.0000%  |  | $157.15            | $155.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8469  | 2044-09-01      | 3.5000%  |  | $22.76             | $22.06             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4686  | 2027-11-01      | 2.5000%  |  | $53.48             | $52.95             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A29948 G  | 2035-02-01      | 5.5000%  |  | $4.27              | $4.44              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A88904 G  | 2039-09-01      | 6.0000%  |  | $7.47              | $7.88              | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A84116 G  | 2039-01-01      | 6.5000%  |  | $1.53              | $1.61              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC C91075 G  | 2027-08-01      | 6.0000%  |  | $1.78              | $1.83              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08654 G  | 2045-07-01      | 3.5000%  |  | $54.14             | $52.25             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08671 G  | 2045-10-01      | 3.5000%  |  | $4.08              | $3.94              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08541 G  | 2043-08-01      | 3.5000%  |  | $15.64             | $15.12             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G08393 G  | 2040-03-01      | 5.0000%  |  | $7.38              | $7.63              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07664 G  | 2043-08-01      | 3.5000%  |  | $59.54             | $57.61             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G07306 G  | 2043-02-01      | 3.0000%  |  | $8.85              | $8.34              | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G06886 G  | 2042-01-01      | 4.0000%  |  | $415.76            | $414.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5644  | 2053-02-01      | 5.5000%  |  | $20290.88          | $20805.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3444  | 2037-04-01      | 2.5000%  |  | $312.02            | $296.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1988  | 2048-07-01      | 4.5000%  |  | $26.20             | $26.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0237  | 2047-08-01      | 4.0000%  |  | $491.99            | $486.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBW5564  | 2037-07-01      | 2.5000%  |  | $375.53            | $357.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBT8211  | 2037-06-01      | 2.5000%  |  | $92.46             | $88.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO5345  | 2049-11-01      | 3.0000%  |  | $5.59              | $5.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN3197  | 2049-01-01      | 4.0000%  |  | $316.19            | $312.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTBM5276  | 2029-09-01      | 6.0000%  |  | $9.10              | $9.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTBM1865  | 2029-01-01      | 6.0000%  |  | $9.18              | $9.44              | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.0653%  |  | $1805.92           | $1725.86           | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2017-KF3 | 2027-09-25      | 13.3937% |  | $4027.71           | $3769.95           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-040 DL      | 2055-08-16      | 4.0000%  |  | $158.98            | $149.87            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2020-100 AT      | 2062-05-16      | 1.6500%  |  | $3881.61           | $2453.11           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-166 AB      | 2058-04-16      | 4.5000%  |  | $266.01            | $266.10            | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB4 | 2037-10-25      | 11.2937% |  | $12.49             | $11.72             | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-132 AT      | 2063-04-16      | 1.7500%  |  | $0.74              | $0.50              | Agency Mortgage-Backed Securities         |

### Security 3: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.670%, 3/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2025-196 GA      | 2065-05-20      | 4.7500%  |  | $71802.99          | $72572.69          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB      | 2054-08-20      | 4.7115%  |  | $3120.25           | $3139.28           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-085 FA      | 2053-06-20      | 4.8615%  |  | $6117.57           | $6172.50           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-133 MK      | 2055-08-20      | 10.1615% |  | $6051.80           | $6484.95           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-15 DF       | 2048-08-20      | 4.0817%  |  | $10.71             | $10.50             | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC008BF R26F008  | 2056-02-25      | 4.8672%  |  | $61921.35          | $61694.99          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030  | 2055-05-25      | 6.5000%  |  | $9766.19           | $10315.92          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 4.9172%  |  | $18269.50          | $18442.34          | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC MULTI SCR 2021- | 2051-01-25      | 7.4172%  |  | $413.16            | $428.92            | Agency Collateralized Mortgage Obligation |
| FMAC FHLMCT SLSTT SERIES 2 | 2060-07-26      | 6.0087%  |  | $52582.95          | $35660.05          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-120 TA      | 2051-05-20      | 5.0000%  |  | $6914.29           | $6944.72           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5131LU 08/25/51  | 2051-08-25      | 1.5000%  |  | $3068.96           | $2480.17           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 GE      | 2049-10-20      | 5.0000%  |  | $528.72            | $532.26            | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MB0483 M      | 2055-07-20      | 4.5000%  |  | $0.74              | $0.73              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M      | 2055-05-20      | 5.5000%  |  | $40235.21          | $40930.77          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0816 M      | 2055-12-20      | 6.5000%  |  | $0.54              | $0.56              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0813 M      | 2055-12-20      | 5.0000%  |  | $11803.12          | $11889.18          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2745 C      | 2056-02-20      | 6.5000%  |  | $4203.20           | $4377.98           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 656323 X      | 2036-11-15      | 6.0000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4374  | 2027-08-01      | 2.5000%  |  | $41.08             | $40.72             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18719 G  | 2034-01-01      | 3.0000%  |  | $828.47            | $812.73            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G06534 G  | 2038-12-01      | 6.0000%  |  | $5.96              | $6.32              | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G04955 G  | 2038-11-01      | 6.5000%  |  | $3.95              | $4.21              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A69830 G  | 2037-12-01      | 6.0000%  |  | $6.16              | $6.54              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A62706 G  | 2037-06-01      | 6.0000%  |  | $8.79              | $9.22              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003081 M      | 2031-05-20      | 7.0000%  |  | $0.07              | $0.08              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002975 M      | 2030-09-20      | 9.0000%  |  | $0.52              | $0.54              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002589 M      | 2028-05-20      | 6.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 570503 X      | 2031-12-15      | 6.5000%  |  | $0.21              | $0.22              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 569702 X      | 2032-02-15      | 7.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AI4466 X      | 2044-09-15      | 4.0000%  |  | $317.40            | $311.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4798 C      | 2066-01-20      | 7.0000%  |  | $1.02              | $1.07              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3793 C      | 2055-12-20      | 6.0000%  |  | $2778.38           | $2844.22           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3160 C      | 2056-01-20      | 6.0000%  |  | $4559.89           | $4667.53           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3144 C      | 2056-01-20      | 6.5000%  |  | $12089.22          | $12416.87          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3142 C      | 2056-01-20      | 6.5000%  |  | $2157.65           | $2216.12           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0938 M      | 2056-02-20      | 6.0000%  |  | $10317.31          | $10617.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0936 M      | 2056-02-20      | 5.0000%  |  | $106316.48         | $107091.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0675 M      | 2055-10-20      | 6.5000%  |  | $423.71            | $434.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0621 M      | 2055-09-20      | 4.5000%  |  | $15789.65          | $15640.40          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711752 X      | 2043-05-15      | 2.5000%  |  | $0.75              | $0.67              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 711724 C      | 2043-02-20      | 3.5000%  |  | $0.35              | $0.33              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 691693 X      | 2040-04-15      | 4.5000%  |  | $15.16             | $15.63             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 691269 X      | 2038-07-15      | 6.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 689825 X      | 2038-08-15      | 6.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 688386 X      | 2038-04-15      | 5.5000%  |  | $3.65              | $3.80              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 688022 X      | 2038-10-15      | 6.0000%  |  | $9.63              | $10.22             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687923 X      | 2038-09-15      | 6.0000%  |  | $3.56              | $3.71              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687836 X      | 2038-08-15      | 6.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS0516  | 2043-09-01      | 3.0000%  |  | $6159.88           | $5792.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ9278  | 2041-12-01      | 3.5000%  |  | $382.45            | $371.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQO0578  | 2037-07-01      | 2.5000%  |  | $19.51             | $18.57             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIRC1421  | 2035-06-01      | 2.5000%  |  | $45.25             | $43.24             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q44073 G  | 2046-09-01      | 3.0000%  |  | $4535.21           | $4209.75           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q07758 G  | 2042-04-01      | 3.5000%  |  | $420.41            | $409.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA2501  | 2038-04-01      | 3.0000%  |  | $140.01            | $134.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK8095  | 2031-06-01      | 2.5000%  |  | $52.50             | $51.09             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004713 M      | 2040-06-20      | 4.5000%  |  | $0.52              | $0.53              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004370 M      | 2039-02-20      | 5.5000%  |  | $18.24             | $19.03             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003213 M      | 2032-03-20      | 5.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9751 C      | 2065-12-20      | 6.0000%  |  | $4128.86           | $4253.94           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9486 C      | 2056-02-20      | 5.0000%  |  | $4278.05           | $4322.65           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8713 C      | 2056-01-20      | 5.0000%  |  | $4188.05           | $4244.96           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7856 C      | 2056-01-20      | 6.0000%  |  | $4171.74           | $4384.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7205 C      | 2056-02-20      | 5.0000%  |  | $0.86              | $0.86              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7178 C      | 2056-02-20      | 6.0000%  |  | $1146.24           | $1209.91           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP5967 C      | 2056-01-20      | 6.0000%  |  | $10432.51          | $10862.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4142 C      | 2056-01-20      | 6.5000%  |  | $3832.07           | $3935.93           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3832 C      | 2056-01-20      | 5.0000%  |  | $1860.18           | $1885.74           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2905 C      | 2055-12-20      | 6.5000%  |  | $1583.77           | $1626.70           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0666 C      | 2055-12-20      | 5.0000%  |  | $2528.21           | $2554.02           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5741 C      | 2055-10-20      | 5.5000%  |  | $1146.27           | $1193.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5350 C      | 2055-11-20      | 6.5000%  |  | $799.35            | $846.87            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5283 C      | 2055-10-20      | 6.0000%  |  | $640.57            | $666.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6440 C      | 2055-03-20      | 6.5000%  |  | $596.23            | $636.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6439 C      | 2055-04-20      | 6.5000%  |  | $743.53            | $793.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6434 C      | 2055-03-20      | 6.5000%  |  | $706.02            | $753.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG3004 C      | 2054-12-20      | 6.0000%  |  | $825.97            | $854.78            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD2944 C      | 2054-08-20      | 7.0000%  |  | $2840.73           | $2987.47           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD2851 C      | 2054-07-20      | 7.0000%  |  | $581.53            | $608.75            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CR4180        | 2067-05-15      | 5.1800%  |  | $682.14            | $683.53            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AQ0483 X      | 2046-03-15      | 4.5000%  |  | $26.86             | $27.03             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 644019 X      | 2035-07-15      | 6.0000%  |  | $2.76              | $2.91              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 623897 X      | 2034-08-15      | 6.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617740 X      | 2037-10-15      | 6.0000%  |  | $2.52              | $2.64              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783173 X      | 2039-12-15      | 6.0000%  |  | $7.71              | $8.17              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782938 X      | 2040-03-15      | 5.5000%  |  | $10.46             | $10.94             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782379 X      | 2038-08-15      | 6.0000%  |  | $3.89              | $4.11              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788277 C      | 2055-11-20      | 6.5000%  |  | $66.54             | $68.92             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783788 X      | 2040-12-15      | 5.5000%  |  | $25.17             | $26.34             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781001 X      | 2029-03-15      | 7.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780941 X      | 2028-12-15      | 6.0000%  |  | $0.52              | $0.53              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780914 X      | 2028-11-15      | 6.0000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 487588 X      | 2029-04-15      | 6.0000%  |  | $0.14              | $0.14              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 728837 X      | 2040-01-15      | 5.0000%  |  | $12.33             | $12.67             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 476975 X      | 2029-02-15      | 6.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 654432 X      | 2036-09-15      | 6.5000%  |  | $26.06             | $27.53             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 466888 X      | 2028-07-15      | 7.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005177 M      | 2041-09-20      | 5.5000%  |  | $20.80             | $21.70             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP5306 X      | 2046-01-15      | 4.5000%  |  | $11.53             | $11.46             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AL3131 X      | 2045-02-15      | 4.0000%  |  | $198.35            | $195.01            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CL8514 X      | 2052-03-15      | 4.0000%  |  | $189.50            | $183.72            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CK0445 X      | 2052-02-15      | 4.0000%  |  | $30.63             | $29.62             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BJ2870 X      | 2048-10-15      | 5.5000%  |  | $2.61              | $2.68              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA4894 X      | 2047-06-15      | 5.0000%  |  | $24.35             | $24.66             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA2743 X      | 2047-07-15      | 4.5000%  |  | $46.84             | $46.64             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA0224 X      | 2047-06-15      | 4.5000%  |  | $31.44             | $31.85             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9602 M      | 2054-04-20      | 4.0000%  |  | $28367.67          | $27365.95          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8266 M      | 2052-09-20      | 3.5000%  |  | $221.79            | $210.45            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8876 M      | 2053-05-20      | 4.0000%  |  | $257.38            | $249.80            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7705 M      | 2051-11-20      | 2.5000%  |  | $6907.74           | $6093.63           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7589 M      | 2051-09-20      | 2.5000%  |  | $95439.85          | $84192.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7255 M      | 2051-03-20      | 2.5000%  |  | $1557.40           | $1373.88           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4651 M      | 2047-08-20      | 3.0000%  |  | $745.98            | $690.94            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4624 M      | 2032-08-20      | 3.0000%  |  | $27.45             | $26.83             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4586 M      | 2047-07-20      | 3.5000%  |  | $89.87             | $86.17             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2755 M      | 2045-04-20      | 4.0000%  |  | $32.68             | $32.20             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2371 M      | 2044-11-20      | 3.5000%  |  | $0.70              | $0.68              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0220 M      | 2042-07-20      | 3.5000%  |  | $3.31              | $3.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL955791  | 2037-10-01      | 6.5000%  |  | $5.65              | $5.99              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM3957  | 2050-03-01      | 5.0000%  |  | $59.08             | $60.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3038  | 2055-10-01      | 5.5000%  |  | $23654.57          | $24484.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5466  | 2053-01-01      | 5.5000%  |  | $20126.95          | $20655.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5088  | 2052-11-01      | 5.5000%  |  | $2786.30           | $2878.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3612  | 2047-02-01      | 4.0000%  |  | $11.65             | $11.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBJ0978  | 2047-11-01      | 3.0000%  |  | $3.71              | $3.41              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7024 M      | 2035-12-20      | 2.5000%  |  | $77.32             | $73.26             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6409 M      | 2050-01-20      | 3.0000%  |  | $18925.13          | $17417.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7138 M      | 2051-01-20      | 3.5000%  |  | $406.51            | $386.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5530 M      | 2048-10-20      | 5.0000%  |  | $197.91            | $203.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745932  | 2036-11-01      | 6.5000%  |  | $18.85             | $20.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745458  | 2036-04-01      | 6.0000%  |  | $48.97             | $51.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY8840  | 2045-07-01      | 3.5000%  |  | $101.49            | $97.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT6321  | 2043-06-01      | 3.5000%  |  | $33.56             | $32.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6879  | 2046-03-01      | 3.5000%  |  | $46.31             | $44.58             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 724600 X      | 2040-05-15      | 5.0000%  |  | $20.23             | $20.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7355  | 2045-11-01      | 3.5000%  |  | $23.32             | $22.48             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9603 M      | 2054-04-20      | 4.5000%  |  | $190460.09         | $188796.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBJ9175  | 2048-05-01      | 5.5000%  |  | $15.81             | $16.37             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0623 M      | 2055-09-20      | 5.5000%  |  | $34.64             | $35.25             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3159 C      | 2056-01-20      | 6.0000%  |  | $11102.15          | $11364.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6442 C      | 2055-04-20      | 6.5000%  |  | $603.87            | $644.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0935 M      | 2056-02-20      | 4.5000%  |  | $20101.24          | $19914.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD8684  | 2052-03-01      | 3.0000%  |  | $862.35            | $787.06            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4194 M      | 2047-01-20      | 2.5000%  |  | $96.39             | $86.68             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711740 X      | 2043-04-15      | 2.5000%  |  | $76.36             | $68.23             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7136 M      | 2051-01-20      | 2.5000%  |  | $0.26              | $0.23              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AB5966 X      | 2045-09-15      | 4.5000%  |  | $23.20             | $23.34             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61720 G  | 2044-01-01      | 3.5000%  |  | $10.93             | $10.61             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4016 X      | 2049-10-15      | 3.0000%  |  | $0.31              | $0.29              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9361 M      | 2053-12-20      | 5.0000%  |  | $1220.71           | $1231.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7242  | 2046-05-01      | 3.5000%  |  | $25.14             | $24.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  |  | $7245.69           | $6020.88           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA5509 X      | 2047-06-15      | 5.0000%  |  | $0.43              | $0.44              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BO5617 X      | 2049-01-15      | 4.5000%  |  | $5.45              | $5.41              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004715 M      | 2040-06-20      | 5.0000%  |  | $389.77            | $404.71            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783038 M      | 2040-07-20      | 5.5000%  |  | $182.24            | $189.31            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781148 X      | 2029-07-15      | 6.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004017 M      | 2037-08-20      | 6.0000%  |  | $19.82             | $21.00             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 680184 X      | 2038-03-15      | 5.5000%  |  | $6.06              | $6.29              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 700918 X      | 2038-11-15      | 5.5000%  |  | $1.02              | $1.06              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783179 X      | 2039-12-15      | 5.5000%  |  | $6.38              | $6.67              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4707  | 2047-03-01      | 3.5000%  |  | $71.20             | $68.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC3218  | 2046-04-01      | 3.5000%  |  | $72.58             | $69.79             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3024 C      | 2056-01-20      | 6.0000%  |  | $5395.43           | $5526.23           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3889 C      | 2065-12-20      | 7.0000%  |  | $1209.63           | $1266.57           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4971 C      | 2055-12-20      | 6.0000%  |  | $6071.62           | $6321.81           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8702 C      | 2056-01-20      | 5.0000%  |  | $4599.48           | $4674.69           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5014 C      | 2056-01-20      | 6.0000%  |  | $379.86            | $397.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ3346 C      | 2066-02-20      | 6.0000%  |  | $4308.58           | $4439.11           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9948 C      | 2056-02-20      | 5.0000%  |  | $1473.52           | $1491.57           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4847 C      | 2055-11-20      | 5.5000%  |  | $1319.93           | $1363.93           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3143 C      | 2056-01-20      | 6.5000%  |  | $5289.22           | $5432.57           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8156        | 2061-02-15      | 4.9300%  |  | $13157.86          | $13549.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3157 C      | 2056-01-20      | 6.5000%  |  | $12111.55          | $12439.79          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4141 C      | 2056-01-20      | 6.0000%  |  | $6156.69           | $6302.02           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-013 AD      | 2058-04-16      | 4.0000%  |  | $26290.02          | $25759.99          | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.0653%  |  | $2262.96           | $2162.64           | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB4 | 2037-10-25      | 11.2937% |  | $213.74            | $200.64            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-178 LB      | 2066-07-16      | 4.0000%  |  | $796.90            | $615.61            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-031 KB      | 2066-02-16      | 4.0000%  |  | $614.11            | $472.44            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-220 E       | 2064-10-16      | 3.0000%  |  | $105.26            | $77.69             | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-017 AE      | 2061-01-16      | 1.2000%  |  | $3033.36           | $2224.11           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-080 AB      | 2062-06-16      | 1.5000%  |  | $2893.57           | $2246.81           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-094 A       | 2064-09-16      | 2.7500%  |  | $12852.58          | $11220.45          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-042 B       | 2063-02-16      | 2.5000%  |  | $947.37            | $634.31            | Agency Mortgage-Backed Securities         |

### Security 4: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.770%, 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):** $100015.95
- **C.18.a - Value (excl. sponsor support):** $100015.95
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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,  3.805%, 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):** $100033.77
- **C.18.a - Value (excl. sponsor support):** $100033.77
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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,  3.815%, 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):** $200091.62
- **C.18.a - Value (excl. sponsor support):** $200091.62
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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,  3.745%, 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):** $249975.48
- **C.18.a - Value (excl. sponsor support):** $249975.48
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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,  3.790%, 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):** $150072.91
- **C.18.a - Value (excl. sponsor support):** $150072.91
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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,  3.695%, 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):** $499996.64
- **C.18.a - Value (excl. sponsor support):** $499996.64
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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):** $99872.63
- **C.18.a - Value (excl. sponsor support):** $99872.63
- **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):** $99959.10
- **C.18.a - Value (excl. sponsor support):** $99959.10
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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,  3.850%, 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):** $149985.69
- **C.18.a - Value (excl. sponsor support):** $149985.69
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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):** $250008.96
- **C.18.a - Value (excl. sponsor support):** $250008.96
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $299858.25
- **C.18.a - Value (excl. sponsor support):** $299858.25
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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):** $299734.94
- **C.18.a - Value (excl. sponsor support):** $299734.94
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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):** $299914.24
- **C.18.a - Value (excl. sponsor support):** $299914.24
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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):** $299674.64
- **C.18.a - Value (excl. sponsor support):** $299674.64
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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,  3.750%, 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):** $150057.07
- **C.18.a - Value (excl. sponsor support):** $150057.07
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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):** $150055.08
- **C.18.a - Value (excl. sponsor support):** $150055.08
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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):** $249776.09
- **C.18.a - Value (excl. sponsor support):** $249776.09
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 Floating Rate Notes,  3.760%, 2/11/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9FP0, C.4 - ISIN: US3130B9FP02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49999.74
- **C.18.a - Value (excl. sponsor support):** $49999.74
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.680%, 3/24/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9NT3, C.4 - ISIN: US3130B9NT32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399967.42
- **C.18.a - Value (excl. sponsor support):** $399967.42
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-03-24
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.510%, 8/7/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A97, C.4 - ISIN: US313385A970, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $295277.33
- **C.18.a - Value (excl. sponsor support):** $295277.33
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.509%, 8/19/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.4 - ISIN: US313385C539, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $491542.22
- **C.18.a - Value (excl. sponsor support):** $491542.22
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.530%, 8/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $196577.78
- **C.18.a - Value (excl. sponsor support):** $196577.78
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.537%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $294661.33
- **C.18.a - Value (excl. sponsor support):** $294661.33
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: 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):** $299157.67
- **C.18.a - Value (excl. sponsor support):** $299157.67
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 28: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.605%, 5/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XK7, C.4 - ISIN: US313385XK76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99101.38
- **C.18.a - Value (excl. sponsor support):** $99101.38
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **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 29: 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: 3133ER6L0, C.4 - ISIN: US3133ER6L07, 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:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 30: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $75059.24
- **C.18.a - Value (excl. sponsor support):** $75059.24
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 31: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 9/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7M7, C.4 - ISIN: US3133ER7M70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24997.45
- **C.18.a - Value (excl. sponsor support):** $24997.45
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 32: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.820%, 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):** $100030.51
- **C.18.a - Value (excl. sponsor support):** $100030.51
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 33: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 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):** $100019.38
- **C.18.a - Value (excl. sponsor support):** $100019.38
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 34: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.790%, 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):** $100037.46
- **C.18.a - Value (excl. sponsor support):** $100037.46
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 35: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.790%, 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):** $100023.94
- **C.18.a - Value (excl. sponsor support):** $100023.94
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 36: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 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):** $250130.77
- **C.18.a - Value (excl. sponsor support):** $250130.77
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 37: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.810%, 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):** $150081.54
- **C.18.a - Value (excl. sponsor support):** $150081.54
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 38: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.820%, 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):** $100000.23
- **C.18.a - Value (excl. sponsor support):** $100000.23
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 39: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.820%, 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):** $200006.10
- **C.18.a - Value (excl. sponsor support):** $200006.10
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 40: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.815%, 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):** $100007.79
- **C.18.a - Value (excl. sponsor support):** $100007.79
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 41: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.815%, 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):** $100007.97
- **C.18.a - Value (excl. sponsor support):** $100007.97
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 42: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.805%, 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):** $100038.80
- **C.18.a - Value (excl. sponsor support):** $100038.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 43: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.820%, 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):** $250052.34
- **C.18.a - Value (excl. sponsor support):** $250052.34
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 44: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 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):** $99997.31
- **C.18.a - Value (excl. sponsor support):** $99997.31
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 45: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $99997.75
- **C.18.a - Value (excl. sponsor support):** $99997.75
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 46: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.755%, 1/6/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6B8, C.4 - ISIN: US3133ET6B88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149993.42
- **C.18.a - Value (excl. sponsor support):** $149993.42
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 47: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $149998.48
- **C.18.a - Value (excl. sponsor support):** $149998.48
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 48: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $59995.86
- **C.18.a - Value (excl. sponsor support):** $59995.86
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 49: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.820%, 10/1/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETC70, C.4 - ISIN: US3133ETC702, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99990.04
- **C.18.a - Value (excl. sponsor support):** $99990.04
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 50: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $200011.94
- **C.18.a - Value (excl. sponsor support):** $200011.94
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 51: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 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):** $174996.13
- **C.18.a - Value (excl. sponsor support):** $174996.13
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 52: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.785%, 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):** $100024.01
- **C.18.a - Value (excl. sponsor support):** $100024.01
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 53: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.775%, 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):** $249978.31
- **C.18.a - Value (excl. sponsor support):** $249978.31
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 54: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 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):** $249916.44
- **C.18.a - Value (excl. sponsor support):** $249916.44
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 55: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 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):** $199977.77
- **C.18.a - Value (excl. sponsor support):** $199977.77
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 56: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 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):** $149986.65
- **C.18.a - Value (excl. sponsor support):** $149986.65
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 57: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.785%, 11/26/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY43, C.4 - ISIN: US3133ETY433, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99993.83
- **C.18.a - Value (excl. sponsor support):** $99993.83
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 58: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $99998.89
- **C.18.a - Value (excl. sponsor support):** $99998.89
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 59: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 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):** $199998.15
- **C.18.a - Value (excl. sponsor support):** $199998.15
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 60: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 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):** $99999.03
- **C.18.a - Value (excl. sponsor support):** $99999.03
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 61: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 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):** $75036.65
- **C.18.a - Value (excl. sponsor support):** $75036.65
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 62: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 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):** $49999.32
- **C.18.a - Value (excl. sponsor support):** $49999.32
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 63: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 2/11/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCV0, C.4 - ISIN: US3133EWCV01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99998.84
- **C.18.a - Value (excl. sponsor support):** $99998.84
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 2/17/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49999.27
- **C.18.a - Value (excl. sponsor support):** $49999.27
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 2/25/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEH9, C.4 - ISIN: US3133EWEH98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99999.82
- **C.18.a - Value (excl. sponsor support):** $99999.82
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.810%, 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):** $150061.32
- **C.18.a - Value (excl. sponsor support):** $150061.32
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 67: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.800%, 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):** $249971.10
- **C.18.a - Value (excl. sponsor support):** $249971.10
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 68: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.765%, 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):** $199924.15
- **C.18.a - Value (excl. sponsor support):** $199924.15
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 69: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.810%, 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):** $200082.71
- **C.18.a - Value (excl. sponsor support):** $200082.71
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 70: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.930%, 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):** $150441.15
- **C.18.a - Value (excl. sponsor support):** $150441.15
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 71: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.810%, 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):** $100052.33
- **C.18.a - Value (excl. sponsor support):** $100052.33
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 72: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.750%, 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):** $300035.20
- **C.18.a - Value (excl. sponsor support):** $300035.20
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 73: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.750%, 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):** $99999.05
- **C.18.a - Value (excl. sponsor support):** $99999.05
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 74: 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:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERA 5386FD 03/25/54 | 2054-03-25      | 4.9172%  |  | $6785.51           | $6853.35           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL028MY R13F028 | 2043-04-25      | 2.7500%  |  | $12.40             | $11.93             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  |  | $0.19              | $0.20              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-14O FE     | 2074-08-20      | 4.4615%  |  | $27148.25          | $27350.82          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-08O FJ     | 2071-05-20      | 5.1615%  |  | $0.49              | $0.50              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-6O DF      | 2068-04-20      | 4.8619%  |  | $1113.23           | $1116.63           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-07O FC     | 2071-05-20      | 4.8530%  |  | $904.52            | $918.15            | Agency Collateralized Mortgage Obligation |
| FMAC 3.90 FMNT GB26-29B1  | 2029-02-20      | 3.9000%  |  | $2483.89           | $2483.43           | Agency Debentures and Agency Strips       |
| FMAC 2.22 FMNT GB21-40K0  | 2040-07-13      | 2.2200%  |  | $11111.11          | $8187.81           | Agency Debentures and Agency Strips       |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  |  | $5450.56           | $4623.84           | Agency Debentures and Agency Strips       |
| FHLB 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  |  | $1850.00           | $1839.71           | Agency Debentures and Agency Strips       |
| FNMA FNMS 05.000 CLCB6862 | 2053-08-01      | 5.0000%  |  | $0.46              | $0.46              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4058 | 2052-07-01      | 4.0000%  |  | $700.10            | $689.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  |  | $4939.59           | $5191.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6038 | 2055-09-01      | 5.5000%  |  | $210.53            | $214.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9844 | 2054-09-01      | 6.5000%  |  | $4.54              | $4.84              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6134 | 2045-11-01      | 4.0000%  |  | $3550.33           | $3521.63           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7939 | 2052-09-01      | 5.0000%  |  | $2683.13           | $2720.86           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $0.41              | $0.42              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7399 | 2052-05-01      | 4.0000%  |  | $715.36            | $701.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA5949 | 2052-05-01      | 4.0000%  |  | $1112.20           | $1091.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ5956 | 2054-09-01      | 7.0000%  |  | $0.47              | $0.51              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE2335 | 2052-05-01      | 4.0000%  |  | $316.66            | $310.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT2101 | 2048-04-01      | 3.0000%  |  | $14465.50          | $13346.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8569 | 2054-05-01      | 5.0000%  |  | $28318.60          | $28589.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  |  | $736.57            | $777.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  |  | $10390.65          | $10692.81          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6374 | 2055-10-01      | 6.5000%  |  | $638.34            | $676.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ9356 | 2054-11-01      | 5.5000%  |  | $0.99              | $1.02              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6326 | 2055-10-01      | 6.5000%  |  | $750.01            | $794.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2496 | 2055-09-01      | 5.5000%  |  | $30192.51          | $31095.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9848 | 2055-08-01      | 6.0000%  |  | $0.46              | $0.47              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG3103 | 2056-02-01      | 4.8350%  |  | $0.56              | $0.57              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4482 | 2056-02-01      | 5.0000%  |  | $2386.57           | $2413.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  |  | $7109.47           | $7341.67           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7561 | 2052-06-01      | 4.0000%  |  | $2143.29           | $2103.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7386 | 2050-10-01      | 3.0000%  |  | $0.63              | $0.57              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD4214 | 2052-01-01      | 2.0000%  |  | $0.42              | $0.35              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  |  | $13308.02          | $13697.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2198 | 2054-08-01      | 5.5000%  |  | $10051.41          | $10395.71          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  |  | $34963.69          | $36803.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1236 | 2055-05-01      | 5.0000%  |  | $5763.43           | $5863.95           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6499 | 2055-09-01      | 5.5000%  |  | $0.51              | $0.52              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6384 | 2055-10-01      | 6.0000%  |  | $3191.15           | $3288.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4559 | 2055-10-01      | 6.0000%  |  | $9072.12           | $9411.86           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2093 | 2055-08-01      | 6.0000%  |  | $225.74            | $232.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  |  | $6.41              | $6.89              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $14143.87          | $14257.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2133 | 2052-06-01      | 4.0000%  |  | $1747.72           | $1721.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1834 | 2052-05-01      | 4.0000%  |  | $309.09            | $302.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3783 | 2052-06-01      | 4.0000%  |  | $1338.49           | $1314.53           | Agency Mortgage-Backed Securities         |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $5900.06           | $3244.25           | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $0.06              | $0.04              | U.S. Treasuries (including strips)        |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  |  | $0.11              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  |  | $41665.67          | $27962.80          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $20045.00          | $15005.28          | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $392.28            | $399.27            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $0.06              | $0.05              | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $0.06              | $0.05              | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $0.17              | $0.10              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE T 32      | 2032-12-31      | 3.8750%  |  | $0.28              | $0.28              | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  |  | $83332.78          | $84264.88          | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AF 30     | 2030-10-31      | 3.6250%  |  | $13888.78          | $14083.03          | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  |  | $2555.61           | $2593.06           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 32      | 2032-09-30      | 3.8750%  |  | $5639.89           | $5768.75           | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  |  | $83333.33          | $84458.94          | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  |  | $654.50            | $667.83            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  |  | $18976.17          | $19354.45          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  |  | $0.44              | $0.45              | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 35      | 2035-07-15      | 1.8750%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 4 NOTE N 32          | 2032-07-31      | 4.0000%  |  | $33055.50          | $33642.78          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $3606.50           | $3698.23           | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $13888.78          | $14094.16          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $0.11              | $0.11              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  |  | $6405.67           | $6546.62           | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  |  | $11729.67          | $11892.88          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $0.56              | $0.57              | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  |  | $6110.94           | $6273.79           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $0.39              | $0.39              | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  |  | $15200.11          | $15471.06          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  |  | $0.44              | $0.45              | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $5535.94           | $5438.27           | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $7.89              | $7.97              | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $859.06            | $825.72            | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  |  | $7872.89           | $7696.67           | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  |  | $1907.39           | $1893.58           | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  |  | $13403.22          | $13227.94          | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  |  | $23469.67          | $22315.06          | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  |  | $31099.67          | $29804.59          | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $226.78            | $215.61            | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $2.78              | $2.46              | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $0.06              | $0.05              | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  |  | $15920.00          | $14974.86          | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE N 26      | 2026-07-31      | 1.8750%  |  | $3341.11           | $3320.49           | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  |  | $6331.39           | $6287.79           | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  |  | $20876.94          | $20813.90          | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE K 26      | 2026-04-30      | 2.3750%  |  | $6.56              | $6.59              | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  |  | $6663.06           | $6511.65           | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $28255.67          | $28142.10          | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $25517.44          | $21053.07          | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  |  | $0.06              | $0.04              | U.S. Treasuries (including strips)        |
| USTR 0 7/8 TRIB 47        | 2047-02-15      | 0.8750%  |  | $2491.77           | $1863.19           | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  |  | $0.72              | $0.56              | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $0.06              | $0.04              | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 42        | 2042-02-15      | 3.1250%  |  | $0.33              | $0.28              | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  |  | $62.00             | $53.11             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  |  | $1779.61           | $1644.30           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 40        | 2040-08-15      | 3.8750%  |  | $0.06              | $0.05              | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 39        | 2039-11-15      | 4.3750%  |  | $79273.56          | $80770.25          | U.S. Treasuries (including strips)        |
| USTR 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  |  | $0.78              | $0.87              | U.S. Treasuries (including strips)        |
| USTR BILL 04/02/26        | 2026-04-02      | 0.0000%  |  | $0.89              | $0.89              | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  |  | $0.56              | $0.55              | U.S. Treasuries (including strips)        |
| USTR BILL 03/19/26        | 2026-03-19      | 0.0000%  |  | $13780.33          | $13752.76          | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 34      | 2034-07-15      | 1.8750%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  |  | $0.06              | $0.05              | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $555.50            | $525.70            | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE AC 26     | 2026-08-31      | 0.7500%  |  | $2777.89           | $2747.78           | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $3113.89           | $3070.73           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $1.00              | $1.04              | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $4361.94           | $4423.98           | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  |  | $24430.22          | $24789.46          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  |  | $12116.72          | $12300.21          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE F 35          | 2035-11-15      | 4.0000%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $15555.06          | $15959.35          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $0.06              | $0.05              | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  |  | $0.06              | $0.04              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $12868.78          | $8357.19           | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  |  | $0.11              | $0.11              | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  |  | $10048.00          | $9869.67           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $8876.67           | $9058.65           | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  |  | $0.22              | $0.16              | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 31      | 2031-01-15      | 0.1250%  |  | $0.07              | $0.07              | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  |  | $0.06              | $0.06              | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  |  | $31155.89          | $30041.85          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $3856.61           | $3523.54           | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $6981.11           | $5992.84           | U.S. Treasuries (including strips)        |

### Security 75: 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):** $798628.38
- **C.18.a - Value (excl. sponsor support):** $798628.38
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.1300%
- **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 76: 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):** $748714.11
- **C.18.a - Value (excl. sponsor support):** $748714.11
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.1300%
- **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 77: 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):** $746604.38
- **C.18.a - Value (excl. sponsor support):** $746604.38
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **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 78: 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):** $397088.11
- **C.18.a - Value (excl. sponsor support):** $397088.11
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 79: 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):** $99272.03
- **C.18.a - Value (excl. sponsor support):** $99272.03
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 80: 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):** $794176.22
- **C.18.a - Value (excl. sponsor support):** $794176.22
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 81: 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):** $744540.21
- **C.18.a - Value (excl. sponsor support):** $744540.21
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 82: 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):** $396000.40
- **C.18.a - Value (excl. sponsor support):** $396000.40
- **C.19 - Percentage of Net Assets:** 0.5500%
- **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 83: 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):** $691064.06
- **C.18.a - Value (excl. sponsor support):** $691064.06
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 84: 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):** $749771.87
- **C.18.a - Value (excl. sponsor support):** $749771.87
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 2.5000%
- **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 85: 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):** $734659.56
- **C.18.a - Value (excl. sponsor support):** $734659.56
- **C.19 - Percentage of Net Assets:** 1.0100%
- **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 86: 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):** $299273.70
- **C.18.a - Value (excl. sponsor support):** $299273.70
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.2800%
- **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 87: 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):** $348661.69
- **C.18.a - Value (excl. sponsor support):** $348661.69
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.4200%
- **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 88: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.705%, 3/3/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $749924.86
- **C.18.a - Value (excl. sponsor support):** $749924.86
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 2.5000%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.470%, 11/27/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $341059.12
- **C.18.a - Value (excl. sponsor support):** $341059.12
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.460%, 11/27/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $730840.97
- **C.18.a - Value (excl. sponsor support):** $730840.97
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.770%, 3/10/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $439645.39
- **C.18.a - Value (excl. sponsor support):** $439645.39
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 2.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: 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):** $748341.98
- **C.18.a - Value (excl. sponsor support):** $748341.98
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.2300%
- **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 93: 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):** $243022.91
- **C.18.a - Value (excl. sponsor support):** $243022.91
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **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 94: 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):** $484862.45
- **C.18.a - Value (excl. sponsor support):** $484862.45
- **C.19 - Percentage of Net Assets:** 0.6700%
- **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 95: 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):** $1083820.84
- **C.18.a - Value (excl. sponsor support):** $1083820.84
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 96: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.500%, 8/20/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $491655.44
- **C.18.a - Value (excl. sponsor support):** $491655.44
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.595%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $989477.29
- **C.18.a - Value (excl. sponsor support):** $989477.29
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.595%, 6/23/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1087621.79
- **C.18.a - Value (excl. sponsor support):** $1087621.79
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.590%, 6/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $988147.93
- **C.18.a - Value (excl. sponsor support):** $988147.93
- **C.19 - Percentage of Net Assets:** 1.3600%
- **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 100: 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):** $245416.02
- **C.18.a - Value (excl. sponsor support):** $245416.02
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 101: 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):** $99512.50
- **C.18.a - Value (excl. sponsor support):** $99512.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 102: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 5/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148907.81
- **C.18.a - Value (excl. sponsor support):** $148907.81
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.625%, 7/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197527.34
- **C.18.a - Value (excl. sponsor support):** $197527.34
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.125%, 10/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $196705.94
- **C.18.a - Value (excl. sponsor support):** $196705.94
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.250%, 12/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98123.91
- **C.18.a - Value (excl. sponsor support):** $98123.91
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 106: 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):** $351769.82
- **C.18.a - Value (excl. sponsor support):** $351769.82
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: 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):** $100539.84
- **C.18.a - Value (excl. sponsor support):** $100539.84
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 108: 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):** $200617.19
- **C.18.a - Value (excl. sponsor support):** $200617.19
- **C.19 - Percentage of Net Assets:** 0.2800%
- **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 109: 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):** $200073.44
- **C.18.a - Value (excl. sponsor support):** $200073.44
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 110: 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):** $149866.70
- **C.18.a - Value (excl. sponsor support):** $149866.70
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 111: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.828%, 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):** $500509.20
- **C.18.a - Value (excl. sponsor support):** $500509.20
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 112: 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):** $351648.83
- **C.18.a - Value (excl. sponsor support):** $351648.83
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 113: 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):** $201032.81
- **C.18.a - Value (excl. sponsor support):** $201032.81
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 114: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.721%, 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):** $1000342.76
- **C.18.a - Value (excl. sponsor support):** $1000342.76
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 115: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.783%, 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):** $1001190.65
- **C.18.a - Value (excl. sponsor support):** $1001190.65
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 116: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia, REPO,  3.670%, 3/2/2026
- **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):** $4781000.00
- **C.18.a - Value (excl. sponsor support):** $4781000.00
- **C.19 - Percentage of Net Assets:** 6.5800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $177140.11         | $181260.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  |  | $190415.00         | $189228.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  |  | $194146.62         | $189025.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  |  | $167575.79         | $169631.46         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  |  | $3.73              | $3.71              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1421 | 2052-07-01      | 4.5000%  |  | $264691.86         | $264483.02         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA7145 | 2056-03-01      | 5.5000%  |  | $97766.19          | $99738.54          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIRR0003 | 2040-06-01      | 5.5000%  |  | $3.74              | $3.86              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0008 | 2055-04-01      | 5.5000%  |  | $30125.35          | $30733.34          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4799 | 2055-09-01      | 6.0000%  |  | $86510.85          | $90538.30          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ4629 | 2055-08-01      | 5.5000%  |  | $296806.92         | $306230.90         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ4579 | 2055-08-01      | 5.5000%  |  | $16634.65          | $17020.10          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4404 | 2055-06-01      | 6.5000%  |  | $12062.62          | $12700.64          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ1539 | 2054-05-01      | 6.5000%  |  | $76655.73          | $80222.17          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ0852 | 2054-02-01      | 6.5000%  |  | $59426.21          | $63593.14          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0453 | 2054-04-01      | 5.5000%  |  | $67473.83          | $68891.47          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7176 | 2055-11-01      | 5.5000%  |  | $96433.52          | $98937.53          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY3061 | 2055-05-01      | 6.0000%  |  | $80133.86          | $82607.38          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  |  | $25149.93          | $25903.65          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  |  | $7400.46           | $7574.31           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CWMA1554 | 2028-08-01      | 3.0000%  |  | $300.76            | $298.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB9462 | 2043-05-01      | 3.0000%  |  | $426.48            | $401.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS8677 | 2052-04-01      | 2.5000%  |  | $4894.66           | $4235.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM9919 | 2051-12-01      | 3.0000%  |  | $83887.29          | $77027.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM7100 | 2050-06-01      | 3.5000%  |  | $872.70            | $835.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG0869 | 2056-01-01      | 6.0000%  |  | $10383.72          | $10976.72          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF8787 | 2055-12-01      | 6.0000%  |  | $14738.79          | $15412.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8871 | 2054-07-01      | 6.5000%  |  | $43734.63          | $46466.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7127 | 2053-09-01      | 6.0000%  |  | $90005.38          | $94683.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  |  | $63846.23          | $64832.08          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2793 | 2048-12-01      | 4.5000%  |  | $61390.71          | $62054.35          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY0133 | 2053-05-01      | 5.5000%  |  | $76829.80          | $78721.52          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM5261 | 2048-01-01      | 4.0000%  |  | $133.97            | $132.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH5685 | 2047-06-01      | 4.0000%  |  | $2801.04           | $2770.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1044 | 2055-09-01      | 6.0000%  |  | $4774.11           | $4979.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9301 | 2055-05-01      | 6.0000%  |  | $30624.65          | $31836.82          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC3245 | 2054-09-01      | 5.5000%  |  | $51745.06          | $52810.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAP3886 | 2042-10-01      | 3.5000%  |  | $81.58             | $78.50             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAO5261 | 2042-06-01      | 3.5000%  |  | $5048.21           | $4857.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL2496 | 2042-02-01      | 4.0000%  |  | $1340.19           | $1329.34           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL0538 | 2041-07-01      | 4.5000%  |  | $43170.66          | $43712.28          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK0861 | 2042-01-01      | 3.5000%  |  | $66289.78          | $64496.17          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5384 | 2046-01-01      | 5.0000%  |  | $14638.60          | $14851.90          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTRB5350 | 2045-06-01      | 5.5000%  |  | $30926.07          | $31723.26          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA8667 | 2053-03-01      | 4.5000%  |  | $85472.49          | $85015.81          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8531 | 2053-02-01      | 5.0000%  |  | $42074.32          | $42887.24          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CTQK1777 | 2045-10-01      | 6.5000%  |  | $3100.62           | $3240.35           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF2405 | 2052-11-01      | 5.0000%  |  | $15142.05          | $15463.38          | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q37812 G | 2045-12-01      | 3.0000%  |  | $298.39            | $278.29            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  |  | $97014.73          | $98972.70          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $182057.53         | $186000.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF8571 | 2056-01-01      | 5.5000%  |  | $10447.52          | $10743.01          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8088 | 2046-10-01      | 3.0000%  |  | $77019.29          | $72210.79          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  |  | $74740.04          | $76307.51          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  |  | $153932.33         | $157406.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $100881.64         | $103243.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2337 | 2048-09-01      | 4.5000%  |  | $92476.31          | $93774.21          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG3875 | 2053-06-01      | 5.5000%  |  | $3812.58           | $3974.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4736 | 2049-11-01      | 3.0000%  |  | $101607.46         | $92376.08          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  |  | $194240.74         | $196533.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ1085 | 2054-03-01      | 6.5000%  |  | $79555.15          | $85282.20          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB1967 | 2054-10-01      | 5.0000%  |  | $74632.69          | $75233.64          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ3100 | 2054-12-01      | 6.5000%  |  | $25217.16          | $26505.67          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ3586 | 2055-02-01      | 6.0000%  |  | $6850.15           | $7175.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0374 | 2055-05-01      | 6.0000%  |  | $86979.58          | $90593.61          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0098 | 2054-09-01      | 6.0000%  |  | $105827.88         | $110186.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  |  | $11355.31          | $11518.72          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4591 | 2055-08-01      | 6.0000%  |  | $81836.03          | $84603.18          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF3568 | 2055-10-01      | 6.0000%  |  | $5063.48           | $5302.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1914 | 2056-02-01      | 5.0000%  |  | $89880.30          | $91096.66          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA6906 | 2056-01-01      | 5.5000%  |  | $33520.05          | $34565.18          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA2528 | 2056-01-01      | 6.5000%  |  | $4368.77           | $4634.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ6709 | 2048-04-01      | 4.0000%  |  | $10000.74          | $9887.19           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $111166.40         | $112205.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2429 | 2048-10-01      | 4.0000%  |  | $107722.77         | $106477.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ4478 | 2054-09-01      | 5.5000%  |  | $93869.04          | $96562.36          | Agency Mortgage-Backed Securities |

### Security 117: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  3.680%, 3/3/2026
- **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:** 2.7500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERA RM0267 10/25/53 | 2053-10-25      | 4.4672%  |  | $143.12            | $143.56            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54 | 2054-12-25      | 5.1672%  |  | $11377.05          | $11487.83          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC035HF R25F035 | 2055-05-25      | 5.3672%  |  | $16454.47          | $16690.71          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5503FE 02/25/55 | 2055-02-25      | 5.1172%  |  | $16710.01          | $16897.07          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088FA R24F088 | 2054-12-25      | 4.6672%  |  | $53183.97          | $53496.86          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5572FM 09/25/55 | 2055-09-25      | 4.7672%  |  | $36602.26          | $36839.66          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54 | 2054-12-25      | 5.1172%  |  | $19272.61          | $19503.33          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033QF R24F033 | 2054-03-25      | 4.6672%  |  | $21714.63          | $21887.55          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC095HF R24F095 | 2054-12-25      | 5.0672%  |  | $1982.89           | $1999.52           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FW 05/25/55 | 2055-05-25      | 5.7172%  |  | $29976.51          | $30447.16          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL001FJ R25F001 | 2055-02-25      | 5.6672%  |  | $9948.16           | $10127.21          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5326FA 08/25/53 | 2053-08-25      | 4.7672%  |  | $34544.55          | $34752.61          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FM 05/25/55 | 2055-05-25      | 5.0672%  |  | $18742.24          | $18949.58          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL015FD R24F015 | 2054-04-25      | 5.0172%  |  | $11270.82          | $11388.35          | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0268 10/25/53 | 2053-10-25      | 4.6672%  |  | $328.31            | $330.73            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5418FC 06/25/54 | 2054-06-25      | 5.0672%  |  | $6981.26           | $7056.90           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549HF 06/25/55 | 2055-06-25      | 5.7672%  |  | $40788.81          | $41435.90          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5483FD 12/25/54 | 2054-12-25      | 4.9672%  |  | $6448.68           | $6516.13           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FE 02/25/54 | 2054-02-25      | 5.1172%  |  | $41223.36          | $41653.75          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FH 04/25/54 | 2054-04-25      | 5.1172%  |  | $316.52            | $320.12            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5630FH 02/25/56 | 2056-02-25      | 4.4172%  |  | $30858.22          | $30769.70          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5582FM 10/25/55 | 2055-10-25      | 4.7172%  |  | $29692.66          | $29861.37          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5575BF 09/25/55 | 2055-09-25      | 4.8172%  |  | $34633.29          | $34892.72          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5565MF 05/25/55 | 2055-05-25      | 5.2672%  |  | $34820.86          | $35186.08          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05549F 06/25/55 | 2055-06-25      | 5.6672%  |  | $40788.81          | $41390.31          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5543FC 06/25/55 | 2055-06-25      | 5.1672%  |  | $19964.09          | $20159.46          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FC 05/25/55 | 2055-05-25      | 5.1672%  |  | $13193.50          | $13326.51          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513FD 01/25/55 | 2055-01-25      | 5.0172%  |  | $9042.09           | $9147.89           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FC 02/25/55 | 2055-02-25      | 5.6672%  |  | $18284.16          | $18535.20          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FC 02/25/54 | 2054-02-25      | 5.0172%  |  | $15267.91          | $15414.98          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FB 02/25/54 | 2054-02-25      | 5.0172%  |  | $38169.78          | $38444.29          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FB 12/25/54 | 2054-12-25      | 5.1172%  |  | $44097.10          | $44498.13          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FA 12/25/54 | 2054-12-25      | 5.0672%  |  | $8819.42           | $8893.95           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5420EF 06/25/54 | 2054-06-25      | 5.0172%  |  | $11885.56          | $11978.30          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5357FT 11/25/53 | 2053-11-25      | 5.0672%  |  | $10635.68          | $10737.21          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL042FC R25F042 | 2055-06-25      | 5.1672%  |  | $20083.38          | $20279.95          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL040FB R25F040 | 2055-02-25      | 5.1672%  |  | $10140.25          | $10240.72          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC046FL R25F046 | 2055-06-25      | 5.1672%  |  | $66361.61          | $67011.23          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL041FD R25F041 | 2055-06-25      | 5.1672%  |  | $11174.86          | $11283.01          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FH R24F103 | 2055-01-25      | 4.9172%  |  | $15425.38          | $15548.89          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.0172%  |  | $28879.70          | $29221.69          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL095FL R24F095 | 2054-12-25      | 5.1172%  |  | $66096.23          | $66692.96          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL067FA R24F067 | 2054-09-25      | 4.8372%  |  | $21875.06          | $22051.57          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 4.6672%  |  | $3964.78           | $3996.44           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL024CA R24F024 | 2054-05-25      | 0.1250%  |  | $78594.57          | $66201.17          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FA R24F034 | 2054-06-25      | 4.6672%  |  | $69907.13          | $70463.33          | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 06.500 CLFA3930 | 2055-11-01      | 6.5000%  |  | $31489.52          | $33682.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3632 | 2055-03-01      | 5.0000%  |  | $180259.72         | $181727.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3438 | 2037-05-01      | 2.5000%  |  | $11.52             | $11.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDF2935 | 2040-11-01      | 5.0000%  |  | $604.43            | $620.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5897 | 2055-08-01      | 6.0000%  |  | $943.02            | $986.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7358 | 2055-04-01      | 6.5000%  |  | $672.53            | $701.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0644 | 2055-08-01      | 6.5000%  |  | $8351.36           | $8712.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM8828 | 2046-10-01      | 4.0000%  |  | $230.77            | $227.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4644 | 2052-05-01      | 4.0000%  |  | $196177.08         | $191002.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3159 | 2052-10-01      | 4.5000%  |  | $1288.20           | $1283.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4933 | 2053-02-01      | 3.5000%  |  | $26.10             | $24.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5971 | 2056-02-01      | 5.0000%  |  | $66326.59          | $66844.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV6343 | 2055-12-01      | 4.5000%  |  | $4479.91           | $4440.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5910 | 2055-12-01      | 5.5000%  |  | $92831.36          | $94726.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CTMA5695 | 2045-04-01      | 6.5000%  |  | $315.69            | $329.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  |  | $296312.82         | $303303.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CNMA2776 | 2026-10-01      | 2.5000%  |  | $587.55            | $585.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM5425 | 2049-06-01      | 3.5000%  |  | $6.09              | $5.82              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4695 | 2051-01-01      | 3.5000%  |  | $2994.16           | $2865.11           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A2 R20M020 | 2029-10-25      | 1.4350%  |  | $105.26            | $97.31             | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0212A2 R19M02 | 2031-02-25      | 2.3500%  |  | $7616.05           | $7166.20           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL001A2 R19M001 | 2028-09-25      | 3.5600%  |  | $1855.73           | $1854.05           | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011 | 2039-07-25      | 2.9440%  |  | $151.82            | $141.72            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0023A1 R23M00 | 2032-04-25      | 2.0060%  |  | $4122.33           | $3795.35           | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014 | 2027-09-25      | 2.8760%  |  | $4252.87           | $4200.41           | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL004AL R16M004 | 2039-01-25      | 3.2730%  |  | $79.96             | $75.60             | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL006A2 R23M006 | 2028-07-25      | 4.1814%  |  | $7303.95           | $7385.13           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A1 R22M003 | 2031-11-25      | 1.7072%  |  | $6676.41           | $6300.20           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0042A1 R22M00 | 2030-12-25      | 1.2081%  |  | $1358.45           | $1268.00           | Agency Mortgage-Backed Securities         |

### Security 118: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  3.670%, 3/2/2026
- **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:** 16.5300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 SF 706022 X | 2039-01-15      | 5.0000%  |  | $4.15              | $4.28              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 705997 X | 2039-01-15      | 5.0000%  |  | $37.09             | $38.43             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 705468 X | 2039-02-15      | 5.0000%  |  | $1254.53           | $1299.93           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN3733 C | 2065-10-20      | 7.0000%  |  | $3056.43           | $3200.30           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN3375 C | 2065-09-20      | 6.5000%  |  | $7730.09           | $8105.34           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN2610 C | 2055-12-20      | 6.0000%  |  | $6324.10           | $6550.15           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN1738 C | 2065-12-20      | 6.0000%  |  | $1775.33           | $1829.11           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DM9584 C | 2055-10-20      | 5.5000%  |  | $5857.58           | $6020.50           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DM8728 C | 2055-11-20      | 6.0000%  |  | $3314.46           | $3479.21           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK0160 C | 2065-06-20      | 6.0000%  |  | $7011.01           | $7210.64           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ9906 C | 2055-07-20      | 7.0000%  |  | $5535.96           | $6058.32           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ7338 C | 2065-06-20      | 6.5000%  |  | $6291.65           | $6597.07           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ7989 C | 2065-05-20      | 7.0000%  |  | $4293.94           | $4496.06           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 710859 X | 2039-09-15      | 5.0000%  |  | $1332.55           | $1380.77           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 710692 X | 2039-07-15      | 5.0000%  |  | $6.32              | $6.34              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 711068 X | 2040-01-15      | 5.0000%  |  | $50.00             | $51.81             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 709558 X | 2041-08-15      | 4.0000%  |  | $4.92              | $4.85              | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ6896 C | 2065-06-20      | 6.0000%  |  | $3599.72           | $3702.22           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ6095 C | 2065-09-20      | 6.5000%  |  | $1547.58           | $1622.70           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ5774 C | 2065-06-20      | 6.5000%  |  | $6747.94           | $7075.51           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ5773 C | 2065-05-20      | 6.5000%  |  | $3926.61           | $4117.22           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4830 M | 2047-11-20      | 4.5000%  |  | $441.54            | $440.06            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4712 M | 2047-09-20      | 4.5000%  |  | $121.99            | $121.58            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4711 M | 2047-09-20      | 4.0000%  |  | $115.38            | $109.65            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4710 M | 2047-09-20      | 3.5000%  |  | $1221.29           | $1135.48           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4588 M | 2047-07-20      | 4.5000%  |  | $429.93            | $434.52            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4580 M | 2047-07-20      | 4.5000%  |  | $20.66             | $20.59             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4579 M | 2047-07-20      | 4.0000%  |  | $83.71             | $81.01             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4578 M | 2047-07-20      | 3.5000%  |  | $2285.19           | $2124.65           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4511 M | 2047-06-20      | 4.0000%  |  | $1994.69           | $1957.60           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4321 M | 2047-03-20      | 3.5000%  |  | $2239.86           | $2149.85           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 756900 X | 2041-03-15      | 5.0000%  |  | $19.63             | $20.20             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 757168 C | 2040-11-20      | 4.0000%  |  | $326.52            | $321.06            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 753180 X | 2028-01-15      | 3.0000%  |  | $27.22             | $27.03             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 752171 X | 2030-10-15      | 2.5000%  |  | $615.34            | $593.64            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 752168 X | 2045-09-15      | 3.0000%  |  | $2059.80           | $1904.07           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788415 C | 2054-01-20      | 6.5000%  |  | $104563.65         | $110154.20         | Agency Mortgage-Backed Securities  |
| GNMA GNII EP 788331 C | 2065-09-20      | 7.0000%  |  | $132646.10         | $137936.49         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788293 M | 2054-02-20      | 4.0000%  |  | $130612.67         | $126781.14         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP5315 X | 2046-01-15      | 5.0000%  |  | $222.03            | $225.43            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP5298 X | 2045-11-15      | 5.0000%  |  | $1061.91           | $1077.12           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788251 C | 2055-10-20      | 6.5000%  |  | $99767.08          | $105045.60         | Agency Mortgage-Backed Securities  |
| GNMA GNII AP 787909 M | 2053-07-20      | 4.0000%  |  | $187.25            | $177.96            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787792 C | 2055-01-20      | 5.0000%  |  | $36.45             | $37.07             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788111 M | 2046-10-20      | 4.0000%  |  | $138236.90         | $136022.19         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787162 C | 2051-12-20      | 3.0000%  |  | $4468.77           | $4106.54           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784976 C | 2050-03-20      | 3.0000%  |  | $4843.71           | $4445.46           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784905 C | 2050-01-20      | 3.0000%  |  | $3103.15           | $2803.34           | Agency Mortgage-Backed Securities  |
| GNMA GNII AP 784710 M | 2048-11-20      | 3.5000%  |  | $5916.93           | $5540.63           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785401 C | 2050-10-20      | 2.5000%  |  | $45.66             | $39.91             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786735 C | 2052-02-20      | 2.5000%  |  | $84238.45          | $70977.59          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785792 C | 2051-12-20      | 2.5000%  |  | $583.57            | $508.66            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785532 C | 2051-06-20      | 3.0000%  |  | $770.34            | $698.52            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785220 C | 2050-12-20      | 2.0000%  |  | $433.11            | $365.57            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9311 C | 2065-02-20      | 6.0000%  |  | $4146.38           | $4264.44           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH8906 C | 2065-01-20      | 7.0000%  |  | $4915.67           | $5147.05           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH6810 C | 2055-01-20      | 6.5000%  |  | $3429.31           | $3611.23           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH3839 C | 2055-01-20      | 5.5000%  |  | $3029.87           | $3111.83           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DG5052 C | 2055-02-20      | 6.5000%  |  | $2445.80           | $2575.54           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DG4830 C | 2055-03-20      | 7.0000%  |  | $3549.14           | $3715.27           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DG4603 C | 2055-01-20      | 7.0000%  |  | $3348.02           | $3518.98           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG4211 C | 2065-02-20      | 6.5000%  |  | $4375.75           | $4585.66           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG3728 C | 2065-01-20      | 6.5000%  |  | $2867.25           | $3018.99           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DF7502 C | 2054-11-20      | 5.5000%  |  | $7059.36           | $7250.31           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DF6603 C | 2054-11-20      | 7.0000%  |  | $1155.91           | $1212.38           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF5605 C | 2064-11-20      | 6.0000%  |  | $2121.92           | $2182.33           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF6298 C | 2064-11-20      | 6.5000%  |  | $832.88            | $873.31            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 698462 X | 2039-08-15      | 5.0000%  |  | $9196.44           | $9529.18           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 698400 X | 2039-07-15      | 4.5000%  |  | $10.93             | $11.13             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 694458 X | 2038-10-15      | 6.0000%  |  | $3.50              | $3.66              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 688143 X | 2038-12-15      | 6.0000%  |  | $1.10              | $1.18              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 682229 X | 2049-07-15      | 4.0000%  |  | $5167.00           | $5006.87           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 678161 X | 2038-06-15      | 5.0000%  |  | $179.91            | $188.19            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 677595 X | 2037-12-15      | 6.0000%  |  | $4.99              | $5.18              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 677227 X | 2038-08-15      | 6.0000%  |  | $3.64              | $3.86              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 677224 X | 2038-08-15      | 5.5000%  |  | $1.24              | $1.30              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 676723 X | 2038-02-15      | 6.0000%  |  | $1071.01           | $1121.46           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 675725 C | 2047-06-20      | 3.5000%  |  | $4.85              | $4.49              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 675477 X | 2038-06-15      | 5.0000%  |  | $36.55             | $37.71             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 675358 X | 2035-11-15      | 5.0000%  |  | $1.03              | $1.03              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA1751 M | 2044-03-20      | 3.5000%  |  | $19.04             | $17.70             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0463 M | 2042-10-20      | 4.0000%  |  | $71.62             | $70.72             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0393 M | 2042-09-20      | 4.0000%  |  | $164.22            | $162.16            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0223 M | 2042-07-20      | 5.0000%  |  | $117.66            | $121.45            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA0016 M | 2042-04-20      | 3.5000%  |  | $172.42            | $160.33            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784115 M | 2046-02-20      | 3.0000%  |  | $45.67             | $42.51             | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 082977 M | 2041-11-20      | 5.1250%  |  | $29.58             | $30.28             | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM8976 C | 2066-01-20      | 6.5000%  |  | $1483.90           | $1555.93           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7666 C | 2065-10-20      | 7.0000%  |  | $2445.65           | $2560.78           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7637 C | 2065-10-20      | 6.5000%  |  | $6723.82           | $7050.22           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7632 C | 2065-10-20      | 6.5000%  |  | $4583.76           | $4806.28           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7547 C | 2065-10-20      | 6.5000%  |  | $29118.96          | $30532.52          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 764820 X | 2041-04-15      | 4.5000%  |  | $21.31             | $21.44             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 764428 X | 2041-05-15      | 5.0000%  |  | $6.06              | $6.21              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 764036 X | 2027-06-15      | 3.0000%  |  | $16.45             | $16.36             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 763526 X | 2041-05-15      | 4.6250%  |  | $1580.28           | $1596.96           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 762904 X | 2041-04-15      | 4.5000%  |  | $17.40             | $17.59             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 763432 X | 2041-06-15      | 4.6250%  |  | $1368.53           | $1379.58           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 763406 X | 2041-05-15      | 4.6250%  |  | $572.98            | $576.75            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DM6693 C | 2055-10-20      | 6.0000%  |  | $3332.07           | $3469.12           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM6627 C | 2065-10-20      | 6.5000%  |  | $6305.32           | $6611.41           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DM7180 C | 2055-08-20      | 7.0000%  |  | $2049.45           | $2149.57           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DM5759 C | 2055-10-20      | 6.0000%  |  | $2580.25           | $2662.44           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM2760 C | 2065-07-20      | 7.0000%  |  | $924.54            | $968.06            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL9711 C | 2055-08-20      | 7.0000%  |  | $3383.61           | $3538.74           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL7286 C | 2055-10-20      | 7.0000%  |  | $9152.10           | $9747.13           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4253 M | 2047-02-20      | 4.5000%  |  | $211.47            | $210.76            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4184 M | 2047-01-20      | 3.0000%  |  | $3394.29           | $3087.26           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4202 M | 2039-09-20      | 6.5000%  |  | $10.01             | $10.61             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA3994 M | 2046-10-20      | 3.5000%  |  | $63.38             | $58.93             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3937 M | 2046-09-20      | 3.5000%  |  | $635.20            | $610.01            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4451 M | 2047-05-20      | 3.5000%  |  | $4667.13           | $4478.64           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA2864 M | 2030-06-20      | 3.0000%  |  | $1.17              | $1.15              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA2761 M | 2039-01-20      | 7.0000%  |  | $15.44             | $16.02             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2295 M | 2044-10-20      | 4.5000%  |  | $64.18             | $64.48             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA2222 M | 2044-09-20      | 3.0000%  |  | $11099.80          | $10380.58          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2217 M | 2044-09-20      | 4.5000%  |  | $46.55             | $46.68             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2141 M | 2044-08-20      | 4.5000%  |  | $27.41             | $27.49             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA2070 M | 2044-02-20      | 2.0000%  |  | $179.11            | $153.91            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA1920 M | 2044-05-20      | 4.0000%  |  | $17.58             | $17.34             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA1830 M | 2044-04-20      | 4.0000%  |  | $10.91             | $10.55             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA1350 M | 2028-10-20      | 3.0000%  |  | $115.15            | $114.05            | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 082431 M | 2039-12-20      | 5.1250%  |  | $178.83            | $183.91            | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081350 M | 2035-05-20      | 5.6250%  |  | $123.33            | $125.82            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC3808 X | 2047-10-15      | 3.5000%  |  | $73.92             | $69.65             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC3692 X | 2047-09-15      | 4.5000%  |  | $102.04            | $101.66            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BB6141 C | 2047-09-20      | 3.5000%  |  | $1962.90           | $1856.52           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6248 X | 2047-05-15      | 5.0000%  |  | $1056.38           | $1072.72           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6247 X | 2047-05-15      | 5.0000%  |  | $927.97            | $944.65            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AX4344 C | 2046-10-20      | 3.5000%  |  | $290.52            | $274.78            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX1651 X | 2046-10-15      | 4.5000%  |  | $140.32            | $141.24            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AW8749 C | 2046-12-20      | 4.0000%  |  | $4649.71           | $4496.68           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AW6591 X | 2046-12-15      | 4.5000%  |  | $43.66             | $43.64             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AV9680 X | 2046-11-15      | 2.5000%  |  | $3240.33           | $2888.69           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AV3923 X | 2046-08-15      | 5.0000%  |  | $42.05             | $43.05             | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081318 M | 2035-04-20      | 5.6250%  |  | $77.44             | $79.00             | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081282 M | 2035-03-20      | 5.6250%  |  | $39.29             | $40.03             | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081214 M | 2035-01-20      | 5.6250%  |  | $19.08             | $19.43             | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081179 M | 2034-12-20      | 5.1250%  |  | $20.60             | $21.12             | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081145 M | 2034-11-20      | 5.1250%  |  | $11.34             | $11.48             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 565693 X | 2032-04-15      | 6.5000%  |  | $2.19              | $2.27              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 565069 X | 2032-01-15      | 6.0000%  |  | $1.14              | $1.17              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 562607 C | 2033-12-20      | 6.5000%  |  | $142.19            | $145.25            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 562288 X | 2033-12-15      | 6.0000%  |  | $23.88             | $24.59             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 562484 X | 2034-02-15      | 6.0000%  |  | $2.72              | $2.77              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 557338 X | 2031-04-15      | 8.5000%  |  | $1.54              | $1.58              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 552460 X | 2032-03-15      | 6.0000%  |  | $10.19             | $10.41             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 701764 X | 2042-02-15      | 3.5000%  |  | $752.92            | $723.87            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 699552 X | 2038-11-15      | 6.5000%  |  | $1.48              | $1.57              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 700261 X | 2039-02-15      | 6.0000%  |  | $8.01              | $8.19              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 698060 X | 2039-02-15      | 5.5000%  |  | $28.44             | $29.64             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 698036 X | 2039-01-15      | 6.0000%  |  | $15.34             | $16.07             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 697848 X | 2039-02-15      | 5.0000%  |  | $257.65            | $266.97            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 697709 X | 2038-12-15      | 6.0000%  |  | $30.60             | $32.48             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 697708 X | 2038-12-15      | 6.0000%  |  | $20.90             | $22.08             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 551116 X | 2031-08-15      | 7.0000%  |  | $1.76              | $1.84              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 550851 X | 2031-09-15      | 7.0000%  |  | $49.68             | $51.72             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 547957 X | 2031-11-15      | 6.0000%  |  | $24.92             | $26.01             | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9312 C | 2065-02-20      | 6.0000%  |  | $7910.29           | $8135.52           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788357 C | 2052-05-20      | 3.5000%  |  | $51969.86          | $48760.55          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG3939 C | 2065-10-20      | 6.5000%  |  | $1202.81           | $1261.20           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5662 C | 2066-01-20      | 6.5000%  |  | $371.43            | $389.46            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL5412 C | 2055-12-20      | 5.0000%  |  | $12487.85          | $12659.81          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DO4014 C | 2055-11-20      | 6.5000%  |  | $2780.36           | $2923.64           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP3884 C | 2065-11-20      | 6.5000%  |  | $3397.19           | $3562.10           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5227 C | 2065-11-20      | 6.5000%  |  | $4767.26           | $4998.68           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN2903 C | 2056-01-20      | 6.5000%  |  | $1312.90           | $1382.54           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0081 C | 2066-02-20      | 6.5000%  |  | $4852.09           | $5087.63           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DO0904 C | 2056-01-20      | 5.0000%  |  | $3713.09           | $3748.15           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0083 C | 2066-01-20      | 7.0000%  |  | $2012.15           | $2106.87           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP3561 C | 2056-01-20      | 5.0000%  |  | $5395.69           | $5466.53           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0088 C | 2066-02-20      | 6.5000%  |  | $1768.22           | $1847.13           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081377 M | 2035-06-20      | 5.6250%  |  | $18.59             | $18.97             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 650731 X | 2036-01-15      | 5.5000%  |  | $3.20              | $3.31              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 647603 X | 2036-09-15      | 6.5000%  |  | $51.74             | $53.52             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 658182 X | 2036-11-15      | 6.0000%  |  | $13.52             | $14.16             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 668905 X | 2037-08-15      | 7.5000%  |  | $13.04             | $13.30             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AU8271 X | 2046-07-15      | 4.5000%  |  | $68.30             | $68.74             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD4824 X | 2047-11-15      | 3.5000%  |  | $113.24            | $107.68            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BD4061 C | 2048-06-20      | 4.0000%  |  | $430.09            | $416.19            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD1520 X | 2047-11-15      | 4.5000%  |  | $263.73            | $263.26            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BD0491 C | 2048-01-20      | 4.5000%  |  | $1359.91           | $1350.10           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC8961 X | 2047-10-15      | 4.5000%  |  | $42.74             | $43.44             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC7373 X | 2047-11-15      | 3.5000%  |  | $48.22             | $45.65             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BC4862 C | 2047-10-20      | 3.5000%  |  | $1299.30           | $1233.72           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0472 M | 2055-07-20      | 5.5000%  |  | $32503.61          | $32827.42          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0399 M | 2040-06-20      | 5.0000%  |  | $3164.39           | $3221.00           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0363 M | 2055-05-20      | 4.0000%  |  | $176292.08         | $169640.38         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0356 M | 2055-05-20      | 7.0000%  |  | $585.07            | $598.24            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BB4172 C | 2048-02-20      | 4.0000%  |  | $89.13             | $85.81             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA8293 X | 2047-11-15      | 4.5000%  |  | $137.89            | $140.47            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA6976 X | 2047-07-15      | 5.0000%  |  | $328.92            | $333.53            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA2743 X | 2047-07-15      | 4.5000%  |  | $114.02            | $113.54            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AO8303 C | 2045-08-20      | 3.5000%  |  | $779.32            | $730.36            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AO7289 X | 2045-08-15      | 3.0000%  |  | $342.72            | $315.96            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 454999 X | 2031-08-15      | 5.5000%  |  | $1.18              | $1.18              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 449514 X | 2028-02-15      | 7.0000%  |  | $1.67              | $1.71              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 436190 X | 2041-09-15      | 4.0000%  |  | $1206.61           | $1187.99           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 434343 X | 2029-05-15      | 6.0000%  |  | $15.22             | $15.44             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 394688 X | 2030-02-15      | 8.5000%  |  | $4.58              | $4.66              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 608850 X | 2032-11-15      | 7.0000%  |  | $69.22             | $70.41             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 005259 M | 2041-12-20      | 4.0000%  |  | $4599.01           | $4541.33           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004961 M | 2041-02-20      | 6.0000%  |  | $26.20             | $27.67             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004949 M | 2041-02-20      | 4.0000%  |  | $1.37              | $1.32              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0351 M | 2055-05-20      | 4.5000%  |  | $2115.47           | $2069.97           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0235 M | 2040-03-20      | 6.0000%  |  | $1834.23           | $1925.97           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0180 M | 2040-02-20      | 5.5000%  |  | $13720.18          | $14130.99          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0119 M | 2040-08-20      | 4.0000%  |  | $6470.90           | $6414.79           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0816 M | 2055-12-20      | 6.5000%  |  | $341263.25         | $357101.43         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0801 M | 2055-12-20      | 5.5000%  |  | $11476.75          | $11619.08          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0783 M | 2040-12-20      | 4.0000%  |  | $782.51            | $775.96            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DQ1389 C | 2056-01-20      | 6.5000%  |  | $2260.69           | $2380.62           | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO7000 C | 2047-01-20      | 3.5000%  |  | $4463.11           | $4194.31           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CO6356 X | 2052-07-15      | 5.0000%  |  | $41.62             | $41.95             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CN3293 X | 2052-05-15      | 4.0000%  |  | $2516.25           | $2439.58           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD7115 X | 2047-11-15      | 4.5000%  |  | $233.42            | $237.21            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD6045 X | 2047-11-15      | 3.5000%  |  | $14.48             | $13.70             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD6021 X | 2047-11-15      | 5.0000%  |  | $290.90            | $294.41            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD6018 X | 2047-11-15      | 3.5000%  |  | $259.16            | $244.35            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 675062 X | 2038-01-15      | 6.0000%  |  | $803.48            | $840.32            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 696500 X | 2038-08-15      | 6.5000%  |  | $20.51             | $21.70             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 691315 X | 2038-08-15      | 6.0000%  |  | $1.27              | $1.32              | Agency Mortgage-Backed Securities  |
| GNMA GNII EP 787846 C | 2065-01-20      | 6.0000%  |  | $39170.76          | $40286.04          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7533 C | 2065-10-20      | 6.5000%  |  | $6723.29           | $7049.67           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4825 C | 2065-10-20      | 7.0000%  |  | $2143.15           | $2245.43           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0742 M | 2055-11-20      | 3.5000%  |  | $120364.43         | $112766.76         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 688025 X | 2038-10-15      | 6.0000%  |  | $6.88              | $7.30              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004310 M | 2038-12-20      | 6.0000%  |  | $6.07              | $6.15              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004367 M | 2039-02-20      | 4.0000%  |  | $1.52              | $1.51              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 701689 X | 2039-02-15      | 4.5000%  |  | $1.84              | $1.88              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 697959 X | 2039-03-15      | 4.5000%  |  | $3.66              | $3.70              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 487782 X | 2039-03-15      | 4.5000%  |  | $18.29             | $18.64             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CY0036 C | 2054-01-20      | 7.5000%  |  | $1327.19           | $1404.10           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8099 M | 2052-06-20      | 3.5000%  |  | $248742.17         | $236180.14         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 748948 C | 2040-09-20      | 4.5000%  |  | $10.33             | $10.36             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004827 M | 2040-10-20      | 4.0000%  |  | $213.28            | $206.40            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 748705 X | 2040-10-15      | 4.6250%  |  | $811.68            | $822.09            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004849 M | 2040-11-20      | 4.0000%  |  | $661.92            | $640.57            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004918 M | 2041-01-20      | 4.0000%  |  | $1.77              | $1.71              | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CM5230 C | 2051-02-20      | 2.0000%  |  | $2560.19           | $2112.73           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5818 M | 2049-03-20      | 4.5000%  |  | $5860.65           | $5902.47           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD5898 X | 2047-10-15      | 3.5000%  |  | $311.79            | $293.98            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA0244 X | 2047-04-15      | 4.0000%  |  | $883.36            | $859.84            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP5319 X | 2046-01-15      | 5.0000%  |  | $638.65            | $646.85            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4723 M | 2047-09-20      | 5.5000%  |  | $1374.14           | $1433.42           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4263 M | 2047-02-20      | 4.0000%  |  | $9963.97           | $9769.76           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8139 M | 2052-07-20      | 2.5000%  |  | $3006.91           | $2593.03           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 762797 C | 2041-03-20      | 4.5000%  |  | $304.49            | $304.61            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 762922 X | 2041-04-15      | 4.6250%  |  | $602.56            | $607.20            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 005054 M | 2041-05-20      | 4.0000%  |  | $2.17              | $2.14              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 734428 X | 2041-05-15      | 4.5000%  |  | $8723.27           | $8788.23           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004261 M | 2038-10-20      | 6.5000%  |  | $1.07              | $1.08              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4502 M | 2047-06-20      | 4.0000%  |  | $24.93             | $24.12             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CH0109 X | 2051-12-15      | 3.5000%  |  | $865.38            | $813.53            | Agency Mortgage-Backed Securities  |
| GNMA GNII AP 784449 M | 2044-09-20      | 4.5000%  |  | $175.59            | $176.07            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9597 M | 2052-05-20      | 1.5000%  |  | $257.87            | $212.11            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ3450 C | 2054-01-20      | 7.5000%  |  | $1192.37           | $1242.77           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4443 M | 2047-05-20      | 4.0000%  |  | $44.52             | $43.08             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AZ1638 X | 2047-02-15      | 4.0000%  |  | $596.48            | $580.60            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DA2624 C | 2054-03-20      | 6.0000%  |  | $3140.68           | $3275.61           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AO3542 X | 2045-08-15      | 3.0000%  |  | $192.13            | $177.13            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9768 M | 2054-07-20      | 6.5000%  |  | $1740.92           | $1796.50           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9600 M | 2054-04-20      | 3.0000%  |  | $12636.61          | $11601.25          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479580 X | 2030-09-15      | 8.0000%  |  | $4.06              | $4.19              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479448 X | 2030-07-15      | 8.5000%  |  | $1.09              | $1.11              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479430 X | 2041-10-15      | 4.0000%  |  | $47.17             | $46.52             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479386 X | 2030-06-15      | 8.5000%  |  | $15.83             | $16.14             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479290 X | 2030-04-15      | 8.0000%  |  | $1.16              | $1.18              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479289 X | 2030-04-15      | 8.0000%  |  | $2.03              | $2.07              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479237 X | 2030-03-15      | 8.5000%  |  | $2.67              | $2.75              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9536 M | 2054-03-20      | 3.0000%  |  | $1026.15           | $945.04            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 472979 X | 2029-06-15      | 7.0000%  |  | $5.72              | $5.79              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 469475 X | 2030-08-15      | 8.5000%  |  | $5.94              | $6.13              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 458041 X | 2029-02-15      | 7.0000%  |  | $12.42             | $12.61             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD5949 X | 2047-11-15      | 5.0000%  |  | $269.64            | $272.89            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD5948 X | 2047-11-15      | 5.0000%  |  | $226.61            | $229.65            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD5918 X | 2047-11-15      | 3.5000%  |  | $298.64            | $282.96            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738885 X | 2041-10-15      | 4.0000%  |  | $42.51             | $41.93             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 734606 X | 2042-04-15      | 3.5000%  |  | $155.99            | $150.18            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 734271 X | 2041-03-15      | 4.0000%  |  | $501.14            | $493.69            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 733750 X | 2042-03-15      | 3.5000%  |  | $1610.13           | $1545.60           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 734374 C | 2041-04-20      | 4.5000%  |  | $374.20            | $375.95            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 732937 X | 2040-01-15      | 5.0000%  |  | $24.69             | $25.42             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 729331 X | 2041-07-15      | 4.6250%  |  | $86.16             | $86.17             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 727565 X | 2041-10-15      | 4.0000%  |  | $5.26              | $5.18              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 727528 X | 2041-09-15      | 4.0000%  |  | $1.29              | $1.27              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 724384 X | 2039-10-15      | 5.0000%  |  | $7.42              | $7.64              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 724275 X | 2039-09-15      | 5.0000%  |  | $6450.67           | $6656.82           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723424 X | 2039-11-15      | 5.5000%  |  | $1557.64           | $1611.52           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723340 X | 2039-09-15      | 5.5000%  |  | $3784.06           | $3877.68           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723157 X | 2039-08-15      | 5.0000%  |  | $8493.23           | $8728.59           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723156 X | 2039-08-15      | 5.0000%  |  | $7215.39           | $7476.52           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723616 X | 2040-01-15      | 5.0000%  |  | $475.22            | $488.39            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 722513 X | 2040-01-15      | 5.0000%  |  | $16.20             | $16.62             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 720259 X | 2039-08-15      | 5.0000%  |  | $6593.53           | $6776.28           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 720181 X | 2039-07-15      | 4.0000%  |  | $38.08             | $37.32             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 485244 X | 2031-02-15      | 8.0000%  |  | $43.01             | $44.06             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP0301 X | 2045-10-15      | 3.5000%  |  | $4445.57           | $4381.15           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AM1088 X | 2041-10-15      | 4.5000%  |  | $17.19             | $17.44             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AL9337 X | 2045-03-15      | 3.0000%  |  | $2610.42           | $2406.67           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AL0786 X | 2045-01-15      | 3.0000%  |  | $2854.17           | $2631.35           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AK4661 X | 2045-12-15      | 3.0000%  |  | $665.86            | $613.87            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BN6125 C | 2049-08-20      | 4.0000%  |  | $1721.82           | $1667.26           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP5284 X | 2045-10-15      | 5.0000%  |  | $1456.25           | $1471.35           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9016 M | 2053-07-20      | 5.0000%  |  | $180314.43         | $182199.99         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL5027 X | 2052-03-15      | 4.0000%  |  | $572.40            | $551.77            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9954 M | 2054-10-20      | 6.5000%  |  | $2706.63           | $2793.04           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CF8251 X | 2051-09-15      | 3.5000%  |  | $1512.59           | $1410.45           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7831 M | 2052-01-20      | 4.5000%  |  | $56103.77          | $55952.06          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CQ4341 X | 2052-09-15      | 4.5000%  |  | $3985.83           | $3962.46           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6548 X | 2047-06-15      | 5.0000%  |  | $645.47            | $657.07            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AT8330 C | 2046-11-20      | 3.5000%  |  | $747.25            | $709.26            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CO4021 C | 2052-06-20      | 4.5000%  |  | $9689.93           | $9523.12           | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO7009 C | 2040-07-20      | 5.0000%  |  | $5477.85           | $5546.48           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6030 M | 2049-07-20      | 3.5000%  |  | $215.54            | $199.51            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6768 M | 2050-07-20      | 4.0000%  |  | $48093.21          | $46808.59          | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CN8579 C | 2049-07-20      | 4.5000%  |  | $10344.51          | $10261.34          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC5503 X | 2047-11-15      | 3.5000%  |  | $22.61             | $21.66             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CX6873 C | 2053-12-20      | 6.5000%  |  | $464.35            | $485.56            | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO7001 C | 2043-12-20      | 3.5000%  |  | $3312.00           | $3112.74           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL5479 C | 2055-12-20      | 5.5000%  |  | $2119.78           | $2177.44           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL4154 C | 2065-07-20      | 6.5000%  |  | $15857.34          | $16627.13          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL3759 C | 2065-09-20      | 6.0000%  |  | $7955.93           | $8196.94           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL3453 C | 2065-08-20      | 7.0000%  |  | $14236.68          | $14906.81          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF3640 C | 2064-10-20      | 6.0000%  |  | $1829.76           | $1881.86           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF3630 C | 2064-10-20      | 6.0000%  |  | $2361.84           | $2429.08           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF4413 C | 2064-11-20      | 6.5000%  |  | $1299.66           | $1369.81           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF2078 C | 2065-06-20      | 6.5000%  |  | $1562.58           | $1638.44           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE5763 C | 2064-12-20      | 6.5000%  |  | $534.47            | $560.42            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 692606 X | 2039-06-15      | 4.5000%  |  | $636.62            | $645.52            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004513 M | 2039-08-20      | 5.0000%  |  | $56.29             | $57.02             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 704700 X | 2039-08-15      | 5.0000%  |  | $77.37             | $79.80             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723237 X | 2039-10-15      | 5.0000%  |  | $138.15            | $143.15            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 682444 X | 2039-11-15      | 4.5000%  |  | $11.58             | $11.76             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723528 X | 2039-12-15      | 5.5000%  |  | $1944.60           | $2011.87           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 711067 X | 2040-01-15      | 5.0000%  |  | $45.42             | $47.06             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 732228 X | 2040-03-15      | 4.5000%  |  | $14.22             | $14.48             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004709 M | 2040-06-20      | 4.5000%  |  | $82.61             | $82.85             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004771 M | 2040-08-20      | 4.5000%  |  | $23593.99          | $23936.01          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479287 X | 2030-04-15      | 8.0000%  |  | $7.43              | $7.63              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479343 X | 2030-05-15      | 8.0000%  |  | $4.11              | $4.21              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479388 X | 2030-06-15      | 8.5000%  |  | $8.85              | $9.11              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 394750 X | 2030-07-15      | 8.5000%  |  | $5.80              | $5.90              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AJ9480 X | 2044-11-15      | 3.0000%  |  | $24.49             | $22.57             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AJ3916 X | 2044-11-15      | 3.0000%  |  | $22.04             | $20.32             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AF5074 X | 2043-08-15      | 3.0000%  |  | $407.32            | $381.58            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AF0490 X | 2043-08-15      | 3.0000%  |  | $530.47            | $496.93            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AE8819 X | 2043-09-15      | 4.5000%  |  | $161.84            | $166.88            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AE1919 X | 2043-06-15      | 3.0000%  |  | $30.04             | $28.14             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AY8218 X | 2047-01-15      | 4.0000%  |  | $119.83            | $116.64            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AY7069 X | 2047-03-15      | 5.0000%  |  | $102.03            | $103.44            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AY3765 X | 2047-03-15      | 4.5000%  |  | $54.84             | $55.06             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AY3404 X | 2047-02-15      | 4.5000%  |  | $80.47             | $80.80             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD8913 X | 2028-04-15      | 2.5000%  |  | $508.87            | $502.64            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AD8884 C | 2043-03-20      | 3.5000%  |  | $63.91             | $60.26             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD2414 X | 2043-05-15      | 3.5000%  |  | $93.54             | $89.71             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD1800 X | 2028-03-15      | 3.5000%  |  | $54.42             | $54.24             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD0721 X | 2043-06-15      | 3.0000%  |  | $3.09              | $2.89              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9955 M | 2054-10-20      | 7.0000%  |  | $508.88            | $520.33            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9907 M | 2054-09-20      | 6.0000%  |  | $71519.90          | $73410.41          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CM8256 X | 2052-04-15      | 4.5000%  |  | $662.57            | $666.84            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX8692 X | 2046-11-15      | 3.5000%  |  | $101.25            | $95.40             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX7977 X | 2047-02-15      | 4.5000%  |  | $252.14            | $252.03            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6572 X | 2047-06-15      | 5.0000%  |  | $1061.87           | $1085.85           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6549 X | 2047-06-15      | 5.0000%  |  | $229.95            | $233.28            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX5831 X | 2047-01-15      | 4.0000%  |  | $9.31              | $9.07              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX5830 X | 2047-01-15      | 4.0000%  |  | $5241.83           | $5146.80           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CJ9743 C | 2052-02-20      | 2.5000%  |  | $1723.95           | $1524.52           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CJ9811 X | 2052-02-15      | 4.0000%  |  | $1185.12           | $1148.82           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AU2555 X | 2046-07-15      | 5.0000%  |  | $213.78            | $219.40            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AU0789 X | 2046-08-15      | 3.0000%  |  | $26.94             | $24.84             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AT8177 X | 2046-09-15      | 4.5000%  |  | $728.50            | $735.59            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AT7556 X | 2046-07-15      | 4.5000%  |  | $260.08            | $261.85            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AS4936 X | 2046-05-15      | 4.5000%  |  | $2075.49           | $2089.04           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO8520 C | 2065-11-20      | 6.5000%  |  | $5709.12           | $5986.27           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO7614 C | 2065-12-20      | 6.5000%  |  | $3666.53           | $3844.52           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO7523 C | 2065-12-20      | 7.0000%  |  | $2239.17           | $2344.57           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO7303 C | 2065-11-20      | 6.5000%  |  | $4091.88           | $4290.52           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO6610 C | 2065-10-20      | 6.5000%  |  | $1621.89           | $1700.62           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DO4506 C | 2055-12-20      | 5.0000%  |  | $10124.84          | $10239.08          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DO4503 C | 2055-12-20      | 5.0000%  |  | $3823.40           | $3886.26           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5346 C | 2065-12-20      | 6.0000%  |  | $60769.39          | $62610.29          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5340 C | 2065-11-20      | 6.0000%  |  | $2739.09           | $2817.08           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO3953 C | 2065-10-20      | 6.5000%  |  | $2782.74           | $2917.83           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO3636 C | 2065-11-20      | 6.5000%  |  | $10806.26          | $11330.84          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 537955 X | 2030-07-15      | 8.0000%  |  | $1.21              | $1.24              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 532737 X | 2030-07-15      | 8.0000%  |  | $20.91             | $21.85             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 529497 X | 2030-08-15      | 8.0000%  |  | $7.99              | $8.15              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 763431 X | 2041-06-15      | 4.6250%  |  | $74.43             | $75.54             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 729376 X | 2041-07-15      | 4.6250%  |  | $558.19            | $566.22            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738727 X | 2041-09-15      | 4.0000%  |  | $400.77            | $397.32            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 738875 C | 2041-09-20      | 4.5000%  |  | $262.12            | $263.34            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738941 X | 2041-11-15      | 3.5000%  |  | $204.83            | $196.43            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 005247 M | 2026-11-20      | 3.5000%  |  | $6.19              | $6.19              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 515963 X | 2041-11-15      | 3.0000%  |  | $100.44            | $94.34             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 005276 M | 2027-01-20      | 3.0000%  |  | $4.51              | $4.49              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 626972 C | 2045-08-20      | 3.5000%  |  | $893.60            | $855.13            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BJ1318 C | 2049-05-20      | 5.0000%  |  | $112.69            | $116.30            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5699 M | 2049-01-20      | 3.5000%  |  | $526.70            | $489.71            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 617757 X | 2042-02-15      | 3.5000%  |  | $1082.12           | $1039.39           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 778933 X | 2042-02-15      | 3.5000%  |  | $747.17            | $716.08            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 796174 X | 2042-03-15      | 3.5000%  |  | $160.23            | $154.26            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 734571 X | 2042-04-15      | 3.5000%  |  | $6.83              | $6.82              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779072 X | 2042-04-15      | 3.5000%  |  | $1571.35           | $1509.35           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AL9314 X | 2045-03-15      | 3.0000%  |  | $13517.91          | $12462.72          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8088 M | 2052-06-20      | 2.5000%  |  | $5725.61           | $4937.51           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CJ8213 X | 2052-04-15      | 4.0000%  |  | $2601.52           | $2522.26           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 626938 X | 2045-04-15      | 4.0000%  |  | $863.91            | $862.67            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779209 X | 2042-05-15      | 3.5000%  |  | $126.74            | $121.46            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779203 X | 2042-05-15      | 3.5000%  |  | $222.57            | $213.44            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5317 X | 2042-05-15      | 3.5000%  |  | $194.95            | $186.96            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL7254 X | 2052-03-15      | 4.0000%  |  | $1692.95           | $1641.36           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5766 M | 2049-02-20      | 5.5000%  |  | $179.26            | $185.38            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 763300 C | 2041-05-20      | 4.5000%  |  | $610.84            | $612.17            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AZ5424 X | 2047-04-15      | 5.0000%  |  | $436.39            | $444.23            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CI6779 C | 2040-06-20      | 5.0000%  |  | $1068.05           | $1095.81           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DC1960 C | 2054-07-20      | 6.5000%  |  | $2407.00           | $2539.09           | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CM4717 C | 2049-10-20      | 4.5000%  |  | $2264.64           | $2246.43           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AX4655 C | 2047-02-20      | 3.5000%  |  | $3740.47           | $3537.80           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA2310 X | 2047-05-15      | 4.5000%  |  | $160.26            | $160.29            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9849 M | 2054-08-20      | 4.5000%  |  | $17358.42          | $17204.97          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET CP3919 C | 2062-09-20      | 5.5000%  |  | $1498.70           | $1521.87           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8490 M | 2052-12-20      | 5.0000%  |  | $5269.40           | $5325.37           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BB4155 X | 2048-02-15      | 5.0000%  |  | $1062.51           | $1081.60           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9539 M | 2054-03-20      | 4.5000%  |  | $159.73            | $158.34            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CX6895 C | 2053-11-20      | 6.5000%  |  | $2207.85           | $2324.68           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DO3106 C | 2055-11-20      | 6.0000%  |  | $15348.12          | $16045.79          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO2064 C | 2065-11-20      | 6.5000%  |  | $13038.68          | $13671.62          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CM2189 X | 2052-03-15      | 4.0000%  |  | $772.61            | $745.71            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CM2182 X | 2052-03-15      | 4.0000%  |  | $2613.00           | $2520.46           | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CM1038 C | 2050-11-20      | 2.5000%  |  | $2357.49           | $2057.12           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL8514 X | 2052-03-15      | 4.0000%  |  | $2263.93           | $2194.95           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL6996 X | 2052-04-15      | 4.0000%  |  | $9401.87           | $9112.79           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL5004 X | 2052-02-15      | 3.5000%  |  | $725.18            | $676.36            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4957 X | 2052-03-15      | 4.0000%  |  | $181.57            | $176.04            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4956 X | 2052-03-15      | 3.5000%  |  | $292.77            | $275.22            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CL3809 C | 2052-05-20      | 4.0000%  |  | $2694.30           | $2606.99           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4420 X | 2052-04-15      | 4.0000%  |  | $1547.17           | $1493.17           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4396 X | 2052-03-15      | 4.0000%  |  | $1939.04           | $1879.42           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4375 X | 2052-02-15      | 4.0000%  |  | $3095.94           | $3000.75           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK8233 X | 2052-03-15      | 4.0000%  |  | $6546.98           | $6345.68           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK8182 X | 2052-02-15      | 4.0000%  |  | $4614.23           | $4448.83           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK1815 X | 2052-02-15      | 4.0000%  |  | $861.41            | $836.05            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7527 M | 2051-08-20      | 4.0000%  |  | $488.13            | $463.95            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7471 M | 2051-07-20      | 2.0000%  |  | $6068.50           | $5129.70           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7253 M | 2051-03-20      | 1.5000%  |  | $3471.31           | $2818.16           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7260 M | 2051-03-20      | 5.0000%  |  | $317.64            | $326.10            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7988 M | 2052-04-20      | 3.0000%  |  | $19445.10          | $17832.25          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7057 M | 2050-12-20      | 5.0000%  |  | $23.89             | $24.62             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7050 M | 2050-12-20      | 1.5000%  |  | $40375.84          | $32932.09          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7043 M | 2050-12-20      | 2.5000%  |  | $1977.00           | $1717.12           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6996 M | 2050-11-20      | 3.0000%  |  | $1405.76           | $1290.71           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6935 M | 2050-10-20      | 4.5000%  |  | $448.69            | $452.61            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003429 M | 2033-08-20      | 5.5000%  |  | $3.09              | $3.19              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003346 M | 2033-02-20      | 5.5000%  |  | $3.93              | $4.09              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003240 M | 2032-05-20      | 7.0000%  |  | $1.75              | $1.86              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003162 M | 2031-11-20      | 7.0000%  |  | $7.71              | $8.04              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 002897 M | 2030-03-20      | 8.0000%  |  | $37.48             | $39.37             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 002699 M | 2029-01-20      | 6.0000%  |  | $21.54             | $22.25             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 587278 X | 2032-09-15      | 6.5000%  |  | $272.88            | $284.29            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 574355 X | 2032-01-15      | 7.0000%  |  | $7.84              | $8.12              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004100 M | 2038-03-20      | 6.5000%  |  | $2.66              | $2.84              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004085 M | 2038-02-20      | 6.0000%  |  | $2.99              | $3.17              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003879 M | 2036-07-20      | 6.0000%  |  | $2.87              | $3.07              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003654 M | 2034-12-20      | 6.5000%  |  | $1.55              | $1.63              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004462 M | 2039-06-20      | 5.0000%  |  | $65.69             | $66.56             | Agency Mortgage-Backed Securities  |
| GNMA GNII FS 004459 M | 2039-06-20      | 5.0000%  |  | $10.33             | $10.68             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004422 M | 2039-04-20      | 4.0000%  |  | $10.72             | $10.63             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK3278 X | 2052-02-15      | 4.0000%  |  | $2007.21           | $1945.49           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BS8439 X | 2050-05-15      | 3.5000%  |  | $60.59             | $56.96             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6673 X | 2047-07-15      | 5.0000%  |  | $698.14            | $716.53            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5422 C | 2065-06-20      | 6.5000%  |  | $4727.59           | $4957.09           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2152 C | 2065-04-20      | 7.0000%  |  | $14140.52          | $14806.12          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL3096 C | 2055-08-20      | 6.5000%  |  | $2033.66           | $2157.49           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DD8900 C | 2065-05-20      | 6.5000%  |  | $1736.67           | $1820.97           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG9183 C | 2065-02-20      | 6.5000%  |  | $7996.68           | $8384.85           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM5819 C | 2065-09-20      | 6.5000%  |  | $28029.49          | $29390.19          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG4224 C | 2065-02-20      | 6.5000%  |  | $7410.66           | $7766.15           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG8301 C | 2064-12-20      | 7.0000%  |  | $1154.86           | $1209.22           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI3387 C | 2065-02-20      | 7.0000%  |  | $3944.27           | $4129.91           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ8609 C | 2065-05-20      | 6.5000%  |  | $5451.52           | $5716.16           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN5969 C | 2055-10-20      | 6.0000%  |  | $8543.70           | $8910.78           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK8087 C | 2065-07-20      | 7.0000%  |  | $10316.95          | $10802.58          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL4097 C | 2055-08-20      | 6.0000%  |  | $5498.30           | $5716.31           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9309 C | 2065-02-20      | 6.0000%  |  | $3966.42           | $4079.36           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4115 C | 2065-10-20      | 6.5000%  |  | $11405.85          | $11959.54          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ8852 C | 2065-06-20      | 6.0000%  |  | $2494.28           | $2565.30           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI6885 C | 2065-03-20      | 6.5000%  |  | $4230.99           | $4436.38           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK8072 C | 2065-07-20      | 7.0000%  |  | $17260.99          | $18073.47          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK7148 C | 2055-06-20      | 7.0000%  |  | $2653.39           | $2784.60           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK1601 C | 2065-05-20      | 4.0000%  |  | $429.75            | $415.85            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI2112 C | 2064-12-20      | 6.0000%  |  | $4485.48           | $4613.19           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE6030 C | 2064-09-20      | 6.5000%  |  | $1518.85           | $1592.57           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0658 M | 2040-10-20      | 5.5000%  |  | $70.52             | $72.70             | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL0057 C | 2065-06-20      | 6.5000%  |  | $5471.29           | $5736.89           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DG4261 C | 2054-11-20      | 6.5000%  |  | $3316.96           | $3490.90           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL3403 C | 2065-08-20      | 6.5000%  |  | $4713.17           | $4941.97           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ0819 C | 2055-05-20      | 7.0000%  |  | $2085.94           | $2187.84           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL0669 C | 2065-06-20      | 6.5000%  |  | $2309.16           | $2421.26           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL3529 C | 2055-07-20      | 7.0000%  |  | $6533.24           | $6852.39           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2868 C | 2065-07-20      | 6.5000%  |  | $12292.59          | $12889.31          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0203 M | 2055-02-20      | 4.5000%  |  | $9909.90           | $9821.85           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5961 C | 2065-06-20      | 6.0000%  |  | $2281.17           | $2346.13           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI6898 C | 2065-03-20      | 6.5000%  |  | $7837.64           | $8218.11           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0369 M | 2055-05-20      | 7.0000%  |  | $414361.53         | $430227.67         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2320 C | 2065-06-20      | 6.0000%  |  | $135697.98         | $139561.76         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7580 C | 2065-10-20      | 6.5000%  |  | $14258.14          | $14950.30          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO0554 C | 2066-01-20      | 6.5000%  |  | $1132.51           | $1187.49           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN6397 C | 2056-02-20      | 5.5000%  |  | $20917.94          | $21487.00          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CJ2165 X | 2052-04-15      | 3.5000%  |  | $186.48            | $178.65            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CJ2157 X | 2052-03-15      | 3.0000%  |  | $14319.75          | $13235.65          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CI1518 C | 2052-04-20      | 2.5000%  |  | $6333.03           | $5600.44           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CH9027 X | 2051-10-15      | 3.5000%  |  | $1537.83           | $1469.68           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CC2874 C | 2051-03-20      | 2.0000%  |  | $8026.61           | $6827.48           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CB4372 C | 2051-09-20      | 3.5000%  |  | $8781.57           | $8230.15           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CB1543 C | 2051-02-20      | 3.0000%  |  | $46.08             | $42.25             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BZ4061 C | 2050-12-20      | 2.0000%  |  | $9287.69           | $7793.41           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BW1745 C | 2050-08-20      | 3.0000%  |  | $515.39            | $472.58            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BN2662 C | 2049-10-20      | 3.0000%  |  | $4516.75           | $4147.18           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI5117 C | 2055-06-20      | 7.0000%  |  | $2835.63           | $2999.27           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI3385 C | 2065-01-20      | 6.0000%  |  | $1842.20           | $1894.65           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI3232 C | 2065-01-20      | 6.5000%  |  | $1734.96           | $1819.18           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI3211 C | 2065-04-20      | 6.0000%  |  | $1305.47           | $1342.64           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI0718 C | 2065-02-20      | 6.5000%  |  | $2184.52           | $2290.56           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI0511 C | 2064-12-20      | 6.0000%  |  | $2939.58           | $3023.28           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0937 M | 2056-02-20      | 5.5000%  |  | $1294724.91        | $1319712.10        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0936 M | 2056-02-20      | 5.0000%  |  | $1755867.69        | $1768669.92        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0739 M | 2055-09-20      | 2.0000%  |  | $777.99            | $657.59            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0733 M | 2055-11-20      | 5.5000%  |  | $31735.76          | $32129.35          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0673 M | 2055-10-20      | 5.5000%  |  | $42268.42          | $42792.64          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0626 M | 2055-09-20      | 7.0000%  |  | $240701.28         | $250065.90         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0620 M | 2055-09-20      | 4.0000%  |  | $10879.55          | $10474.33          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0558 M | 2055-08-20      | 6.5000%  |  | $13189.44          | $13758.48          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0488 M | 2055-07-20      | 7.0000%  |  | $7357.14           | $7646.03           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8878 M | 2053-05-20      | 5.0000%  |  | $80967.03          | $81930.31          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7937 M | 2052-03-20      | 3.0000%  |  | $949.93            | $871.00            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7882 M | 2052-02-20      | 3.0000%  |  | $2854.46           | $2617.59           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7880 M | 2052-02-20      | 2.0000%  |  | $719384.07         | $608082.01         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7869 M | 2052-02-20      | 1.5000%  |  | $1730.76           | $1352.61           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7827 M | 2052-01-20      | 2.5000%  |  | $356832.94         | $314778.59         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7767 M | 2051-12-20      | 2.5000%  |  | $785042.33         | $692521.60         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7756 M | 2051-12-20      | 2.5000%  |  | $1477.68           | $1274.29           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7528 M | 2049-04-20      | 4.5000%  |  | $571.19            | $569.28            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO0117 C | 2065-10-20      | 6.0000%  |  | $5246.24           | $5405.17           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9476 M | 2054-02-20      | 6.0000%  |  | $3156.36           | $3192.17           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9418 M | 2054-01-20      | 3.0000%  |  | $425.73            | $392.08            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9357 M | 2053-12-20      | 3.0000%  |  | $338.41            | $311.99            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9351 M | 2053-12-20      | 6.5000%  |  | $108.04            | $111.49            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9294 M | 2053-11-20      | 6.5000%  |  | $30.01             | $30.97             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9245 M | 2053-10-20      | 7.5000%  |  | $983.49            | $1027.95           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO9800 C | 2065-12-20      | 7.0000%  |  | $5914.29           | $6192.69           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP4247 C | 2056-01-20      | 5.5000%  |  | $4704.99           | $4838.72           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ3714 C | 2054-01-20      | 7.5000%  |  | $1540.89           | $1632.88           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 736749 X | 2042-08-15      | 3.0000%  |  | $824.89            | $773.79            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9108 X | 2042-10-15      | 3.0000%  |  | $183.86            | $172.24            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AQ5841 X | 2039-12-15      | 5.0000%  |  | $215.12            | $219.41            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DD8236 C | 2054-09-20      | 5.5000%  |  | $2102.93           | $2161.10           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 766428 X | 2046-11-15      | 2.5000%  |  | $354.34            | $315.89            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BG9709 X | 2048-07-15      | 4.0000%  |  | $54.35             | $54.27             | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DD8675 C | 2064-09-20      | 6.5000%  |  | $2881.14           | $3032.29           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 771528 X | 2044-12-15      | 3.5000%  |  | $1672.33           | $1603.70           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6884 M | 2050-08-20      | 2.0000%  |  | $1854.57           | $1533.19           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA8343 X | 2027-11-15      | 3.5000%  |  | $1.24              | $1.24              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5819 X | 2042-11-15      | 3.0000%  |  | $119.50            | $111.95            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3597 M | 2046-04-20      | 3.5000%  |  | $7654.04           | $7352.91           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6856 M | 2050-09-20      | 3.0000%  |  | $144.31            | $129.24            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK2682 X | 2052-02-15      | 4.0000%  |  | $538.20            | $521.22            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CM2120 X | 2052-02-15      | 4.0000%  |  | $3625.03           | $3555.53           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AB7995 C | 2042-12-20      | 3.0000%  |  | $73.88             | $67.58             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AA5960 C | 2043-01-20      | 3.0000%  |  | $880.20            | $807.17            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL3174 X | 2052-02-15      | 4.0000%  |  | $1429.66           | $1386.10           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4902 M | 2047-12-20      | 4.5000%  |  | $2714.91           | $2742.65           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784101 M | 2044-08-20      | 3.5000%  |  | $34341.24          | $33087.95          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BN9288 X | 2049-07-15      | 4.0000%  |  | $31.33             | $30.37             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ1678 C | 2054-01-20      | 7.5000%  |  | $9391.87           | $10244.95          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4585 M | 2047-07-20      | 3.0000%  |  | $20.72             | $19.22             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL6189 X | 2052-03-15      | 4.0000%  |  | $2119.08           | $2050.98           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4311 M | 2047-03-20      | 4.0000%  |  | $101.08            | $97.81             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5321 M | 2048-07-20      | 4.5000%  |  | $83.30             | $83.02             | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO5656 C | 2040-06-20      | 5.0000%  |  | $3798.37           | $3845.97           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA9298 X | 2047-11-15      | 3.5000%  |  | $183.13            | $174.20            | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CN6339 C | 2049-10-20      | 4.0000%  |  | $3399.51           | $3285.35           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AV7449 X | 2046-09-15      | 3.5000%  |  | $53.66             | $50.56             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6479 M | 2050-02-20      | 5.5000%  |  | $33.16             | $34.50             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6932 M | 2050-10-20      | 3.0000%  |  | $93516.97          | $85984.71          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CX6886 C | 2053-12-20      | 7.0000%  |  | $1477.58           | $1547.27           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7888 M | 2052-02-20      | 6.0000%  |  | $477.93            | $495.01            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BU8660 X | 2050-07-15      | 2.5000%  |  | $129.32            | $114.32            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BC0462 C | 2047-11-20      | 3.5000%  |  | $1967.21           | $1860.61           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4514 M | 2047-06-20      | 5.5000%  |  | $2149.93           | $2234.90           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6144 M | 2049-09-20      | 3.0000%  |  | $253.12            | $226.70            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9106 M | 2053-08-20      | 5.5000%  |  | $1.46              | $1.50              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9017 M | 2053-07-20      | 5.5000%  |  | $37482.78          | $38457.68          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9848 M | 2054-08-20      | 4.0000%  |  | $3485.38           | $3361.05           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9822 M | 2039-08-20      | 4.5000%  |  | $185.10            | $186.55            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004945 M | 2041-02-20      | 4.0000%  |  | $31.61             | $31.24             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8804 M | 2053-04-20      | 7.0000%  |  | $280.94            | $293.18            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8632 M | 2052-01-20      | 2.5000%  |  | $3537.70           | $3042.06           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8414 M | 2052-11-20      | 2.5000%  |  | $3135.75           | $2704.16           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8271 M | 2052-09-20      | 6.0000%  |  | $2610.52           | $2698.43           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8239 M | 2037-02-20      | 2.0000%  |  | $46.04             | $42.83             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8257 M | 2052-09-20      | 2.5000%  |  | $10743.70          | $9264.94           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8181 M | 2037-09-20      | 6.5000%  |  | $32.50             | $33.90             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8189 M | 2052-08-20      | 2.5000%  |  | $1881.77           | $1627.43           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8149 M | 2052-07-20      | 3.5000%  |  | $7777.15           | $7361.98           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BT3503 X | 2050-02-15      | 4.0000%  |  | $117.36            | $113.59            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BS1471 C | 2050-03-20      | 3.5000%  |  | $1411.31           | $1355.77           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BR4833 X | 2052-09-15      | 4.5000%  |  | $2176.71           | $2173.57           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BR4832 X | 2052-06-15      | 4.0000%  |  | $916.47            | $888.55            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BQ8591 X | 2049-11-15      | 3.0000%  |  | $54.28             | $49.77             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BP5514 C | 2049-09-20      | 3.5000%  |  | $13962.26          | $12912.26          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO0109 C | 2065-10-20      | 6.5000%  |  | $3196.96           | $3352.15           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI6886 C | 2065-03-20      | 7.0000%  |  | $12356.90          | $12938.55          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI5972 C | 2065-06-20      | 7.0000%  |  | $2037.08           | $2132.97           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BO1539 C | 2049-07-20      | 3.5000%  |  | $4797.98           | $4555.88           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004879 M | 2040-12-20      | 4.0000%  |  | $375.34            | $363.23            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004833 M | 2040-10-20      | 4.0000%  |  | $5750.03           | $5684.46           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004850 M | 2040-11-20      | 4.5000%  |  | $8.82              | $9.06              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004797 M | 2040-09-20      | 5.0000%  |  | $1.60              | $1.63              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004796 M | 2040-09-20      | 4.5000%  |  | $43.78             | $43.91             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004710 M | 2040-06-20      | 5.0000%  |  | $23.43             | $23.74             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004695 M | 2040-05-20      | 4.0000%  |  | $38.84             | $38.50             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004535 M | 2039-09-20      | 6.0000%  |  | $8.52              | $8.53              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004337 M | 2039-01-20      | 6.0000%  |  | $6.55              | $6.69              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004364 M | 2039-02-20      | 6.0000%  |  | $1.94              | $1.97              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004285 M | 2038-11-20      | 6.0000%  |  | $10.10             | $10.23             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004240 M | 2038-09-20      | 6.5000%  |  | $2.22              | $2.31              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004239 M | 2038-09-20      | 6.0000%  |  | $15.19             | $15.50             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 603333 X | 2032-12-15      | 5.5000%  |  | $37.03             | $37.62             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 603349 X | 2033-01-15      | 6.0000%  |  | $3.19              | $3.25              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 603915 X | 2033-01-15      | 5.5000%  |  | $1547.57           | $1601.20           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 599898 X | 2033-03-15      | 6.0000%  |  | $39.26             | $40.32             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 595624 X | 2033-02-15      | 5.5000%  |  | $1.10              | $1.13              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BA8388 C | 2047-11-20      | 3.5000%  |  | $1853.95           | $1753.49           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD8784 X | 2043-03-15      | 3.0000%  |  | $89.82             | $84.15             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA6290 X | 2043-04-15      | 3.0000%  |  | $1879.56           | $1760.75           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ1884 C | 2054-01-20      | 6.5000%  |  | $1414.05           | $1482.61           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784899 C | 2048-02-20      | 4.0000%  |  | $92.88             | $89.42             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA6408 X | 2043-05-15      | 3.0000%  |  | $443.40            | $415.37            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP2010 X | 2045-12-15      | 4.5000%  |  | $92.74             | $93.35             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK1816 X | 2052-03-15      | 3.5000%  |  | $1325.12           | $1239.58           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6081 M | 2049-08-20      | 3.5000%  |  | $133.69            | $124.41            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ7329 C | 2065-06-20      | 6.5000%  |  | $12738.85          | $13357.23          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL9713 C | 2055-08-20      | 7.0000%  |  | $2801.16           | $2940.50           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ0710 C | 2055-05-20      | 7.0000%  |  | $2231.34           | $2339.25           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4308 C | 2065-11-20      | 6.0000%  |  | $5288.43           | $5452.25           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0337 M | 2040-05-20      | 3.5000%  |  | $1210.06           | $1180.05           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH2988 C | 2064-12-20      | 6.0000%  |  | $5574.18           | $5732.89           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ9491 C | 2055-08-20      | 6.0000%  |  | $6646.11           | $6964.35           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7597 C | 2065-10-20      | 6.5000%  |  | $4277.58           | $4485.23           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL5370 C | 2055-11-20      | 5.0000%  |  | $2238.50           | $2266.51           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ2337 C | 2066-02-20      | 6.5000%  |  | $19292.25          | $20228.78          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN6532 C | 2056-02-20      | 5.0000%  |  | $6912.27           | $7007.47           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DO2384 C | 2055-12-20      | 5.0000%  |  | $5588.94           | $5641.71           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL2020 C | 2055-07-20      | 7.5000%  |  | $1476.50           | $1546.31           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX5857 X | 2047-01-15      | 4.0000%  |  | $8.47              | $8.25              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AF1050 X | 2043-07-15      | 3.0000%  |  | $472.80            | $445.27            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AE7828 C | 2043-08-20      | 3.0000%  |  | $167.20            | $153.54            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AE7992 C | 2043-11-20      | 4.5000%  |  | $565.92            | $566.00            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6402 M | 2050-01-20      | 4.5000%  |  | $39.60             | $38.56             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7303 M | 2051-04-20      | 2.0000%  |  | $1798.36           | $1488.93           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ3718 C | 2054-01-20      | 7.5000%  |  | $1090.42           | $1138.59           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BR6606 X | 2050-02-15      | 3.0000%  |  | $2618.74           | $2401.20           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9777 M | 2054-07-20      | 4.5000%  |  | $628.04            | $622.52            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7535 M | 2051-08-20      | 3.0000%  |  | $2101.39           | $1927.66           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA1677 M | 2044-02-20      | 3.5000%  |  | $483.88            | $467.33            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA1831 M | 2044-04-20      | 4.5000%  |  | $52.39             | $52.54             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL3185 X | 2052-02-15      | 4.0000%  |  | $1935.26           | $1876.29           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4382 M | 2047-04-20      | 3.5000%  |  | $4659.07           | $4470.90           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AK0488 X | 2044-10-15      | 3.0000%  |  | $301.22            | $277.70            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2066 M | 2044-07-20      | 4.5000%  |  | $1.86              | $1.87              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AI9884 X | 2044-08-15      | 4.0000%  |  | $85.51             | $83.53             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2215 M | 2044-09-20      | 3.5000%  |  | $30.01             | $27.90             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7578 M | 2051-09-20      | 2.0000%  |  | $518.41            | $423.41            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 595070 X | 2032-10-15      | 6.0000%  |  | $754.00            | $789.62            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BM9743 C | 2049-11-20      | 4.0000%  |  | $1325.13           | $1287.22           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BM2121 X | 2049-06-15      | 5.0000%  |  | $2845.89           | $2954.01           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BL5765 X | 2049-03-15      | 5.0000%  |  | $1646.63           | $1724.59           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BJ2882 X | 2048-12-15      | 5.5000%  |  | $176.73            | $180.84            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BG5674 X | 2048-07-15      | 4.0000%  |  | $507.67            | $506.94            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BF9995 X | 2048-04-15      | 4.5000%  |  | $62.89             | $62.91             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CP8516 C | 2052-10-20      | 5.5000%  |  | $393.50            | $406.06            | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO7002 C | 2042-05-20      | 3.5000%  |  | $1981.62           | $1862.40           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL2984 C | 2065-04-20      | 7.0000%  |  | $1077.17           | $1127.87           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1238 C | 2065-07-20      | 6.5000%  |  | $3112.07           | $3263.14           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1179 C | 2065-07-20      | 6.5000%  |  | $9432.99           | $9890.90           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1151 C | 2065-07-20      | 6.0000%  |  | $1105.05           | $1136.52           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1738 C | 2065-09-20      | 6.5000%  |  | $1718.92           | $1802.36           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL0584 C | 2065-09-20      | 6.0000%  |  | $4134.99           | $4260.26           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL0482 C | 2055-08-20      | 6.0000%  |  | $5468.08           | $5711.65           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL0425 C | 2065-03-20      | 7.0000%  |  | $1834.32           | $1920.66           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK9705 C | 2055-07-20      | 6.0000%  |  | $4507.44           | $4668.54           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK9184 C | 2065-10-20      | 6.5000%  |  | $32771.73          | $34343.81          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK9030 C | 2065-07-20      | 2.0000%  |  | $2271.03           | $1812.08           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK7735 C | 2065-06-20      | 6.5000%  |  | $5157.11           | $5407.46           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 570503 X | 2031-12-15      | 6.5000%  |  | $1.22              | $1.26              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 605618 X | 2034-07-15      | 5.5000%  |  | $6.87              | $7.16              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 605561 X | 2034-11-15      | 5.5000%  |  | $446.46            | $451.38            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 604975 X | 2034-02-15      | 5.5000%  |  | $1.34              | $1.38              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 604125 X | 2033-03-15      | 6.5000%  |  | $4.17              | $4.29              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 603681 X | 2033-05-15      | 5.5000%  |  | $3.85              | $3.91              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK7345 C | 2055-07-20      | 6.0000%  |  | $2390.67           | $2514.86           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT MA0872 M | 2043-03-20      | 5.6250%  |  | $15.79             | $16.13             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0784 M | 2043-02-20      | 4.0000%  |  | $1281.45           | $1265.37           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AC4274 X | 2045-08-15      | 3.5000%  |  | $68.49             | $65.68             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9207 X | 2042-11-15      | 3.0000%  |  | $39.43             | $36.48             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9206 X | 2042-11-15      | 3.0000%  |  | $155.08            | $145.28            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 543698 X | 2030-11-15      | 8.0000%  |  | $27.52             | $28.42             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 542756 X | 2031-04-15      | 7.0000%  |  | $173.54            | $179.44            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 538717 X | 2035-05-15      | 5.5000%  |  | $4.28              | $4.45              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 538089 X | 2030-10-15      | 8.0000%  |  | $6.70              | $6.90              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 537957 X | 2030-07-15      | 8.0000%  |  | $2.46              | $2.51              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 538299 X | 2032-01-15      | 6.0000%  |  | $37.09             | $37.98             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 533924 X | 2030-07-15      | 8.5000%  |  | $9.23              | $9.41              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 533891 X | 2030-06-15      | 8.5000%  |  | $5.42              | $5.52              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9205 X | 2042-11-15      | 3.0000%  |  | $22.73             | $21.31             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BY5698 C | 2050-10-20      | 2.0000%  |  | $2466.39           | $2065.02           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CS7666 C | 2053-04-20      | 7.0000%  |  | $1275.94           | $1338.24           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AV1814 X | 2046-08-15      | 3.0000%  |  | $193.90            | $178.75            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785018 C | 2050-05-20      | 3.5000%  |  | $41664.35          | $39381.59          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8566 M | 2053-01-20      | 3.5000%  |  | $1123.97           | $1064.21           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX8719 X | 2046-11-15      | 3.5000%  |  | $1152.86           | $1101.17           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX8720 X | 2046-11-15      | 3.5000%  |  | $233.69            | $222.72            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 582759 X | 2033-08-15      | 5.5000%  |  | $4.68              | $4.72              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 610315 X | 2033-09-15      | 5.5000%  |  | $2.51              | $2.53              | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 080790 M | 2033-12-20      | 5.1250%  |  | $127.51            | $130.64            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 604946 X | 2034-01-15      | 5.5000%  |  | $87.71             | $90.95             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 536958 X | 2030-08-15      | 8.0000%  |  | $4.80              | $4.92              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479600 X | 2030-08-15      | 8.0000%  |  | $76.06             | $78.38             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 521125 X | 2030-10-15      | 8.0000%  |  | $1.53              | $1.56              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 511731 X | 2030-10-15      | 8.5000%  |  | $15.97             | $16.47             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 530178 X | 2030-11-15      | 8.0000%  |  | $9.99              | $10.22             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 543872 X | 2031-01-15      | 8.5000%  |  | $1.27              | $1.31              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 526525 X | 2031-02-15      | 8.5000%  |  | $6.18              | $6.30              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 536622 X | 2030-11-15      | 8.0000%  |  | $6.45              | $6.57              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 581070 X | 2032-02-15      | 6.0000%  |  | $3.30              | $3.46              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 552765 X | 2032-09-15      | 6.5000%  |  | $249.62            | $259.44            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 581589 X | 2032-10-15      | 6.0000%  |  | $161.38            | $166.58            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 604083 X | 2033-03-15      | 5.5000%  |  | $1321.47           | $1349.38           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003598 M | 2034-08-20      | 6.0000%  |  | $3.65              | $3.88              | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081079 M | 2034-09-20      | 5.3750%  |  | $8.57              | $8.67              | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081174 M | 2034-12-20      | 5.1250%  |  | $17.46             | $17.78             | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081278 M | 2035-03-20      | 5.6250%  |  | $7.47              | $7.61              | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081314 M | 2035-04-20      | 5.6250%  |  | $42.63             | $43.49             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK3254 C | 2055-06-20      | 7.0000%  |  | $2798.54           | $2932.39           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ0836 C | 2065-04-20      | 7.0000%  |  | $805.40            | $843.31            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK0491 C | 2065-05-20      | 6.5000%  |  | $1706.70           | $1789.55           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK8338 C | 2065-06-20      | 7.0000%  |  | $1070.70           | $1121.10           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ8834 C | 2065-06-20      | 6.5000%  |  | $4199.79           | $4403.66           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0482 M | 2055-07-20      | 4.0000%  |  | $6026.47           | $5799.08           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0623 M | 2055-09-20      | 5.5000%  |  | $205040.13         | $208678.00         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK2992 C | 2065-05-20      | 6.0000%  |  | $4727.60           | $4862.21           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK2316 C | 2065-05-20      | 6.5000%  |  | $4095.85           | $4294.68           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ0732 C | 2055-05-20      | 6.0000%  |  | $6686.23           | $6916.51           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK3341 C | 2065-05-20      | 6.5000%  |  | $11621.86          | $12186.04          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ6225 C | 2065-03-20      | 7.0000%  |  | $1839.86           | $1926.47           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1153 C | 2065-07-20      | 6.5000%  |  | $14105.15          | $14789.86          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9169 X | 2042-11-15      | 3.0000%  |  | $554.02            | $521.37            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9109 X | 2042-10-15      | 3.0000%  |  | $46.04             | $43.10             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9082 X | 2042-10-15      | 3.0000%  |  | $232.54            | $217.84            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB8166 X | 2043-01-15      | 4.0000%  |  | $342.11            | $336.22            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AB7797 C | 2042-11-20      | 3.5000%  |  | $1931.44           | $1800.67           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB5980 X | 2045-12-15      | 4.5000%  |  | $257.05            | $258.72            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB2869 X | 2042-09-15      | 3.0000%  |  | $139.85            | $131.05            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB2892 X | 2042-09-15      | 3.0000%  |  | $87.50             | $82.12             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA8393 X | 2027-09-15      | 2.5000%  |  | $270.53            | $268.24            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA8341 X | 2028-02-15      | 2.5000%  |  | $89.30             | $88.36             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA6403 X | 2043-05-15      | 3.0000%  |  | $85.65             | $80.24             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5946 X | 2042-10-15      | 3.5000%  |  | $37.31             | $35.75             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5821 X | 2042-11-15      | 3.0000%  |  | $70.70             | $66.23             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5649 X | 2042-09-15      | 3.0000%  |  | $80.88             | $75.86             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5527 X | 2042-08-15      | 3.5000%  |  | $144.75            | $139.50            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 532746 X | 2030-07-15      | 8.5000%  |  | $2.75              | $2.84              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 532706 X | 2030-07-15      | 8.5000%  |  | $3.55              | $3.72              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531306 X | 2030-08-15      | 8.5000%  |  | $9.91              | $10.27             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531257 X | 2030-07-15      | 8.5000%  |  | $11.72             | $11.95             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531197 X | 2030-06-15      | 8.5000%  |  | $3.36              | $3.43              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531194 X | 2030-06-15      | 8.0000%  |  | $6.23              | $6.37              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 530954 X | 2031-01-15      | 7.5000%  |  | $25.49             | $26.32             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531030 X | 2032-05-15      | 7.0000%  |  | $20.78             | $21.28             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 530017 X | 2030-06-15      | 8.5000%  |  | $5.80              | $6.02              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 529731 X | 2031-01-15      | 8.0000%  |  | $4.36              | $4.49              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 525972 X | 2030-08-15      | 8.5000%  |  | $6.37              | $6.48              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 525564 X | 2030-01-15      | 8.5000%  |  | $8.01              | $8.21              | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE1933 C | 2064-09-20      | 6.0000%  |  | $3745.70           | $3852.35           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DE0617 C | 2054-06-20      | 6.5000%  |  | $24198.72          | $25482.26          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE0857 C | 2064-11-20      | 6.5000%  |  | $3503.66           | $3692.76           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DD9128 C | 2054-08-20      | 6.5000%  |  | $5377.29           | $5659.28           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DD7840 C | 2054-08-20      | 6.5000%  |  | $12476.83          | $13040.81          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP6962 C | 2056-01-20      | 5.5000%  |  | $4853.76           | $5031.35           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP4670 C | 2056-02-20      | 6.5000%  |  | $2559.37           | $2695.15           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP4262 C | 2056-01-20      | 6.0000%  |  | $16623.25          | $17247.69          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP4255 C | 2056-01-20      | 5.5000%  |  | $23464.19          | $24102.52          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP4272 C | 2056-01-20      | 6.5000%  |  | $6577.06           | $6925.95           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP3868 C | 2066-02-20      | 6.5000%  |  | $2131.15           | $2234.60           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6818 M | 2050-08-20      | 2.0000%  |  | $211213.84         | $178631.88         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6700 M | 2050-06-20      | 3.0000%  |  | $47.23             | $42.30             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6656 M | 2050-05-20      | 3.0000%  |  | $18672.58          | $17176.09          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6605 M | 2050-04-20      | 6.0000%  |  | $21.78             | $23.06             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH3901 C | 2055-01-20      | 7.0000%  |  | $2031.38           | $2139.12           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO9496 C | 2064-10-20      | 6.5000%  |  | $438.13            | $459.40            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0688 M | 2055-10-20      | 6.5000%  |  | $1850.26           | $1930.55           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM5647 C | 2065-09-20      | 6.5000%  |  | $10187.04          | $10681.56          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN2124 C | 2065-11-20      | 6.5000%  |  | $1400.74           | $1468.74           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP8555 C | 2056-02-20      | 6.5000%  |  | $2362.10           | $2487.41           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0939 M | 2056-02-20      | 6.5000%  |  | $13595.91          | $14247.42          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK3235 C | 2055-07-20      | 6.0000%  |  | $9743.90           | $10066.19          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4298 C | 2065-11-20      | 6.5000%  |  | $46467.67          | $48625.23          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788418 C | 2055-12-20      | 6.5000%  |  | $122013.42         | $128650.64         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5345 C | 2065-12-20      | 6.0000%  |  | $5273.44           | $5433.20           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM5743 C | 2065-10-20      | 6.5000%  |  | $15635.89          | $16343.02          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN9358 C | 2065-12-20      | 6.5000%  |  | $6727.48           | $7054.06           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN6065 C | 2055-11-20      | 7.5000%  |  | $3684.76           | $3981.96           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP8465 C | 2056-01-20      | 6.0000%  |  | $7613.41           | $7869.83           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DO5366 C | 2056-01-20      | 5.0000%  |  | $2124.78           | $2156.59           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN8786 C | 2056-01-20      | 5.0000%  |  | $3588.25           | $3622.14           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN6227 C | 2065-12-20      | 6.5000%  |  | $2651.64           | $2780.36           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ4009 C | 2054-01-20      | 7.5000%  |  | $2009.28           | $2119.77           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF1078 C | 2064-10-20      | 6.0000%  |  | $2431.24           | $2500.47           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8797 M | 2053-04-20      | 3.5000%  |  | $274.60            | $262.21            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8783 M | 2052-03-20      | 2.5000%  |  | $1400.01           | $1203.85           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 752188 X | 2046-02-15      | 3.0000%  |  | $3436.61           | $3176.71           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA3027 M | 2045-08-20      | 4.0000%  |  | $5.43              | $5.26              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6534 M | 2050-03-20      | 4.5000%  |  | $846.30            | $834.07            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6433 M | 2034-11-20      | 2.0000%  |  | $110.82            | $103.09            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7194 M | 2051-02-20      | 3.0000%  |  | $16869.77          | $15484.47          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7184 M | 2051-02-20      | 2.0000%  |  | $1894.85           | $1566.47           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DB4905 C | 2054-04-20      | 6.5000%  |  | $1576.88           | $1670.98           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DA9997 C | 2054-04-20      | 6.5000%  |  | $4918.62           | $5174.74           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DA8531 C | 2054-03-20      | 7.0000%  |  | $2489.47           | $2621.50           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DA8869 C | 2054-03-20      | 6.0000%  |  | $8882.28           | $9199.74           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DA7209 C | 2054-05-20      | 7.0000%  |  | $1543.82           | $1619.23           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DA7167 C | 2054-05-20      | 7.0000%  |  | $3432.67           | $3617.39           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DA2059 C | 2054-04-20      | 6.0000%  |  | $3515.22           | $3640.09           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DA1949 C | 2054-02-20      | 6.5000%  |  | $4785.96           | $5039.83           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ7891 C | 2054-02-20      | 6.5000%  |  | $4050.74           | $4282.21           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ5226 C | 2054-01-20      | 7.5000%  |  | $275.52            | $287.83            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ3708 C | 2054-01-20      | 7.0000%  |  | $7213.83           | $7566.19           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ3600 C | 2053-12-20      | 7.5000%  |  | $1473.08           | $1552.07           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6409 M | 2050-01-20      | 3.0000%  |  | $26800.22          | $24665.49          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6400 M | 2050-01-20      | 3.5000%  |  | $18.58             | $17.20             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6398 M | 2050-01-20      | 2.5000%  |  | $15610.14          | $13616.28          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 783324 M | 2041-05-20      | 4.0000%  |  | $169.78            | $167.74            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 758861 X | 2028-03-15      | 2.5000%  |  | $17.91             | $17.68             | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK8071 C | 2065-06-20      | 6.5000%  |  | $4045.92           | $4242.33           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK6495 C | 2065-07-20      | 6.0000%  |  | $4665.85           | $4798.71           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK7117 C | 2065-08-20      | 6.5000%  |  | $2123.98           | $2227.08           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP1824 C | 2065-12-20      | 7.0000%  |  | $3521.59           | $3687.35           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP1589 C | 2066-02-20      | 6.5000%  |  | $747.85            | $784.15            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP1306 C | 2056-02-20      | 6.5000%  |  | $34583.74          | $37148.63          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK2115 C | 2065-08-20      | 7.0000%  |  | $4219.00           | $4417.59           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5975 C | 2065-05-20      | 6.0000%  |  | $2410.77           | $2479.41           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5909 C | 2065-06-20      | 6.5000%  |  | $2328.46           | $2441.49           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5792 C | 2065-08-20      | 7.0000%  |  | $12521.15          | $13110.52          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5493 C | 2065-05-20      | 6.0000%  |  | $2012.69           | $2070.00           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK6172 C | 2065-06-20      | 6.0000%  |  | $3704.59           | $3810.07           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK4289 C | 2065-03-20      | 6.0000%  |  | $2139.82           | $2200.74           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK3914 C | 2065-05-20      | 6.5000%  |  | $2889.09           | $3029.33           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK3277 C | 2055-06-20      | 6.0000%  |  | $4446.92           | $4588.58           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK3261 C | 2065-06-20      | 6.5000%  |  | $12793.62          | $13414.68          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK2982 C | 2065-05-20      | 6.0000%  |  | $10761.93          | $11068.35          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 523018 X | 2030-07-15      | 8.0000%  |  | $1.24              | $1.26              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 523015 X | 2030-07-15      | 8.5000%  |  | $4.41              | $4.50              | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP2076 C | 2066-01-20      | 6.5000%  |  | $4895.74           | $5133.40           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK1600 C | 2065-05-20      | 4.5000%  |  | $242.17            | $238.68            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK1315 C | 2055-06-20      | 6.0000%  |  | $2218.61           | $2310.02           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK0640 C | 2055-06-20      | 6.0000%  |  | $6654.65           | $6811.73           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5330 X | 2042-06-15      | 3.5000%  |  | $825.35            | $791.01            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA0267 X | 2042-03-15      | 3.5000%  |  | $195.09            | $187.21            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7137 M | 2051-01-20      | 3.0000%  |  | $1257.25           | $1157.91           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5976 M | 2049-06-20      | 3.5000%  |  | $66.43             | $61.82             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5930 M | 2049-05-20      | 3.5000%  |  | $1268.89           | $1212.28           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5815 M | 2049-03-20      | 3.0000%  |  | $10647.93          | $9894.60           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5755 M | 2049-02-20      | 5.0000%  |  | $36.29             | $36.34             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5565 M | 2033-11-20      | 4.0000%  |  | $120.52            | $121.61            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5529 M | 2048-10-20      | 4.5000%  |  | $161.08            | $162.38            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5465 M | 2048-09-20      | 3.5000%  |  | $552.72            | $528.26            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 674945 X | 2037-11-15      | 6.0000%  |  | $12.66             | $13.40             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 672590 X | 2038-02-15      | 6.0000%  |  | $330.07            | $345.60            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 673207 X | 2038-10-15      | 6.0000%  |  | $6.78              | $7.18              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 670008 X | 2045-05-15      | 3.0000%  |  | $1352.17           | $1246.61           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 659721 X | 2036-11-15      | 6.5000%  |  | $102.25            | $108.51            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 656454 X | 2036-06-15      | 6.0000%  |  | $2.66              | $2.75              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 650455 X | 2035-12-15      | 5.5000%  |  | $56.24             | $57.98             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 647609 X | 2036-09-15      | 6.5000%  |  | $149.95            | $160.54            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 645935 X | 2037-07-15      | 6.0000%  |  | $14.28             | $14.91             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 636179 X | 2035-02-15      | 6.0000%  |  | $5.01              | $5.16              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 635903 X | 2034-11-15      | 6.0000%  |  | $20.78             | $21.59             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 635437 X | 2035-12-15      | 6.0000%  |  | $28.39             | $29.50             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 626979 X | 2045-03-15      | 3.5000%  |  | $226.07            | $216.80            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 622094 X | 2033-09-15      | 4.5000%  |  | $5.08              | $5.07              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 617831 X | 2042-03-15      | 3.5000%  |  | $684.15            | $655.69            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 617852 X | 2037-12-15      | 6.0000%  |  | $1.63              | $1.71              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 617567 X | 2037-06-15      | 6.0000%  |  | $22.77             | $24.01             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 615779 X | 2028-09-15      | 5.0000%  |  | $3.22              | $3.23              | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4687 C | 2065-12-20      | 7.0000%  |  | $3059.40           | $3203.40           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4526 C | 2065-12-20      | 6.5000%  |  | $3466.37           | $3634.64           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4310 C | 2065-11-20      | 6.5000%  |  | $23436.75          | $24524.95          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5401 M | 2048-08-20      | 5.5000%  |  | $1995.27           | $2070.51           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6283 M | 2049-11-20      | 3.0000%  |  | $56272.73          | $51730.20          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6274 M | 2049-11-20      | 3.0000%  |  | $225.78            | $204.51            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6209 M | 2049-10-20      | 3.0000%  |  | $454.35            | $409.87            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 775131 X | 2041-09-15      | 4.0000%  |  | $16.03             | $15.81             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 772827 X | 2027-08-15      | 2.5000%  |  | $24.85             | $24.65             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 771561 X | 2041-08-15      | 4.0000%  |  | $11.81             | $11.65             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770563 X | 2041-08-15      | 4.6250%  |  | $218.00            | $219.58            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770442 X | 2041-06-15      | 4.6250%  |  | $387.96            | $391.74            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770052 X | 2029-04-15      | 4.0000%  |  | $343.20            | $343.81            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770609 X | 2041-08-15      | 4.0000%  |  | $133.42            | $131.15            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770608 X | 2041-07-15      | 4.5000%  |  | $292.66            | $294.36            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738969 X | 2026-11-15      | 3.0000%  |  | $44.68             | $44.57             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738945 X | 2041-11-15      | 3.5000%  |  | $746.03            | $717.68            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP1302 C | 2056-02-20      | 6.5000%  |  | $6924.44           | $7437.99           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN9908 C | 2065-09-20      | 6.0000%  |  | $2079.98           | $2142.99           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN9907 C | 2050-11-20      | 6.5000%  |  | $2723.71           | $2904.45           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN7773 C | 2065-11-20      | 7.0000%  |  | $7027.05           | $7357.82           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN6512 C | 2056-02-20      | 5.0000%  |  | $45265.06          | $45692.51          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 748578 X | 2040-09-15      | 4.6250%  |  | $1060.22           | $1073.06           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 748518 X | 2040-09-15      | 4.0000%  |  | $15.84             | $15.60             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 745085 X | 2030-06-15      | 4.5000%  |  | $71.43             | $71.98             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 744371 X | 2041-09-15      | 4.0000%  |  | $60.45             | $59.11             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738134 X | 2026-04-15      | 3.5000%  |  | $6.93              | $6.94              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738112 X | 2041-03-15      | 4.5000%  |  | $2.68              | $2.72              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 793154 X | 2041-09-15      | 4.5000%  |  | $159.28            | $159.44            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779881 X | 2041-10-15      | 3.5000%  |  | $174.25            | $167.11            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779219 X | 2042-05-15      | 3.5000%  |  | $189.15            | $182.11            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779204 X | 2042-05-15      | 3.5000%  |  | $159.36            | $153.57            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779080 X | 2027-04-15      | 2.5000%  |  | $34.73             | $34.51             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779063 X | 2042-04-15      | 3.5000%  |  | $200.18            | $192.72            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779062 X | 2042-04-15      | 3.5000%  |  | $795.07            | $764.62            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779084 X | 2042-04-15      | 3.0000%  |  | $74.83             | $70.28             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 778941 X | 2042-03-15      | 3.5000%  |  | $1564.12           | $1500.95           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 778935 X | 2042-03-15      | 3.5000%  |  | $537.93            | $515.54            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 778934 X | 2042-02-15      | 3.5000%  |  | $309.17            | $296.49            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 520100 X | 2030-03-15      | 8.0000%  |  | $7.46              | $7.68              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 520046 X | 2031-06-15      | 7.0000%  |  | $1.00              | $1.03              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 515849 X | 2030-07-15      | 8.5000%  |  | $21.82             | $22.23             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 511581 X | 2030-07-15      | 8.5000%  |  | $5.37              | $5.56              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 508378 X | 2030-09-15      | 8.5000%  |  | $1.56              | $1.60              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 508398 X | 2030-11-15      | 8.5000%  |  | $4.38              | $4.47              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 506248 X | 2030-07-15      | 8.5000%  |  | $10.17             | $10.37             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 491387 X | 2028-09-15      | 6.5000%  |  | $1.05              | $1.07              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 486140 X | 2030-10-15      | 8.0000%  |  | $3.44              | $3.60              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN7155 C | 2055-11-20      | 6.0000%  |  | $31908.52          | $33219.75          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN6066 C | 2055-11-20      | 7.5000%  |  | $5500.29           | $5943.97           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN5966 C | 2055-10-20      | 5.5000%  |  | $8665.23           | $8900.95           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN6263 C | 2056-01-20      | 5.0000%  |  | $4642.02           | $4712.94           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN5038 C | 2065-10-20      | 6.5000%  |  | $7742.72           | $8130.26           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738886 X | 2041-10-15      | 4.0000%  |  | $10.49             | $10.34             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ1872 C | 2054-01-20      | 6.5000%  |  | $1185.76           | $1231.42           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ1894 C | 2054-01-20      | 6.5000%  |  | $1536.33           | $1612.63           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CY9181 C | 2054-04-20      | 6.5000%  |  | $5788.18           | $6095.18           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CY9130 C | 2054-04-20      | 6.0000%  |  | $5593.08           | $5770.07           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CY3693 C | 2053-11-20      | 7.0000%  |  | $627.15            | $658.03            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CY2884 C | 2054-04-20      | 7.0000%  |  | $4848.82           | $5129.21           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CY1831 C | 2054-05-20      | 6.0000%  |  | $2147.30           | $2246.85           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET CV8071 C | 2063-07-20      | 5.0000%  |  | $2517.01           | $2526.87           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CU2460 C | 2053-10-20      | 7.0000%  |  | $31484.82          | $34002.83          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CU0339 C | 2053-08-20      | 7.0000%  |  | $50828.93          | $53911.12          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CS7541 C | 2053-02-20      | 7.0000%  |  | $671.11            | $700.95            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CR2361 X | 2052-12-15      | 6.0000%  |  | $1719.54           | $1841.12           | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CQ6272 C | 2051-09-20      | 2.5000%  |  | $6253.68           | $5456.80           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CQ6219 C | 2052-12-20      | 5.5000%  |  | $299.67            | $309.24            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AQ2299 X | 2045-11-15      | 3.5000%  |  | $1891.73           | $1813.30           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AQ1948 X | 2046-12-15      | 3.0000%  |  | $396.25            | $365.29            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5254 M | 2048-06-20      | 4.0000%  |  | $859.51            | $816.87            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5021 M | 2048-02-20      | 4.5000%  |  | $11600.47          | $11719.02          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5019 M | 2048-02-20      | 3.5000%  |  | $495.08            | $473.45            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4963 M | 2048-01-20      | 4.0000%  |  | $163.65            | $160.40            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4899 M | 2047-12-20      | 3.0000%  |  | $26852.45          | $24925.59          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4892 M | 2047-12-20      | 4.5000%  |  | $111.22            | $110.85            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4838 M | 2047-11-20      | 4.0000%  |  | $1302.20           | $1276.82           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ5759 C | 2065-05-20      | 6.5000%  |  | $8116.81           | $8510.83           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ4208 C | 2065-05-20      | 6.5000%  |  | $2577.92           | $2703.06           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ4084 C | 2065-03-20      | 6.5000%  |  | $999.28            | $1047.79           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ3060 C | 2065-08-20      | 7.0000%  |  | $14506.63          | $15189.47          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2865 C | 2065-07-20      | 6.0000%  |  | $88030.34          | $90536.86          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2040 C | 2065-05-20      | 6.0000%  |  | $3067.71           | $3155.05           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9421 C | 2065-08-20      | 6.5000%  |  | $3122.79           | $3274.39           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9412 C | 2065-06-20      | 6.5000%  |  | $4322.18           | $4532.00           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770607 X | 2041-08-15      | 4.0000%  |  | $1160.92           | $1135.19           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770605 X | 2041-08-15      | 4.0000%  |  | $135.10            | $132.89            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770600 X | 2041-09-15      | 4.0000%  |  | $88.09             | $86.14             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 766571 X | 2042-04-15      | 3.5000%  |  | $397.62            | $381.32            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 766495 X | 2041-10-15      | 4.0000%  |  | $3.17              | $3.10              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 708520 X | 2039-04-15      | 5.0000%  |  | $254.74            | $262.83            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 707871 X | 2039-02-15      | 4.5000%  |  | $18.70             | $18.83             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 706201 C | 2039-04-20      | 5.5000%  |  | $9.34              | $9.67              | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788464 M | 2043-02-20      | 3.0000%  |  | $188683.09         | $182118.93         | Agency Mortgage-Backed Securities  |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $43122.24          | $43053.01          | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $915303.67         | $805340.17         | U.S. Treasuries (including strips) |

### Security 119: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.680%, 3/16/2026
- **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:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **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 FTRM 5607KT 11/15/32 | 2032-11-15      | 4.2500%  |  | $27172.73          | $27254.29          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL007PA R26F007 | 2051-08-25      | 4.5000%  |  | $24500.89          | $24555.45          | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616NG 01/15/31 | 2031-01-15      | 4.2500%  |  | $40958.09          | $40748.16          | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GC 02/15/33 | 2033-02-15      | 4.1000%  |  | $72483.98          | $72389.98          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FH R24F060 | 2054-09-25      | 4.9172%  |  | $26940.87          | $27122.78          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL007FC R26F007 | 2056-02-25      | 4.4672%  |  | $29922.37          | $29996.08          | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GB 02/15/31 | 2031-02-15      | 4.2500%  |  | $26491.68          | $26577.00          | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GA 01/15/31 | 2031-01-15      | 4.2500%  |  | $35084.68          | $35229.28          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5623DA 06/25/50 | 2050-06-25      | 4.5000%  |  | $28329.71          | $28469.94          | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616MG 07/15/31 | 2031-07-15      | 4.3500%  |  | $48893.07          | $48713.42          | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616GL 01/15/33 | 2033-01-15      | 4.0500%  |  | $19876.87          | $19795.57          | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GH 04/15/31 | 2031-04-15      | 4.2500%  |  | $49250.71          | $48796.34          | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GC 06/15/31 | 2031-06-15      | 4.2500%  |  | $77174.00          | $77732.47          | Agency Collateralized Mortgage Obligation |
| FNMA MNRM CL002A1 R26M002 | 2033-01-25      | 3.9500%  |  | $7984.08           | $7882.46           | Agency Mortgage-Backed Securities         |

### Security 120: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.670%, 3/11/2026
- **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:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF DO3994 C | 2056-02-20      | 5.0000%  |  | $5859.30           | $5914.63           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3242 C | 2055-11-20      | 5.0000%  |  | $5428.07           | $5505.98           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3475 C | 2055-10-20      | 6.5000%  |  | $9667.31           | $10139.67          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1915 C | 2055-11-20      | 6.0000%  |  | $4515.86           | $4696.46           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1695 C | 2055-11-20      | 5.0000%  |  | $5838.39           | $5922.19           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0938 M | 2056-02-20      | 6.0000%  |  | $11716.95          | $12057.48          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0747 M | 2055-11-20      | 6.0000%  |  | $9498.59           | $9757.44           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0688 M | 2055-10-20      | 6.5000%  |  | $9545.35           | $9959.56           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0683 M | 2055-10-20      | 4.0000%  |  | $6839.83           | $6581.75           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0627 M | 2055-09-20      | 7.5000%  |  | $4764.38           | $4968.93           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0488 M | 2055-07-20      | 7.0000%  |  | $7915.48           | $8226.29           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ4351 C | 2056-02-20      | 5.5000%  |  | $3926.31           | $4033.13           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ4495 C | 2056-02-20      | 5.0000%  |  | $4840.27           | $4909.76           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2948 C | 2056-02-20      | 6.5000%  |  | $5804.29           | $6112.22           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0107 C | 2056-02-20      | 6.0000%  |  | $7629.91           | $7871.16           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8668 C | 2056-02-20      | 6.0000%  |  | $5943.06           | $6155.48           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8670 C | 2056-02-20      | 6.0000%  |  | $5438.64           | $5633.03           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP7896 C | 2056-02-20      | 6.0000%  |  | $4221.26           | $4402.64           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4263 C | 2056-01-20      | 6.0000%  |  | $6664.49           | $6939.12           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4256 C | 2056-01-20      | 5.5000%  |  | $5009.26           | $5169.99           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7561 C | 2055-10-20      | 5.0000%  |  | $6084.70           | $6152.42           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4070 C | 2055-10-20      | 6.5000%  |  | $5475.88           | $5713.50           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0376 C | 2056-02-20      | 5.5000%  |  | $6162.96           | $6330.63           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0372 C | 2056-02-20      | 5.0000%  |  | $4165.16           | $4204.49           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7327 C | 2055-10-20      | 6.5000%  |  | $4396.39           | $4609.89           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6568 C | 2055-10-20      | 6.0000%  |  | $4845.48           | $5056.91           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3525 C | 2055-09-20      | 6.0000%  |  | $4007.23           | $4201.53           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL7621 C | 2055-08-20      | 7.0000%  |  | $10022.76          | $10410.31          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9373 C | 2055-05-20      | 7.5000%  |  | $4241.85           | $4624.66           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3193 C | 2055-08-20      | 6.5000%  |  | $11732.64          | $12642.20          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2294 C | 2055-06-20      | 5.0000%  |  | $4573.85           | $4637.39           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE6780 C | 2054-11-20      | 4.5000%  |  | $7412.74           | $7276.32           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9605 M | 2054-04-20      | 5.5000%  |  | $10496.99          | $10742.33          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9543 M | 2054-03-20      | 6.5000%  |  | $9891.57           | $10328.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9541 M | 2054-03-20      | 5.5000%  |  | $10789.61          | $10976.08          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9245 M | 2053-10-20      | 7.5000%  |  | $4250.78           | $4442.92           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8878 M | 2053-05-20      | 5.0000%  |  | $4960.67           | $5019.68           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7935 M | 2052-03-20      | 2.0000%  |  | $14522.93          | $12275.86          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7417 M | 2051-06-20      | 2.0000%  |  | $8657.61           | $7318.32           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6541 M | 2050-03-20      | 3.0000%  |  | $4534.48           | $4167.62           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6475 M | 2050-02-20      | 3.5000%  |  | $4199.04           | $4001.40           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6474 M | 2050-02-20      | 3.0000%  |  | $10557.95          | $9713.81           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7471 M | 2051-07-20      | 2.0000%  |  | $9040.25           | $7641.73           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9670 M | 2054-05-20      | 6.5000%  |  | $11954.09          | $12478.90          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8725 M | 2053-03-20      | 5.0000%  |  | $1994.36           | $2014.26           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8267 M | 2052-09-20      | 4.0000%  |  | $4743.92           | $4608.75           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9906 M | 2054-09-20      | 5.5000%  |  | $9054.12           | $9243.19           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6522 C | 2055-08-20      | 5.5000%  |  | $3882.50           | $3990.01           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1981 C | 2055-05-20      | 7.5000%  |  | $7991.99           | $8689.28           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0421 M | 2055-06-20      | 4.0000%  |  | $5835.16           | $5614.99           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0202 M | 2055-02-20      | 4.0000%  |  | $4871.30           | $4688.47           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM1232 C | 2055-09-20      | 6.0000%  |  | $11496.53          | $11907.46          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO8552 C | 2055-12-20      | 5.0000%  |  | $4053.64           | $4091.91           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8793 C | 2055-08-20      | 7.5000%  |  | $5044.15           | $5499.37           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3725 C | 2055-12-20      | 5.0000%  |  | $8820.84           | $8904.12           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7448 C | 2054-12-20      | 7.5000%  |  | $7576.31           | $8237.32           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0091 C | 2056-02-20      | 5.5000%  |  | $5701.58           | $5856.69           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO7898 C | 2055-12-20      | 5.0000%  |  | $4576.39           | $4619.59           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6592 C | 2055-09-20      | 6.0000%  |  | $3942.37           | $4114.40           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0543 C | 2055-10-20      | 6.5000%  |  | $4934.50           | $5196.28           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5486 C | 2055-12-20      | 5.5000%  |  | $4693.53           | $4844.13           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4002 C | 2056-02-20      | 5.0000%  |  | $6588.63           | $6650.85           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6681 C | 2056-02-20      | 5.5000%  |  | $10603.38          | $10891.81          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3568 C | 2055-11-20      | 5.0000%  |  | $4361.69           | $4412.41           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO8483 C | 2055-12-20      | 5.0000%  |  | $6279.57           | $6338.87           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8669 C | 2056-02-20      | 6.0000%  |  | $4769.44           | $4939.91           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3717 C | 2055-12-20      | 5.5000%  |  | $3942.46           | $4058.37           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1074 C | 2056-02-20      | 5.5000%  |  | $5087.95           | $5226.36           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2949 C | 2056-02-20      | 6.5000%  |  | $4183.00           | $4404.91           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6682 C | 2056-02-20      | 6.0000%  |  | $4671.69           | $4838.67           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6318 C | 2055-10-20      | 6.5000%  |  | $4255.88           | $4571.52           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO9148 C | 2055-12-20      | 5.0000%  |  | $6480.09           | $6573.10           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO9863 C | 2056-01-20      | 5.0000%  |  | $13560.68          | $13747.44          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO9854 C | 2056-01-20      | 6.5000%  |  | $5713.46           | $5888.13           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4995 C | 2056-01-20      | 5.0000%  |  | $11434.09          | $11542.06          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4955 C | 2056-01-20      | 5.0000%  |  | $4813.43           | $4858.88           | Agency Mortgage-Backed Securities |

### Security 121: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce, REPO,  3.670%, 3/12/2026
- **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:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **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 FEPC 06.500 CLRJ0140 | 2053-12-01      | 6.5000%  |  | $326.90            | $341.38            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSL3387 | 2042-09-01      | 3.5000%  |  | $4292.56           | $4174.00           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ2578 | 2055-09-01      | 6.0000%  |  | $634.93            | $667.42            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4775 | 2055-06-01      | 5.5000%  |  | $10150.18          | $10374.93          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX1641 | 2054-12-01      | 5.5000%  |  | $2464.11           | $2553.56           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5946 | 2056-01-01      | 6.0000%  |  | $13755.81          | $14176.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTMA4570 | 2042-03-01      | 2.0000%  |  | $4674.00           | $4117.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTMA4540 | 2042-02-01      | 2.0000%  |  | $1774.16           | $1563.85           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4208 | 2050-12-01      | 2.0000%  |  | $5926.00           | $4944.03           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0426 | 2055-05-01      | 5.0000%  |  | $0.57              | $0.58              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLFS6959 | 2054-01-01      | 7.0000%  |  | $4559.34           | $4920.66           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS6942 | 2053-12-01      | 6.5000%  |  | $14076.31          | $14745.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5972 | 2053-10-01      | 6.5000%  |  | $10411.60          | $11130.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4824 | 2053-06-01      | 5.0000%  |  | $6578.82           | $6703.10           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM5867 | 2049-06-01      | 3.5000%  |  | $14298.95          | $13698.21          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM4257 | 2050-09-01      | 2.5000%  |  | $621.31            | $547.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA2328 | 2055-06-01      | 6.0000%  |  | $7769.80           | $8143.22           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1994 | 2055-04-01      | 6.5000%  |  | $14490.83          | $15434.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9452 | 2054-11-01      | 4.5000%  |  | $809.51            | $806.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7511 | 2053-11-01      | 6.5000%  |  | $9378.28           | $9837.76           | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CJ9358 C     | 2041-06-20      | 5.0000%  |  | $96.44             | $97.64             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7746 | 2053-12-01      | 6.5000%  |  | $9.69              | $10.13             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7635 | 2053-12-01      | 7.0000%  |  | $14978.05          | $16194.65          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7826 M     | 2052-01-20      | 2.0000%  |  | $34156.37          | $28871.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  |  | $9848.51           | $10050.31          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7935 M     | 2052-03-20      | 2.0000%  |  | $45164.16          | $38176.11          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBV5323 | 2052-03-01      | 2.0000%  |  | $9030.39           | $7464.51           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9853 M     | 2054-08-20      | 6.5000%  |  | $22280.36          | $23250.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7658 | 2053-12-01      | 7.0000%  |  | $14311.41          | $15417.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6880 | 2053-02-01      | 5.5000%  |  | $398.59            | $415.56            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE2847 | 2052-05-01      | 4.5000%  |  | $429.30            | $427.88            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTRB5153 | 2042-04-01      | 2.0000%  |  | $3543.12           | $3118.70           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ1844 | 2050-09-01      | 2.5000%  |  | $8799.44           | $7635.68           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CTAL8223 | 2029-02-01      | 6.5000%  |  | $11.15             | $11.62             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8326 | 2054-04-01      | 5.5000%  |  | $11174.23          | $11551.60          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1569 | 2052-09-01      | 4.5000%  |  | $10466.12          | $10442.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX9310 | 2053-03-01      | 5.5000%  |  | $724.40            | $751.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5854 | 2055-10-01      | 6.0000%  |  | $10566.14          | $10888.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA2192 | 2052-04-01      | 2.0000%  |  | $7222.51           | $6101.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC1066 | 2055-09-01      | 6.5000%  |  | $8.70              | $9.15              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX5507 | 2055-02-01      | 5.5000%  |  | $2817.44           | $2899.90           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTSC0651 | 2042-08-01      | 2.0000%  |  | $5687.66           | $5061.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE7941 | 2055-08-01      | 5.5000%  |  | $535.68            | $553.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1842 | 2055-07-01      | 6.0000%  |  | $5064.53           | $5318.62           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8410 | 2054-03-01      | 6.5000%  |  | $7.97              | $8.31              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  |  | $7239.22           | $5748.18           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6906 | 2054-10-01      | 6.0000%  |  | $10220.98          | $10680.66          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD5702 | 2054-04-01      | 6.5000%  |  | $32.18             | $33.82             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4688 | 2054-02-01      | 6.5000%  |  | $9089.86           | $9717.40           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0704 | 2051-10-01      | 2.5000%  |  | $13376.75          | $11915.42          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9726 M     | 2054-06-20      | 6.0000%  |  | $0.31              | $0.31              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ3524 | 2047-11-01      | 4.0000%  |  | $55.15             | $54.52             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5741 | 2053-07-01      | 6.5000%  |  | $18427.22          | $19495.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8617 | 2054-03-01      | 6.5000%  |  | $115.93            | $120.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4663 | 2052-09-01      | 4.0000%  |  | $9526.49           | $9441.21           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB4205 | 2052-04-01      | 2.0000%  |  | $208.47            | $172.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3273 | 2052-04-01      | 4.0000%  |  | $4097.19           | $4003.39           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB0581 | 2051-05-01      | 2.0000%  |  | $2368.65           | $1984.82           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2837 | 2053-06-01      | 5.5000%  |  | $716.62            | $747.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY1814 | 2053-05-01      | 5.5000%  |  | $450.83            | $462.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX9551 | 2053-03-01      | 6.5000%  |  | $469.50            | $503.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX9507 | 2053-03-01      | 5.5000%  |  | $582.61            | $597.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX5310 | 2053-02-01      | 5.5000%  |  | $539.48            | $560.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW9574 | 2052-11-01      | 4.5000%  |  | $390.47            | $388.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBW7047 | 2052-10-01      | 6.0000%  |  | $514.52            | $543.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5865 | 2052-08-01      | 4.5000%  |  | $754.84            | $750.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU9879 | 2052-01-01      | 2.5000%  |  | $13113.72          | $11527.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2921 | 2055-04-01      | 6.5000%  |  | $2751.52           | $2907.91           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD0180 | 2055-04-01      | 7.0000%  |  | $518.55            | $555.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD0106 | 2055-03-01      | 7.0000%  |  | $260.19            | $276.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA4980 | 2053-11-01      | 6.5000%  |  | $11.24             | $11.94             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA2972 | 2053-11-01      | 7.0000%  |  | $263.07            | $282.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9587 | 2047-05-01      | 4.0000%  |  | $1542.12           | $1526.35           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7912 | 2046-09-01      | 3.0000%  |  | $40.70             | $37.74             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTRB5077 | 2040-10-01      | 2.0000%  |  | $6690.39           | $6022.92           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA5855 | 2051-09-01      | 2.5000%  |  | $18476.69          | $16057.27          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA2790 | 2050-06-01      | 2.5000%  |  | $14556.33          | $12716.93          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4321 | 2053-11-01      | 6.5000%  |  | $13.40             | $14.17             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  |  | $10765.51          | $10988.27          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9852 M     | 2054-08-20      | 6.0000%  |  | $13698.32          | $14062.33          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $16739.44          | $14164.80          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6410 M     | 2050-01-20      | 3.5000%  |  | $6771.24           | $6450.45           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ5670 | 2056-01-01      | 4.5000%  |  | $1527.07           | $1516.10           | Agency Mortgage-Backed Securities  |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $698.50            | $671.39            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $130.65            | $133.95            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.660%, 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:** 4.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 SP 785035 C     | 2050-06-20      | 5.5000%  |  | $2190.24           | $2333.06           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784794 X     | 2042-06-15      | 4.0000%  |  | $345.76            | $341.01            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736644 X     | 2031-05-15      | 6.5000%  |  | $61.50             | $63.72             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736641 X     | 2032-05-15      | 6.5000%  |  | $98.40             | $102.25            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 736306 C     | 2031-02-20      | 7.0000%  |  | $69.84             | $71.54             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 733533 X     | 2041-01-15      | 3.5000%  |  | $56.52             | $54.42             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AR8429 C     | 2037-05-20      | 5.5000%  |  | $386.11            | $402.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3138 C     | 2055-03-20      | 6.0000%  |  | $6780.63           | $7022.99           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1076 C     | 2055-07-20      | 6.0000%  |  | $1121.44           | $1161.53           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1003 C     | 2055-08-20      | 6.0000%  |  | $11894.79          | $12319.95          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0280 C     | 2055-08-20      | 6.5000%  |  | $1008.09           | $1067.65           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0272 C     | 2055-08-20      | 6.5000%  |  | $1038.96           | $1099.40           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK3334 C     | 2065-05-20      | 7.0000%  |  | $7161.40           | $7498.49           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3115 C     | 2055-08-20      | 6.0000%  |  | $8504.18           | $8808.16           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8875 C     | 2055-02-20      | 6.5000%  |  | $633.15            | $680.11            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7157 C     | 2055-01-20      | 6.0000%  |  | $636.03            | $666.29            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7807 C     | 2054-12-20      | 5.5000%  |  | $1390.01           | $1427.61           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7090 C     | 2055-01-20      | 7.0000%  |  | $1222.27           | $1316.38           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG6307 C     | 2054-11-20      | 5.5000%  |  | $613.21            | $629.80            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5602 C     | 2064-10-20      | 6.5000%  |  | $3026.49           | $3173.41           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF4407 C     | 2064-11-20      | 4.0000%  |  | $532.83            | $515.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7746 C     | 2056-03-20      | 3.0000%  |  | $63.26             | $57.38             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7736 C     | 2062-04-20      | 4.0000%  |  | $38.69             | $37.35             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7709 C     | 2064-10-20      | 4.0000%  |  | $87.24             | $84.42             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0915 C     | 2064-08-20      | 2.5000%  |  | $366.43            | $309.14            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0900 C     | 2064-08-20      | 3.0000%  |  | $517.46            | $470.58            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0878 C     | 2063-08-20      | 4.0000%  |  | $177.82            | $172.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0871 C     | 2064-02-20      | 3.5000%  |  | $70.81             | $65.99             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0829 C     | 2064-07-20      | 3.5000%  |  | $366.31            | $341.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0808 C     | 2064-01-20      | 3.0000%  |  | $120.84            | $109.89            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0802 C     | 2064-08-20      | 3.0000%  |  | $99.76             | $90.72             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5359 C     | 2064-08-20      | 3.5000%  |  | $434.20            | $404.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7383 C     | 2054-01-20      | 8.0000%  |  | $3697.44           | $3873.47           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ4872 C     | 2054-01-20      | 6.0000%  |  | $918.85            | $963.67            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3124 C     | 2053-12-20      | 8.0000%  |  | $5384.53           | $5704.22           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3123 C     | 2053-12-20      | 8.0000%  |  | $752.13            | $796.81            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9534 C     | 2052-07-20      | 4.5000%  |  | $422.24            | $422.09            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CN3251 C     | 2052-04-20      | 5.0000%  |  | $676.67            | $708.00            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD7084 X     | 2047-10-15      | 4.0000%  |  | $731.34            | $711.37            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9301 M     | 2053-11-20      | 3.5000%  |  | $8307.07           | $7899.84           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA9058 M     | 2050-08-20      | 3.0000%  |  | $208.13            | $188.01            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8379 M     | 2052-06-20      | 5.0000%  |  | $43.68             | $44.61             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8381 M     | 2052-09-20      | 5.0000%  |  | $39.94             | $40.49             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8299 M     | 2052-05-20      | 4.0000%  |  | $33.91             | $32.27             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7866 M     | 2052-01-20      | 2.5000%  |  | $344.83            | $294.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7811 M     | 2051-12-20      | 2.5000%  |  | $67.53             | $57.59             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7691 M     | 2051-10-20      | 3.0000%  |  | $71.05             | $64.70             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7690 M     | 2051-10-20      | 2.5000%  |  | $166.73            | $142.21            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7612 M     | 2041-07-20      | 7.0000%  |  | $32.79             | $33.10             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7556 M     | 2051-08-20      | 3.0000%  |  | $82.89             | $75.48             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7461 M     | 2045-04-20      | 3.5000%  |  | $46.55             | $43.08             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7299 M     | 2051-03-20      | 2.5000%  |  | $118.54            | $101.09            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6872 M     | 2050-09-20      | 6.0000%  |  | $76.26             | $80.74             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6870 M     | 2050-09-20      | 5.0000%  |  | $145.35            | $149.76            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6716 M     | 2050-06-20      | 6.0000%  |  | $163.91            | $173.52            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3121 C     | 2053-12-20      | 8.0000%  |  | $728.34            | $771.52            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ0778 C     | 2054-01-20      | 6.5000%  |  | $951.67            | $1018.80           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6019 C     | 2053-10-20      | 7.5000%  |  | $1362.90           | $1469.56           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7180 M     | 2051-01-20      | 2.5000%  |  | $115.34            | $98.42             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5819 M     | 2049-03-20      | 5.0000%  |  | $62.25             | $63.75             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5266 M     | 2048-06-20      | 5.0000%  |  | $650.93            | $665.11            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4782 M     | 2047-10-20      | 5.5000%  |  | $193.21            | $201.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4387 | 2055-06-01      | 6.0000%  |  | $23547.02          | $24359.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ4372 | 2055-06-01      | 5.5000%  |  | $35317.40          | $36352.39          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2205 | 2054-08-01      | 5.5000%  |  | $21038.10          | $21844.28          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2650 C     | 2064-05-20      | 3.5000%  |  | $585.20            | $545.33            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2613 C     | 2064-06-20      | 3.5000%  |  | $277.46            | $258.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2608 C     | 2064-06-20      | 2.5000%  |  | $478.28            | $403.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1404 C     | 2054-05-20      | 6.5000%  |  | $1085.52           | $1155.55           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB6276 C     | 2064-06-20      | 3.5000%  |  | $207.56            | $193.42            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DA9234 C     | 2063-06-20      | 2.0000%  |  | $89.63             | $71.52             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2978 C     | 2053-10-20      | 7.5000%  |  | $1589.05           | $1713.41           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2938 C     | 2053-10-20      | 7.5000%  |  | $3138.66           | $3384.29           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2937 C     | 2053-10-20      | 7.5000%  |  | $838.43            | $904.04            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2424 C     | 2053-11-20      | 7.5000%  |  | $1327.56           | $1383.75           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2423 C     | 2053-11-20      | 7.5000%  |  | $515.01            | $542.36            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX7264 C     | 2054-01-20      | 7.5000%  |  | $1111.00           | $1173.00           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6714 M     | 2050-06-20      | 5.0000%  |  | $204.06            | $209.25            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3996 C     | 2063-08-20      | 2.0000%  |  | $170.28            | $135.87            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7624 C     | 2054-01-20      | 8.0000%  |  | $1268.72           | $1345.18           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7621 C     | 2054-01-20      | 7.5000%  |  | $1318.65           | $1404.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CW7531 C     | 2063-06-20      | 2.0000%  |  | $60.57             | $48.33             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW6047 C     | 2053-11-20      | 6.5000%  |  | $576.93            | $608.58            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CV4691 C     | 2063-07-20      | 6.0000%  |  | $203.24            | $209.03            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU9140 C     | 2053-06-20      | 6.0000%  |  | $546.54            | $570.86            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7815 C     | 2053-11-20      | 7.5000%  |  | $1522.34           | $1621.19           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7813 C     | 2053-11-20      | 7.5000%  |  | $13698.63          | $14437.42          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7790 C     | 2053-11-20      | 7.0000%  |  | $455.05            | $476.58            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6512 M     | 2035-03-20      | 2.5000%  |  | $208.04            | $199.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6504 M     | 2050-01-20      | 3.5000%  |  | $165.45            | $153.59            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785053 C     | 2050-06-20      | 4.5000%  |  | $39510.00          | $38829.52          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0855 | 2054-02-01      | 6.5000%  |  | $17289.84          | $18152.54          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4139 | 2056-02-01      | 5.0000%  |  | $35550.04          | $35958.91          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3355 | 2055-11-01      | 5.5000%  |  | $14624.88          | $14969.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1277 | 2054-09-01      | 6.5000%  |  | $14036.44          | $14850.21          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1054 | 2054-10-01      | 5.5000%  |  | $16352.10          | $16726.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ7062 | 2055-11-01      | 5.5000%  |  | $14880.63          | $15270.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  |  | $19272.78          | $19907.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1850 | 2056-01-01      | 5.5000%  |  | $24951.06          | $25537.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3444 C     | 2053-05-20      | 6.0000%  |  | $553.92            | $577.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1539 C     | 2053-09-20      | 7.5000%  |  | $874.72            | $931.13            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1534 C     | 2053-09-20      | 7.5000%  |  | $4074.47           | $4306.12           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU0485 C     | 2053-04-20      | 7.5000%  |  | $486.51            | $524.58            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS5067 C     | 2053-01-20      | 7.5000%  |  | $476.20            | $513.46            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR9823 C     | 2053-01-20      | 7.5000%  |  | $849.06            | $915.50            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CR2394 X     | 2053-05-15      | 6.0000%  |  | $2115.20           | $2285.42           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR0057 C     | 2052-12-20      | 7.5000%  |  | $669.71            | $730.14            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CQ3338 C     | 2062-09-20      | 4.5000%  |  | $310.13            | $304.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AF3174 C     | 2035-08-20      | 5.5000%  |  | $106.02            | $107.81            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3284 C     | 2050-04-20      | 4.0000%  |  | $3126.68           | $3062.37           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0896 C     | 2064-08-20      | 4.0000%  |  | $211.39            | $204.55            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR2393 C     | 2053-05-20      | 6.0000%  |  | $4827.94           | $5226.06           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA5177 M     | 2048-05-20      | 3.5000%  |  | $115.68            | $107.14            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8304 M     | 2045-10-20      | 3.5000%  |  | $53.61             | $49.60             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7625 C     | 2054-01-20      | 8.0000%  |  | $1519.54           | $1611.09           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7481 M     | 2038-12-20      | 7.0000%  |  | $42.46             | $44.34             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7627 C     | 2054-01-20      | 7.5000%  |  | $941.35            | $1003.32           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3426 C     | 2053-05-20      | 6.0000%  |  | $534.01            | $552.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7380 C     | 2054-01-20      | 7.5000%  |  | $3454.03           | $3724.33           | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CG2269 C     | 2040-08-20      | 5.0000%  |  | $624.72            | $632.55            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7447 C     | 2051-08-20      | 4.0000%  |  | $267.11            | $259.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7063 C     | 2051-08-20      | 4.0000%  |  | $364.81            | $353.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CD0710 C     | 2051-05-20      | 2.5000%  |  | $416.11            | $366.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CC0198 C     | 2051-04-20      | 3.0000%  |  | $3266.23           | $2995.00           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BY1855 C     | 2050-12-20      | 4.0000%  |  | $408.32            | $395.13            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AE2211 C     | 2036-04-20      | 5.5000%  |  | $63.38             | $65.56             | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CL8529 C     | 2039-07-20      | 5.5000%  |  | $389.71            | $404.16            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW9306 C     | 2050-08-20      | 2.0000%  |  | $231.56            | $194.02            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CJ2186 C     | 2052-06-20      | 6.0000%  |  | $663.10            | $717.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0214 | 2055-04-01      | 5.5000%  |  | $53270.41          | $54674.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6871 | 2054-01-01      | 6.5000%  |  | $98123.19          | $103019.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0822 | 2055-02-01      | 6.0000%  |  | $19380.46          | $20400.13          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  |  | $128163.16         | $129636.79         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2884 | 2053-05-01      | 5.5000%  |  | $26.35             | $27.09             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3326 C     | 2050-05-20      | 3.0000%  |  | $772.52            | $715.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3325 C     | 2050-05-20      | 3.0000%  |  | $580.58            | $532.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3285 C     | 2050-04-20      | 4.0000%  |  | $4019.36           | $3944.74           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3283 C     | 2050-04-20      | 4.0000%  |  | $2200.19           | $2146.78           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU0673 C     | 2050-04-20      | 4.0000%  |  | $435.20            | $419.81            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9466 C     | 2050-04-20      | 4.0000%  |  | $457.63            | $442.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9274 C     | 2050-05-20      | 4.0000%  |  | $426.95            | $412.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9272 C     | 2050-05-20      | 4.0000%  |  | $312.78            | $302.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9271 C     | 2050-05-20      | 4.0000%  |  | $572.58            | $554.80            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3784 C     | 2050-04-20      | 4.0000%  |  | $301.51            | $291.36            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3782 C     | 2050-04-20      | 4.0000%  |  | $325.38            | $314.63            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3780 C     | 2050-04-20      | 4.0000%  |  | $274.89            | $265.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3787 C     | 2050-04-20      | 4.0000%  |  | $397.52            | $389.03            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3785 C     | 2050-04-20      | 4.0000%  |  | $555.20            | $538.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT1002 C     | 2050-06-20      | 4.5000%  |  | $262.24            | $270.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5373 C     | 2052-12-20      | 7.5000%  |  | $421.78            | $440.43            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5275 C     | 2053-01-20      | 7.5000%  |  | $394.61            | $413.20            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2577 C     | 2064-05-20      | 3.5000%  |  | $657.68            | $612.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9570 C     | 2052-07-20      | 4.5000%  |  | $521.80            | $521.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7381 C     | 2054-01-20      | 8.0000%  |  | $658.34            | $689.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6018 C     | 2053-10-20      | 7.5000%  |  | $618.77            | $667.20            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3997 C     | 2063-05-20      | 1.5000%  |  | $81.36             | $59.54             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7867 M     | 2051-08-20      | 3.0000%  |  | $64.70             | $58.93             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7620 C     | 2054-01-20      | 7.5000%  |  | $1880.95           | $2002.25           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BM9834 C     | 2049-06-20      | 6.0000%  |  | $225.72            | $239.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1536 | 2055-06-01      | 6.5000%  |  | $36953.31          | $39018.43          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8411 M     | 2052-10-20      | 5.0000%  |  | $37.31             | $37.83             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3122 C     | 2053-12-20      | 8.0000%  |  | $791.52            | $838.52            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3781 C     | 2050-04-20      | 4.0000%  |  | $81.45             | $78.66             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9465 C     | 2050-04-20      | 4.0000%  |  | $671.68            | $655.25            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0433 C     | 2054-03-20      | 6.0000%  |  | $921.16            | $969.45            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9273 C     | 2050-05-20      | 4.0000%  |  | $610.85            | $591.12            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3783 C     | 2050-04-20      | 4.0000%  |  | $290.22            | $280.45            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1540 C     | 2053-09-20      | 7.5000%  |  | $771.15            | $821.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7626 C     | 2054-01-20      | 8.0000%  |  | $1548.26           | $1641.52           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8030 M     | 2051-08-20      | 3.0000%  |  | $145.42            | $132.56            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP7290 X     | 2045-10-15      | 4.5000%  |  | $230.89            | $230.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5420 C     | 2064-08-20      | 4.0000%  |  | $493.66            | $477.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6873 M     | 2039-01-20      | 6.5000%  |  | $65.47             | $70.82             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CL3171 C     | 2052-01-20      | 4.0000%  |  | $510.57            | $494.30            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 798441 X     | 2042-05-15      | 4.5000%  |  | $161.00            | $165.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8997 M     | 2053-07-20      | 6.0000%  |  | $50.77             | $51.53             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7816 C     | 2053-11-20      | 7.5000%  |  | $1140.25           | $1215.31           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9270 C     | 2050-05-20      | 4.0000%  |  | $448.84            | $435.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6871 M     | 2050-09-20      | 5.5000%  |  | $149.33            | $155.69            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-005 FC     | 2056-01-20      | 4.6115%  |  | $42047.10          | $42212.63          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-207 FM     | 2055-12-20      | 4.4615%  |  | $53032.25          | $53283.49          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-169 HF     | 2055-10-20      | 4.7615%  |  | $28356.83          | $28526.99          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-189 FG     | 2055-11-20      | 4.4615%  |  | $101846.25         | $102311.53         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-168 F      | 2055-10-20      | 4.4615%  |  | $19915.08          | $20004.43          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-095 F      | 2055-05-20      | 5.0315%  |  | $32323.53          | $32628.71          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-104 FG     | 2055-06-20      | 5.0115%  |  | $69112.43          | $69730.75          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FY     | 2055-05-20      | 4.9615%  |  | $53022.94          | $53662.33          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 VF     | 2055-04-20      | 4.8115%  |  | $29660.59          | $29937.64          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FG     | 2050-07-20      | 5.6615%  |  | $9604.23           | $10192.32          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FC     | 2054-11-20      | 4.8615%  |  | $23887.85          | $24144.27          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FM     | 2054-11-20      | 4.9115%  |  | $16924.05          | $17088.32          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FX     | 2054-11-20      | 4.9115%  |  | $57251.29          | $57902.64          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-057 FG     | 2054-04-20      | 4.8615%  |  | $46.72             | $46.97             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-051 NF     | 2054-03-20      | 4.9115%  |  | $12201.07          | $12313.42          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 MF     | 2054-01-20      | 4.9115%  |  | $14664.31          | $14843.72          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-184 FD     | 2053-12-20      | 4.7615%  |  | $21038.93          | $21243.99          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-152 FJ     | 2053-10-20      | 4.8115%  |  | $13223.98          | $13367.58          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-154 FJ     | 2053-10-20      | 4.9615%  |  | $2709.70           | $2745.53           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FL     | 2053-08-20      | 4.7815%  |  | $12727.05          | $12817.31          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-065 KC     | 2053-05-20      | 7.0000%  |  | $10741.40          | $11932.66          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-084 UF     | 2053-06-20      | 4.6615%  |  | $55043.41          | $55359.49          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-001 JH     | 2052-01-20      | 1.5000%  |  | $29179.46          | $23824.60          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 FH     | 2055-09-20      | 4.8115%  |  | $44506.32          | $44943.85          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 NF     | 2051-05-20      | 4.5115%  |  | $5461.50           | $5517.14           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 MF     | 2051-05-20      | 4.5115%  |  | $5481.81           | $5537.66           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-154 FH     | 2055-09-20      | 4.8615%  |  | $29729.57          | $29946.10          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-154 FG     | 2055-09-20      | 4.5615%  |  | $18540.34          | $18640.70          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FH     | 2055-08-20      | 4.7315%  |  | $33930.96          | $34157.68          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 EF     | 2065-08-20      | 4.6615%  |  | $29036.09          | $29198.53          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF     | 2055-07-20      | 4.9815%  |  | $56725.52          | $57224.11          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 FW     | 2065-06-20      | 4.5615%  |  | $26028.71          | $26157.55          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 DF     | 2055-06-20      | 5.0615%  |  | $141.32            | $141.99            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-044 FA     | 2055-03-20      | 4.8615%  |  | $54101.48          | $54451.58          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513MF 11/25/54 | 2054-11-25      | 4.6072%  |  | $9076.08           | $9127.47           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FN 11/25/54 | 2054-11-25      | 4.2172%  |  | $34303.64          | $34069.02          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481AF 12/25/54 | 2054-12-25      | 4.8672%  |  | $3026.22           | $3049.00           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5479FA 12/25/54 | 2054-12-25      | 4.8672%  |  | $2367.14           | $2386.71           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5445FH 08/25/54 | 2054-08-25      | 4.7672%  |  | $4496.53           | $4525.74           | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF BU5005 C     | 2050-05-20      | 3.5000%  |  | $780.21            | $738.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3786 C     | 2050-04-20      | 4.0000%  |  | $181.01            | $174.93            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2187 X     | 2052-06-15      | 5.5000%  |  | $857.72            | $913.55            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3788 C     | 2050-04-20      | 4.0000%  |  | $121.74            | $117.44            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6584 M     | 2050-04-20      | 3.5000%  |  | $62.64             | $57.98             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3391 C     | 2050-05-20      | 5.0000%  |  | $276.58            | $280.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6481 M     | 2050-02-20      | 6.5000%  |  | $293.10            | $313.64            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6157 M     | 2049-09-20      | 5.0000%  |  | $74.15             | $76.04             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CT5358 C     | 2063-03-20      | 5.5000%  |  | $234.43            | $238.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9519 C     | 2055-09-20      | 6.5000%  |  | $17991.06          | $19151.74          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7724 C     | 2063-12-20      | 7.5000%  |  | $181.20            | $189.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0085 | 2056-01-01      | 5.5000%  |  | $57449.19          | $58620.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7806 C     | 2054-12-20      | 5.5000%  |  | $1227.75           | $1260.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0720 | 2055-07-01      | 6.0000%  |  | $11625.62          | $12200.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6287 C     | 2055-02-20      | 6.5000%  |  | $734.62            | $789.36            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7347 C     | 2055-04-20      | 6.0000%  |  | $5777.20           | $6011.75           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7348 C     | 2055-04-20      | 6.5000%  |  | $5367.38           | $5684.49           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7706 C     | 2063-10-20      | 4.5000%  |  | $22.97             | $22.58             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3652 | 2055-05-01      | 5.5000%  |  | $15077.84          | $15407.78          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3274 C     | 2055-03-20      | 6.0000%  |  | $4296.54           | $4450.10           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3157 C     | 2055-03-20      | 6.5000%  |  | $846.45            | $891.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3593 | 2055-04-01      | 5.5000%  |  | $19328.46          | $19959.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4232 | 2055-04-01      | 5.5000%  |  | $10133.17          | $10365.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4158 | 2056-02-01      | 5.0000%  |  | $27153.52          | $27733.31          | Agency Mortgage-Backed Securities         |
| FMAC FERA 5439FK 08/25/54 | 2054-08-25      | 4.6672%  |  | $6353.62           | $6390.50           | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5342FA 01/15/47 | 2047-01-15      | 4.0727%  |  | $2386.06           | $2339.66           | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5338FG 08/15/45 | 2045-08-15      | 4.1227%  |  | $1571.09           | $1544.54           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL103FJ R24F103 | 2055-01-25      | 4.8672%  |  | $2485.12           | $2504.79           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FB R24F090 | 2053-11-25      | 4.9172%  |  | $2788.44           | $2816.22           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FB R24F064 | 2054-09-25      | 4.7672%  |  | $3517.40           | $3539.33           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 FN     | 2051-03-20      | 4.5115%  |  | $3914.23           | $3954.20           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 UF     | 2054-02-20      | 4.6615%  |  | $9333.76           | $9424.69           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC093FA R24F093 | 2054-12-25      | 5.1672%  |  | $2489.23           | $2513.75           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05440F 08/25/54 | 2054-08-25      | 4.7172%  |  | $1184.62           | $1192.11           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5578FE 09/25/55 | 2055-09-25      | 4.8972%  |  | $28216.30          | $28432.64          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-205 FP     | 2055-11-20      | 4.7115%  |  | $216638.99         | $218471.35         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 GF     | 2054-01-20      | 4.9615%  |  | $17218.00          | $17358.09          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF     | 2055-06-20      | 5.1615%  |  | $56092.61          | $57078.09          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FD     | 2051-05-20      | 4.9115%  |  | $22625.99          | $23176.73          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FK     | 2051-04-20      | 6.4115%  |  | $16321.24          | $17868.85          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5408LF 12/25/53 | 2053-12-25      | 5.0672%  |  | $23757.18          | $24063.33          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-183 XF     | 2053-12-20      | 4.8115%  |  | $12696.72          | $12776.36          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-152 FE     | 2053-10-20      | 4.9615%  |  | $8780.43           | $8870.55           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-060 JF     | 2055-04-20      | 4.8115%  |  | $22153.69          | $22319.62          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-080 FB     | 2055-05-20      | 5.1615%  |  | $17729.31          | $17998.08          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FN     | 2054-11-20      | 4.8615%  |  | $26852.39          | $27037.62          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FM     | 2053-08-20      | 4.8615%  |  | $18181.50          | $18331.40          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-112 FD     | 2053-08-20      | 4.9615%  |  | $27601.16          | $27865.68          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5526FK 12/25/54 | 2054-12-25      | 4.7172%  |  | $5097.73           | $5126.19           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-008 LF     | 2056-01-20      | 4.4615%  |  | $35178.64          | $35233.89          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FE     | 2055-08-20      | 4.8115%  |  | $3427.14           | $3454.26           | Agency Collateralized Mortgage Obligation |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $168291.30         | $170602.71         | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $179.58            | $191.50            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $24771.96          | $24376.06          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $361.80            | $337.48            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $180.00            | $176.51            | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $30000.00          | $21913.49          | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  |  | $22.20             | $15.94             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $30.00             | $16.50             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $11.94             | $7.75              | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $24.00             | $18.66             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  |  | $15000.00          | $11606.54          | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $15225.00          | $13069.69          | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  |  | $103.86            | $92.17             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  |  | $0.06              | $0.05              | U.S. Treasuries (including strips)        |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  |  | $55.80             | $46.59             | U.S. Treasuries (including strips)        |
| USTR 5 BOND 37            | 2037-05-15      | 5.0000%  |  | $300.00            | $329.86            | U.S. Treasuries (including strips)        |
| USTR 5 3/8 BOND 31        | 2031-02-15      | 5.3750%  |  | $0.18              | $0.19              | U.S. Treasuries (including strips)        |
| USTR 6 3/4 BOND 26        | 2026-08-15      | 6.7500%  |  | $6.00              | $6.10              | U.S. Treasuries (including strips)        |
| USTR BILL 05/21/26        | 2026-05-21      | 0.0000%  |  | $23417.46          | $23223.56          | U.S. Treasuries (including strips)        |
| USTR BILL 04/09/26        | 2026-04-09      | 0.0000%  |  | $145.32            | $144.72            | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $853.92            | $639.23            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $154131.78         | $159545.65         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  |  | $0.90              | $0.60              | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  |  | $34.80             | $25.85             | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $17254.68          | $14921.52          | U.S. Treasuries (including strips)        |
| FNMA MNRM CL023A3 R20M023 | 2035-03-25      | 1.7400%  |  | $4740.00           | $3928.46           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5314%  |  | $278.04            | $267.23            | Agency Mortgage-Backed Securities         |

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

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.660%, 4/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2026-027 GF | 2055-08-20      | 4.3115%  |  | $62542.48          | $62503.85          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-032 QT | 2051-05-20      | 6.5000%  |  | $24917.30          | $26692.89          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-032 M  | 2056-01-20      | 4.5000%  |  | $46002.54          | $45828.69          | Agency Collateralized Mortgage Obligation |
| USTR 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  |  | $61867.00          | $62716.72          | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  |  | $29592.60          | $19412.39          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  |  | $4986.60           | $5072.73           | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  |  | $62111.10          | $63802.85          | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  |  | $424771.30         | $424818.90         | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  |  | $1384.60           | $1227.00           | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  |  | $15600.00          | $15490.54          | U.S. Treasuries (including strips)        |
| USTR BILL 07/16/26    | 2026-07-16      | 0.0000%  |  | $10999.90          | $10849.20          | U.S. Treasuries (including strips)        |
| USTR BILL 06/25/26    | 2026-06-25      | 0.0000%  |  | $25894.50          | $25592.05          | U.S. Treasuries (including strips)        |
| USTR BILL 05/21/26    | 2026-05-21      | 0.0000%  |  | $70904.20          | $70317.11          | U.S. Treasuries (including strips)        |
| USTR BILL 03/05/26    | 2026-03-05      | 0.0000%  |  | $13789.00          | $13780.73          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 33      | 2033-01-31      | 4.0000%  |  | $13860.00          | $14087.63          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  |  | $164969.90         | $167828.46         | U.S. Treasuries (including strips)        |

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

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.650%, 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:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 02.500 CLCA6578 | 2050-08-01      | 2.5000%  |  | $42689.78          | $37299.79          | 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%  |  | $10556.68          | $9253.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICA5065 | 2035-01-01      | 3.0000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4860 | 2049-12-01      | 3.0000%  |  | $56.57             | $52.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA4701 | 2034-11-01      | 2.5000%  |  | $0.09              | $0.09              | 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 04.000 CICA2527 | 2033-10-01      | 4.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CWCA2522 | 2033-09-01      | 3.5000%  |  | $147.13            | $147.26            | 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 CLSD8151 | 2051-06-01      | 2.5000%  |  | $0.20              | $0.17              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8161 | 2051-08-01      | 2.5000%  |  | $172.51            | $150.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  |  | $1.71              | $1.55              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8128 | 2051-02-01      | 2.0000%  |  | $0.29              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  |  | $0.21              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  |  | $22.55             | $22.60             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  |  | $403.40            | $356.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7518 | 2050-06-01      | 3.0000%  |  | $4370.67           | $4021.51           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7384 | 2055-01-01      | 6.0000%  |  | $237.95            | $249.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6638 | 2054-10-01      | 5.5000%  |  | $41.26             | $42.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4287 | 2038-01-01      | 4.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0656 | 2062-06-01      | 4.0000%  |  | $0.22              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 R3BF0203 | 2047-02-01      | 3.0000%  |  | $38.70             | $35.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0120 | 2056-07-01      | 4.0000%  |  | $7136.28           | $6967.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7410 | 2055-12-01      | 5.5000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5952 | 2055-12-01      | 5.5000%  |  | $343.27            | $355.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2432 | 2055-11-01      | 5.0000%  |  | $0.60              | $0.61              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2014 | 2055-11-01      | 5.0000%  |  | $1893.45           | $1916.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1056 | 2055-10-01      | 5.5000%  |  | $0.30              | $0.31              | 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 CLDF0454 | 2055-10-01      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  |  | $0.07              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6623 | 2046-02-01      | 4.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS0023 | 2043-07-01      | 3.5000%  |  | $55.52             | $53.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAQ6290 | 2032-12-01      | 3.0000%  |  | $12.89             | $12.62             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XMAL9759 | 2036-09-01      | 6.2060%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9631 | 2046-12-01      | 3.0000%  |  | $33.65             | $31.33             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6541 | 2054-10-01      | 5.0000%  |  | $571.11            | $578.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6155 | 2054-08-01      | 5.5000%  |  | $47.53             | $48.82             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4669 | 2053-10-01      | 6.0000%  |  | $0.21              | $0.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD5318 | 2054-04-01      | 6.5000%  |  | $5967.04           | $6387.90           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3425 | 2053-07-01      | 5.5000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  |  | $0.19              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1951 | 2048-07-01      | 4.0000%  |  | $27.04             | $26.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2640 | 2048-11-01      | 4.5000%  |  | $10871.02          | $11017.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2626 | 2048-11-01      | 4.0000%  |  | $0.55              | $0.54              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1551 | 2048-04-01      | 4.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1545 | 2048-04-01      | 4.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA1569 | 2048-04-01      | 5.0000%  |  | $1110.62           | $1145.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1774 | 2047-12-01      | 4.0000%  |  | $2.58              | $2.56              | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0614 | 2034-03-01      | 4.6300%  |  | $300.00            | $307.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8931 | 2055-09-01      | 6.0000%  |  | $1.49              | $1.56              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6149 | 2055-04-01      | 6.5000%  |  | $0.64              | $0.68              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5924 | 2055-04-01      | 6.0000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD5546 | 2055-06-01      | 5.5000%  |  | $4363.39           | $4496.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3975 | 2055-03-01      | 6.5000%  |  | $260.28            | $275.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4399 | 2055-03-01      | 5.5000%  |  | $581.59            | $593.34            | 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%  |  | $0.21              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC7977 | 2055-01-01      | 6.5000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5514 | 2054-11-01      | 5.0000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC3816 | 2054-10-01      | 7.0000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3211 | 2054-10-01      | 6.0000%  |  | $383.06            | $399.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3573 | 2054-09-01      | 6.0000%  |  | $412.56            | $426.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLDC2693 | 2054-11-01      | 4.0000%  |  | $0.29              | $0.29              | 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%  |  | $35.86             | $37.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE5856 | 2055-08-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE3693 | 2055-07-01      | 6.5000%  |  | $2780.11           | $2899.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4375 | 2055-09-01      | 6.5000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9133 | 2055-05-01      | 5.5000%  |  | $0.27              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8970 | 2055-09-01      | 6.0000%  |  | $1.99              | $2.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY8504 | 2053-08-01      | 5.5000%  |  | $15.09             | $15.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBY1455 | 2053-12-01      | 3.0000%  |  | $9.35              | $8.46              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  |  | $0.22              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX8562 | 2053-04-01      | 5.5000%  |  | $216.21            | $224.82            | 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              | $2.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9644 | 2055-09-01      | 6.5000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CRAT3973 | 2033-04-01      | 3.0000%  |  | $35.28             | $34.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2118 | 2043-03-01      | 3.0000%  |  | $3.29              | $3.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT2032 | 2043-04-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAS8740 | 2037-02-01      | 3.5000%  |  | $8.81              | $8.64              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIAS8233 | 2031-11-01      | 2.0000%  |  | $168.24            | $161.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9225 | 2055-10-01      | 6.0000%  |  | $395.12            | $413.39            | 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%  |  | $487.50            | $503.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC0453 | 2054-10-01      | 4.5000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9887 | 2054-08-01      | 6.5000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8858 | 2054-07-01      | 6.5000%  |  | $310.54            | $325.97            | 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 06.500 CLDB4254 | 2054-07-01      | 6.5000%  |  | $0.19              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3252 | 2054-06-01      | 5.5000%  |  | $329.62            | $341.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0455 | 2054-04-01      | 6.5000%  |  | $0.29              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7670 | 2054-01-01      | 7.0000%  |  | $238.44            | $255.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU5074 | 2054-09-01      | 5.0000%  |  | $431.82            | $437.57            | 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%  |  | $8.72              | $9.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555967 | 2033-11-01      | 5.5000%  |  | $37.11             | $38.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3600 | 2055-11-01      | 5.5000%  |  | $3940.03           | $4068.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA3262 | 2054-01-01      | 2.5000%  |  | $21411.52          | $18621.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4520 | 2042-01-01      | 2.0000%  |  | $4996.90           | $4407.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4099 | 2035-08-01      | 2.5000%  |  | $98.45             | $94.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA3910 | 2035-01-01      | 2.0000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0293 | 2030-01-01      | 4.5000%  |  | $78.67             | $79.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB7302 | 2042-12-01      | 3.5000%  |  | $717.14            | $694.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB6513 | 2042-10-01      | 3.5000%  |  | $1953.25           | $1892.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5172 | 2042-05-01      | 3.5000%  |  | $3863.66           | $3742.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4223 | 2042-01-01      | 3.5000%  |  | $344.90            | $333.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0586 | 2055-06-01      | 6.0000%  |  | $75.45             | $79.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFS9157 | 2042-05-01      | 2.0000%  |  | $2604.18           | $2297.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6048 | 2053-02-01      | 5.0000%  |  | $710.42            | $719.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2171 | 2052-06-01      | 4.5000%  |  | $75.05             | $75.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM6650 | 2047-02-01      | 3.0000%  |  | $2247.34           | $2116.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4099 | 2042-10-01      | 3.5000%  |  | $1229.18           | $1191.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  |  | $2214.79           | $2045.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK9431 | 2042-03-01      | 3.5000%  |  | $256.38            | $247.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ1405 | 2041-09-01      | 4.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL9438 | 2031-09-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL9282 | 2046-06-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CQAL6513 | 2044-07-01      | 5.0000%  |  | $0.04              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL4434 | 2043-02-01      | 3.5000%  |  | $2093.80           | $2043.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  |  | $595.34            | $608.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  |  | $14367.76          | $14692.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA4928 | 2053-02-01      | 6.5000%  |  | $2980.64           | $3114.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4867 | 2053-01-01      | 4.5000%  |  | $486.69            | $484.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $12081.53          | $12230.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3166 | 2055-10-01      | 6.0000%  |  | $36840.67          | $38633.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3567 | 2055-11-01      | 5.5000%  |  | $8426.41           | $8705.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLFA1000 | 2055-02-01      | 7.0000%  |  | $19945.72          | $21046.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0721 | 2042-01-01      | 2.0000%  |  | $4919.69           | $4348.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0633 | 2055-02-01      | 5.5000%  |  | $22320.07          | $23073.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0583 | 2042-08-01      | 2.0000%  |  | $1731.97           | $1543.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG1517 | 2056-02-01      | 6.0000%  |  | $3626.84           | $3749.32           | 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 CLDF9871 | 2056-01-01      | 5.0000%  |  | $4214.89           | $4257.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8631 | 2056-01-01      | 5.0000%  |  | $410.24            | $416.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8582 | 2056-01-01      | 5.5000%  |  | $2543.67           | $2629.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9614 | 2054-12-01      | 6.0000%  |  | $17020.48          | $17707.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  |  | $2477.46           | $2558.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9317 | 2054-10-01      | 5.0000%  |  | $115.18            | $116.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CICB9257 | 2039-09-01      | 4.5000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9232 | 2054-08-01      | 7.0000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9206 | 2054-09-01      | 5.0000%  |  | $15517.64          | $15721.17          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2103 | 2054-12-01      | 5.5000%  |  | $2.36              | $2.43              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $14384.74          | $14502.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CZ257280 | 2048-05-01      | 4.5000%  |  | $11.54             | $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%  |  | $9.28              | $9.38              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3336 | 2053-07-01      | 5.0000%  |  | $4820.98           | $4903.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB0867 | 2051-06-01      | 3.5000%  |  | $6.71              | $6.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3109 | 2052-03-01      | 2.5000%  |  | $0.22              | $0.19              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  |  | $245.10            | $244.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CWAL5852 | 2029-09-01      | 4.0000%  |  | $3.50              | $3.51              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1868 | 2052-11-01      | 5.5000%  |  | $20027.40          | $20867.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2483 | 2048-10-01      | 4.5000%  |  | $5.33              | $5.38              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $1159.22           | $1187.64           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS4388 | 2034-01-01      | 2.2100%  |  | $208.88            | $182.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE9829 | 2047-03-01      | 4.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA4894 | 2053-01-01      | 6.0000%  |  | $648.48            | $671.04            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAM8703 | 2030-04-01      | 3.0400%  |  | $694.83            | $676.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW8980 | 2052-10-01      | 4.0000%  |  | $0.24              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2591 | 2052-08-01      | 5.0000%  |  | $709.95            | $728.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3428 | 2055-12-01      | 5.5000%  |  | $17216.18          | $17762.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8370 | 2056-02-01      | 5.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB1768 | 2037-07-01      | 2.0000%  |  | $0.30              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9733 | 2056-01-01      | 5.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI9440 | 2054-07-01      | 5.5000%  |  | $1395.75           | $1423.93           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  |  | $0.50              | $0.52              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI4959 | 2054-05-01      | 5.0000%  |  | $1918.25           | $1957.40           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  |  | $1.07              | $1.11              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA3844 | 2056-01-01      | 6.5000%  |  | $221.68            | $236.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0103 | 2056-03-01      | 5.5000%  |  | $1.89              | $1.93              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ5779 | 2056-01-01      | 6.5000%  |  | $944.62            | $1012.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ5221 | 2055-11-01      | 5.0000%  |  | $25084.90          | $25543.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ5060 | 2055-10-01      | 4.5000%  |  | $1415.24           | $1406.90           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3245 | 2055-01-01      | 5.0000%  |  | $323.61            | $328.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  |  | $27.28             | $28.00             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0179 | 2053-11-01      | 5.5000%  |  | $4350.76           | $4505.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4138 | 2055-11-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE6941 | 2056-01-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4139 | 2056-02-01      | 5.0000%  |  | $5975.64           | $6044.37           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA3748 | 2056-01-01      | 6.5000%  |  | $71.16             | $75.25             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ3006 | 2054-09-01      | 5.0000%  |  | $8.30              | $8.46              | 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%  |  | $4.32              | $4.37              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $0.61              | $0.63              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A17062 G | 2033-12-01      | 6.0000%  |  | $19.39             | $20.00             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P50483 G | 2035-05-01      | 5.0000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  |  | $0.19              | $0.19              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC T30440 G | 2038-02-01      | 6.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1490 | 2052-08-01      | 4.5000%  |  | $7577.06           | $7619.81           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA1098 | 2053-12-01      | 6.5000%  |  | $117.66            | $122.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI2626 | 2041-06-01      | 4.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0491 | 2054-06-01      | 6.5000%  |  | $0.19              | $0.20              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08466 G | 2041-11-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2707 | 2053-04-01      | 5.0000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  |  | $14510.92          | $12906.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  |  | $23258.52          | $24397.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAS6715 | 2031-02-01      | 2.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6727 | 2042-03-01      | 3.5000%  |  | $833.46            | $806.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB2979 | 2037-02-01      | 2.5000%  |  | $32.70             | $31.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA5022 | 2050-01-01      | 4.0000%  |  | $24.45             | $24.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $41.51             | $39.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4305 | 2052-08-01      | 5.0000%  |  | $10286.47          | $10575.66          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0625 | 2051-05-01      | 2.5000%  |  | $0.20              | $0.18              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  |  | $0.82              | $0.67              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  |  | $34.88             | $33.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTCA2985 | 2039-01-01      | 4.5000%  |  | $23.43             | $23.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0705 | 2051-06-01      | 3.0000%  |  | $0.18              | $0.17              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  |  | $0.16              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6954 | 2045-06-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2612 | 2052-10-01      | 4.5000%  |  | $140.61            | $140.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7988 | 2050-12-01      | 2.0000%  |  | $8.92              | $7.44              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4097 | 2052-07-01      | 4.5000%  |  | $23692.94          | $23685.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA4904 | 2053-10-01      | 6.0000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  |  | $2404.67           | $2344.74           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF4134 | 2052-11-01      | 5.5000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAS8553 | 2036-12-01      | 3.0000%  |  | $0.08              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5778 | 2052-12-01      | 6.0000%  |  | $4472.41           | $4634.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0455 | 2051-05-01      | 2.5000%  |  | $55.68             | $48.53             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ4890 | 2054-10-01      | 5.5000%  |  | $398.95            | $414.10            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  |  | $164.45            | $163.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS0225 | 2043-08-01      | 4.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  |  | $6.92              | $7.15              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3885 | 2055-11-01      | 5.5000%  |  | $4871.73           | $4971.07           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3778 | 2055-12-01      | 5.5000%  |  | $638.12            | $659.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3368 | 2055-12-01      | 6.0000%  |  | $4067.74           | $4191.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2338 | 2055-08-01      | 5.5000%  |  | $5585.18           | $5698.48           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0461 | 2050-11-01      | 3.0000%  |  | $3432.94           | $3131.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1485 | 2054-08-01      | 5.5000%  |  | $355.71            | $370.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA7640 | 2054-04-01      | 6.5000%  |  | $397.58            | $424.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL4708 | 2043-03-01      | 4.0000%  |  | $515.31            | $512.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4039 | 2052-07-01      | 5.0000%  |  | $8740.76           | $8852.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS8907 | 2030-07-01      | 4.7800%  |  | $830.61            | $860.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  |  | $23761.65          | $19806.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9823 | 2047-06-01      | 3.5000%  |  | $0.11              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  |  | $8624.88           | $8733.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN4303 | 2048-12-01      | 5.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9033 | 2054-08-01      | 6.5000%  |  | $0.26              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9003 | 2054-08-01      | 6.0000%  |  | $1.92              | $2.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9841 | 2054-12-01      | 6.5000%  |  | $1682.17           | $1769.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  |  | $6853.09           | $7227.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  |  | $108.87            | $111.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7925 | 2054-01-01      | 5.0000%  |  | $7.61              | $7.69              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB7816 | 2054-01-01      | 7.0000%  |  | $0.17              | $0.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  |  | $1.69              | $1.75              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7306 | 2053-10-01      | 6.0000%  |  | $6946.81           | $7317.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6748 | 2053-07-01      | 5.5000%  |  | $2504.64           | $2609.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB6455 | 2053-06-01      | 4.0000%  |  | $30.97             | $30.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6135 | 2053-04-01      | 4.5000%  |  | $20.56             | $20.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6078 | 2053-04-01      | 5.5000%  |  | $6740.99           | $6919.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5901 | 2053-03-01      | 5.0000%  |  | $1.98              | $2.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6266 | 2053-05-01      | 6.0000%  |  | $8402.62           | $8791.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4785 | 2052-10-01      | 5.0000%  |  | $6875.09           | $7018.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  |  | $21094.34          | $21510.52          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  |  | $2.64              | $2.72              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CNRD5246 | 2035-05-01      | 4.5000%  |  | $239.38            | $243.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CNRD5276 | 2036-01-01      | 5.0000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC1860 | 2036-04-01      | 2.0000%  |  | $19.80             | $18.43             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB5153 | 2042-04-01      | 2.0000%  |  | $1566.60           | $1378.94           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTRB5373 | 2045-11-01      | 4.5000%  |  | $4726.37           | $4738.89           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9380 | 2053-07-01      | 5.5000%  |  | $45.60             | $46.88             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  |  | $15575.27          | $15950.17          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $27169.84          | $27788.20          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7788 | 2052-08-01      | 5.0000%  |  | $21635.32          | $21938.39          | 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%  |  | $453.67            | $393.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4414 | 2051-01-01      | 2.5000%  |  | $428.50            | $377.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA2677 | 2050-06-01      | 2.0000%  |  | $79.92             | $67.43             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIQN3688 | 2035-10-01      | 2.0000%  |  | $117.56            | $110.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQN1110 | 2034-12-01      | 2.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5552 | 2054-09-01      | 6.5000%  |  | $1804.72           | $1883.20           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ5193 | 2054-10-01      | 5.5000%  |  | $280.24            | $287.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ4332 | 2054-08-01      | 6.0000%  |  | $353.64            | $370.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3034 | 2054-09-01      | 6.5000%  |  | $0.23              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3756 | 2054-08-01      | 5.5000%  |  | $419.68            | $431.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5910 | 2053-03-01      | 5.5000%  |  | $14118.76          | $14472.88          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC2197 | 2036-08-01      | 2.0000%  |  | $5133.13           | $4779.33           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $31.54             | $32.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4675 | 2052-09-01      | 4.5000%  |  | $0.23              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2285 | 2051-12-01      | 2.5000%  |  | $9132.70           | $8054.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN5409 | 2049-04-01      | 3.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5042 | 2054-10-01      | 5.5000%  |  | $430.37            | $439.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX9466 | 2053-03-01      | 5.5000%  |  | $439.16            | $455.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  |  | $0.17              | $0.15              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CNQS0268 | 2032-09-01      | 5.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3858 | 2054-04-01      | 5.5000%  |  | $173.56            | $178.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3392 | 2053-07-01      | 5.5000%  |  | $257.73            | $266.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS9560 | 2046-10-01      | 3.0000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5309 | 2054-04-01      | 5.5000%  |  | $7.96              | $8.22              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT1679 | 2049-01-01      | 4.5000%  |  | $8552.55           | $8627.44           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8156 | 2051-07-01      | 2.5000%  |  | $26.56             | $23.15             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CISB0831 | 2037-10-01      | 4.0000%  |  | $0.20              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  |  | $7247.48           | $7353.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4407 | 2052-08-01      | 5.0000%  |  | $10998.37          | $11136.66          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS2927 | 2033-09-01      | 1.8200%  |  | $21767.78          | $18657.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  |  | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3723 | 2050-10-01      | 2.0000%  |  | $0.18              | $0.15              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ5146 | 2055-10-01      | 6.5000%  |  | $364.57            | $385.94            | 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 CLDE8773 | 2055-09-01      | 5.0000%  |  | $863.78            | $876.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA0354 | 2052-03-01      | 2.0000%  |  | $54.23             | $45.70             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CNRD5271 | 2035-11-01      | 5.5000%  |  | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  |  | $594.48            | $611.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7882 | 2046-09-01      | 3.0000%  |  | $0.08              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  |  | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8819 | 2050-04-01      | 3.0000%  |  | $0.16              | $0.15              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4967 | 2054-02-01      | 5.5000%  |  | $34.58             | $35.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 ZLFP0105 | 2051-06-01      | 2.5000%  |  | $660.94            | $576.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  |  | $13.80             | $14.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP7519 | 2050-11-01      | 2.0000%  |  | $0.19              | $0.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7509 | 2054-01-01      | 7.0000%  |  | $400.83            | $428.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ2108 | 2045-10-01      | 3.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ0019 | 2054-07-01      | 7.0000%  |  | $321.68            | $345.75            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ1011 | 2034-05-01      | 5.0300%  |  | $518.34            | $546.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4264 | 2053-11-01      | 6.0000%  |  | $7708.53           | $8090.80           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ0831 | 2054-07-01      | 7.0000%  |  | $422.45            | $452.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $1.29              | $1.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8618 | 2051-01-01      | 3.0000%  |  | $5914.35           | $5480.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7950 | 2054-02-01      | 4.5000%  |  | $2968.95           | $2972.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  |  | $7068.30           | $7125.84           | Agency Mortgage-Backed Securities         |
| FNMA MNMS 01.690 MIBL6320 | 2035-05-01      | 1.6900%  |  | $0.30              | $0.27              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $3.23              | $3.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY0716 | 2053-04-01      | 6.0000%  |  | $0.18              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBN7756 | 2049-09-01      | 3.0000%  |  | $1110.44           | $1021.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  |  | $5976.27           | $6049.58           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1818 | 2052-10-01      | 4.0000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG9635 | 2053-09-01      | 5.5000%  |  | $329.61            | $343.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1662 | 2054-09-01      | 7.0000%  |  | $424.54            | $453.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4204 | 2040-12-01      | 2.0000%  |  | $265.76            | $237.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDD9532 | 2040-09-01      | 5.0000%  |  | $4208.92           | $4289.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0259 | 2055-04-01      | 6.0000%  |  | $34.08             | $35.80             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4651 | 2055-08-01      | 6.0000%  |  | $371.39            | $389.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH7861 | 2054-01-01      | 6.0000%  |  | $311.13            | $328.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1402 | 2055-05-01      | 6.5000%  |  | $8727.00           | $9109.63           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1234 | 2055-04-01      | 5.0000%  |  | $70.05             | $71.08             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ5868 | 2055-10-01      | 6.0000%  |  | $395.17            | $413.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4856 | 2055-10-01      | 6.0000%  |  | $0.90              | $0.94              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4855 | 2055-09-01      | 6.0000%  |  | $9.86              | $10.31             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4779 | 2055-10-01      | 6.5000%  |  | $0.86              | $0.92              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8609 | 2055-05-01      | 6.0000%  |  | $1606.39           | $1672.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC7350 | 2054-11-01      | 7.0000%  |  | $0.26              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7235 | 2055-05-01      | 6.0000%  |  | $4615.33           | $4764.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8789 | 2055-09-01      | 6.0000%  |  | $4216.06           | $4343.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0461 | 2055-10-01      | 6.0000%  |  | $1816.19           | $1901.84           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX4489 | 2054-12-01      | 6.0000%  |  | $426.65            | $446.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6883 | 2054-10-01      | 6.0000%  |  | $575.13            | $596.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0775 | 2055-10-01      | 5.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD3396 | 2055-03-01      | 5.5000%  |  | $390.69            | $404.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX7616 | 2055-03-01      | 6.5000%  |  | $385.26            | $412.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5518 | 2055-10-01      | 5.5000%  |  | $11.64             | $11.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8973 | 2055-09-01      | 6.5000%  |  | $395.21            | $413.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3093 | 2054-12-01      | 6.0000%  |  | $1334.51           | $1384.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6533 | 2054-11-01      | 5.0000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4125 | 2055-11-01      | 5.0000%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9053 | 2056-01-01      | 5.5000%  |  | $0.30              | $0.31              | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.150 WAWA3290 | 2039-09-01      | 3.1500%  |  | $805.08            | $705.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3735 | 2054-07-01      | 6.5000%  |  | $465.24            | $486.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4457 | 2055-09-01      | 6.5000%  |  | $1.20              | $1.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ1024 | 2055-08-01      | 6.5000%  |  | $408.47            | $426.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ0904 | 2055-08-01      | 5.0000%  |  | $3536.68           | $3565.36           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3465 | 2055-05-01      | 5.5000%  |  | $4007.78           | $4142.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX3016 | 2055-01-01      | 6.0000%  |  | $334.31            | $344.45            | 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%  |  | $393.74            | $414.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5956 | 2046-01-01      | 5.5000%  |  | $2103.18           | $2151.22           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4454 | 2055-09-01      | 6.5000%  |  | $1.19              | $1.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9091 | 2055-10-01      | 6.5000%  |  | $0.57              | $0.61              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  |  | $60336.36          | $62417.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF3445 | 2055-10-01      | 6.5000%  |  | $2230.92           | $2348.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9397 | 2056-01-01      | 6.0000%  |  | $358.89            | $371.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4071 | 2056-01-01      | 5.5000%  |  | $3348.70           | $3459.64           | Agency Mortgage-Backed Securities         |
| FMAC FTRA 03607B 12/15/37 | 2037-12-15      | 6.3070%  |  | $171.46            | $174.55            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 6.4934%  |  | $129.51            | $130.15            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.3257%  |  | $322.46            | $324.58            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 5.9106%  |  | $145.24            | $148.90            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5575FB 09/25/55 | 2055-09-25      | 5.0172%  |  | $13421.50          | $13588.17          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05563G 11/25/52 | 2052-11-25      | 5.0000%  |  | $4751.30           | $4783.04           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5566DF 07/25/51 | 2051-07-25      | 4.6172%  |  | $1319.00           | $1326.42           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5561LA 09/25/51 | 2051-09-25      | 5.5000%  |  | $4171.82           | $4234.56           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5560FB 06/25/55 | 2055-06-25      | 4.6672%  |  | $549.08            | $553.27            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5557FM 07/25/55 | 2055-07-25      | 4.7672%  |  | $1139.11           | $1146.33           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5526FK 12/25/54 | 2054-12-25      | 4.7172%  |  | $9132.57           | $9183.55           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513MF 11/25/54 | 2054-11-25      | 4.6072%  |  | $1450.77           | $1458.98           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5499FW 02/25/55 | 2055-02-25      | 5.0672%  |  | $1562.37           | $1579.02           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 4.5172%  |  | $7200.96           | $7225.96           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R23F004 | 2045-07-25      | 5.5000%  |  | $187.05            | $189.19            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FV R24F082 | 2054-11-25      | 4.2772%  |  | $18825.10          | $18767.54          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL087FA R24F087 | 2054-12-25      | 5.0672%  |  | $1804.63           | $1820.76           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL092HF R24F092 | 2054-12-25      | 4.8672%  |  | $1798.75           | $1814.86           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FB R24F064 | 2054-09-25      | 4.7672%  |  | $4161.42           | $4187.36           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 4.6672%  |  | $1129.96           | $1138.99           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.2172%  |  | $3266.21           | $3308.36           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC025GA R21F025 | 2051-05-25      | 1.0000%  |  | $4471.90           | $3507.44           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508FC 02/25/55 | 2055-02-25      | 4.6672%  |  | $2360.51           | $2376.85           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC057FP R25F057 | 2055-07-25      | 4.8172%  |  | $12232.80          | $12326.38          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL052FB R25F052 | 2055-07-25      | 4.8672%  |  | $374.42            | $377.53            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC055CF R25F055 | 2055-07-25      | 4.4672%  |  | $27593.41          | $27658.81          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL054FM R25F054 | 2055-07-25      | 4.7672%  |  | $548.33            | $551.83            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC019CA R25F019 | 2051-02-25      | 5.0000%  |  | $2910.90           | $2929.68           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL001FD R25F001 | 2055-02-25      | 4.8672%  |  | $789.86            | $795.96            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL004FB R25F004 | 2053-12-25      | 4.8672%  |  | $420.56            | $424.12            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL100FD R24F100 | 2054-06-25      | 5.1172%  |  | $2650.06           | $2675.03           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC004D R25F004  | 2052-07-25      | 5.5000%  |  | $5898.41           | $5987.21           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FB R23F047 | 2053-10-25      | 5.0672%  |  | $7852.75           | $7941.54           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5492CL 01/25/55 | 2055-01-25      | 4.5000%  |  | $684.88            | $679.51            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL105TB R09F105 | 2039-12-25      | 6.5437%  |  | $231.22            | $235.08            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508AF 02/25/55 | 2055-02-25      | 4.6672%  |  | $1069.02           | $1076.53           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082CF R24F082 | 2054-11-25      | 5.0172%  |  | $909.15            | $917.23            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 4.5172%  |  | $4233.83           | $4248.67           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5535FB 05/25/55 | 2055-05-25      | 4.5172%  |  | $8509.65           | $8549.50           | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5342FA 01/15/47 | 2047-01-15      | 4.0727%  |  | $6734.60           | $6603.63           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5542CF 05/25/55 | 2055-05-25      | 5.2172%  |  | $4112.44           | $4164.63           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC133HC R12F133 | 2041-09-25      | 2.5000%  |  | $967.05            | $954.30            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.2648%  |  | $157.18            | $155.65            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3827BL 03/15/41 | 2041-03-15      | 5.0000%  |  | $1325.52           | $1349.08           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5568FE 08/25/55 | 2055-08-25      | 4.8672%  |  | $9945.91           | $10033.18          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FB R25F034 | 2055-05-25      | 4.7172%  |  | $6543.21           | $6576.89           | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 6.4659%  |  | $115.93            | $116.35            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FB R16F082 | 2046-11-25      | 4.1817%  |  | $1810.07           | $1804.66           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL136KB R13F136 | 2029-01-25      | 3.5000%  |  | $249.81            | $248.99            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC073KA R13F073 | 2042-10-25      | 3.0000%  |  | $4565.10           | $4453.71           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  |  | $3249.45           | $3176.32           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-032 M      | 2056-01-20      | 4.5000%  |  | $0.30              | $0.30              | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FE 02/25/54 | 2054-02-25      | 5.1172%  |  | $5221.63           | $5276.14           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FB 02/25/54 | 2054-02-25      | 5.0172%  |  | $8702.71           | $8765.30           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FJ 12/25/54 | 2054-12-25      | 4.8172%  |  | $7795.75           | $7866.65           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FG 12/25/54 | 2054-12-25      | 5.0172%  |  | $1486.80           | $1501.32           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC072NA R13F072 | 2042-08-25      | 2.5000%  |  | $109.60            | $109.22            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 6.5708%  |  | $327.18            | $339.58            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5438FE 08/25/54 | 2054-08-25      | 4.9672%  |  | $1422.61           | $1432.84           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC061BA R13F061 | 2043-01-25      | 3.0000%  |  | $6315.42           | $6065.50           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5480FD 03/25/54 | 2054-03-25      | 5.0172%  |  | $2116.45           | $2134.90           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC099FE R24F099 | 2055-01-25      | 5.1172%  |  | $1242.47           | $1257.38           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FJ 11/25/54 | 2054-11-25      | 4.8172%  |  | $9861.74           | $9922.87           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL111EF R25F111 | 2056-01-25      | 4.6672%  |  | $3454.36           | $3447.65           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54 | 2054-12-25      | 5.1672%  |  | $1893.53           | $1911.97           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54 | 2054-12-25      | 5.1172%  |  | $4001.77           | $4049.68           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5471BF 11/25/54 | 2054-11-25      | 4.6172%  |  | $5779.78           | $5796.58           | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 04.500 CLZA6078 | 2049-01-01      | 4.5000%  |  | $636.55            | $643.53            | Agency Mortgage-Backed Securities         |
| FMAC FERA 5445FH 08/25/54 | 2054-08-25      | 4.7672%  |  | $5420.82           | $5456.03           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05440F 08/25/54 | 2054-08-25      | 4.7172%  |  | $857.29            | $862.71            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 4.5172%  |  | $5586.38           | $5604.83           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 4.5172%  |  | $5568.26           | $5587.75           | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5338FG 08/15/45 | 2045-08-15      | 4.1227%  |  | $3958.44           | $3891.54           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5202GA 05/25/48 | 2048-05-25      | 3.0000%  |  | $5002.28           | $4737.77           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL093FL R24F093 | 2054-12-25      | 5.1172%  |  | $13570.00          | $13697.87          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.0172%  |  | $0.24              | $0.24              | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FB R24F090 | 2053-11-25      | 4.9172%  |  | $6447.68           | $6511.91           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC077DF R24F077 | 2053-10-25      | 4.8672%  |  | $854.21            | $859.78            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.0872%  |  | $761.42            | $770.99            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5069PC 02/25/51 | 2051-02-25      | 0.7500%  |  | $7799.39           | $5829.61           | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4313FM 03/15/44 | 2044-03-15      | 4.2227%  |  | $631.99            | $627.15            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  |  | $801.54            | $788.65            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL032F R24F032  | 2054-06-25      | 4.9672%  |  | $3988.82           | $4027.32           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5484FA 12/25/54 | 2054-12-25      | 4.8672%  |  | $2019.27           | $2036.56           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549BF 02/25/55 | 2055-02-25      | 4.8672%  |  | $1714.01           | $1727.01           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481AF 12/25/54 | 2054-12-25      | 4.8672%  |  | $6346.65           | $6394.44           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  |  | $181.53            | $178.28            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC092JF R24F092 | 2054-12-25      | 4.8172%  |  | $4735.58           | $4775.61           | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 5505AF 03/15/50 | 2050-03-15      | 4.6003%  |  | $1793.93           | $1784.92           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FA R24F090 | 2054-12-25      | 5.1672%  |  | $1098.14           | $1108.89           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC093FA R24F093 | 2054-12-25      | 5.1672%  |  | $3960.14           | $3999.15           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL021FB R25F021 | 2053-07-25      | 4.9672%  |  | $7220.86           | $7280.01           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5479FA 12/25/54 | 2054-12-25      | 4.8672%  |  | $2976.33           | $3000.94           | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 04.500 CLZL1534 | 2041-06-01      | 4.5000%  |  | $414.73            | $420.78            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A15111 G | 2033-10-01      | 6.0000%  |  | $36.04             | $37.34             | Agency Mortgage-Backed Securities         |
| FMAC 02.500 FGPC C91706 G | 2033-05-01      | 2.5000%  |  | $75.50             | $73.00             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08372 G | 2039-11-01      | 4.5000%  |  | $12.73             | $12.94             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ1794 | 2054-08-01      | 5.5000%  |  | $396.90            | $413.11            | 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%  |  | $415.86            | $432.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH5013 | 2053-11-01      | 6.0000%  |  | $0.19              | $0.20              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH4770 | 2053-11-01      | 7.0000%  |  | $0.24              | $0.26              | 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 CLQG8617 | 2053-08-01      | 5.5000%  |  | $1183.50           | $1209.68           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  |  | $3873.80           | $4029.57           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF3421 | 2052-11-01      | 5.0000%  |  | $5501.91           | $5605.85           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0207 | 2052-09-01      | 4.5000%  |  | $343.60            | $344.39            | 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%  |  | $14918.37          | $15104.43          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6385 | 2052-07-01      | 4.5000%  |  | $0.21              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4961 | 2052-06-01      | 5.0000%  |  | $473.79            | $485.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE1063 | 2052-04-01      | 3.0000%  |  | $0.23              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB7230 | 2051-01-01      | 2.0000%  |  | $25.03             | $20.69             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G67720 G | 2049-03-01      | 4.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ2131 | 2054-08-01      | 6.5000%  |  | $0.18              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  |  | $36.82             | $36.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4563 | 2052-09-01      | 5.0000%  |  | $28.60             | $29.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4334 | 2052-08-01      | 4.0000%  |  | $9938.21           | $9760.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  |  | $188.96            | $195.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4095 | 2052-07-01      | 4.5000%  |  | $30593.00          | $30659.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  |  | $0.46              | $0.44              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3744 | 2052-03-01      | 2.5000%  |  | $11.95             | $10.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  |  | $5092.44           | $5027.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3426 | 2052-04-01      | 3.5000%  |  | $0.22              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3013 | 2052-03-01      | 2.0000%  |  | $14.59             | $12.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2751 | 2052-02-01      | 2.5000%  |  | $0.23              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3515 | 2052-05-01      | 3.5000%  |  | $30.63             | $29.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2436 | 2051-12-01      | 3.0000%  |  | $25.51             | $23.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2404 | 2051-12-01      | 2.5000%  |  | $0.24              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2168 | 2051-11-01      | 3.0000%  |  | $0.22              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2054 | 2051-11-01      | 2.0000%  |  | $0.44              | $0.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB1216 | 2036-07-01      | 2.5000%  |  | $0.16              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0498 | 2051-05-01      | 2.0000%  |  | $4.27              | $3.55              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTCB0466 | 2041-05-01      | 2.5000%  |  | $23.67             | $21.74             | 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 04.500 CLSD3944 | 2053-05-01      | 4.5000%  |  | $20.08             | $20.07             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3650 | 2053-08-01      | 6.0000%  |  | $24186.62          | $25554.44          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  |  | $15678.63          | $15995.84          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8526 | 2055-04-01      | 6.5000%  |  | $0.20              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  |  | $7.03              | $7.17              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8471 | 2054-10-01      | 6.5000%  |  | $10080.40          | $10510.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  |  | $7.86              | $8.10              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  |  | $0.20              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8322 | 2053-05-01      | 4.5000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX7862 | 2053-03-01      | 6.0000%  |  | $0.20              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX7638 | 2053-05-01      | 5.5000%  |  | $206.33            | $211.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8263 | 2052-09-01      | 5.0000%  |  | $437.61            | $442.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7198 | 2052-09-01      | 4.5000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBW1977 | 2052-07-01      | 3.5000%  |  | $201.65            | $191.00            | 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         |
| FNMA FNMS 02.500 CLBU5890 | 2051-12-01      | 2.5000%  |  | $0.20              | $0.17              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1185 | 2051-10-01      | 3.0000%  |  | $1543.14           | $1398.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0430 | 2050-08-01      | 2.5000%  |  | $325.83            | $286.86            | 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 CISB8178 | 2037-09-01      | 4.0000%  |  | $0.33              | $0.33              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8165 | 2037-05-01      | 3.5000%  |  | $0.17              | $0.17              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8149 | 2037-04-01      | 2.5000%  |  | $9.99              | $9.50              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB1773 | 2037-03-01      | 2.0000%  |  | $0.29              | $0.27              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB0297 | 2035-03-01      | 3.0000%  |  | $0.09              | $0.09              | 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 CLZA6340 | 2049-03-01      | 4.5000%  |  | $0.27              | $0.27              | 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 03.500 CLAT8615 | 2043-07-01      | 3.5000%  |  | $0.14              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CKBM6968 | 2051-10-01      | 2.5000%  |  | $1654.35           | $1406.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5935 | 2049-03-01      | 4.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3719 | 2045-12-01      | 4.5000%  |  | $160.84            | $162.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1277 | 2047-05-01      | 4.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5315 | 2032-01-01      | 2.4400%  |  | $11400.00          | $10499.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4989 | 2054-10-01      | 5.5000%  |  | $8633.26           | $8986.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4973 | 2054-08-01      | 6.0000%  |  | $410.31            | $430.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU4913 | 2054-08-01      | 5.0000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4850 | 2054-08-01      | 5.5000%  |  | $3558.42           | $3648.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  |  | $0.18              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT6813 | 2051-10-01      | 3.0000%  |  | $0.16              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  |  | $1579.02           | $1602.20           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BS7348 | 2030-02-01      | 5.0800%  |  | $415.78            | $434.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR2227 | 2051-08-01      | 2.5000%  |  | $0.22              | $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 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 03.500 CLBO0988 | 2049-07-01      | 3.5000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  |  | $7.91              | $7.96              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7274 | 2052-08-01      | 3.3470%  |  | $8306.31           | $8201.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDA6334 | 2054-04-01      | 5.0000%  |  | $451.38            | $459.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA4870 | 2054-01-01      | 6.5000%  |  | $999.72            | $1043.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3672 | 2053-10-01      | 7.5000%  |  | $0.19              | $0.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3671 | 2053-10-01      | 7.5000%  |  | $0.16              | $0.17              | 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 05.500 CL759153 | 2034-01-01      | 5.5000%  |  | $44.28             | $45.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745802 | 2036-07-01      | 6.0000%  |  | $123.65            | $131.21            | 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 04.500 CLAU7484 | 2043-09-01      | 4.5000%  |  | $194.50            | $197.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  |  | $616.71            | $639.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8279 | 2052-11-01      | 6.0000%  |  | $12.48             | $12.95             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8273 | 2052-11-01      | 3.5000%  |  | $2.78              | $2.61              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  |  | $0.47              | $0.46              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  |  | $0.25              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  |  | $9.65              | $9.10              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8169 | 2051-09-01      | 3.5000%  |  | $0.89              | $0.85              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  |  | $0.21              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8507 | 2051-01-01      | 2.0000%  |  | $1857.24           | $1563.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7363 | 2050-10-01      | 2.5000%  |  | $1969.05           | $1719.00           | 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%  |  | $6119.60           | $5102.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $0.18              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  |  | $0.19              | $0.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6698 | 2050-08-01      | 2.0000%  |  | $23523.09          | $19622.53          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A1 R22M013 | 2032-05-25      | 2.5863%  |  | $4612.09           | $4471.09           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.0816%  |  | $4711.50           | $4253.92           | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.4572%  |  | $2201.42           | $2124.64           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL001A1 R22M001 | 2031-10-25      | 1.6684%  |  | $1417.59           | $1341.33           | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC01SA1X R23M01 | 2033-07-25      | 4.4970%  |  | $10.97             | $10.98             | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023AB R21M023 | 2031-11-25      | 0.5000%  |  | $834.80            | $708.82            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.4680%  |  | $7702.50           | $6928.82           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0061A2 R21M00 | 2031-03-25      | 1.4605%  |  | $1500.00           | $1323.40           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0491A1 R20M04 | 2030-11-25      | 1.2553%  |  | $2047.56           | $1933.01           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3225%  |  | $1883.53           | $1699.58           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL053A2 R20M053 | 2032-11-25      | 1.6837%  |  | $871.50            | $760.55            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL041A1 R20M041 | 2029-03-25      | 1.2900%  |  | $167.94            | $165.59            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL025AV2 R19M02 | 2026-12-25      | 2.2660%  |  | $300.08            | $298.60            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  |  | $6090.60           | $5831.35           | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.0946%  |  | $531.13            | $504.63            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0022A1 R26M00 | 2033-03-25      | 4.2000%  |  | $8991.17           | $9000.17           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004AV R26M004 | 2039-01-25      | 2.8864%  |  | $5780.40           | $5348.76           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A1 R26M004 | 2030-11-25      | 2.8864%  |  | $4595.40           | $4482.42           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.4759%  |  | $835.44            | $854.72            | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC006A1 R21M006 | 2033-03-25      | 1.4946%  |  | $6391.58           | $6193.80           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A1 R20M001 | 2029-10-25      | 2.1510%  |  | $848.01            | $835.26            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  |  | $1232.08           | $1147.83           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  |  | $138.83            | $136.43            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL051A1 R20M051 | 2030-12-25      | 0.8500%  |  | $2321.54           | $2212.78           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  |  | $543.34            | $524.73            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0183A2 R19M01 | 2031-09-25      | 2.5770%  |  | $699.68            | $651.10            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL012A2 R18M012 | 2030-08-25      | 3.6250%  |  | $1399.62           | $1393.53           | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL003A2 R18M003 | 2030-02-25      | 3.0740%  |  | $3966.96           | $3883.06           | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.0627%  |  | $1850.04           | $1835.30           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5314%  |  | $1075.32           | $1033.53           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL009A2 R19M009 | 2029-06-25      | 2.9370%  |  | $477.89            | $468.59            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A2 R22M003 | 2031-11-25      | 1.7072%  |  | $9210.00           | $8171.00           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G | 2031-01-25      | 1.1810%  |  | $10.88             | $10.84             | Agency Mortgage-Backed Securities         |

### Security 125: 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:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 4 1/8 NOTE J 32 | 2032-03-31      | 4.1250%  |  | $14554.83          | $15131.93          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31 | 2031-10-31      | 4.1250%  |  | $22437.95          | $23260.82          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31 | 2031-06-30      | 4.2500%  |  | $60515.75          | $62733.62          | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31 | 2031-05-31      | 4.6250%  |  | $38584.75          | $40851.27          | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32 | 2032-08-15      | 2.7500%  |  | $65265.13          | $61602.55          | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31 | 2031-08-15      | 1.2500%  |  | $75227.40          | $66377.98          | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 54   | 2054-02-15      | 2.1250%  |  | $12431.94          | $11579.55          | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43   | 2043-08-15      | 4.3750%  |  | $19508.70          | $19130.82          | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42   | 2042-08-15      | 3.3750%  |  | $25807.98          | $22409.06          | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42   | 2042-05-15      | 3.2500%  |  | $3239.50           | $2801.46           | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49   | 2049-08-15      | 2.2500%  |  | $43381.08          | $28172.36          | U.S. Treasuries (including strips) |
| USTR 3 BOND 42       | 2042-05-15      | 3.0000%  |  | $48724.75          | $40684.47          | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44   | 2044-11-15      | 4.6250%  |  | $107.80            | $109.72            | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45   | 2045-08-15      | 4.8750%  |  | $41165.70          | $42679.61          | U.S. Treasuries (including strips) |
| USTR 1 TRIB 46       | 2046-02-15      | 1.0000%  |  | $959.42            | $749.00            | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIB 45   | 2045-02-15      | 0.7500%  |  | $23.77             | $17.96             | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIB 43   | 2043-02-15      | 0.6250%  |  | $29428.91          | $22678.15          | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN A 33 | 2033-01-15      | 1.1250%  |  | $54663.13          | $53683.42          | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Federated Hermes Insurance Series

**Date:** 2026-03-06

**By:** Stephen Van Meter

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

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